Transaction Hash:
Block:
20268343 at Jul-09-2024 10:28:47 AM +UTC
Transaction Fee:
0.00259560330341292 ETH
$6.54
Gas Used:
804,942 Gas / 3.22458426 Gwei
Emitted Events:
62 |
FiatTokenProxy.0xddf252ad1be2c89b69c2b068fc378daa952ba7f163c4a11628f55a4df523b3ef( 0xddf252ad1be2c89b69c2b068fc378daa952ba7f163c4a11628f55a4df523b3ef, 0x0000000000000000000000004e97111d6b0c4c3867ce703f7ecf39489fe64c83, 0x000000000000000000000000e37e799d5077682fa0a244d46e5649f71457bd09, 00000000000000000000000000000000000000000000000a13fb6a3c417fd400 )
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63 |
FiatTokenProxy.0x8c5be1e5ebec7d5bd14f71427d1e84f3dd0314c0f7b2291e5b200ac8c7c3b925( 0x8c5be1e5ebec7d5bd14f71427d1e84f3dd0314c0f7b2291e5b200ac8c7c3b925, 0x000000000000000000000000e37e799d5077682fa0a244d46e5649f71457bd09, 0x000000000000000000000000ba12222222228d8ba445958a75a0704d566bf2c8, 00000000000000000000000000000000000000000000000203ff153f404cc400 )
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64 |
GyroECLPPool.SwapParams( balances=[665225129900351480750, 65585441733238926832], invariant=[{name:x, type:int256, order:1, indexed:false, value:178997112118983577, valueString:178997112118983577}, {name:y, type:int256, order:2, indexed:false, value:178997112118983573, valueString:178997112118983573}], amount=40024057630839172430 )
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65 |
Vault.Swap( poolId=F7A826D47C8E02835D94FB0AA40F0CC9505CB1340002000000000000000005E0, tokenIn=FiatTokenProxy, tokenOut=WstETH, amountIn=37181460410000000000, amountOut=34146494844699700287 )
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66 |
FiatTokenProxy.0xddf252ad1be2c89b69c2b068fc378daa952ba7f163c4a11628f55a4df523b3ef( 0xddf252ad1be2c89b69c2b068fc378daa952ba7f163c4a11628f55a4df523b3ef, 0x000000000000000000000000e37e799d5077682fa0a244d46e5649f71457bd09, 0x000000000000000000000000ba12222222228d8ba445958a75a0704d566bf2c8, 00000000000000000000000000000000000000000000000203ff153f404cc400 )
|
67 |
WstETH.Transfer( from=Vault, to=0xE37e799D5077682FA0a244D46E5649F71457BD09, value=34146494844699700287 )
|
68 |
WETH9.Transfer( src=UniswapV3Pool, dst=0xE37e799D5077682FA0a244D46E5649F71457BD09, wad=40002401649460707836 )
|
69 |
WstETH.Transfer( from=0xE37e799D5077682FA0a244D46E5649F71457BD09, to=UniswapV3Pool, value=34146494844699700287 )
|
70 |
UniswapV3Pool.Swap( sender=0xE37e799D5077682FA0a244D46E5649F71457BD09, recipient=0xE37e799D5077682FA0a244D46E5649F71457BD09, amount0=34146494844699700287, amount1=-40002401649460707836, sqrtPriceX96=85757305417115529196910718396, liquidity=56853281193438779857999758, tick=1583 )
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71 |
WETH9.Withdrawal( src=0xE37e799D5077682FA0a244D46E5649F71457BD09, wad=40002401649460707836 )
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72 |
FiatTokenProxy.0x8c5be1e5ebec7d5bd14f71427d1e84f3dd0314c0f7b2291e5b200ac8c7c3b925( 0x8c5be1e5ebec7d5bd14f71427d1e84f3dd0314c0f7b2291e5b200ac8c7c3b925, 0x000000000000000000000000e37e799d5077682fa0a244d46e5649f71457bd09, 0x0000000000000000000000005fae7e604fc3e24fd43a72867cebac94c65b404a, 000000000000000000000000000000000000000000000001ef5b4798e1916000 )
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73 |
FiatTokenProxy.0xddf252ad1be2c89b69c2b068fc378daa952ba7f163c4a11628f55a4df523b3ef( 0xddf252ad1be2c89b69c2b068fc378daa952ba7f163c4a11628f55a4df523b3ef, 0x000000000000000000000000e37e799d5077682fa0a244d46e5649f71457bd09, 0x0000000000000000000000005fae7e604fc3e24fd43a72867cebac94c65b404a, 000000000000000000000000000000000000000000000001ef5b4798e1916000 )
|
74 |
WETH9.Deposit( dst=Vyper_contract, wad=38305194311087948385 )
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75 |
WETH9.Transfer( src=Vyper_contract, dst=0xE37e799D5077682FA0a244D46E5649F71457BD09, wad=38305194311087948385 )
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76 |
Vyper_contract.TokenExchange( buyer=0xE37e799D5077682FA0a244D46E5649F71457BD09, sold_id=1, tokens_sold=35694201993600000000, bought_id=0, tokens_bought=38305194311087948385 )
|
77 |
WETH9.Withdrawal( src=0xE37e799D5077682FA0a244D46E5649F71457BD09, wad=38305194311087948385 )
|
78 |
WETH9.Transfer( src=UniswapV3Pool, dst=0xE37e799D5077682FA0a244D46E5649F71457BD09, wad=60852289971683389352 )
|
79 |
FiatTokenProxy.0xddf252ad1be2c89b69c2b068fc378daa952ba7f163c4a11628f55a4df523b3ef( 0xddf252ad1be2c89b69c2b068fc378daa952ba7f163c4a11628f55a4df523b3ef, 0x000000000000000000000000e37e799d5077682fa0a244d46e5649f71457bd09, 0x000000000000000000000000840deeef2f115cf50da625f7368c24af6fe74410, 000000000000000000000000000000000000000000000003105086b20fd0d800 )
|
80 |
UniswapV3Pool.Swap( sender=0xE37e799D5077682FA0a244D46E5649F71457BD09, recipient=0xE37e799D5077682FA0a244D46E5649F71457BD09, amount0=56515819823200000000, amount1=-60852289971683389352, sqrtPriceX96=82206579945572946962800147243, liquidity=255503895250532542322411, tick=738 )
|
81 |
WETH9.Withdrawal( src=0xE37e799D5077682FA0a244D46E5649F71457BD09, wad=60852289971683389352 )
|
82 |
WETH9.Transfer( src=UniswapV3Pool, dst=0xE37e799D5077682FA0a244D46E5649F71457BD09, wad=60820651118511410900 )
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83 |
FiatTokenProxy.0xddf252ad1be2c89b69c2b068fc378daa952ba7f163c4a11628f55a4df523b3ef( 0xddf252ad1be2c89b69c2b068fc378daa952ba7f163c4a11628f55a4df523b3ef, 0x000000000000000000000000e37e799d5077682fa0a244d46e5649f71457bd09, 0x000000000000000000000000177622e79acece98c39f6e12fa78ac7fc8a8bf62, 000000000000000000000000000000000000000000000003105086b20fd0d800 )
|
84 |
UniswapV3Pool.Swap( sender=0xE37e799D5077682FA0a244D46E5649F71457BD09, recipient=0xE37e799D5077682FA0a244D46E5649F71457BD09, amount0=56515819823200000000, amount1=-60820651118511410900, sqrtPriceX96=82179628395386687306442937363, liquidity=101860039210922885360298, tick=731 )
|
85 |
WETH9.Withdrawal( src=0xE37e799D5077682FA0a244D46E5649F71457BD09, wad=60820651118511410900 )
|
Account State Difference:
Address | Before | After | State Difference | ||
---|---|---|---|---|---|
0x109830a1...EC2FB7dAa | (Uniswap V3: wstETH 3) | ||||
0x177622E7...Fc8a8bf62 | (Uniswap V3: cbETH 4) | ||||
0x4E97111d...89Fe64C83 |
0.386411273806193393 Eth
Nonce: 1060
|
200.364352721246236946 Eth
Nonce: 1061
| 199.977941447440043553 | ||
0x5FAE7E60...4c65b404A | 350.247971199302170618 Eth | 311.942776888214222233 Eth | 38.305194311087948385 | ||
0x7f39C581...c935E2Ca0 | |||||
0x840DEEef...f6fE74410 | (Uniswap V3: cbETH 2) | ||||
0x95222290...5CC4BAfe5
Miner
| (beaverbuild) | 17.839743408994442695 Eth | 17.839814243890442695 Eth | 0.000070834896 | |
0xBA122222...d566BF2C8 | (Balancer: Vault) | ||||
0xBe989514...41Ea49704 | |||||
0xC02aaA39...83C756Cc2 | 2,740,159.318427442366814171 Eth | 2,739,997.643084702711306083 Eth | 161.675342739655508088 |
Execution Trace
AggregationRouterV6.swap( executor=0xE37e799D5077682FA0a244D46E5649F71457BD09, desc=[{name:srcToken, type:address, order:1, indexed:false, value:0xBe9895146f7AF43049ca1c1AE358B0541Ea49704, valueString:0xBe9895146f7AF43049ca1c1AE358B0541Ea49704}, {name:dstToken, type:address, order:2, indexed:false, value:0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE, valueString:0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE}, {name:srcReceiver, type:address, order:3, indexed:false, value:0xE37e799D5077682FA0a244D46E5649F71457BD09, valueString:0xE37e799D5077682FA0a244D46E5649F71457BD09}, {name:dstReceiver, type:address, order:4, indexed:false, value:0x4E97111d6B0c4c3867cE703F7EcF39489Fe64C83, valueString:0x4E97111d6B0c4c3867cE703F7EcF39489Fe64C83}, {name:amount, type:uint256, order:5, indexed:false, value:185907302050000000000, valueString:185907302050000000000}, {name:minReturnAmount, type:uint256, order:6, indexed:false, value:199966556991593327538, valueString:199966556991593327538}, {name:flags, type:uint256, order:7, indexed:false, value:1, valueString:1}], data=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returnAmount=199980537050743456473, spentAmount=185907302050000000000 )
FiatTokenProxy.23b872dd( )
-
StakedTokenV1.transferFrom( from=0x4E97111d6B0c4c3867cE703F7EcF39489Fe64C83, to=0xE37e799D5077682FA0a244D46E5649F71457BD09, value=185907302050000000000 ) => ( True )
-
0xe37e799d5077682fa0a244d46e5649f71457bd09.4b64e492( )
0xe37e799d5077682fa0a244d46e5649f71457bd09.98aed105( )
0xe37e799d5077682fa0a244d46e5649f71457bd09.bdb69421( )
0xe37e799d5077682fa0a244d46e5649f71457bd09.10c3405f( )
0xe37e799d5077682fa0a244d46e5649f71457bd09.07e5c0d2( )
-
0xe37e799d5077682fa0a244d46e5649f71457bd09.fbb7cd06( )
-
0xe37e799d5077682fa0a244d46e5649f71457bd09.ee63c1e5( )
-
WETH9.withdraw( wad=40002401649460707836 )
-
0xe37e799d5077682fa0a244d46e5649f71457bd09.bdb69421( )
0xe37e799d5077682fa0a244d46e5649f71457bd09.10c3405f( )
0xe37e799d5077682fa0a244d46e5649f71457bd09.c9e75c48( )
-
0xe37e799d5077682fa0a244d46e5649f71457bd09.07e5c0d2( )
-
0xe37e799d5077682fa0a244d46e5649f71457bd09.07e5c0d2( )
-
0xe37e799d5077682fa0a244d46e5649f71457bd09.07e5c0d2( )
-
-
0xe37e799d5077682fa0a244d46e5649f71457bd09.f2fa6b66( )
- ETH 199.980537050743456473
AggregationRouterV6.CALL( )
-
0xe37e799d5077682fa0a244d46e5649f71457bd09.6b4be0b9( )
FiatTokenProxy.70a08231( )
-
StakedTokenV1.balanceOf( account=0x111111125421cA6dc452d289314280a0f8842A65 ) => ( 0 )
-
- ETH 199.980537050743456473
0x4e97111d6b0c4c3867ce703f7ecf39489fe64c83.CALL( )
File 1 of 11: AggregationRouterV6
File 2 of 11: FiatTokenProxy
File 3 of 11: GyroECLPPool
File 4 of 11: Vault
File 5 of 11: WstETH
File 6 of 11: UniswapV3Pool
File 7 of 11: WETH9
File 8 of 11: Vyper_contract
File 9 of 11: UniswapV3Pool
File 10 of 11: UniswapV3Pool
File 11 of 11: StakedTokenV1
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type MakerTraits is uint256; /** * @title MakerTraitsLib * @notice A library to manage and check MakerTraits, which are used to encode the maker's preferences for an order in a single uint256. * @dev * The MakerTraits type is a uint256 and different parts of the number are used to encode different traits. * High bits are used for flags * 255 bit `NO_PARTIAL_FILLS_FLAG` - if set, the order does not allow partial fills * 254 bit `ALLOW_MULTIPLE_FILLS_FLAG` - if set, the order permits multiple fills * 253 bit - unused * 252 bit `PRE_INTERACTION_CALL_FLAG` - if set, the order requires pre-interaction call * 251 bit `POST_INTERACTION_CALL_FLAG` - if set, the order requires post-interaction call * 250 bit `NEED_CHECK_EPOCH_MANAGER_FLAG` - if set, the order requires to check the epoch manager * 249 bit `HAS_EXTENSION_FLAG` - if set, the order has extension(s) * 248 bit `USE_PERMIT2_FLAG` - if set, the order uses permit2 * 247 bit `UNWRAP_WETH_FLAG` - if set, the order requires to unwrap WETH * Low 200 bits are used for allowed sender, expiration, nonceOrEpoch, and series * uint80 last 10 bytes of allowed sender address (0 if any) * uint40 expiration timestamp (0 if none) * uint40 nonce or epoch * uint40 series */ library MakerTraitsLib { // Low 200 bits are used for allowed sender, expiration, nonceOrEpoch, and series uint256 private constant _ALLOWED_SENDER_MASK = type(uint80).max; uint256 private constant _EXPIRATION_OFFSET = 80; uint256 private constant _EXPIRATION_MASK = type(uint40).max; uint256 private constant _NONCE_OR_EPOCH_OFFSET = 120; uint256 private constant _NONCE_OR_EPOCH_MASK = type(uint40).max; uint256 private constant _SERIES_OFFSET = 160; uint256 private constant _SERIES_MASK = type(uint40).max; uint256 private constant _NO_PARTIAL_FILLS_FLAG = 1 << 255; uint256 private constant _ALLOW_MULTIPLE_FILLS_FLAG = 1 << 254; uint256 private constant _PRE_INTERACTION_CALL_FLAG = 1 << 252; uint256 private constant _POST_INTERACTION_CALL_FLAG = 1 << 251; uint256 private constant _NEED_CHECK_EPOCH_MANAGER_FLAG = 1 << 250; uint256 private constant _HAS_EXTENSION_FLAG = 1 << 249; uint256 private constant _USE_PERMIT2_FLAG = 1 << 248; uint256 private constant _UNWRAP_WETH_FLAG = 1 << 247; /** * @notice Checks if the order has the extension flag set. * @dev If the `HAS_EXTENSION_FLAG` is set in the makerTraits, then the protocol expects that the order has extension(s). * @param makerTraits The traits of the maker. * @return result A boolean indicating whether the flag is set. */ function hasExtension(MakerTraits makerTraits) internal pure returns (bool) { return (MakerTraits.unwrap(makerTraits) & _HAS_EXTENSION_FLAG) != 0; } /** * @notice Checks if the maker allows a specific taker to fill the order. * @param makerTraits The traits of the maker. * @param sender The address of the taker to be checked. * @return result A boolean indicating whether the taker is allowed. */ function isAllowedSender(MakerTraits makerTraits, address sender) internal pure returns (bool) { uint160 allowedSender = uint160(MakerTraits.unwrap(makerTraits) & _ALLOWED_SENDER_MASK); return allowedSender == 0 || allowedSender == uint160(sender) & _ALLOWED_SENDER_MASK; } /** * @notice Checks if the order has expired. * @param makerTraits The traits of the maker. * @return result A boolean indicating whether the order has expired. */ function isExpired(MakerTraits makerTraits) internal view returns (bool) { uint256 expiration = (MakerTraits.unwrap(makerTraits) >> _EXPIRATION_OFFSET) & _EXPIRATION_MASK; return expiration != 0 && expiration < block.timestamp; // solhint-disable-line not-rely-on-time } /** * @notice Returns the nonce or epoch of the order. * @param makerTraits The traits of the maker. * @return result The nonce or epoch of the order. */ function nonceOrEpoch(MakerTraits makerTraits) internal pure returns (uint256) { return (MakerTraits.unwrap(makerTraits) >> _NONCE_OR_EPOCH_OFFSET) & _NONCE_OR_EPOCH_MASK; } /** * @notice Returns the series of the order. * @param makerTraits The traits of the maker. * @return result The series of the order. */ function series(MakerTraits makerTraits) internal pure returns (uint256) { return (MakerTraits.unwrap(makerTraits) >> _SERIES_OFFSET) & _SERIES_MASK; } /** * @notice Determines if the order allows partial fills. * @dev If the _NO_PARTIAL_FILLS_FLAG is not set in the makerTraits, then the order allows partial fills. * @param makerTraits The traits of the maker, determining their preferences for the order. * @return result A boolean indicating whether the maker allows partial fills. */ function allowPartialFills(MakerTraits makerTraits) internal pure returns (bool) { return (MakerTraits.unwrap(makerTraits) & _NO_PARTIAL_FILLS_FLAG) == 0; } /** * @notice Checks if the maker needs pre-interaction call. * @param makerTraits The traits of the maker. * @return result A boolean indicating whether the maker needs a pre-interaction call. */ function needPreInteractionCall(MakerTraits makerTraits) internal pure returns (bool) { return (MakerTraits.unwrap(makerTraits) & _PRE_INTERACTION_CALL_FLAG) != 0; } /** * @notice Checks if the maker needs post-interaction call. * @param makerTraits The traits of the maker. * @return result A boolean indicating whether the maker needs a post-interaction call. */ function needPostInteractionCall(MakerTraits makerTraits) internal pure returns (bool) { return (MakerTraits.unwrap(makerTraits) & _POST_INTERACTION_CALL_FLAG) != 0; } /** * @notice Determines if the order allows multiple fills. * @dev If the _ALLOW_MULTIPLE_FILLS_FLAG is set in the makerTraits, then the maker allows multiple fills. * @param makerTraits The traits of the maker, determining their preferences for the order. * @return result A boolean indicating whether the maker allows multiple fills. */ function allowMultipleFills(MakerTraits makerTraits) internal pure returns (bool) { return (MakerTraits.unwrap(makerTraits) & _ALLOW_MULTIPLE_FILLS_FLAG) != 0; } /** * @notice Determines if an order should use the bit invalidator or remaining amount validator. * @dev The bit invalidator can be used if the order does not allow partial or multiple fills. * @param makerTraits The traits of the maker, determining their preferences for the order. * @return result A boolean indicating whether the bit invalidator should be used. * True if the order requires the use of the bit invalidator. */ function useBitInvalidator(MakerTraits makerTraits) internal pure returns (bool) { return !allowPartialFills(makerTraits) || !allowMultipleFills(makerTraits); } /** * @notice Checks if the maker needs to check the epoch. * @param makerTraits The traits of the maker. * @return result A boolean indicating whether the maker needs to check the epoch manager. */ function needCheckEpochManager(MakerTraits makerTraits) internal pure returns (bool) { return (MakerTraits.unwrap(makerTraits) & _NEED_CHECK_EPOCH_MANAGER_FLAG) != 0; } /** * @notice Checks if the maker uses permit2. * @param makerTraits The traits of the maker. * @return result A boolean indicating whether the maker uses permit2. */ function usePermit2(MakerTraits makerTraits) internal pure returns (bool) { return MakerTraits.unwrap(makerTraits) & _USE_PERMIT2_FLAG != 0; } /** * @notice Checks if the maker needs to unwraps WETH. * @param makerTraits The traits of the maker. * @return result A boolean indicating whether the maker needs to unwrap WETH. */ function unwrapWeth(MakerTraits makerTraits) internal pure returns (bool) { return MakerTraits.unwrap(makerTraits) & _UNWRAP_WETH_FLAG != 0; } } // File @1inch/limit-order-protocol-contract/contracts/libraries/[email protected] type TakerTraits is uint256; /** * @title TakerTraitsLib * @notice This library to manage and check TakerTraits, which are used to encode the taker's preferences for an order in a single uint256. * @dev The TakerTraits are structured as follows: * High bits are used for flags * 255 bit `_MAKER_AMOUNT_FLAG` - If set, the taking amount is calculated based on making amount, otherwise making amount is calculated based on taking amount. * 254 bit `_UNWRAP_WETH_FLAG` - If set, the WETH will be unwrapped into ETH before sending to taker. * 253 bit `_SKIP_ORDER_PERMIT_FLAG` - If set, the order skips maker's permit execution. * 252 bit `_USE_PERMIT2_FLAG` - If set, the order uses the permit2 function for authorization. * 251 bit `_ARGS_HAS_TARGET` - If set, then first 20 bytes of args are treated as target address for maker’s funds transfer. * 224-247 bits `ARGS_EXTENSION_LENGTH` - The length of the extension calldata in the args. * 200-223 bits `ARGS_INTERACTION_LENGTH` - The length of the interaction calldata in the args. * 0-184 bits - The threshold amount (the maximum amount a taker agrees to give in exchange for a making amount). */ library TakerTraitsLib { uint256 private constant _MAKER_AMOUNT_FLAG = 1 << 255; uint256 private constant _UNWRAP_WETH_FLAG = 1 << 254; uint256 private constant _SKIP_ORDER_PERMIT_FLAG = 1 << 253; uint256 private constant _USE_PERMIT2_FLAG = 1 << 252; uint256 private constant _ARGS_HAS_TARGET = 1 << 251; uint256 private constant _ARGS_EXTENSION_LENGTH_OFFSET = 224; uint256 private constant _ARGS_EXTENSION_LENGTH_MASK = 0xffffff; uint256 private constant _ARGS_INTERACTION_LENGTH_OFFSET = 200; uint256 private constant _ARGS_INTERACTION_LENGTH_MASK = 0xffffff; uint256 private constant _AMOUNT_MASK = 0x000000000000000000ffffffffffffffffffffffffffffffffffffffffffffff; /** * @notice Checks if the args should contain target address. * @param takerTraits The traits of the taker. * @return result A boolean indicating whether the args should contain target address. */ function argsHasTarget(TakerTraits takerTraits) internal pure returns (bool) { return (TakerTraits.unwrap(takerTraits) & _ARGS_HAS_TARGET) != 0; } /** * @notice Retrieves the length of the extension calldata from the takerTraits. * @param takerTraits The traits of the taker. * @return result The length of the extension calldata encoded in the takerTraits. */ function argsExtensionLength(TakerTraits takerTraits) internal pure returns (uint256) { return (TakerTraits.unwrap(takerTraits) >> _ARGS_EXTENSION_LENGTH_OFFSET) & _ARGS_EXTENSION_LENGTH_MASK; } /** * @notice Retrieves the length of the interaction calldata from the takerTraits. * @param takerTraits The traits of the taker. * @return result The length of the interaction calldata encoded in the takerTraits. */ function argsInteractionLength(TakerTraits takerTraits) internal pure returns (uint256) { return (TakerTraits.unwrap(takerTraits) >> _ARGS_INTERACTION_LENGTH_OFFSET) & _ARGS_INTERACTION_LENGTH_MASK; } /** * @notice Checks if the taking amount should be calculated based on making amount. * @param takerTraits The traits of the taker. * @return result A boolean indicating whether the taking amount should be calculated based on making amount. */ function isMakingAmount(TakerTraits takerTraits) internal pure returns (bool) { return (TakerTraits.unwrap(takerTraits) & _MAKER_AMOUNT_FLAG) != 0; } /** * @notice Checks if the order should unwrap WETH and send ETH to taker. * @param takerTraits The traits of the taker. * @return result A boolean indicating whether the order should unwrap WETH. */ function unwrapWeth(TakerTraits takerTraits) internal pure returns (bool) { return (TakerTraits.unwrap(takerTraits) & _UNWRAP_WETH_FLAG) != 0; } /** * @notice Checks if the order should skip maker's permit execution. * @param takerTraits The traits of the taker. * @return result A boolean indicating whether the order don't apply permit. */ function skipMakerPermit(TakerTraits takerTraits) internal pure returns (bool) { return (TakerTraits.unwrap(takerTraits) & _SKIP_ORDER_PERMIT_FLAG) != 0; } /** * @notice Checks if the order uses the permit2 instead of permit. * @param takerTraits The traits of the taker. * @return result A boolean indicating whether the order uses the permit2. */ function usePermit2(TakerTraits takerTraits) internal pure returns (bool) { return (TakerTraits.unwrap(takerTraits) & _USE_PERMIT2_FLAG) != 0; } /** * @notice Retrieves the threshold amount from the takerTraits. * The maximum amount a taker agrees to give in exchange for a making amount. * @param takerTraits The traits of the taker. * @return result The threshold amount encoded in the takerTraits. */ function threshold(TakerTraits takerTraits) internal pure returns (uint256) { return TakerTraits.unwrap(takerTraits) & _AMOUNT_MASK; } } // File @1inch/solidity-utils/contracts/libraries/[email protected] type Address is uint256; /** * @dev Library for working with addresses encoded as uint256 values, which can include flags in the highest bits. */ library AddressLib { uint256 private constant _LOW_160_BIT_MASK = (1 << 160) - 1; /** * @notice Returns the address representation of a uint256. * @param a The uint256 value to convert to an address. * @return The address representation of the provided uint256 value. */ function get(Address a) internal pure returns (address) { return address(uint160(Address.unwrap(a) & _LOW_160_BIT_MASK)); } /** * @notice Checks if a given flag is set for the provided address. * @param a The address to check for the flag. * @param flag The flag to check for in the provided address. * @return True if the provided flag is set in the address, false otherwise. */ function getFlag(Address a, uint256 flag) internal pure returns (bool) { return (Address.unwrap(a) & flag) != 0; } /** * @notice Returns a uint32 value stored at a specific bit offset in the provided address. * @param a The address containing the uint32 value. * @param offset The bit offset at which the uint32 value is stored. * @return The uint32 value stored in the address at the specified bit offset. */ function getUint32(Address a, uint256 offset) internal pure returns (uint32) { return uint32(Address.unwrap(a) >> offset); } /** * @notice Returns a uint64 value stored at a specific bit offset in the provided address. * @param a The address containing the uint64 value. * @param offset The bit offset at which the uint64 value is stored. * @return The uint64 value stored in the address at the specified bit offset. */ function getUint64(Address a, uint256 offset) internal pure returns (uint64) { return uint64(Address.unwrap(a) >> offset); } } // File @1inch/limit-order-protocol-contract/contracts/interfaces/[email protected] interface IOrderMixin { struct Order { uint256 salt; Address maker; Address receiver; Address makerAsset; Address takerAsset; uint256 makingAmount; uint256 takingAmount; MakerTraits makerTraits; } error InvalidatedOrder(); error TakingAmountExceeded(); error PrivateOrder(); error BadSignature(); error OrderExpired(); error WrongSeriesNonce(); error SwapWithZeroAmount(); error PartialFillNotAllowed(); error OrderIsNotSuitableForMassInvalidation(); error EpochManagerAndBitInvalidatorsAreIncompatible(); error ReentrancyDetected(); error PredicateIsNotTrue(); error TakingAmountTooHigh(); error MakingAmountTooLow(); error TransferFromMakerToTakerFailed(); error TransferFromTakerToMakerFailed(); error MismatchArraysLengths(); error InvalidPermit2Transfer(); error SimulationResults(bool success, bytes res); /** * @notice Emitted when order gets filled * @param orderHash Hash of the order * @param remainingAmount Amount of the maker asset that remains to be filled */ event OrderFilled( bytes32 orderHash, uint256 remainingAmount ); /** * @notice Emitted when order without `useBitInvalidator` gets cancelled * @param orderHash Hash of the order */ event OrderCancelled( bytes32 orderHash ); /** * @notice Emitted when order with `useBitInvalidator` gets cancelled * @param maker Maker address * @param slotIndex Slot index that was updated * @param slotValue New slot value */ event BitInvalidatorUpdated( address indexed maker, uint256 slotIndex, uint256 slotValue ); /** * @notice Returns bitmask for double-spend invalidators based on lowest byte of order.info and filled quotes * @param maker Maker address * @param slot Slot number to return bitmask for * @return result Each bit represents whether corresponding was already invalidated */ function bitInvalidatorForOrder(address maker, uint256 slot) external view returns(uint256 result); /** * @notice Returns bitmask for double-spend invalidators based on lowest byte of order.info and filled quotes * @param orderHash Hash of the order * @return remaining Remaining amount of the order */ function remainingInvalidatorForOrder(address maker, bytes32 orderHash) external view returns(uint256 remaining); /** * @notice Returns bitmask for double-spend invalidators based on lowest byte of order.info and filled quotes * @param orderHash Hash of the order * @return remainingRaw Inverse of the remaining amount of the order if order was filled at least once, otherwise 0 */ function rawRemainingInvalidatorForOrder(address maker, bytes32 orderHash) external view returns(uint256 remainingRaw); /** * @notice Cancels order's quote * @param makerTraits Order makerTraits * @param orderHash Hash of the order to cancel */ function cancelOrder(MakerTraits makerTraits, bytes32 orderHash) external; /** * @notice Cancels orders' quotes * @param makerTraits Orders makerTraits * @param orderHashes Hashes of the orders to cancel */ function cancelOrders(MakerTraits[] calldata makerTraits, bytes32[] calldata orderHashes) external; /** * @notice Cancels all quotes of the maker (works for bit-invalidating orders only) * @param makerTraits Order makerTraits * @param additionalMask Additional bitmask to invalidate orders */ function bitsInvalidateForOrder(MakerTraits makerTraits, uint256 additionalMask) external; /** * @notice Returns order hash, hashed with limit order protocol contract EIP712 * @param order Order * @return orderHash Hash of the order */ function hashOrder(IOrderMixin.Order calldata order) external view returns(bytes32 orderHash); /** * @notice Delegates execution to custom implementation. Could be used to validate if `transferFrom` works properly * @dev The function always reverts and returns the simulation results in revert data. * @param target Addresses that will be delegated * @param data Data that will be passed to delegatee */ function simulate(address target, bytes calldata data) external; /** * @notice Fills order's quote, fully or partially (whichever is possible). * @param order Order quote to fill * @param r R component of signature * @param vs VS component of signature * @param amount Taker amount to fill * @param takerTraits Specifies threshold as maximum allowed takingAmount when takingAmount is zero, otherwise specifies * minimum allowed makingAmount. The 2nd (0 based index) highest bit specifies whether taker wants to skip maker's permit. * @return makingAmount Actual amount transferred from maker to taker * @return takingAmount Actual amount transferred from taker to maker * @return orderHash Hash of the filled order */ function fillOrder( Order calldata order, bytes32 r, bytes32 vs, uint256 amount, TakerTraits takerTraits ) external payable returns(uint256 makingAmount, uint256 takingAmount, bytes32 orderHash); /** * @notice Same as `fillOrder` but allows to specify arguments that are used by the taker. * @param order Order quote to fill * @param r R component of signature * @param vs VS component of signature * @param amount Taker amount to fill * @param takerTraits Specifies threshold as maximum allowed takingAmount when takingAmount is zero, otherwise specifies * minimum allowed makingAmount. The 2nd (0 based index) highest bit specifies whether taker wants to skip maker's permit. * @param args Arguments that are used by the taker (target, extension, interaction, permit) * @return makingAmount Actual amount transferred from maker to taker * @return takingAmount Actual amount transferred from taker to maker * @return orderHash Hash of the filled order */ function fillOrderArgs( IOrderMixin.Order calldata order, bytes32 r, bytes32 vs, uint256 amount, TakerTraits takerTraits, bytes calldata args ) external payable returns(uint256 makingAmount, uint256 takingAmount, bytes32 orderHash); /** * @notice Same as `fillOrder` but uses contract-based signatures. * @param order Order quote to fill * @param signature Signature to confirm quote ownership * @param amount Taker amount to fill * @param takerTraits Specifies threshold as maximum allowed takingAmount when takingAmount is zero, otherwise specifies * minimum allowed makingAmount. The 2nd (0 based index) highest bit specifies whether taker wants to skip maker's permit. * @return makingAmount Actual amount transferred from maker to taker * @return takingAmount Actual amount transferred from taker to maker * @return orderHash Hash of the filled order * @dev See tests for examples */ function fillContractOrder( Order calldata order, bytes calldata signature, uint256 amount, TakerTraits takerTraits ) external returns(uint256 makingAmount, uint256 takingAmount, bytes32 orderHash); /** * @notice Same as `fillContractOrder` but allows to specify arguments that are used by the taker. * @param order Order quote to fill * @param signature Signature to confirm quote ownership * @param amount Taker amount to fill * @param takerTraits Specifies threshold as maximum allowed takingAmount when takingAmount is zero, otherwise specifies * minimum allowed makingAmount. The 2nd (0 based index) highest bit specifies whether taker wants to skip maker's permit. * @param args Arguments that are used by the taker (target, extension, interaction, permit) * @return makingAmount Actual amount transferred from maker to taker * @return takingAmount Actual amount transferred from taker to maker * @return orderHash Hash of the filled order * @dev See tests for examples */ function fillContractOrderArgs( Order calldata order, bytes calldata signature, uint256 amount, TakerTraits takerTraits, bytes calldata args ) external returns(uint256 makingAmount, uint256 takingAmount, bytes32 orderHash); } // File @1inch/limit-order-protocol-contract/contracts/interfaces/[email protected] interface IAmountGetter { /** * @notice View method that gets called to determine the actual making amount * @param order Order being processed * @param extension Order extension data * @param orderHash Hash of the order being processed * @param taker Taker address * @param takingAmount Actual taking amount * @param remainingMakingAmount Order remaining making amount * @param extraData Extra data */ function getMakingAmount( IOrderMixin.Order calldata order, bytes calldata extension, bytes32 orderHash, address taker, uint256 takingAmount, uint256 remainingMakingAmount, bytes calldata extraData ) external view returns (uint256); /** * @notice View method that gets called to determine the actual making amount * @param order Order being processed * @param extension Order extension data * @param orderHash Hash of the order being processed * @param taker Taker address * @param makingAmount Actual taking amount * @param remainingMakingAmount Order remaining making amount * @param extraData Extra data */ function getTakingAmount( IOrderMixin.Order calldata order, bytes calldata extension, bytes32 orderHash, address taker, uint256 makingAmount, uint256 remainingMakingAmount, bytes calldata extraData ) external view returns (uint256); } // File @1inch/limit-order-protocol-contract/contracts/interfaces/[email protected] interface IPostInteraction { /** * @notice Callback method that gets called after all fund transfers * @param order Order being processed * @param extension Order extension data * @param orderHash Hash of the order being processed * @param taker Taker address * @param makingAmount Actual making amount * @param takingAmount Actual taking amount * @param remainingMakingAmount Order remaining making amount * @param extraData Extra data */ function postInteraction( IOrderMixin.Order calldata order, bytes calldata extension, bytes32 orderHash, address taker, uint256 makingAmount, uint256 takingAmount, uint256 remainingMakingAmount, bytes calldata extraData ) external; } // File @1inch/limit-order-protocol-contract/contracts/interfaces/[email protected] interface IPreInteraction { /** * @notice Callback method that gets called before any funds transfers * @param order Order being processed * @param extension Order extension data * @param orderHash Hash of the order being processed * @param taker Taker address * @param makingAmount Actual making amount * @param takingAmount Actual taking amount * @param remainingMakingAmount Order remaining making amount * @param extraData Extra data */ function preInteraction( IOrderMixin.Order calldata order, bytes calldata extension, bytes32 orderHash, address taker, uint256 makingAmount, uint256 takingAmount, uint256 remainingMakingAmount, bytes calldata extraData ) external; } // File @1inch/limit-order-protocol-contract/contracts/interfaces/[email protected] /** * @title Interface for interactor which acts after `maker -> taker` transfer but before `taker -> maker` transfer. * @notice The order filling steps are `preInteraction` =>` Transfer "maker -> taker"` => **`Interaction`** => `Transfer "taker -> maker"` => `postInteraction` */ interface ITakerInteraction { /** * @dev This callback allows to interactively handle maker aseets to produce takers assets, doesn't supports ETH as taker assets * @notice Callback method that gets called after maker fund transfer but before taker fund transfer * @param order Order being processed * @param extension Order extension data * @param orderHash Hash of the order being processed * @param taker Taker address * @param makingAmount Actual making amount * @param takingAmount Actual taking amount * @param remainingMakingAmount Order remaining making amount * @param extraData Extra data */ function takerInteraction( IOrderMixin.Order calldata order, bytes calldata extension, bytes32 orderHash, address taker, uint256 makingAmount, uint256 takingAmount, uint256 remainingMakingAmount, bytes calldata extraData ) external; } // File @1inch/limit-order-protocol-contract/contracts/libraries/[email protected] type Offsets is uint256; /// @title OffsetsLib /// @dev A library for retrieving values by offsets from a concatenated calldata. library OffsetsLib { /// @dev Error to be thrown when the offset is out of bounds. error OffsetOutOfBounds(); /** * @notice Retrieves the field value calldata corresponding to the provided field index from the concatenated calldata. * @dev * The function performs the following steps: * 1. Retrieve the start and end of the segment corresponding to the provided index from the offsets array. * 2. Get the value from segment using offset and length calculated based on the start and end of the segment. * 3. Throw `OffsetOutOfBounds` error if the length of the segment is greater than the length of the concatenated data. * @param offsets The offsets encoding the start and end of each segment within the concatenated calldata. * @param concat The concatenated calldata. * @param index The index of the segment to retrieve. The field index 0 corresponds to the lowest bytes of the offsets array. * @return result The calldata from a segment of the concatenated calldata corresponding to the provided index. */ function get(Offsets offsets, bytes calldata concat, uint256 index) internal pure returns(bytes calldata result) { bytes4 exception = OffsetOutOfBounds.selector; assembly ("memory-safe") { // solhint-disable-line no-inline-assembly let bitShift := shl(5, index) // bitShift = index * 32 let begin := and(0xffffffff, shr(bitShift, shl(32, offsets))) // begin = offsets[ bitShift : bitShift + 32 ] let end := and(0xffffffff, shr(bitShift, offsets)) // end = offsets[ bitShift + 32 : bitShift + 64 ] result.offset := add(concat.offset, begin) result.length := sub(end, begin) if gt(end, concat.length) { mstore(0, exception) revert(0, 4) } } } } // File @1inch/limit-order-protocol-contract/contracts/libraries/[email protected] /** * @title ExtensionLib * @notice Library for retrieving extensions information for the IOrderMixin Interface. */ library ExtensionLib { using AddressLib for Address; using OffsetsLib for Offsets; enum DynamicField { MakerAssetSuffix, TakerAssetSuffix, MakingAmountData, TakingAmountData, Predicate, MakerPermit, PreInteractionData, PostInteractionData, CustomData } /** * @notice Returns the MakerAssetSuffix from the provided extension calldata. * @param extension The calldata from which the MakerAssetSuffix is to be retrieved. * @return calldata Bytes representing the MakerAssetSuffix. */ function makerAssetSuffix(bytes calldata extension) internal pure returns(bytes calldata) { return _get(extension, DynamicField.MakerAssetSuffix); } /** * @notice Returns the TakerAssetSuffix from the provided extension calldata. * @param extension The calldata from which the TakerAssetSuffix is to be retrieved. * @return calldata Bytes representing the TakerAssetSuffix. */ function takerAssetSuffix(bytes calldata extension) internal pure returns(bytes calldata) { return _get(extension, DynamicField.TakerAssetSuffix); } /** * @notice Returns the MakingAmountData from the provided extension calldata. * @param extension The calldata from which the MakingAmountData is to be retrieved. * @return calldata Bytes representing the MakingAmountData. */ function makingAmountData(bytes calldata extension) internal pure returns(bytes calldata) { return _get(extension, DynamicField.MakingAmountData); } /** * @notice Returns the TakingAmountData from the provided extension calldata. * @param extension The calldata from which the TakingAmountData is to be retrieved. * @return calldata Bytes representing the TakingAmountData. */ function takingAmountData(bytes calldata extension) internal pure returns(bytes calldata) { return _get(extension, DynamicField.TakingAmountData); } /** * @notice Returns the order's predicate from the provided extension calldata. * @param extension The calldata from which the predicate is to be retrieved. * @return calldata Bytes representing the predicate. */ function predicate(bytes calldata extension) internal pure returns(bytes calldata) { return _get(extension, DynamicField.Predicate); } /** * @notice Returns the maker's permit from the provided extension calldata. * @param extension The calldata from which the maker's permit is to be retrieved. * @return calldata Bytes representing the maker's permit. */ function makerPermit(bytes calldata extension) internal pure returns(bytes calldata) { return _get(extension, DynamicField.MakerPermit); } /** * @notice Returns the pre-interaction from the provided extension calldata. * @param extension The calldata from which the pre-interaction is to be retrieved. * @return calldata Bytes representing the pre-interaction. */ function preInteractionTargetAndData(bytes calldata extension) internal pure returns(bytes calldata) { return _get(extension, DynamicField.PreInteractionData); } /** * @notice Returns the post-interaction from the provided extension calldata. * @param extension The calldata from which the post-interaction is to be retrieved. * @return calldata Bytes representing the post-interaction. */ function postInteractionTargetAndData(bytes calldata extension) internal pure returns(bytes calldata) { return _get(extension, DynamicField.PostInteractionData); } /** * @notice Returns extra suffix data from the provided extension calldata. * @param extension The calldata from which the extra suffix data is to be retrieved. * @return calldata Bytes representing the extra suffix data. */ function customData(bytes calldata extension) internal pure returns(bytes calldata) { if (extension.length < 0x20) return msg.data[:0]; uint256 offsets = uint256(bytes32(extension)); unchecked { return extension[0x20 + (offsets >> 224):]; } } /** * @notice Retrieves a specific field from the provided extension calldata. * @dev The first 32 bytes of an extension calldata contain offsets to the end of each field within the calldata. * @param extension The calldata from which the field is to be retrieved. * @param field The specific dynamic field to retrieve from the extension. * @return calldata Bytes representing the requested field. */ function _get(bytes calldata extension, DynamicField field) private pure returns(bytes calldata) { if (extension.length < 0x20) return msg.data[:0]; Offsets offsets; bytes calldata concat; assembly ("memory-safe") { // solhint-disable-line no-inline-assembly offsets := calldataload(extension.offset) concat.offset := add(extension.offset, 0x20) concat.length := sub(extension.length, 0x20) } return offsets.get(concat, uint256(field)); } } // File @1inch/limit-order-protocol-contract/contracts/libraries/[email protected] /// @title The helper library to calculate linearly taker amount from maker amount and vice versa. library AmountCalculatorLib { /// @notice Calculates maker amount /// @return Result Floored maker amount function getMakingAmount(uint256 orderMakerAmount, uint256 orderTakerAmount, uint256 swapTakerAmount) internal pure returns(uint256) { if ((swapTakerAmount | orderMakerAmount) >> 128 == 0) { unchecked { return (swapTakerAmount * orderMakerAmount) / orderTakerAmount; } } return swapTakerAmount * orderMakerAmount / orderTakerAmount; } /// @notice Calculates taker amount /// @return Result Ceiled taker amount function getTakingAmount(uint256 orderMakerAmount, uint256 orderTakerAmount, uint256 swapMakerAmount) internal pure returns(uint256) { if ((swapMakerAmount | orderTakerAmount) >> 128 == 0) { unchecked { return (swapMakerAmount * orderTakerAmount + orderMakerAmount - 1) / orderMakerAmount; } } return (swapMakerAmount * orderTakerAmount + orderMakerAmount - 1) / orderMakerAmount; } } // File @openzeppelin/contracts/interfaces/[email protected] // OpenZeppelin Contracts (last updated v5.0.0) (interfaces/IERC1271.sol) /** * @dev Interface of the ERC1271 standard signature validation method for * contracts as defined in https://eips.ethereum.org/EIPS/eip-1271[ERC-1271]. */ interface IERC1271 { /** * @dev Should return whether the signature provided is valid for the provided data * @param hash Hash of the data to be signed * @param signature Signature byte array associated with _data */ function isValidSignature(bytes32 hash, bytes memory signature) external view returns (bytes4 magicValue); } // File @1inch/solidity-utils/contracts/libraries/[email protected] library ECDSA { // EIP-2 still allows signature malleability for ecrecover(). Remove this possibility and make the signature // unique. Appendix F in the Ethereum Yellow paper (https://ethereum.github.io/yellowpaper/paper.pdf), defines // the valid range for s in (301): 0 < s < secp256k1n ÷ 2 + 1, and for v in (302): v ∈ {27, 28}. Most // signatures from current libraries generate a unique signature with an s-value in the lower half order. // // If your library generates malleable signatures, such as s-values in the upper range, calculate a new s-value // with 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFEBAAEDCE6AF48A03BBFD25E8CD0364141 - s1 and flip v from 27 to 28 or // vice versa. If your library also generates signatures with 0/1 for v instead 27/28, add 27 to v to accept // these malleable signatures as well. uint256 private constant _S_BOUNDARY = 0x7FFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF5D576E7357A4501DDFE92F46681B20A0 + 1; uint256 private constant _COMPACT_S_MASK = 0x7fffffffffffffffffffffffffffffffffffffffffffffffffffffffffffffff; uint256 private constant _COMPACT_V_SHIFT = 255; function recover( bytes32 hash, uint8 v, bytes32 r, bytes32 s ) internal view returns (address signer) { assembly ("memory-safe") { // solhint-disable-line no-inline-assembly if lt(s, _S_BOUNDARY) { let ptr := mload(0x40) mstore(ptr, hash) mstore(add(ptr, 0x20), v) mstore(add(ptr, 0x40), r) mstore(add(ptr, 0x60), s) mstore(0, 0) pop(staticcall(gas(), 0x1, ptr, 0x80, 0, 0x20)) signer := mload(0) } } } function recover( bytes32 hash, bytes32 r, bytes32 vs ) internal view returns (address signer) { assembly ("memory-safe") { // solhint-disable-line no-inline-assembly let s := and(vs, _COMPACT_S_MASK) if lt(s, _S_BOUNDARY) { let ptr := mload(0x40) mstore(ptr, hash) mstore(add(ptr, 0x20), add(27, shr(_COMPACT_V_SHIFT, vs))) mstore(add(ptr, 0x40), r) mstore(add(ptr, 0x60), s) mstore(0, 0) pop(staticcall(gas(), 0x1, ptr, 0x80, 0, 0x20)) signer := mload(0) } } } /// @dev WARNING!!! /// There is a known signature malleability issue with two representations of signatures! /// Even though this function is able to verify both standard 65-byte and compact 64-byte EIP-2098 signatures /// one should never use raw signatures for any kind of invalidation logic in their code. /// As the standard and compact representations are interchangeable any invalidation logic that relies on /// signature uniqueness will get rekt. /// More info: https://github.com/OpenZeppelin/openzeppelin-contracts/security/advisories/GHSA-4h98-2769-gh6h function recover(bytes32 hash, bytes calldata signature) internal view returns (address signer) { assembly ("memory-safe") { // solhint-disable-line no-inline-assembly let ptr := mload(0x40) // memory[ptr:ptr+0x80] = (hash, v, r, s) switch signature.length case 65 { // memory[ptr+0x20:ptr+0x80] = (v, r, s) mstore(add(ptr, 0x20), byte(0, calldataload(add(signature.offset, 0x40)))) calldatacopy(add(ptr, 0x40), signature.offset, 0x40) } case 64 { // memory[ptr+0x20:ptr+0x80] = (v, r, s) let vs := calldataload(add(signature.offset, 0x20)) mstore(add(ptr, 0x20), add(27, shr(_COMPACT_V_SHIFT, vs))) calldatacopy(add(ptr, 0x40), signature.offset, 0x20) mstore(add(ptr, 0x60), and(vs, _COMPACT_S_MASK)) } default { ptr := 0 } if ptr { if lt(mload(add(ptr, 0x60)), _S_BOUNDARY) { // memory[ptr:ptr+0x20] = (hash) mstore(ptr, hash) mstore(0, 0) pop(staticcall(gas(), 0x1, ptr, 0x80, 0, 0x20)) signer := mload(0) } } } } function recoverOrIsValidSignature( address signer, bytes32 hash, bytes calldata signature ) internal view returns (bool success) { if (signer == address(0)) return false; if ((signature.length == 64 || signature.length == 65) && recover(hash, signature) == signer) { return true; } return isValidSignature(signer, hash, signature); } function recoverOrIsValidSignature( address signer, bytes32 hash, uint8 v, bytes32 r, bytes32 s ) internal view returns (bool success) { if (signer == address(0)) return false; if (recover(hash, v, r, s) == signer) { return true; } return isValidSignature(signer, hash, v, r, s); } function recoverOrIsValidSignature( address signer, bytes32 hash, bytes32 r, bytes32 vs ) internal view returns (bool success) { if (signer == address(0)) return false; if (recover(hash, r, vs) == signer) { return true; } return isValidSignature(signer, hash, r, vs); } function recoverOrIsValidSignature65( address signer, bytes32 hash, bytes32 r, bytes32 vs ) internal view returns (bool success) { if (signer == address(0)) return false; if (recover(hash, r, vs) == signer) { return true; } return isValidSignature65(signer, hash, r, vs); } function isValidSignature( address signer, bytes32 hash, bytes calldata signature ) internal view returns (bool success) { // (bool success, bytes memory data) = signer.staticcall(abi.encodeWithSelector(IERC1271.isValidSignature.selector, hash, signature)); // return success && data.length >= 4 && abi.decode(data, (bytes4)) == IERC1271.isValidSignature.selector; bytes4 selector = IERC1271.isValidSignature.selector; assembly ("memory-safe") { // solhint-disable-line no-inline-assembly let ptr := mload(0x40) mstore(ptr, selector) mstore(add(ptr, 0x04), hash) mstore(add(ptr, 0x24), 0x40) mstore(add(ptr, 0x44), signature.length) calldatacopy(add(ptr, 0x64), signature.offset, signature.length) if staticcall(gas(), signer, ptr, add(0x64, signature.length), 0, 0x20) { success := and(eq(selector, mload(0)), eq(returndatasize(), 0x20)) } } } function isValidSignature( address signer, bytes32 hash, uint8 v, bytes32 r, bytes32 s ) internal view returns (bool success) { bytes4 selector = IERC1271.isValidSignature.selector; assembly ("memory-safe") { // solhint-disable-line no-inline-assembly let ptr := mload(0x40) mstore(ptr, selector) mstore(add(ptr, 0x04), hash) mstore(add(ptr, 0x24), 0x40) mstore(add(ptr, 0x44), 65) mstore(add(ptr, 0x64), r) mstore(add(ptr, 0x84), s) mstore8(add(ptr, 0xa4), v) if staticcall(gas(), signer, ptr, 0xa5, 0, 0x20) { success := and(eq(selector, mload(0)), eq(returndatasize(), 0x20)) } } } function isValidSignature( address signer, bytes32 hash, bytes32 r, bytes32 vs ) internal view returns (bool success) { // (bool success, bytes memory data) = signer.staticcall(abi.encodeWithSelector(IERC1271.isValidSignature.selector, hash, abi.encodePacked(r, vs))); // return success && data.length >= 4 && abi.decode(data, (bytes4)) == IERC1271.isValidSignature.selector; bytes4 selector = IERC1271.isValidSignature.selector; assembly ("memory-safe") { // solhint-disable-line no-inline-assembly let ptr := mload(0x40) mstore(ptr, selector) mstore(add(ptr, 0x04), hash) mstore(add(ptr, 0x24), 0x40) mstore(add(ptr, 0x44), 64) mstore(add(ptr, 0x64), r) mstore(add(ptr, 0x84), vs) if staticcall(gas(), signer, ptr, 0xa4, 0, 0x20) { success := and(eq(selector, mload(0)), eq(returndatasize(), 0x20)) } } } function isValidSignature65( address signer, bytes32 hash, bytes32 r, bytes32 vs ) internal view returns (bool success) { // (bool success, bytes memory data) = signer.staticcall(abi.encodeWithSelector(IERC1271.isValidSignature.selector, hash, abi.encodePacked(r, vs & ~uint256(1 << 255), uint8(vs >> 255)))); // return success && data.length >= 4 && abi.decode(data, (bytes4)) == IERC1271.isValidSignature.selector; bytes4 selector = IERC1271.isValidSignature.selector; assembly ("memory-safe") { // solhint-disable-line no-inline-assembly let ptr := mload(0x40) mstore(ptr, selector) mstore(add(ptr, 0x04), hash) mstore(add(ptr, 0x24), 0x40) mstore(add(ptr, 0x44), 65) mstore(add(ptr, 0x64), r) mstore(add(ptr, 0x84), and(vs, _COMPACT_S_MASK)) mstore8(add(ptr, 0xa4), add(27, shr(_COMPACT_V_SHIFT, vs))) if staticcall(gas(), signer, ptr, 0xa5, 0, 0x20) { success := and(eq(selector, mload(0)), eq(returndatasize(), 0x20)) } } } function toEthSignedMessageHash(bytes32 hash) internal pure returns (bytes32 res) { // 32 is the length in bytes of hash, enforced by the type signature above // return keccak256(abi.encodePacked("\\x19Ethereum Signed Message:\ 32", hash)); assembly ("memory-safe") { // solhint-disable-line no-inline-assembly mstore(0, 0x19457468657265756d205369676e6564204d6573736167653a0a333200000000) // "\\x19Ethereum Signed Message:\ 32" mstore(28, hash) res := keccak256(0, 60) } } function toTypedDataHash(bytes32 domainSeparator, bytes32 structHash) internal pure returns (bytes32 res) { // return keccak256(abi.encodePacked("\\x19\\x01", domainSeparator, structHash)); assembly ("memory-safe") { // solhint-disable-line no-inline-assembly let ptr := mload(0x40) mstore(ptr, 0x1901000000000000000000000000000000000000000000000000000000000000) // "\\x19\\x01" mstore(add(ptr, 0x02), domainSeparator) mstore(add(ptr, 0x22), structHash) res := keccak256(ptr, 66) } } } // File @1inch/limit-order-protocol-contract/contracts/[email protected] /** * @title OrderLib * @dev The library provides common functionality for processing and manipulating limit orders. * It provides functionality to calculate and verify order hashes, calculate trade amounts, and validate * extension data associated with orders. The library also contains helper methods to get the receiver of * an order and call getter functions. */ library OrderLib { using AddressLib for Address; using MakerTraitsLib for MakerTraits; using ExtensionLib for bytes; /// @dev Error to be thrown when the extension data of an order is missing. error MissingOrderExtension(); /// @dev Error to be thrown when the order has an unexpected extension. error UnexpectedOrderExtension(); /// @dev Error to be thrown when the order extension hash is invalid. error InvalidExtensionHash(); /// @dev The typehash of the order struct. bytes32 constant internal _LIMIT_ORDER_TYPEHASH = keccak256( "Order(" "uint256 salt," "address maker," "address receiver," "address makerAsset," "address takerAsset," "uint256 makingAmount," "uint256 takingAmount," "uint256 makerTraits" ")" ); uint256 constant internal _ORDER_STRUCT_SIZE = 0x100; uint256 constant internal _DATA_HASH_SIZE = 0x120; /** * @notice Calculates the hash of an order. * @param order The order to be hashed. * @param domainSeparator The domain separator to be used for the EIP-712 hashing. * @return result The keccak256 hash of the order data. */ function hash(IOrderMixin.Order calldata order, bytes32 domainSeparator) internal pure returns(bytes32 result) { bytes32 typehash = _LIMIT_ORDER_TYPEHASH; assembly ("memory-safe") { // solhint-disable-line no-inline-assembly let ptr := mload(0x40) // keccak256(abi.encode(_LIMIT_ORDER_TYPEHASH, order)); mstore(ptr, typehash) calldatacopy(add(ptr, 0x20), order, _ORDER_STRUCT_SIZE) result := keccak256(ptr, _DATA_HASH_SIZE) } result = ECDSA.toTypedDataHash(domainSeparator, result); } /** * @notice Returns the receiver address for an order. * @param order The order. * @return receiver The address of the receiver, either explicitly defined in the order or the maker's address if not specified. */ function getReceiver(IOrderMixin.Order calldata order) internal pure returns(address /*receiver*/) { address receiver = order.receiver.get(); return receiver != address(0) ? receiver : order.maker.get(); } /** * @notice Calculates the making amount based on the requested taking amount. * @dev If getter is specified in the extension data, the getter is called to calculate the making amount, * otherwise the making amount is calculated linearly. * @param order The order. * @param extension The extension data associated with the order. * @param requestedTakingAmount The amount the taker wants to take. * @param remainingMakingAmount The remaining amount of the asset left to fill. * @param orderHash The hash of the order. * @return makingAmount The amount of the asset the maker receives. */ function calculateMakingAmount( IOrderMixin.Order calldata order, bytes calldata extension, uint256 requestedTakingAmount, uint256 remainingMakingAmount, bytes32 orderHash ) internal view returns(uint256) { bytes calldata data = extension.makingAmountData(); if (data.length == 0) { // Linear proportion return AmountCalculatorLib.getMakingAmount(order.makingAmount, order.takingAmount, requestedTakingAmount); } return IAmountGetter(address(bytes20(data))).getMakingAmount( order, extension, orderHash, msg.sender, requestedTakingAmount, remainingMakingAmount, data[20:] ); } /** * @notice Calculates the taking amount based on the requested making amount. * @dev If getter is specified in the extension data, the getter is called to calculate the taking amount, * otherwise the taking amount is calculated linearly. * @param order The order. * @param extension The extension data associated with the order. * @param requestedMakingAmount The amount the maker wants to receive. * @param remainingMakingAmount The remaining amount of the asset left to be filled. * @param orderHash The hash of the order. * @return takingAmount The amount of the asset the taker takes. */ function calculateTakingAmount( IOrderMixin.Order calldata order, bytes calldata extension, uint256 requestedMakingAmount, uint256 remainingMakingAmount, bytes32 orderHash ) internal view returns(uint256) { bytes calldata data = extension.takingAmountData(); if (data.length == 0) { // Linear proportion return AmountCalculatorLib.getTakingAmount(order.makingAmount, order.takingAmount, requestedMakingAmount); } return IAmountGetter(address(bytes20(data))).getTakingAmount( order, extension, orderHash, msg.sender, requestedMakingAmount, remainingMakingAmount, data[20:] ); } /** * @dev Validates the extension associated with an order. * @param order The order to validate against. * @param extension The extension associated with the order. * @return valid True if the extension is valid, false otherwise. * @return errorSelector The error selector if the extension is invalid, 0x00000000 otherwise. */ function isValidExtension(IOrderMixin.Order calldata order, bytes calldata extension) internal pure returns(bool, bytes4) { if (order.makerTraits.hasExtension()) { if (extension.length == 0) return (false, MissingOrderExtension.selector); // Lowest 160 bits of the order salt must be equal to the lowest 160 bits of the extension hash if (uint256(keccak256(extension)) & type(uint160).max != order.salt & type(uint160).max) return (false, InvalidExtensionHash.selector); } else { if (extension.length > 0) return (false, UnexpectedOrderExtension.selector); } return (true, 0x00000000); } } // File @1inch/limit-order-protocol-contract/contracts/helpers/[email protected] /// @title A helper contract for executing boolean functions on arbitrary target call results contract PredicateHelper { error ArbitraryStaticCallFailed(); /// @notice Calls every target with corresponding data /// @return Result True if call to any target returned True. Otherwise, false function or(uint256 offsets, bytes calldata data) public view returns(bool) { uint256 previous; for (uint256 current; (current = uint32(offsets)) != 0; offsets >>= 32) { (bool success, uint256 res) = _staticcallForUint(address(this), data[previous:current]); if (success && res == 1) { return true; } previous = current; } return false; } /// @notice Calls every target with corresponding data /// @return Result True if calls to all targets returned True. Otherwise, false function and(uint256 offsets, bytes calldata data) public view returns(bool) { uint256 previous; for (uint256 current; (current = uint32(offsets)) != 0; offsets >>= 32) { (bool success, uint256 res) = _staticcallForUint(address(this), data[previous:current]); if (!success || res != 1) { return false; } previous = current; } return true; } /// @notice Calls target with specified data and tests if it's equal to 0 /// @return Result True if call to target returns 0. Otherwise, false function not(bytes calldata data) public view returns(bool) { (bool success, uint256 res) = _staticcallForUint(address(this), data); return success && res == 0; } /// @notice Calls target with specified data and tests if it's equal to the value /// @param value Value to test /// @return Result True if call to target returns the same value as `value`. Otherwise, false function eq(uint256 value, bytes calldata data) public view returns(bool) { (bool success, uint256 res) = _staticcallForUint(address(this), data); return success && res == value; } /// @notice Calls target with specified data and tests if it's lower than value /// @param value Value to test /// @return Result True if call to target returns value which is lower than `value`. Otherwise, false function lt(uint256 value, bytes calldata data) public view returns(bool) { (bool success, uint256 res) = _staticcallForUint(address(this), data); return success && res < value; } /// @notice Calls target with specified data and tests if it's bigger than value /// @param value Value to test /// @return Result True if call to target returns value which is bigger than `value`. Otherwise, false function gt(uint256 value, bytes calldata data) public view returns(bool) { (bool success, uint256 res) = _staticcallForUint(address(this), data); return success && res > value; } /// @notice Performs an arbitrary call to target with data /// @return Result Bytes transmuted to uint256 function arbitraryStaticCall(address target, bytes calldata data) public view returns(uint256) { (bool success, uint256 res) = _staticcallForUint(target, data); if (!success) revert ArbitraryStaticCallFailed(); return res; } function _staticcallForUint(address target, bytes calldata data) internal view returns(bool success, uint256 res) { assembly ("memory-safe") { // solhint-disable-line no-inline-assembly let ptr := mload(0x40) calldatacopy(ptr, data.offset, data.length) success := staticcall(gas(), target, ptr, data.length, 0x0, 0x20) success := and(success, eq(returndatasize(), 32)) if success { res := mload(0) } } } } // File @1inch/limit-order-protocol-contract/contracts/helpers/[email protected] /// @title A helper contract to manage nonce with the series contract SeriesEpochManager { error AdvanceEpochFailed(); event EpochIncreased(address indexed maker, uint256 series, uint256 newEpoch); // { // 1: { // '0x762f73Ad...842Ffa8': 0, // '0xd20c41ee...32aaDe2': 1 // }, // 2: { // '0x762f73Ad...842Ffa8': 3, // '0xd20c41ee...32aaDe2': 15 // }, // ... // } mapping(uint256 seriesId => uint256 epoch) private _epochs; /// @notice Returns nonce for `maker` and `series` function epoch(address maker, uint96 series) public view returns(uint256) { return _epochs[uint160(maker) | (uint256(series) << 160)]; } /// @notice Advances nonce by one function increaseEpoch(uint96 series) external { advanceEpoch(series, 1); } /// @notice Advances nonce by specified amount function advanceEpoch(uint96 series, uint256 amount) public { if (amount == 0 || amount > 255) revert AdvanceEpochFailed(); unchecked { uint256 key = uint160(msg.sender) | (uint256(series) << 160); uint256 newEpoch = _epochs[key] + amount; _epochs[key] = newEpoch; emit EpochIncreased(msg.sender, series, newEpoch); } } /// @notice Checks if `maker` has specified `makerEpoch` for `series` /// @return Result True if `maker` has specified epoch. Otherwise, false function epochEquals(address maker, uint256 series, uint256 makerEpoch) public view returns(bool) { return _epochs[uint160(maker) | (uint256(series) << 160)] == makerEpoch; } } // File @1inch/limit-order-protocol-contract/contracts/libraries/[email protected] /** * @title BitInvalidatorLib * @dev The library provides a mechanism to invalidate objects based on a bit invalidator. * The bit invalidator holds a mapping where each key represents a slot number and each value contains an integer. * Each bit of the integer represents whether the object with corresponding index is valid or has been invalidated (0 - valid, 1 - invalidated). * The nonce given to access or invalidate an entity's state follows this structure: * - bits [0..7] represent the object state index in the slot. * - bits [8..255] represent the slot number (mapping key). */ library BitInvalidatorLib { /// @dev The error is thrown when an attempt is made to invalidate an already invalidated entity. error BitInvalidatedOrder(); struct Data { mapping(uint256 slotIndex => uint256 slotData) _raw; } /** * @notice Retrieves the validity status of entities in a specific slot. * @dev Each bit in the returned value corresponds to the validity of an entity. 0 for valid, 1 for invalidated. * @param self The data structure. * @param nonce The nonce identifying the slot. * @return result The validity status of entities in the slot as a uint256. */ function checkSlot(Data storage self, uint256 nonce) internal view returns(uint256) { uint256 invalidatorSlot = nonce >> 8; return self._raw[invalidatorSlot]; } /** * @notice Checks the validity of a specific entity and invalidates it if valid. * @dev Throws an error if the entity has already been invalidated. * @param self The data structure. * @param nonce The nonce identifying the slot and the entity. */ function checkAndInvalidate(Data storage self, uint256 nonce) internal { uint256 invalidatorSlot = nonce >> 8; uint256 invalidatorBit = 1 << (nonce & 0xff); uint256 invalidator = self._raw[invalidatorSlot]; if (invalidator & invalidatorBit == invalidatorBit) revert BitInvalidatedOrder(); self._raw[invalidatorSlot] = invalidator | invalidatorBit; } /** * @notice Invalidates multiple entities in a single slot. * @dev The entities to be invalidated are identified by setting their corresponding bits to 1 in a mask. * @param self The data structure. * @param nonce The nonce identifying the slot. * @param additionalMask A mask of bits to be invalidated. * @return result Resulting validity status of entities in the slot as a uint256. */ function massInvalidate(Data storage self, uint256 nonce, uint256 additionalMask) internal returns(uint256 result) { uint256 invalidatorSlot = nonce >> 8; uint256 invalidatorBits = (1 << (nonce & 0xff)) | additionalMask; result = self._raw[invalidatorSlot] | invalidatorBits; self._raw[invalidatorSlot] = result; } } // File @1inch/limit-order-protocol-contract/contracts/libraries/[email protected] library Errors { error InvalidMsgValue(); error ETHTransferFailed(); } // File @1inch/limit-order-protocol-contract/contracts/libraries/[email protected] type RemainingInvalidator is uint256; /** * @title RemainingInvalidatorLib * @notice The library provides a mechanism to invalidate order based on the remaining amount of the order. * @dev The remaining amount is used as a nonce to invalidate the order. * When order is created, the remaining invalidator is 0. * When order is filled, the remaining invalidator is the inverse of the remaining amount. */ library RemainingInvalidatorLib { /// @dev The error is thrown when an attempt is made to invalidate an already invalidated entity. error RemainingInvalidatedOrder(); /** * @notice Checks if an order is new based on the invalidator value. * @param invalidator The remaining invalidator of the order. * @return result Whether the order is new or not. */ function isNewOrder(RemainingInvalidator invalidator) internal pure returns(bool) { return RemainingInvalidator.unwrap(invalidator) == 0; } /** * @notice Retrieves the remaining amount for an order. * @dev If the order is unknown, a RemainingInvalidatedOrder error is thrown. * @param invalidator The remaining invalidator for the order. * @return result The remaining amount for the order. */ function remaining(RemainingInvalidator invalidator) internal pure returns(uint256) { uint256 value = RemainingInvalidator.unwrap(invalidator); if (value == 0) { revert RemainingInvalidatedOrder(); } unchecked { return ~value; } } /** * @notice Calculates the remaining amount for an order. * @dev If the order is unknown, the order maker amount is returned. * @param invalidator The remaining invalidator for the order. * @param orderMakerAmount The amount to return if the order is new. * @return result The remaining amount for the order. */ function remaining(RemainingInvalidator invalidator, uint256 orderMakerAmount) internal pure returns(uint256) { uint256 value = RemainingInvalidator.unwrap(invalidator); if (value == 0) { return orderMakerAmount; } unchecked { return ~value; } } /** * @notice Calculates the remaining invalidator of the order. * @param remainingMakingAmount The remaining making amount of the order. * @param makingAmount The making amount of the order. * @return result The remaining invalidator for the order. */ function remains(uint256 remainingMakingAmount, uint256 makingAmount) internal pure returns(RemainingInvalidator) { unchecked { return RemainingInvalidator.wrap(~(remainingMakingAmount - makingAmount)); } } /** * @notice Provides the remaining invalidator for a fully filled order. * @return result The remaining invalidator for a fully filled order. */ function fullyFilled() internal pure returns(RemainingInvalidator) { return RemainingInvalidator.wrap(type(uint256).max); } } // File @openzeppelin/contracts/token/ERC20/[email protected] // OpenZeppelin Contracts (last updated v5.0.0) (token/ERC20/IERC20.sol) /** * @dev Interface of the ERC20 standard as defined in the EIP. */ interface IERC20 { /** * @dev Emitted when `value` tokens are moved from one account (`from`) to * another (`to`). * * Note that `value` may be zero. */ event Transfer(address indexed from, address indexed to, uint256 value); /** * @dev Emitted when the allowance of a `spender` for an `owner` is set by * a call to {approve}. `value` is the new allowance. */ event Approval(address indexed owner, address indexed spender, uint256 value); /** * @dev Returns the value of tokens in existence. */ function totalSupply() external view returns (uint256); /** * @dev Returns the value of tokens owned by `account`. */ function balanceOf(address account) external view returns (uint256); /** * @dev Moves a `value` amount of 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 value) 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 a `value` amount of tokens 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 value) external returns (bool); /** * @dev Moves a `value` amount of tokens from `from` to `to` using the * allowance mechanism. `value` 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 value) external returns (bool); } // File @1inch/solidity-utils/contracts/interfaces/[email protected] interface IWETH is IERC20 { event Deposit(address indexed dst, uint256 wad); event Withdrawal(address indexed src, uint256 wad); function deposit() external payable; function withdraw(uint256 amount) external; } // File @1inch/solidity-utils/contracts/interfaces/[email protected] interface IDaiLikePermit { function permit( address holder, address spender, uint256 nonce, uint256 expiry, bool allowed, uint8 v, bytes32 r, bytes32 s ) external; } // File @1inch/solidity-utils/contracts/interfaces/[email protected] interface IPermit2 { struct PermitDetails { // ERC20 token address address token; // the maximum amount allowed to spend uint160 amount; // timestamp at which a spender's token allowances become invalid uint48 expiration; // an incrementing value indexed per owner,token,and spender for each signature uint48 nonce; } /// @notice The permit message signed for a single token allownce struct PermitSingle { // the permit data for a single token alownce PermitDetails details; // address permissioned on the allowed tokens address spender; // deadline on the permit signature uint256 sigDeadline; } /// @notice Packed allowance struct PackedAllowance { // amount allowed uint160 amount; // permission expiry uint48 expiration; // an incrementing value indexed per owner,token,and spender for each signature uint48 nonce; } function transferFrom(address user, address spender, uint160 amount, address token) external; function permit(address owner, PermitSingle memory permitSingle, bytes calldata signature) external; function allowance(address user, address token, address spender) external view returns (PackedAllowance memory); } // File @1inch/solidity-utils/contracts/libraries/[email protected] /// @title Revert reason forwarder. library RevertReasonForwarder { /// @dev Forwards latest externall call revert. function reRevert() internal pure { // bubble up revert reason from latest external call assembly ("memory-safe") { // solhint-disable-line no-inline-assembly let ptr := mload(0x40) returndatacopy(ptr, 0, returndatasize()) revert(ptr, returndatasize()) } } /// @dev Returns latest external call revert reason. function reReason() internal pure returns (bytes memory reason) { assembly ("memory-safe") { // solhint-disable-line no-inline-assembly reason := mload(0x40) let length := returndatasize() mstore(reason, length) returndatacopy(add(reason, 0x20), 0, length) mstore(0x40, add(reason, add(0x20, length))) } } } // File @openzeppelin/contracts/token/ERC20/extensions/[email protected] // OpenZeppelin Contracts (last updated v5.0.0) (token/ERC20/extensions/IERC20Permit.sol) /** * @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. * * ==== Security Considerations * * There are two important considerations concerning the use of `permit`. The first is that a valid permit signature * expresses an allowance, and it should not be assumed to convey additional meaning. In particular, it should not be * considered as an intention to spend the allowance in any specific way. The second is that because permits have * built-in replay protection and can be submitted by anyone, they can be frontrun. A protocol that uses permits should * take this into consideration and allow a `permit` call to fail. Combining these two aspects, a pattern that may be * generally recommended is: * * ```solidity * function doThingWithPermit(..., uint256 value, uint256 deadline, uint8 v, bytes32 r, bytes32 s) public { * try token.permit(msg.sender, address(this), value, deadline, v, r, s) {} catch {} * doThing(..., value); * } * * function doThing(..., uint256 value) public { * token.safeTransferFrom(msg.sender, address(this), value); * ... * } * ``` * * Observe that: 1) `msg.sender` is used as the owner, leaving no ambiguity as to the signer intent, and 2) the use of * `try/catch` allows the permit to fail and makes the code tolerant to frontrunning. (See also * {SafeERC20-safeTransferFrom}). * * Additionally, note that smart contract wallets (such as Argent or Safe) are not able to produce permit signatures, so * contracts should have entry points that don't rely on permit. */ 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]. * * CAUTION: See Security Considerations above. */ 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); } // File @1inch/solidity-utils/contracts/libraries/[email protected] /** * @title Implements efficient safe methods for ERC20 interface. * @notice Compared to the standard ERC20, this implementation offers several enhancements: * 1. more gas-efficient, providing significant savings in transaction costs. * 2. support for different permit implementations * 3. forceApprove functionality * 4. support for WETH deposit and withdraw */ library SafeERC20 { error SafeTransferFailed(); error SafeTransferFromFailed(); error ForceApproveFailed(); error SafeIncreaseAllowanceFailed(); error SafeDecreaseAllowanceFailed(); error SafePermitBadLength(); error Permit2TransferAmountTooHigh(); // Uniswap Permit2 address address private constant _PERMIT2 = 0x000000000022D473030F116dDEE9F6B43aC78BA3; bytes4 private constant _PERMIT_LENGTH_ERROR = 0x68275857; // SafePermitBadLength.selector uint256 private constant _RAW_CALL_GAS_LIMIT = 5000; /** * @notice Fetches the balance of a specific ERC20 token held by an account. * Consumes less gas then regular `ERC20.balanceOf`. * @dev Note that the implementation does not perform dirty bits cleaning, so it is the * responsibility of the caller to make sure that the higher 96 bits of the `account` parameter are clean. * @param token The IERC20 token contract for which the balance will be fetched. * @param account The address of the account whose token balance will be fetched. * @return tokenBalance The balance of the specified ERC20 token held by the account. */ function safeBalanceOf( IERC20 token, address account ) internal view returns(uint256 tokenBalance) { bytes4 selector = IERC20.balanceOf.selector; assembly ("memory-safe") { // solhint-disable-line no-inline-assembly mstore(0x00, selector) mstore(0x04, account) let success := staticcall(gas(), token, 0x00, 0x24, 0x00, 0x20) tokenBalance := mload(0) if or(iszero(success), lt(returndatasize(), 0x20)) { let ptr := mload(0x40) returndatacopy(ptr, 0, returndatasize()) revert(ptr, returndatasize()) } } } /** * @notice Attempts to safely transfer tokens from one address to another. * @dev If permit2 is true, uses the Permit2 standard; otherwise uses the standard ERC20 transferFrom. * Either requires `true` in return data, or requires target to be smart-contract and empty return data. * Note that the implementation does not perform dirty bits cleaning, so it is the responsibility of * the caller to make sure that the higher 96 bits of the `from` and `to` parameters are clean. * @param token The IERC20 token contract from which the tokens will be transferred. * @param from The address from which the tokens will be transferred. * @param to The address to which the tokens will be transferred. * @param amount The amount of tokens to transfer. * @param permit2 If true, uses the Permit2 standard for the transfer; otherwise uses the standard ERC20 transferFrom. */ function safeTransferFromUniversal( IERC20 token, address from, address to, uint256 amount, bool permit2 ) internal { if (permit2) { safeTransferFromPermit2(token, from, to, amount); } else { safeTransferFrom(token, from, to, amount); } } /** * @notice Attempts to safely transfer tokens from one address to another using the ERC20 standard. * @dev Either requires `true` in return data, or requires target to be smart-contract and empty return data. * Note that the implementation does not perform dirty bits cleaning, so it is the responsibility of * the caller to make sure that the higher 96 bits of the `from` and `to` parameters are clean. * @param token The IERC20 token contract from which the tokens will be transferred. * @param from The address from which the tokens will be transferred. * @param to The address to which the tokens will be transferred. * @param amount The amount of tokens to transfer. */ function safeTransferFrom( IERC20 token, address from, address to, uint256 amount ) internal { bytes4 selector = token.transferFrom.selector; bool success; assembly ("memory-safe") { // solhint-disable-line no-inline-assembly let data := mload(0x40) mstore(data, selector) mstore(add(data, 0x04), from) mstore(add(data, 0x24), to) mstore(add(data, 0x44), amount) success := call(gas(), token, 0, data, 100, 0x0, 0x20) if success { switch returndatasize() case 0 { success := gt(extcodesize(token), 0) } default { success := and(gt(returndatasize(), 31), eq(mload(0), 1)) } } } if (!success) revert SafeTransferFromFailed(); } /** * @notice Attempts to safely transfer tokens from one address to another using the Permit2 standard. * @dev Either requires `true` in return data, or requires target to be smart-contract and empty return data. * Note that the implementation does not perform dirty bits cleaning, so it is the responsibility of * the caller to make sure that the higher 96 bits of the `from` and `to` parameters are clean. * @param token The IERC20 token contract from which the tokens will be transferred. * @param from The address from which the tokens will be transferred. * @param to The address to which the tokens will be transferred. * @param amount The amount of tokens to transfer. */ function safeTransferFromPermit2( IERC20 token, address from, address to, uint256 amount ) internal { if (amount > type(uint160).max) revert Permit2TransferAmountTooHigh(); bytes4 selector = IPermit2.transferFrom.selector; bool success; assembly ("memory-safe") { // solhint-disable-line no-inline-assembly let data := mload(0x40) mstore(data, selector) mstore(add(data, 0x04), from) mstore(add(data, 0x24), to) mstore(add(data, 0x44), amount) mstore(add(data, 0x64), token) success := call(gas(), _PERMIT2, 0, data, 0x84, 0x0, 0x0) if success { success := gt(extcodesize(_PERMIT2), 0) } } if (!success) revert SafeTransferFromFailed(); } /** * @notice Attempts to safely transfer tokens to another address. * @dev Either requires `true` in return data, or requires target to be smart-contract and empty return data. * Note that the implementation does not perform dirty bits cleaning, so it is the responsibility of * the caller to make sure that the higher 96 bits of the `to` parameter are clean. * @param token The IERC20 token contract from which the tokens will be transferred. * @param to The address to which the tokens will be transferred. * @param value The amount of tokens to transfer. */ function safeTransfer( IERC20 token, address to, uint256 value ) internal { if (!_makeCall(token, token.transfer.selector, to, value)) { revert SafeTransferFailed(); } } /** * @notice Attempts to approve a spender to spend a certain amount of tokens. * @dev If `approve(from, to, amount)` fails, it tries to set the allowance to zero, and retries the `approve` call. * Note that the implementation does not perform dirty bits cleaning, so it is the responsibility of * the caller to make sure that the higher 96 bits of the `spender` parameter are clean. * @param token The IERC20 token contract on which the call will be made. * @param spender The address which will spend the funds. * @param value The amount of tokens to be spent. */ function forceApprove( IERC20 token, address spender, uint256 value ) internal { if (!_makeCall(token, token.approve.selector, spender, value)) { if ( !_makeCall(token, token.approve.selector, spender, 0) || !_makeCall(token, token.approve.selector, spender, value) ) { revert ForceApproveFailed(); } } } /** * @notice Safely increases the allowance of a spender. * @dev Increases with safe math check. Checks if the increased allowance will overflow, if yes, then it reverts the transaction. * Then uses `forceApprove` to increase the allowance. * Note that the implementation does not perform dirty bits cleaning, so it is the responsibility of * the caller to make sure that the higher 96 bits of the `spender` parameter are clean. * @param token The IERC20 token contract on which the call will be made. * @param spender The address which will spend the funds. * @param value The amount of tokens to increase the allowance by. */ function safeIncreaseAllowance( IERC20 token, address spender, uint256 value ) internal { uint256 allowance = token.allowance(address(this), spender); if (value > type(uint256).max - allowance) revert SafeIncreaseAllowanceFailed(); forceApprove(token, spender, allowance + value); } /** * @notice Safely decreases the allowance of a spender. * @dev Decreases with safe math check. Checks if the decreased allowance will underflow, if yes, then it reverts the transaction. * Then uses `forceApprove` to increase the allowance. * Note that the implementation does not perform dirty bits cleaning, so it is the responsibility of * the caller to make sure that the higher 96 bits of the `spender` parameter are clean. * @param token The IERC20 token contract on which the call will be made. * @param spender The address which will spend the funds. * @param value The amount of tokens to decrease the allowance by. */ function safeDecreaseAllowance( IERC20 token, address spender, uint256 value ) internal { uint256 allowance = token.allowance(address(this), spender); if (value > allowance) revert SafeDecreaseAllowanceFailed(); forceApprove(token, spender, allowance - value); } /** * @notice Attempts to execute the `permit` function on the provided token with the sender and contract as parameters. * Permit type is determined automatically based on permit calldata (IERC20Permit, IDaiLikePermit, and IPermit2). * @dev Wraps `tryPermit` function and forwards revert reason if permit fails. * @param token The IERC20 token to execute the permit function on. * @param permit The permit data to be used in the function call. */ function safePermit(IERC20 token, bytes calldata permit) internal { if (!tryPermit(token, msg.sender, address(this), permit)) RevertReasonForwarder.reRevert(); } /** * @notice Attempts to execute the `permit` function on the provided token with custom owner and spender parameters. * Permit type is determined automatically based on permit calldata (IERC20Permit, IDaiLikePermit, and IPermit2). * @dev Wraps `tryPermit` function and forwards revert reason if permit fails. * Note that the implementation does not perform dirty bits cleaning, so it is the responsibility of * the caller to make sure that the higher 96 bits of the `owner` and `spender` parameters are clean. * @param token The IERC20 token to execute the permit function on. * @param owner The owner of the tokens for which the permit is made. * @param spender The spender allowed to spend the tokens by the permit. * @param permit The permit data to be used in the function call. */ function safePermit(IERC20 token, address owner, address spender, bytes calldata permit) internal { if (!tryPermit(token, owner, spender, permit)) RevertReasonForwarder.reRevert(); } /** * @notice Attempts to execute the `permit` function on the provided token with the sender and contract as parameters. * @dev Invokes `tryPermit` with sender as owner and contract as spender. * @param token The IERC20 token to execute the permit function on. * @param permit The permit data to be used in the function call. * @return success Returns true if the permit function was successfully executed, false otherwise. */ function tryPermit(IERC20 token, bytes calldata permit) internal returns(bool success) { return tryPermit(token, msg.sender, address(this), permit); } /** * @notice The function attempts to call the permit function on a given ERC20 token. * @dev The function is designed to support a variety of permit functions, namely: IERC20Permit, IDaiLikePermit, and IPermit2. * It accommodates both Compact and Full formats of these permit types. * Please note, it is expected that the `expiration` parameter for the compact Permit2 and the `deadline` parameter * for the compact Permit are to be incremented by one before invoking this function. This approach is motivated by * gas efficiency considerations; as the unlimited expiration period is likely to be the most common scenario, and * zeros are cheaper to pass in terms of gas cost. Thus, callers should increment the expiration or deadline by one * before invocation for optimized performance. * Note that the implementation does not perform dirty bits cleaning, so it is the responsibility of * the caller to make sure that the higher 96 bits of the `owner` and `spender` parameters are clean. * @param token The address of the ERC20 token on which to call the permit function. * @param owner The owner of the tokens. This address should have signed the off-chain permit. * @param spender The address which will be approved for transfer of tokens. * @param permit The off-chain permit data, containing different fields depending on the type of permit function. * @return success A boolean indicating whether the permit call was successful. */ function tryPermit(IERC20 token, address owner, address spender, bytes calldata permit) internal returns(bool success) { // load function selectors for different permit standards bytes4 permitSelector = IERC20Permit.permit.selector; bytes4 daiPermitSelector = IDaiLikePermit.permit.selector; bytes4 permit2Selector = IPermit2.permit.selector; assembly ("memory-safe") { // solhint-disable-line no-inline-assembly let ptr := mload(0x40) // Switch case for different permit lengths, indicating different permit standards switch permit.length // Compact IERC20Permit case 100 { mstore(ptr, permitSelector) // store selector mstore(add(ptr, 0x04), owner) // store owner mstore(add(ptr, 0x24), spender) // store spender // Compact IERC20Permit.permit(uint256 value, uint32 deadline, uint256 r, uint256 vs) { // stack too deep let deadline := shr(224, calldataload(add(permit.offset, 0x20))) // loads permit.offset 0x20..0x23 let vs := calldataload(add(permit.offset, 0x44)) // loads permit.offset 0x44..0x63 calldatacopy(add(ptr, 0x44), permit.offset, 0x20) // store value = copy permit.offset 0x00..0x19 mstore(add(ptr, 0x64), sub(deadline, 1)) // store deadline = deadline - 1 mstore(add(ptr, 0x84), add(27, shr(255, vs))) // store v = most significant bit of vs + 27 (27 or 28) calldatacopy(add(ptr, 0xa4), add(permit.offset, 0x24), 0x20) // store r = copy permit.offset 0x24..0x43 mstore(add(ptr, 0xc4), shr(1, shl(1, vs))) // store s = vs without most significant bit } // IERC20Permit.permit(address owner, address spender, uint256 value, uint256 deadline, uint8 v, bytes32 r, bytes32 s) success := call(gas(), token, 0, ptr, 0xe4, 0, 0) } // Compact IDaiLikePermit case 72 { mstore(ptr, daiPermitSelector) // store selector mstore(add(ptr, 0x04), owner) // store owner mstore(add(ptr, 0x24), spender) // store spender // Compact IDaiLikePermit.permit(uint32 nonce, uint32 expiry, uint256 r, uint256 vs) { // stack too deep let expiry := shr(224, calldataload(add(permit.offset, 0x04))) // loads permit.offset 0x04..0x07 let vs := calldataload(add(permit.offset, 0x28)) // loads permit.offset 0x28..0x47 mstore(add(ptr, 0x44), shr(224, calldataload(permit.offset))) // store nonce = copy permit.offset 0x00..0x03 mstore(add(ptr, 0x64), sub(expiry, 1)) // store expiry = expiry - 1 mstore(add(ptr, 0x84), true) // store allowed = true mstore(add(ptr, 0xa4), add(27, shr(255, vs))) // store v = most significant bit of vs + 27 (27 or 28) calldatacopy(add(ptr, 0xc4), add(permit.offset, 0x08), 0x20) // store r = copy permit.offset 0x08..0x27 mstore(add(ptr, 0xe4), shr(1, shl(1, vs))) // store s = vs without most significant bit } // IDaiLikePermit.permit(address holder, address spender, uint256 nonce, uint256 expiry, bool allowed, uint8 v, bytes32 r, bytes32 s) success := call(gas(), token, 0, ptr, 0x104, 0, 0) } // IERC20Permit case 224 { mstore(ptr, permitSelector) calldatacopy(add(ptr, 0x04), permit.offset, permit.length) // copy permit calldata // IERC20Permit.permit(address owner, address spender, uint256 value, uint256 deadline, uint8 v, bytes32 r, bytes32 s) success := call(gas(), token, 0, ptr, 0xe4, 0, 0) } // IDaiLikePermit case 256 { mstore(ptr, daiPermitSelector) calldatacopy(add(ptr, 0x04), permit.offset, permit.length) // copy permit calldata // IDaiLikePermit.permit(address holder, address spender, uint256 nonce, uint256 expiry, bool allowed, uint8 v, bytes32 r, bytes32 s) success := call(gas(), token, 0, ptr, 0x104, 0, 0) } // Compact IPermit2 case 96 { // Compact IPermit2.permit(uint160 amount, uint32 expiration, uint32 nonce, uint32 sigDeadline, uint256 r, uint256 vs) mstore(ptr, permit2Selector) // store selector mstore(add(ptr, 0x04), owner) // store owner mstore(add(ptr, 0x24), token) // store token calldatacopy(add(ptr, 0x50), permit.offset, 0x14) // store amount = copy permit.offset 0x00..0x13 // and(0xffffffffffff, ...) - conversion to uint48 mstore(add(ptr, 0x64), and(0xffffffffffff, sub(shr(224, calldataload(add(permit.offset, 0x14))), 1))) // store expiration = ((permit.offset 0x14..0x17 - 1) & 0xffffffffffff) mstore(add(ptr, 0x84), shr(224, calldataload(add(permit.offset, 0x18)))) // store nonce = copy permit.offset 0x18..0x1b mstore(add(ptr, 0xa4), spender) // store spender // and(0xffffffffffff, ...) - conversion to uint48 mstore(add(ptr, 0xc4), and(0xffffffffffff, sub(shr(224, calldataload(add(permit.offset, 0x1c))), 1))) // store sigDeadline = ((permit.offset 0x1c..0x1f - 1) & 0xffffffffffff) mstore(add(ptr, 0xe4), 0x100) // store offset = 256 mstore(add(ptr, 0x104), 0x40) // store length = 64 calldatacopy(add(ptr, 0x124), add(permit.offset, 0x20), 0x20) // store r = copy permit.offset 0x20..0x3f calldatacopy(add(ptr, 0x144), add(permit.offset, 0x40), 0x20) // store vs = copy permit.offset 0x40..0x5f // IPermit2.permit(address owner, PermitSingle calldata permitSingle, bytes calldata signature) success := call(gas(), _PERMIT2, 0, ptr, 0x164, 0, 0) } // IPermit2 case 352 { mstore(ptr, permit2Selector) calldatacopy(add(ptr, 0x04), permit.offset, permit.length) // copy permit calldata // IPermit2.permit(address owner, PermitSingle calldata permitSingle, bytes calldata signature) success := call(gas(), _PERMIT2, 0, ptr, 0x164, 0, 0) } // Unknown default { mstore(ptr, _PERMIT_LENGTH_ERROR) revert(ptr, 4) } } } /** * @dev Executes a low level call to a token contract, making it resistant to reversion and erroneous boolean returns. * @param token The IERC20 token contract on which the call will be made. * @param selector The function signature that is to be called on the token contract. * @param to The address to which the token amount will be transferred. * @param amount The token amount to be transferred. * @return success A boolean indicating if the call was successful. Returns 'true' on success and 'false' on failure. * In case of success but no returned data, validates that the contract code exists. * In case of returned data, ensures that it's a boolean `true`. */ function _makeCall( IERC20 token, bytes4 selector, address to, uint256 amount ) private returns (bool success) { assembly ("memory-safe") { // solhint-disable-line no-inline-assembly let data := mload(0x40) mstore(data, selector) mstore(add(data, 0x04), to) mstore(add(data, 0x24), amount) success := call(gas(), token, 0, data, 0x44, 0x0, 0x20) if success { switch returndatasize() case 0 { success := gt(extcodesize(token), 0) } default { success := and(gt(returndatasize(), 31), eq(mload(0), 1)) } } } } /** * @notice Safely deposits a specified amount of Ether into the IWETH contract. Consumes less gas then regular `IWETH.deposit`. * @param weth The IWETH token contract. * @param amount The amount of Ether to deposit into the IWETH contract. */ function safeDeposit(IWETH weth, uint256 amount) internal { if (amount > 0) { bytes4 selector = IWETH.deposit.selector; assembly ("memory-safe") { // solhint-disable-line no-inline-assembly mstore(0, selector) if iszero(call(gas(), weth, amount, 0, 4, 0, 0)) { let ptr := mload(0x40) returndatacopy(ptr, 0, returndatasize()) revert(ptr, returndatasize()) } } } } /** * @notice Safely withdraws a specified amount of wrapped Ether from the IWETH contract. Consumes less gas then regular `IWETH.withdraw`. * @dev Uses inline assembly to interact with the IWETH contract. * @param weth The IWETH token contract. * @param amount The amount of wrapped Ether to withdraw from the IWETH contract. */ function safeWithdraw(IWETH weth, uint256 amount) internal { bytes4 selector = IWETH.withdraw.selector; assembly ("memory-safe") { // solhint-disable-line no-inline-assembly mstore(0, selector) mstore(4, amount) if iszero(call(gas(), weth, 0, 0, 0x24, 0, 0)) { let ptr := mload(0x40) returndatacopy(ptr, 0, returndatasize()) revert(ptr, returndatasize()) } } } /** * @notice Safely withdraws a specified amount of wrapped Ether from the IWETH contract to a specified recipient. * Consumes less gas then regular `IWETH.withdraw`. * @param weth The IWETH token contract. * @param amount The amount of wrapped Ether to withdraw from the IWETH contract. * @param to The recipient of the withdrawn Ether. */ function safeWithdrawTo(IWETH weth, uint256 amount, address to) internal { safeWithdraw(weth, amount); if (to != address(this)) { assembly ("memory-safe") { // solhint-disable-line no-inline-assembly if iszero(call(_RAW_CALL_GAS_LIMIT, to, amount, 0, 0, 0, 0)) { let ptr := mload(0x40) returndatacopy(ptr, 0, returndatasize()) revert(ptr, returndatasize()) } } } } } // File @1inch/solidity-utils/contracts/[email protected] abstract contract EthReceiver { error EthDepositRejected(); receive() external payable { _receive(); } function _receive() internal virtual { // solhint-disable-next-line avoid-tx-origin if (msg.sender == tx.origin) revert EthDepositRejected(); } } // File @1inch/solidity-utils/contracts/[email protected] abstract contract OnlyWethReceiver is EthReceiver { address private immutable _WETH; // solhint-disable-line var-name-mixedcase constructor(address weth) { _WETH = address(weth); } function _receive() internal virtual override { if (msg.sender != _WETH) revert EthDepositRejected(); } } // File @1inch/solidity-utils/contracts/[email protected] abstract contract PermitAndCall { using SafeERC20 for IERC20; function permitAndCall(bytes calldata permit, bytes calldata action) external payable { IERC20(address(bytes20(permit))).tryPermit(permit[20:]); // solhint-disable-next-line no-inline-assembly assembly ("memory-safe") { let ptr := mload(0x40) calldatacopy(ptr, action.offset, action.length) let success := delegatecall(gas(), address(), ptr, action.length, 0, 0) returndatacopy(ptr, 0, returndatasize()) switch success case 0 { revert(ptr, returndatasize()) } default { return(ptr, returndatasize()) } } } } // File @openzeppelin/contracts/interfaces/[email protected] // OpenZeppelin Contracts (last updated v5.0.0) (interfaces/IERC5267.sol) interface IERC5267 { /** * @dev MAY be emitted to signal that the domain could have changed. */ event EIP712DomainChanged(); /** * @dev returns the fields and values that describe the domain separator used by this contract for EIP-712 * signature. */ function eip712Domain() external view returns ( bytes1 fields, string memory name, string memory version, uint256 chainId, address verifyingContract, bytes32 salt, uint256[] memory extensions ); } // File @openzeppelin/contracts/utils/math/[email protected] // OpenZeppelin Contracts (last updated v5.0.0) (utils/math/Math.sol) /** * @dev Standard math utilities missing in the Solidity language. */ library Math { /** * @dev Muldiv operation overflow. */ error MathOverflowedMulDiv(); enum Rounding { Floor, // Toward negative infinity Ceil, // Toward positive infinity Trunc, // Toward zero Expand // Away from zero } /** * @dev Returns the addition of two unsigned integers, with an overflow flag. */ function tryAdd(uint256 a, uint256 b) internal pure returns (bool, uint256) { unchecked { uint256 c = a + b; if (c < a) return (false, 0); return (true, c); } } /** * @dev Returns the subtraction of two unsigned integers, with an overflow flag. */ function trySub(uint256 a, uint256 b) internal pure returns (bool, uint256) { unchecked { if (b > a) return (false, 0); return (true, a - b); } } /** * @dev Returns the multiplication of two unsigned integers, with an overflow flag. */ function tryMul(uint256 a, uint256 b) internal pure returns (bool, uint256) { unchecked { // Gas optimization: this is cheaper than requiring 'a' not being zero, but the // benefit is lost if 'b' is also tested. // See: https://github.com/OpenZeppelin/openzeppelin-contracts/pull/522 if (a == 0) return (true, 0); uint256 c = a * b; if (c / a != b) return (false, 0); return (true, c); } } /** * @dev Returns the division of two unsigned integers, with a division by zero flag. */ function tryDiv(uint256 a, uint256 b) internal pure returns (bool, uint256) { unchecked { if (b == 0) return (false, 0); return (true, a / b); } } /** * @dev Returns the remainder of dividing two unsigned integers, with a division by zero flag. */ function tryMod(uint256 a, uint256 b) internal pure returns (bool, uint256) { unchecked { if (b == 0) return (false, 0); return (true, a % b); } } /** * @dev Returns the largest of two numbers. */ function max(uint256 a, uint256 b) internal pure returns (uint256) { return a > b ? a : b; } /** * @dev Returns the smallest of two numbers. */ function min(uint256 a, uint256 b) internal pure returns (uint256) { return a < b ? a : b; } /** * @dev Returns the average of two numbers. The result is rounded towards * zero. */ function average(uint256 a, uint256 b) internal pure returns (uint256) { // (a + b) / 2 can overflow. return (a & b) + (a ^ b) / 2; } /** * @dev Returns the ceiling of the division of two numbers. * * This differs from standard division with `/` in that it rounds towards infinity instead * of rounding towards zero. */ function ceilDiv(uint256 a, uint256 b) internal pure returns (uint256) { if (b == 0) { // Guarantee the same behavior as in a regular Solidity division. return a / b; } // (a + b - 1) / b can overflow on addition, so we distribute. return a == 0 ? 0 : (a - 1) / b + 1; } /** * @notice Calculates floor(x * y / denominator) with full precision. Throws if result overflows a uint256 or * denominator == 0. * @dev Original credit to Remco Bloemen under MIT license (https://xn--2-umb.com/21/muldiv) with further edits by * Uniswap Labs also under MIT license. */ function mulDiv(uint256 x, uint256 y, uint256 denominator) internal pure returns (uint256 result) { unchecked { // 512-bit multiply [prod1 prod0] = x * y. Compute the product mod 2^256 and mod 2^256 - 1, then use // use the Chinese Remainder Theorem to reconstruct the 512 bit result. The result is stored in two 256 // variables such that product = prod1 * 2^256 + prod0. uint256 prod0 = x * y; // Least significant 256 bits of the product uint256 prod1; // Most significant 256 bits of the product assembly { let mm := mulmod(x, y, not(0)) prod1 := sub(sub(mm, prod0), lt(mm, prod0)) } // Handle non-overflow cases, 256 by 256 division. if (prod1 == 0) { // Solidity will revert if denominator == 0, unlike the div opcode on its own. // The surrounding unchecked block does not change this fact. // See https://docs.soliditylang.org/en/latest/control-structures.html#checked-or-unchecked-arithmetic. return prod0 / denominator; } // Make sure the result is less than 2^256. Also prevents denominator == 0. if (denominator <= prod1) { revert MathOverflowedMulDiv(); } /////////////////////////////////////////////// // 512 by 256 division. /////////////////////////////////////////////// // Make division exact by subtracting the remainder from [prod1 prod0]. uint256 remainder; assembly { // Compute remainder using mulmod. remainder := mulmod(x, y, denominator) // Subtract 256 bit number from 512 bit number. prod1 := sub(prod1, gt(remainder, prod0)) prod0 := sub(prod0, remainder) } // Factor powers of two out of denominator and compute largest power of two divisor of denominator. // Always >= 1. See https://cs.stackexchange.com/q/138556/92363. uint256 twos = denominator & (0 - denominator); assembly { // Divide denominator by twos. denominator := div(denominator, twos) // Divide [prod1 prod0] by twos. prod0 := div(prod0, twos) // Flip twos such that it is 2^256 / twos. If twos is zero, then it becomes one. twos := add(div(sub(0, twos), twos), 1) } // Shift in bits from prod1 into prod0. prod0 |= prod1 * twos; // Invert denominator mod 2^256. Now that denominator is an odd number, it has an inverse modulo 2^256 such // that denominator * inv = 1 mod 2^256. Compute the inverse by starting with a seed that is correct for // four bits. That is, denominator * inv = 1 mod 2^4. uint256 inverse = (3 * denominator) ^ 2; // Use the Newton-Raphson iteration to improve the precision. Thanks to Hensel's lifting lemma, this also // works in modular arithmetic, doubling the correct bits in each step. inverse *= 2 - denominator * inverse; // inverse mod 2^8 inverse *= 2 - denominator * inverse; // inverse mod 2^16 inverse *= 2 - denominator * inverse; // inverse mod 2^32 inverse *= 2 - denominator * inverse; // inverse mod 2^64 inverse *= 2 - denominator * inverse; // inverse mod 2^128 inverse *= 2 - denominator * inverse; // inverse mod 2^256 // Because the division is now exact we can divide by multiplying with the modular inverse of denominator. // This will give us the correct result modulo 2^256. Since the preconditions guarantee that the outcome is // less than 2^256, this is the final result. We don't need to compute the high bits of the result and prod1 // is no longer required. result = prod0 * inverse; return result; } } /** * @notice Calculates x * y / denominator with full precision, following the selected rounding direction. */ function mulDiv(uint256 x, uint256 y, uint256 denominator, Rounding rounding) internal pure returns (uint256) { uint256 result = mulDiv(x, y, denominator); if (unsignedRoundsUp(rounding) && mulmod(x, y, denominator) > 0) { result += 1; } return result; } /** * @dev Returns the square root of a number. If the number is not a perfect square, the value is rounded * towards zero. * * Inspired by Henry S. Warren, Jr.'s "Hacker's Delight" (Chapter 11). */ function sqrt(uint256 a) internal pure returns (uint256) { if (a == 0) { return 0; } // For our first guess, we get the biggest power of 2 which is smaller than the square root of the target. // // We know that the "msb" (most significant bit) of our target number `a` is a power of 2 such that we have // `msb(a) <= a < 2*msb(a)`. This value can be written `msb(a)=2**k` with `k=log2(a)`. // // This can be rewritten `2**log2(a) <= a < 2**(log2(a) + 1)` // → `sqrt(2**k) <= sqrt(a) < sqrt(2**(k+1))` // → `2**(k/2) <= sqrt(a) < 2**((k+1)/2) <= 2**(k/2 + 1)` // // Consequently, `2**(log2(a) / 2)` is a good first approximation of `sqrt(a)` with at least 1 correct bit. uint256 result = 1 << (log2(a) >> 1); // At this point `result` is an estimation with one bit of precision. We know the true value is a uint128, // since it is the square root of a uint256. Newton's method converges quadratically (precision doubles at // every iteration). We thus need at most 7 iteration to turn our partial result with one bit of precision // into the expected uint128 result. unchecked { result = (result + a / result) >> 1; result = (result + a / result) >> 1; result = (result + a / result) >> 1; result = (result + a / result) >> 1; result = (result + a / result) >> 1; result = (result + a / result) >> 1; result = (result + a / result) >> 1; return min(result, a / result); } } /** * @notice Calculates sqrt(a), following the selected rounding direction. */ function sqrt(uint256 a, Rounding rounding) internal pure returns (uint256) { unchecked { uint256 result = sqrt(a); return result + (unsignedRoundsUp(rounding) && result * result < a ? 1 : 0); } } /** * @dev Return the log in base 2 of a positive value rounded towards zero. * Returns 0 if given 0. */ function log2(uint256 value) internal pure returns (uint256) { uint256 result = 0; unchecked { if (value >> 128 > 0) { value >>= 128; result += 128; } if (value >> 64 > 0) { value >>= 64; result += 64; } if (value >> 32 > 0) { value >>= 32; result += 32; } if (value >> 16 > 0) { value >>= 16; result += 16; } if (value >> 8 > 0) { value >>= 8; result += 8; } if (value >> 4 > 0) { value >>= 4; result += 4; } if (value >> 2 > 0) { value >>= 2; result += 2; } if (value >> 1 > 0) { result += 1; } } return result; } /** * @dev Return the log in base 2, following the selected rounding direction, of a positive value. * Returns 0 if given 0. */ function log2(uint256 value, Rounding rounding) internal pure returns (uint256) { unchecked { uint256 result = log2(value); return result + (unsignedRoundsUp(rounding) && 1 << result < value ? 1 : 0); } } /** * @dev Return the log in base 10 of a positive value rounded towards zero. * Returns 0 if given 0. */ function log10(uint256 value) internal pure returns (uint256) { uint256 result = 0; unchecked { if (value >= 10 ** 64) { value /= 10 ** 64; result += 64; } if (value >= 10 ** 32) { value /= 10 ** 32; result += 32; } if (value >= 10 ** 16) { value /= 10 ** 16; result += 16; } if (value >= 10 ** 8) { value /= 10 ** 8; result += 8; } if (value >= 10 ** 4) { value /= 10 ** 4; result += 4; } if (value >= 10 ** 2) { value /= 10 ** 2; result += 2; } if (value >= 10 ** 1) { result += 1; } } return result; } /** * @dev Return the log in base 10, following the selected rounding direction, of a positive value. * Returns 0 if given 0. */ function log10(uint256 value, Rounding rounding) internal pure returns (uint256) { unchecked { uint256 result = log10(value); return result + (unsignedRoundsUp(rounding) && 10 ** result < value ? 1 : 0); } } /** * @dev Return the log in base 256 of a positive value rounded towards zero. * Returns 0 if given 0. * * Adding one to the result gives the number of pairs of hex symbols needed to represent `value` as a hex string. */ function log256(uint256 value) internal pure returns (uint256) { uint256 result = 0; unchecked { if (value >> 128 > 0) { value >>= 128; result += 16; } if (value >> 64 > 0) { value >>= 64; result += 8; } if (value >> 32 > 0) { value >>= 32; result += 4; } if (value >> 16 > 0) { value >>= 16; result += 2; } if (value >> 8 > 0) { result += 1; } } return result; } /** * @dev Return the log in base 256, following the selected rounding direction, of a positive value. * Returns 0 if given 0. */ function log256(uint256 value, Rounding rounding) internal pure returns (uint256) { unchecked { uint256 result = log256(value); return result + (unsignedRoundsUp(rounding) && 1 << (result << 3) < value ? 1 : 0); } } /** * @dev Returns whether a provided rounding mode is considered rounding up for unsigned integers. */ function unsignedRoundsUp(Rounding rounding) internal pure returns (bool) { return uint8(rounding) % 2 == 1; } } // File @openzeppelin/contracts/utils/math/[email protected] // OpenZeppelin Contracts (last updated v5.0.0) (utils/math/SignedMath.sol) /** * @dev Standard signed math utilities missing in the Solidity language. */ library SignedMath { /** * @dev Returns the largest of two signed numbers. */ function max(int256 a, int256 b) internal pure returns (int256) { return a > b ? a : b; } /** * @dev Returns the smallest of two signed numbers. */ function min(int256 a, int256 b) internal pure returns (int256) { return a < b ? a : b; } /** * @dev Returns the average of two signed numbers without overflow. * The result is rounded towards zero. */ function average(int256 a, int256 b) internal pure returns (int256) { // Formula from the book "Hacker's Delight" int256 x = (a & b) + ((a ^ b) >> 1); return x + (int256(uint256(x) >> 255) & (a ^ b)); } /** * @dev Returns the absolute unsigned value of a signed value. */ function abs(int256 n) internal pure returns (uint256) { unchecked { // must be unchecked in order to support `n = type(int256).min` return uint256(n >= 0 ? n : -n); } } } // File @openzeppelin/contracts/utils/[email protected] // OpenZeppelin Contracts (last updated v5.0.0) (utils/Strings.sol) /** * @dev String operations. */ library Strings { bytes16 private constant HEX_DIGITS = "0123456789abcdef"; uint8 private constant ADDRESS_LENGTH = 20; /** * @dev The `value` string doesn't fit in the specified `length`. */ error StringsInsufficientHexLength(uint256 value, uint256 length); /** * @dev Converts a `uint256` to its ASCII `string` decimal representation. */ function toString(uint256 value) internal pure returns (string memory) { unchecked { uint256 length = Math.log10(value) + 1; string memory buffer = new string(length); uint256 ptr; /// @solidity memory-safe-assembly assembly { ptr := add(buffer, add(32, length)) } while (true) { ptr--; /// @solidity memory-safe-assembly assembly { mstore8(ptr, byte(mod(value, 10), HEX_DIGITS)) } value /= 10; if (value == 0) break; } return buffer; } } /** * @dev Converts a `int256` to its ASCII `string` decimal representation. */ function toStringSigned(int256 value) internal pure returns (string memory) { return string.concat(value < 0 ? "-" : "", toString(SignedMath.abs(value))); } /** * @dev Converts a `uint256` to its ASCII `string` hexadecimal representation. */ function toHexString(uint256 value) internal pure returns (string memory) { unchecked { return toHexString(value, Math.log256(value) + 1); } } /** * @dev Converts a `uint256` to its ASCII `string` hexadecimal representation with fixed length. */ function toHexString(uint256 value, uint256 length) internal pure returns (string memory) { uint256 localValue = value; bytes memory buffer = new bytes(2 * length + 2); buffer[0] = "0"; buffer[1] = "x"; for (uint256 i = 2 * length + 1; i > 1; --i) { buffer[i] = HEX_DIGITS[localValue & 0xf]; localValue >>= 4; } if (localValue != 0) { revert StringsInsufficientHexLength(value, length); } return string(buffer); } /** * @dev Converts an `address` with fixed length of 20 bytes to its not checksummed ASCII `string` hexadecimal * representation. */ function toHexString(address addr) internal pure returns (string memory) { return toHexString(uint256(uint160(addr)), ADDRESS_LENGTH); } /** * @dev Returns true if the two strings are equal. */ function equal(string memory a, string memory b) internal pure returns (bool) { return bytes(a).length == bytes(b).length && keccak256(bytes(a)) == keccak256(bytes(b)); } } // File @openzeppelin/contracts/utils/cryptography/[email protected] // OpenZeppelin Contracts (last updated v5.0.0) (utils/cryptography/MessageHashUtils.sol) /** * @dev Signature message hash utilities for producing digests to be consumed by {ECDSA} recovery or signing. * * The library provides methods for generating a hash of a message that conforms to the * https://eips.ethereum.org/EIPS/eip-191[EIP 191] and https://eips.ethereum.org/EIPS/eip-712[EIP 712] * specifications. */ library MessageHashUtils { /** * @dev Returns the keccak256 digest of an EIP-191 signed data with version * `0x45` (`personal_sign` messages). * * The digest is calculated by prefixing a bytes32 `messageHash` with * `"\\x19Ethereum Signed Message:\ 32"` and hashing the result. It corresponds with the * hash signed when using the https://eth.wiki/json-rpc/API#eth_sign[`eth_sign`] JSON-RPC method. * * NOTE: The `messageHash` parameter is intended to be the result of hashing a raw message with * keccak256, although any bytes32 value can be safely used because the final digest will * be re-hashed. * * See {ECDSA-recover}. */ function toEthSignedMessageHash(bytes32 messageHash) internal pure returns (bytes32 digest) { /// @solidity memory-safe-assembly assembly { mstore(0x00, "\\x19Ethereum Signed Message:\ 32") // 32 is the bytes-length of messageHash mstore(0x1c, messageHash) // 0x1c (28) is the length of the prefix digest := keccak256(0x00, 0x3c) // 0x3c is the length of the prefix (0x1c) + messageHash (0x20) } } /** * @dev Returns the keccak256 digest of an EIP-191 signed data with version * `0x45` (`personal_sign` messages). * * The digest is calculated by prefixing an arbitrary `message` with * `"\\x19Ethereum Signed Message:\ " + len(message)` and hashing the result. It corresponds with the * hash signed when using the https://eth.wiki/json-rpc/API#eth_sign[`eth_sign`] JSON-RPC method. * * See {ECDSA-recover}. */ function toEthSignedMessageHash(bytes memory message) internal pure returns (bytes32) { return keccak256(bytes.concat("\\x19Ethereum Signed Message:\ ", bytes(Strings.toString(message.length)), message)); } /** * @dev Returns the keccak256 digest of an EIP-191 signed data with version * `0x00` (data with intended validator). * * The digest is calculated by prefixing an arbitrary `data` with `"\\x19\\x00"` and the intended * `validator` address. Then hashing the result. * * See {ECDSA-recover}. */ function toDataWithIntendedValidatorHash(address validator, bytes memory data) internal pure returns (bytes32) { return keccak256(abi.encodePacked(hex"19_00", validator, data)); } /** * @dev Returns the keccak256 digest of an EIP-712 typed data (EIP-191 version `0x01`). * * The digest is calculated from a `domainSeparator` and a `structHash`, by prefixing them with * `\\x19\\x01` and hashing the result. It corresponds to the hash signed by the * https://eips.ethereum.org/EIPS/eip-712[`eth_signTypedData`] JSON-RPC method as part of EIP-712. * * See {ECDSA-recover}. */ function toTypedDataHash(bytes32 domainSeparator, bytes32 structHash) internal pure returns (bytes32 digest) { /// @solidity memory-safe-assembly assembly { let ptr := mload(0x40) mstore(ptr, hex"19_01") mstore(add(ptr, 0x02), domainSeparator) mstore(add(ptr, 0x22), structHash) digest := keccak256(ptr, 0x42) } } } // File @openzeppelin/contracts/utils/[email protected] // OpenZeppelin Contracts (last updated v5.0.0) (utils/StorageSlot.sol) // This file was procedurally generated from scripts/generate/templates/StorageSlot.js. /** * @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: * ```solidity * 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(newImplementation.code.length > 0); * StorageSlot.getAddressSlot(_IMPLEMENTATION_SLOT).value = newImplementation; * } * } * ``` */ library StorageSlot { struct AddressSlot { address value; } struct BooleanSlot { bool value; } struct Bytes32Slot { bytes32 value; } struct Uint256Slot { uint256 value; } struct StringSlot { string value; } struct BytesSlot { bytes value; } /** * @dev Returns an `AddressSlot` with member `value` located at `slot`. */ function getAddressSlot(bytes32 slot) internal pure returns (AddressSlot storage r) { /// @solidity memory-safe-assembly assembly { r.slot := slot } } /** * @dev Returns an `BooleanSlot` with member `value` located at `slot`. */ function getBooleanSlot(bytes32 slot) internal pure returns (BooleanSlot storage r) { /// @solidity memory-safe-assembly assembly { r.slot := slot } } /** * @dev Returns an `Bytes32Slot` with member `value` located at `slot`. */ function getBytes32Slot(bytes32 slot) internal pure returns (Bytes32Slot storage r) { /// @solidity memory-safe-assembly assembly { r.slot := slot } } /** * @dev Returns an `Uint256Slot` with member `value` located at `slot`. */ function getUint256Slot(bytes32 slot) internal pure returns (Uint256Slot storage r) { /// @solidity memory-safe-assembly assembly { r.slot := slot } } /** * @dev Returns an `StringSlot` with member `value` located at `slot`. */ function getStringSlot(bytes32 slot) internal pure returns (StringSlot storage r) { /// @solidity memory-safe-assembly assembly { r.slot := slot } } /** * @dev Returns an `StringSlot` representation of the string storage pointer `store`. */ function getStringSlot(string storage store) internal pure returns (StringSlot storage r) { /// @solidity memory-safe-assembly assembly { r.slot := store.slot } } /** * @dev Returns an `BytesSlot` with member `value` located at `slot`. */ function getBytesSlot(bytes32 slot) internal pure returns (BytesSlot storage r) { /// @solidity memory-safe-assembly assembly { r.slot := slot } } /** * @dev Returns an `BytesSlot` representation of the bytes storage pointer `store`. */ function getBytesSlot(bytes storage store) internal pure returns (BytesSlot storage r) { /// @solidity memory-safe-assembly assembly { r.slot := store.slot } } } // File @openzeppelin/contracts/utils/[email protected] // OpenZeppelin Contracts (last updated v5.0.0) (utils/ShortStrings.sol) // | string | 0xAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAA | // | length | 0x BB | type ShortString is bytes32; /** * @dev This library provides functions to convert short memory strings * into a `ShortString` type that can be used as an immutable variable. * * Strings of arbitrary length can be optimized using this library if * they are short enough (up to 31 bytes) by packing them with their * length (1 byte) in a single EVM word (32 bytes). Additionally, a * fallback mechanism can be used for every other case. * * Usage example: * * ```solidity * contract Named { * using ShortStrings for *; * * ShortString private immutable _name; * string private _nameFallback; * * constructor(string memory contractName) { * _name = contractName.toShortStringWithFallback(_nameFallback); * } * * function name() external view returns (string memory) { * return _name.toStringWithFallback(_nameFallback); * } * } * ``` */ library ShortStrings { // Used as an identifier for strings longer than 31 bytes. bytes32 private constant FALLBACK_SENTINEL = 0x00000000000000000000000000000000000000000000000000000000000000FF; error StringTooLong(string str); error InvalidShortString(); /** * @dev Encode a string of at most 31 chars into a `ShortString`. * * This will trigger a `StringTooLong` error is the input string is too long. */ function toShortString(string memory str) internal pure returns (ShortString) { bytes memory bstr = bytes(str); if (bstr.length > 31) { revert StringTooLong(str); } return ShortString.wrap(bytes32(uint256(bytes32(bstr)) | bstr.length)); } /** * @dev Decode a `ShortString` back to a "normal" string. */ function toString(ShortString sstr) internal pure returns (string memory) { uint256 len = byteLength(sstr); // using `new string(len)` would work locally but is not memory safe. string memory str = new string(32); /// @solidity memory-safe-assembly assembly { mstore(str, len) mstore(add(str, 0x20), sstr) } return str; } /** * @dev Return the length of a `ShortString`. */ function byteLength(ShortString sstr) internal pure returns (uint256) { uint256 result = uint256(ShortString.unwrap(sstr)) & 0xFF; if (result > 31) { revert InvalidShortString(); } return result; } /** * @dev Encode a string into a `ShortString`, or write it to storage if it is too long. */ function toShortStringWithFallback(string memory value, string storage store) internal returns (ShortString) { if (bytes(value).length < 32) { return toShortString(value); } else { StorageSlot.getStringSlot(store).value = value; return ShortString.wrap(FALLBACK_SENTINEL); } } /** * @dev Decode a string that was encoded to `ShortString` or written to storage using {setWithFallback}. */ function toStringWithFallback(ShortString value, string storage store) internal pure returns (string memory) { if (ShortString.unwrap(value) != FALLBACK_SENTINEL) { return toString(value); } else { return store; } } /** * @dev Return the length of a string that was encoded to `ShortString` or written to storage using * {setWithFallback}. * * WARNING: This will return the "byte length" of the string. This may not reflect the actual length in terms of * actual characters as the UTF-8 encoding of a single character can span over multiple bytes. */ function byteLengthWithFallback(ShortString value, string storage store) internal view returns (uint256) { if (ShortString.unwrap(value) != FALLBACK_SENTINEL) { return byteLength(value); } else { return bytes(store).length; } } } // File @openzeppelin/contracts/utils/cryptography/[email protected] // OpenZeppelin Contracts (last updated v5.0.0) (utils/cryptography/EIP712.sol) /** * @dev https://eips.ethereum.org/EIPS/eip-712[EIP 712] is a standard for hashing and signing of typed structured data. * * The encoding scheme specified in the EIP requires a domain separator and a hash of the typed structured data, whose * encoding is very generic and therefore its 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 order to * produce the hash of their typed data 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]. * * NOTE: In the upgradeable version of this contract, the cached values will correspond to the address, and the domain * separator of the implementation contract. This will cause the {_domainSeparatorV4} function to always rebuild the * separator from the immutable values, which is cheaper than accessing a cached version in cold storage. * * @custom:oz-upgrades-unsafe-allow state-variable-immutable */ abstract contract EIP712 is IERC5267 { using ShortStrings for *; bytes32 private constant TYPE_HASH = keccak256("EIP712Domain(string name,string version,uint256 chainId,address verifyingContract)"); // Cache the domain separator as an immutable value, but also store the chain id that it corresponds to, in order to // invalidate the cached domain separator if the chain id changes. bytes32 private immutable _cachedDomainSeparator; uint256 private immutable _cachedChainId; address private immutable _cachedThis; bytes32 private immutable _hashedName; bytes32 private immutable _hashedVersion; ShortString private immutable _name; ShortString private immutable _version; string private _nameFallback; string private _versionFallback; /** * @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) { _name = name.toShortStringWithFallback(_nameFallback); _version = version.toShortStringWithFallback(_versionFallback); _hashedName = keccak256(bytes(name)); _hashedVersion = keccak256(bytes(version)); _cachedChainId = block.chainid; _cachedDomainSeparator = _buildDomainSeparator(); _cachedThis = address(this); } /** * @dev Returns the domain separator for the current chain. */ function _domainSeparatorV4() internal view returns (bytes32) { if (address(this) == _cachedThis && block.chainid == _cachedChainId) { return _cachedDomainSeparator; } else { return _buildDomainSeparator(); } } function _buildDomainSeparator() private view returns (bytes32) { return keccak256(abi.encode(TYPE_HASH, _hashedName, _hashedVersion, block.chainid, 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 MessageHashUtils.toTypedDataHash(_domainSeparatorV4(), structHash); } /** * @dev See {IERC-5267}. */ function eip712Domain() public view virtual returns ( bytes1 fields, string memory name, string memory version, uint256 chainId, address verifyingContract, bytes32 salt, uint256[] memory extensions ) { return ( hex"0f", // 01111 _EIP712Name(), _EIP712Version(), block.chainid, address(this), bytes32(0), new uint256[](0) ); } /** * @dev The name parameter for the EIP712 domain. * * NOTE: By default this function reads _name which is an immutable value. * It only reads from storage if necessary (in case the value is too large to fit in a ShortString). */ // solhint-disable-next-line func-name-mixedcase function _EIP712Name() internal view returns (string memory) { return _name.toStringWithFallback(_nameFallback); } /** * @dev The version parameter for the EIP712 domain. * * NOTE: By default this function reads _version which is an immutable value. * It only reads from storage if necessary (in case the value is too large to fit in a ShortString). */ // solhint-disable-next-line func-name-mixedcase function _EIP712Version() internal view returns (string memory) { return _version.toStringWithFallback(_versionFallback); } } // File @openzeppelin/contracts/utils/[email protected] // OpenZeppelin Contracts (last updated v5.0.1) (utils/Context.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 Context { function _msgSender() internal view virtual returns (address) { return msg.sender; } function _msgData() internal view virtual returns (bytes calldata) { return msg.data; } function _contextSuffixLength() internal view virtual returns (uint256) { return 0; } } // File @openzeppelin/contracts/utils/[email protected] // OpenZeppelin Contracts (last updated v5.0.0) (utils/Pausable.sol) /** * @dev Contract module which allows children to implement an emergency stop * mechanism that can be triggered by an authorized account. * * This module is used through inheritance. It will make available the * modifiers `whenNotPaused` and `whenPaused`, which can be applied to * the functions of your contract. Note that they will not be pausable by * simply including this module, only once the modifiers are put in place. */ abstract contract Pausable is Context { bool private _paused; /** * @dev Emitted when the pause is triggered by `account`. */ event Paused(address account); /** * @dev Emitted when the pause is lifted by `account`. */ event Unpaused(address account); /** * @dev The operation failed because the contract is paused. */ error EnforcedPause(); /** * @dev The operation failed because the contract is not paused. */ error ExpectedPause(); /** * @dev Initializes the contract in unpaused state. */ constructor() { _paused = false; } /** * @dev Modifier to make a function callable only when the contract is not paused. * * Requirements: * * - The contract must not be paused. */ modifier whenNotPaused() { _requireNotPaused(); _; } /** * @dev Modifier to make a function callable only when the contract is paused. * * Requirements: * * - The contract must be paused. */ modifier whenPaused() { _requirePaused(); _; } /** * @dev Returns true if the contract is paused, and false otherwise. */ function paused() public view virtual returns (bool) { return _paused; } /** * @dev Throws if the contract is paused. */ function _requireNotPaused() internal view virtual { if (paused()) { revert EnforcedPause(); } } /** * @dev Throws if the contract is not paused. */ function _requirePaused() internal view virtual { if (!paused()) { revert ExpectedPause(); } } /** * @dev Triggers stopped state. * * Requirements: * * - The contract must not be paused. */ function _pause() internal virtual whenNotPaused { _paused = true; emit Paused(_msgSender()); } /** * @dev Returns to normal state. * * Requirements: * * - The contract must be paused. */ function _unpause() internal virtual whenPaused { _paused = false; emit Unpaused(_msgSender()); } } // File @1inch/limit-order-protocol-contract/contracts/[email protected] /// @title Limit Order mixin abstract contract OrderMixin is IOrderMixin, EIP712, PredicateHelper, SeriesEpochManager, Pausable, OnlyWethReceiver, PermitAndCall { using SafeERC20 for IERC20; using SafeERC20 for IWETH; using OrderLib for IOrderMixin.Order; using ExtensionLib for bytes; using AddressLib for Address; using MakerTraitsLib for MakerTraits; using TakerTraitsLib for TakerTraits; using BitInvalidatorLib for BitInvalidatorLib.Data; using RemainingInvalidatorLib for RemainingInvalidator; IWETH private immutable _WETH; // solhint-disable-line var-name-mixedcase mapping(address maker => BitInvalidatorLib.Data data) private _bitInvalidator; mapping(address maker => mapping(bytes32 orderHash => RemainingInvalidator remaining)) private _remainingInvalidator; constructor(IWETH weth) OnlyWethReceiver(address(weth)) { _WETH = weth; } /** * @notice See {IOrderMixin-bitInvalidatorForOrder}. */ function bitInvalidatorForOrder(address maker, uint256 slot) external view returns(uint256 /* result */) { return _bitInvalidator[maker].checkSlot(slot); } /** * @notice See {IOrderMixin-remainingInvalidatorForOrder}. */ function remainingInvalidatorForOrder(address maker, bytes32 orderHash) external view returns(uint256 /* remaining */) { return _remainingInvalidator[maker][orderHash].remaining(); } /** * @notice See {IOrderMixin-rawRemainingInvalidatorForOrder}. */ function rawRemainingInvalidatorForOrder(address maker, bytes32 orderHash) external view returns(uint256 /* remainingRaw */) { return RemainingInvalidator.unwrap(_remainingInvalidator[maker][orderHash]); } /** * @notice See {IOrderMixin-simulate}. */ function simulate(address target, bytes calldata data) external { // solhint-disable-next-line avoid-low-level-calls (bool success, bytes memory result) = target.delegatecall(data); revert SimulationResults(success, result); } /** * @notice See {IOrderMixin-cancelOrder}. */ function cancelOrder(MakerTraits makerTraits, bytes32 orderHash) public { if (makerTraits.useBitInvalidator()) { uint256 invalidator = _bitInvalidator[msg.sender].massInvalidate(makerTraits.nonceOrEpoch(), 0); emit BitInvalidatorUpdated(msg.sender, makerTraits.nonceOrEpoch() >> 8, invalidator); } else { _remainingInvalidator[msg.sender][orderHash] = RemainingInvalidatorLib.fullyFilled(); emit OrderCancelled(orderHash); } } /** * @notice See {IOrderMixin-cancelOrders}. */ function cancelOrders(MakerTraits[] calldata makerTraits, bytes32[] calldata orderHashes) external { if (makerTraits.length != orderHashes.length) revert MismatchArraysLengths(); unchecked { for (uint256 i = 0; i < makerTraits.length; i++) { cancelOrder(makerTraits[i], orderHashes[i]); } } } /** * @notice See {IOrderMixin-bitsInvalidateForOrder}. */ function bitsInvalidateForOrder(MakerTraits makerTraits, uint256 additionalMask) external { if (!makerTraits.useBitInvalidator()) revert OrderIsNotSuitableForMassInvalidation(); uint256 invalidator = _bitInvalidator[msg.sender].massInvalidate(makerTraits.nonceOrEpoch(), additionalMask); emit BitInvalidatorUpdated(msg.sender, makerTraits.nonceOrEpoch() >> 8, invalidator); } /** * @notice See {IOrderMixin-hashOrder}. */ function hashOrder(IOrderMixin.Order calldata order) external view returns(bytes32) { return order.hash(_domainSeparatorV4()); } /** * @notice See {IOrderMixin-checkPredicate}. */ function checkPredicate(bytes calldata predicate) public view returns(bool) { (bool success, uint256 res) = _staticcallForUint(address(this), predicate); return success && res == 1; } /** * @notice See {IOrderMixin-fillOrder}. */ function fillOrder( IOrderMixin.Order calldata order, bytes32 r, bytes32 vs, uint256 amount, TakerTraits takerTraits ) external payable returns(uint256 /* makingAmount */, uint256 /* takingAmount */, bytes32 /* orderHash */) { return _fillOrder(order, r, vs, amount, takerTraits, msg.sender, msg.data[:0], msg.data[:0]); } /** * @notice See {IOrderMixin-fillOrderArgs}. */ function fillOrderArgs( IOrderMixin.Order calldata order, bytes32 r, bytes32 vs, uint256 amount, TakerTraits takerTraits, bytes calldata args ) external payable returns(uint256 /* makingAmount */, uint256 /* takingAmount */, bytes32 /* orderHash */) { ( address target, bytes calldata extension, bytes calldata interaction ) = _parseArgs(takerTraits, args); return _fillOrder(order, r, vs, amount, takerTraits, target, extension, interaction); } function _fillOrder( IOrderMixin.Order calldata order, bytes32 r, bytes32 vs, uint256 amount, TakerTraits takerTraits, address target, bytes calldata extension, bytes calldata interaction ) private returns(uint256 makingAmount, uint256 takingAmount, bytes32 orderHash) { // Check signature and apply order/maker permit only on the first fill orderHash = order.hash(_domainSeparatorV4()); uint256 remainingMakingAmount = _checkRemainingMakingAmount(order, orderHash); if (remainingMakingAmount == order.makingAmount) { address maker = order.maker.get(); if (maker == address(0) || maker != ECDSA.recover(orderHash, r, vs)) revert BadSignature(); if (!takerTraits.skipMakerPermit()) { bytes calldata makerPermit = extension.makerPermit(); if (makerPermit.length >= 20) { // proceed only if taker is willing to execute permit and its length is enough to store address IERC20(address(bytes20(makerPermit))).tryPermit(maker, address(this), makerPermit[20:]); if (!order.makerTraits.useBitInvalidator()) { // Bit orders are not subjects for reentrancy, but we still need to check remaining-based orders for reentrancy if (!_remainingInvalidator[order.maker.get()][orderHash].isNewOrder()) revert ReentrancyDetected(); } } } } (makingAmount, takingAmount) = _fill(order, orderHash, remainingMakingAmount, amount, takerTraits, target, extension, interaction); } /** * @notice See {IOrderMixin-fillContractOrder}. */ function fillContractOrder( IOrderMixin.Order calldata order, bytes calldata signature, uint256 amount, TakerTraits takerTraits ) external returns(uint256 /* makingAmount */, uint256 /* takingAmount */, bytes32 /* orderHash */) { return _fillContractOrder(order, signature, amount, takerTraits, msg.sender, msg.data[:0], msg.data[:0]); } /** * @notice See {IOrderMixin-fillContractOrderArgs}. */ function fillContractOrderArgs( IOrderMixin.Order calldata order, bytes calldata signature, uint256 amount, TakerTraits takerTraits, bytes calldata args ) external returns(uint256 /* makingAmount */, uint256 /* takingAmount */, bytes32 /* orderHash */) { ( address target, bytes calldata extension, bytes calldata interaction ) = _parseArgs(takerTraits, args); return _fillContractOrder(order, signature, amount, takerTraits, target, extension, interaction); } function _fillContractOrder( IOrderMixin.Order calldata order, bytes calldata signature, uint256 amount, TakerTraits takerTraits, address target, bytes calldata extension, bytes calldata interaction ) private returns(uint256 makingAmount, uint256 takingAmount, bytes32 orderHash) { // Check signature only on the first fill orderHash = order.hash(_domainSeparatorV4()); uint256 remainingMakingAmount = _checkRemainingMakingAmount(order, orderHash); if (remainingMakingAmount == order.makingAmount) { if (!ECDSA.isValidSignature(order.maker.get(), orderHash, signature)) revert BadSignature(); } (makingAmount, takingAmount) = _fill(order, orderHash, remainingMakingAmount, amount, takerTraits, target, extension, interaction); } /** * @notice Fills an order and transfers making amount to a specified target. * @dev If the target is zero assigns it the caller's address. * The function flow is as follows: * 1. Validate order * 2. Call maker pre-interaction * 3. Transfer maker asset to taker * 4. Call taker interaction * 5. Transfer taker asset to maker * 5. Call maker post-interaction * 6. Emit OrderFilled event * @param order The order details. * @param orderHash The hash of the order. * @param extension The extension calldata of the order. * @param remainingMakingAmount The remaining amount to be filled. * @param amount The order amount. * @param takerTraits The taker preferences for the order. * @param target The address to which the order is filled. * @param interaction The interaction calldata. * @return makingAmount The computed amount that the maker will get. * @return takingAmount The computed amount that the taker will send. */ function _fill( IOrderMixin.Order calldata order, bytes32 orderHash, uint256 remainingMakingAmount, uint256 amount, TakerTraits takerTraits, address target, bytes calldata extension, bytes calldata interaction ) private whenNotPaused() returns(uint256 makingAmount, uint256 takingAmount) { // Validate order { (bool valid, bytes4 validationResult) = order.isValidExtension(extension); if (!valid) { // solhint-disable-next-line no-inline-assembly assembly ("memory-safe") { mstore(0, validationResult) revert(0, 4) } } } if (!order.makerTraits.isAllowedSender(msg.sender)) revert PrivateOrder(); if (order.makerTraits.isExpired()) revert OrderExpired(); if (order.makerTraits.needCheckEpochManager()) { if (order.makerTraits.useBitInvalidator()) revert EpochManagerAndBitInvalidatorsAreIncompatible(); if (!epochEquals(order.maker.get(), order.makerTraits.series(), order.makerTraits.nonceOrEpoch())) revert WrongSeriesNonce(); } // Check if orders predicate allows filling if (extension.length > 0) { bytes calldata predicate = extension.predicate(); if (predicate.length > 0) { if (!checkPredicate(predicate)) revert PredicateIsNotTrue(); } } // Compute maker and taker assets amount if (takerTraits.isMakingAmount()) { makingAmount = Math.min(amount, remainingMakingAmount); takingAmount = order.calculateTakingAmount(extension, makingAmount, remainingMakingAmount, orderHash); uint256 threshold = takerTraits.threshold(); if (threshold > 0) { // Check rate: takingAmount / makingAmount <= threshold / amount if (amount == makingAmount) { // Gas optimization, no SafeMath.mul() if (takingAmount > threshold) revert TakingAmountTooHigh(); } else { if (takingAmount * amount > threshold * makingAmount) revert TakingAmountTooHigh(); } } } else { takingAmount = amount; makingAmount = order.calculateMakingAmount(extension, takingAmount, remainingMakingAmount, orderHash); if (makingAmount > remainingMakingAmount) { // Try to decrease taking amount because computed making amount exceeds remaining amount makingAmount = remainingMakingAmount; takingAmount = order.calculateTakingAmount(extension, makingAmount, remainingMakingAmount, orderHash); if (takingAmount > amount) revert TakingAmountExceeded(); } uint256 threshold = takerTraits.threshold(); if (threshold > 0) { // Check rate: makingAmount / takingAmount >= threshold / amount if (amount == takingAmount) { // Gas optimization, no SafeMath.mul() if (makingAmount < threshold) revert MakingAmountTooLow(); } else { if (makingAmount * amount < threshold * takingAmount) revert MakingAmountTooLow(); } } } if (!order.makerTraits.allowPartialFills() && makingAmount != order.makingAmount) revert PartialFillNotAllowed(); unchecked { if (makingAmount * takingAmount == 0) revert SwapWithZeroAmount(); } // Invalidate order depending on makerTraits if (order.makerTraits.useBitInvalidator()) { _bitInvalidator[order.maker.get()].checkAndInvalidate(order.makerTraits.nonceOrEpoch()); } else { _remainingInvalidator[order.maker.get()][orderHash] = RemainingInvalidatorLib.remains(remainingMakingAmount, makingAmount); } // Pre interaction, where maker can prepare funds interactively if (order.makerTraits.needPreInteractionCall()) { bytes calldata data = extension.preInteractionTargetAndData(); address listener = order.maker.get(); if (data.length > 19) { listener = address(bytes20(data)); data = data[20:]; } IPreInteraction(listener).preInteraction( order, extension, orderHash, msg.sender, makingAmount, takingAmount, remainingMakingAmount, data ); } // Maker => Taker { bool needUnwrap = order.makerAsset.get() == address(_WETH) && takerTraits.unwrapWeth(); address receiver = needUnwrap ? address(this) : target; if (order.makerTraits.usePermit2()) { if (extension.makerAssetSuffix().length > 0) revert InvalidPermit2Transfer(); IERC20(order.makerAsset.get()).safeTransferFromPermit2(order.maker.get(), receiver, makingAmount); } else { if (!_callTransferFromWithSuffix( order.makerAsset.get(), order.maker.get(), receiver, makingAmount, extension.makerAssetSuffix() )) revert TransferFromMakerToTakerFailed(); } if (needUnwrap) { _WETH.safeWithdrawTo(makingAmount, target); } } if (interaction.length > 19) { // proceed only if interaction length is enough to store address ITakerInteraction(address(bytes20(interaction))).takerInteraction( order, extension, orderHash, msg.sender, makingAmount, takingAmount, remainingMakingAmount, interaction[20:] ); } // Taker => Maker if (order.takerAsset.get() == address(_WETH) && msg.value > 0) { if (msg.value < takingAmount) revert Errors.InvalidMsgValue(); if (msg.value > takingAmount) { unchecked { // solhint-disable-next-line avoid-low-level-calls (bool success, ) = msg.sender.call{value: msg.value - takingAmount}(""); if (!success) revert Errors.ETHTransferFailed(); } } if (order.makerTraits.unwrapWeth()) { // solhint-disable-next-line avoid-low-level-calls (bool success, ) = order.getReceiver().call{value: takingAmount}(""); if (!success) revert Errors.ETHTransferFailed(); } else { _WETH.safeDeposit(takingAmount); _WETH.safeTransfer(order.getReceiver(), takingAmount); } } else { if (msg.value != 0) revert Errors.InvalidMsgValue(); bool needUnwrap = order.takerAsset.get() == address(_WETH) && order.makerTraits.unwrapWeth(); address receiver = needUnwrap ? address(this) : order.getReceiver(); if (takerTraits.usePermit2()) { if (extension.takerAssetSuffix().length > 0) revert InvalidPermit2Transfer(); IERC20(order.takerAsset.get()).safeTransferFromPermit2(msg.sender, receiver, takingAmount); } else { if (!_callTransferFromWithSuffix( order.takerAsset.get(), msg.sender, receiver, takingAmount, extension.takerAssetSuffix() )) revert TransferFromTakerToMakerFailed(); } if (needUnwrap) { _WETH.safeWithdrawTo(takingAmount, order.getReceiver()); } } // Post interaction, where maker can handle funds interactively if (order.makerTraits.needPostInteractionCall()) { bytes calldata data = extension.postInteractionTargetAndData(); address listener = order.maker.get(); if (data.length > 19) { listener = address(bytes20(data)); data = data[20:]; } IPostInteraction(listener).postInteraction( order, extension, orderHash, msg.sender, makingAmount, takingAmount, remainingMakingAmount, data ); } emit OrderFilled(orderHash, remainingMakingAmount - makingAmount); } /** * @notice Processes the taker interaction arguments. * @param takerTraits The taker preferences for the order. * @param args The taker interaction arguments. * @return target The address to which the order is filled. * @return extension The extension calldata of the order. * @return interaction The interaction calldata. */ function _parseArgs(TakerTraits takerTraits, bytes calldata args) private view returns( address target, bytes calldata extension, bytes calldata interaction ) { if (takerTraits.argsHasTarget()) { target = address(bytes20(args)); args = args[20:]; } else { target = msg.sender; } uint256 extensionLength = takerTraits.argsExtensionLength(); if (extensionLength > 0) { extension = args[:extensionLength]; args = args[extensionLength:]; } else { extension = msg.data[:0]; } uint256 interactionLength = takerTraits.argsInteractionLength(); if (interactionLength > 0) { interaction = args[:interactionLength]; } else { interaction = msg.data[:0]; } } /** * @notice Checks the remaining making amount for the order. * @dev If the order has been invalidated, the function will revert. * @param order The order to check. * @param orderHash The hash of the order. * @return remainingMakingAmount The remaining amount of the order. */ function _checkRemainingMakingAmount(IOrderMixin.Order calldata order, bytes32 orderHash) private view returns(uint256 remainingMakingAmount) { if (order.makerTraits.useBitInvalidator()) { remainingMakingAmount = order.makingAmount; } else { remainingMakingAmount = _remainingInvalidator[order.maker.get()][orderHash].remaining(order.makingAmount); } if (remainingMakingAmount == 0) revert InvalidatedOrder(); } /** * @notice Calls the transferFrom function with an arbitrary suffix. * @dev The suffix is appended to the end of the standard ERC20 transferFrom function parameters. * @param asset The token to be transferred. * @param from The address to transfer the token from. * @param to The address to transfer the token to. * @param amount The amount of the token to transfer. * @param suffix The suffix (additional data) to append to the end of the transferFrom call. * @return success A boolean indicating whether the transfer was successful. */ function _callTransferFromWithSuffix(address asset, address from, address to, uint256 amount, bytes calldata suffix) private returns(bool success) { bytes4 selector = IERC20.transferFrom.selector; assembly ("memory-safe") { // solhint-disable-line no-inline-assembly let data := mload(0x40) mstore(data, selector) mstore(add(data, 0x04), from) mstore(add(data, 0x24), to) mstore(add(data, 0x44), amount) if suffix.length { calldatacopy(add(data, 0x64), suffix.offset, suffix.length) } let status := call(gas(), asset, 0, data, add(0x64, suffix.length), 0x0, 0x20) success := and(status, or(iszero(returndatasize()), and(gt(returndatasize(), 31), eq(mload(0), 1)))) } } } // File @1inch/solidity-utils/contracts/interfaces/[email protected] interface IERC20MetadataUppercase { function NAME() external view returns (string memory); // solhint-disable-line func-name-mixedcase function SYMBOL() external view returns (string memory); // solhint-disable-line func-name-mixedcase } // File @1inch/solidity-utils/contracts/libraries/[email protected] /// @title Library with gas-efficient string operations library StringUtil { function toHex(uint256 value) internal pure returns (string memory) { return toHex(abi.encodePacked(value)); } function toHex(address value) internal pure returns (string memory) { return toHex(abi.encodePacked(value)); } /// @dev this is the assembly adaptation of highly optimized toHex16 code from Mikhail Vladimirov /// https://stackoverflow.com/a/69266989 function toHex(bytes memory data) internal pure returns (string memory result) { assembly ("memory-safe") { // solhint-disable-line no-inline-assembly function _toHex16(input) -> output { output := or( and(input, 0xFFFFFFFFFFFFFFFF000000000000000000000000000000000000000000000000), shr(64, and(input, 0x0000000000000000FFFFFFFFFFFFFFFF00000000000000000000000000000000)) ) output := or( and(output, 0xFFFFFFFF000000000000000000000000FFFFFFFF000000000000000000000000), shr(32, and(output, 0x00000000FFFFFFFF000000000000000000000000FFFFFFFF0000000000000000)) ) output := or( and(output, 0xFFFF000000000000FFFF000000000000FFFF000000000000FFFF000000000000), shr(16, and(output, 0x0000FFFF000000000000FFFF000000000000FFFF000000000000FFFF00000000)) ) output := or( and(output, 0xFF000000FF000000FF000000FF000000FF000000FF000000FF000000FF000000), shr(8, and(output, 0x00FF000000FF000000FF000000FF000000FF000000FF000000FF000000FF0000)) ) output := or( shr(4, and(output, 0xF000F000F000F000F000F000F000F000F000F000F000F000F000F000F000F000)), shr(8, and(output, 0x0F000F000F000F000F000F000F000F000F000F000F000F000F000F000F000F00)) ) output := add( add(0x3030303030303030303030303030303030303030303030303030303030303030, output), mul( and( shr(4, add(output, 0x0606060606060606060606060606060606060606060606060606060606060606)), 0x0F0F0F0F0F0F0F0F0F0F0F0F0F0F0F0F0F0F0F0F0F0F0F0F0F0F0F0F0F0F0F0F ), 7 // Change 7 to 39 for lower case output ) ) } result := mload(0x40) let length := mload(data) let resultLength := shl(1, length) let toPtr := add(result, 0x22) // 32 bytes for length + 2 bytes for '0x' mstore(0x40, add(toPtr, resultLength)) // move free memory pointer mstore(add(result, 2), 0x3078) // 0x3078 is right aligned so we write to `result + 2` // to store the last 2 bytes in the beginning of the string mstore(result, add(resultLength, 2)) // extra 2 bytes for '0x' for { let fromPtr := add(data, 0x20) let endPtr := add(fromPtr, length) } lt(fromPtr, endPtr) { fromPtr := add(fromPtr, 0x20) } { let rawData := mload(fromPtr) let hexData := _toHex16(rawData) mstore(toPtr, hexData) toPtr := add(toPtr, 0x20) hexData := _toHex16(shl(128, rawData)) mstore(toPtr, hexData) toPtr := add(toPtr, 0x20) } } } } // File @openzeppelin/contracts/token/ERC20/extensions/[email protected] // OpenZeppelin Contracts (last updated v5.0.0) (token/ERC20/extensions/IERC20Metadata.sol) /** * @dev Interface for the optional metadata functions from the ERC20 standard. */ interface IERC20Metadata is IERC20 { /** * @dev Returns the name of the token. */ function name() external view returns (string memory); /** * @dev Returns the symbol of the token. */ function symbol() external view returns (string memory); /** * @dev Returns the decimals places of the token. */ function decimals() external view returns (uint8); } // File @1inch/solidity-utils/contracts/libraries/[email protected] /// @title Library, which allows usage of ETH as ERC20 and ERC20 itself. Uses SafeERC20 library for ERC20 interface. library UniERC20 { using SafeERC20 for IERC20; error InsufficientBalance(); error ApproveCalledOnETH(); error NotEnoughValue(); error FromIsNotSender(); error ToIsNotThis(); error ETHTransferFailed(); uint256 private constant _RAW_CALL_GAS_LIMIT = 5000; IERC20 private constant _ETH_ADDRESS = IERC20(0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE); IERC20 private constant _ZERO_ADDRESS = IERC20(address(0)); /// @dev Returns true if `token` is ETH. function isETH(IERC20 token) internal pure returns (bool) { return (token == _ZERO_ADDRESS || token == _ETH_ADDRESS); } /// @dev Returns `account` ERC20 `token` balance. function uniBalanceOf(IERC20 token, address account) internal view returns (uint256) { if (isETH(token)) { return account.balance; } else { return token.balanceOf(account); } } /// @dev `token` transfer `to` `amount`. /// Note that this function does nothing in case of zero amount. function uniTransfer( IERC20 token, address payable to, uint256 amount ) internal { if (amount > 0) { if (isETH(token)) { if (address(this).balance < amount) revert InsufficientBalance(); // solhint-disable-next-line avoid-low-level-calls (bool success, ) = to.call{value: amount, gas: _RAW_CALL_GAS_LIMIT}(""); if (!success) revert ETHTransferFailed(); } else { token.safeTransfer(to, amount); } } } /// @dev `token` transfer `from` `to` `amount`. /// Note that this function does nothing in case of zero amount. function uniTransferFrom( IERC20 token, address payable from, address to, uint256 amount ) internal { if (amount > 0) { if (isETH(token)) { if (msg.value < amount) revert NotEnoughValue(); if (from != msg.sender) revert FromIsNotSender(); if (to != address(this)) revert ToIsNotThis(); if (msg.value > amount) { // Return remainder if exist unchecked { // solhint-disable-next-line avoid-low-level-calls (bool success, ) = from.call{value: msg.value - amount, gas: _RAW_CALL_GAS_LIMIT}(""); if (!success) revert ETHTransferFailed(); } } } else { token.safeTransferFrom(from, to, amount); } } } /// @dev Returns `token` symbol from ERC20 metadata. function uniSymbol(IERC20 token) internal view returns (string memory) { return _uniDecode(token, IERC20Metadata.symbol.selector, IERC20MetadataUppercase.SYMBOL.selector); } /// @dev Returns `token` name from ERC20 metadata. function uniName(IERC20 token) internal view returns (string memory) { return _uniDecode(token, IERC20Metadata.name.selector, IERC20MetadataUppercase.NAME.selector); } /// @dev Reverts if `token` is ETH, otherwise performs ERC20 forceApprove. function uniApprove( IERC20 token, address to, uint256 amount ) internal { if (isETH(token)) revert ApproveCalledOnETH(); token.forceApprove(to, amount); } /// @dev 20K gas is provided to account for possible implementations of name/symbol /// (token implementation might be behind proxy or store the value in storage) function _uniDecode( IERC20 token, bytes4 lowerCaseSelector, bytes4 upperCaseSelector ) private view returns (string memory result) { if (isETH(token)) { return "ETH"; } (bool success, bytes memory data) = address(token).staticcall{gas: 20000}( abi.encodeWithSelector(lowerCaseSelector) ); if (!success) { (success, data) = address(token).staticcall{gas: 20000}(abi.encodeWithSelector(upperCaseSelector)); } if (success && data.length >= 0x40) { (uint256 offset, uint256 len) = abi.decode(data, (uint256, uint256)); /* return data is padded up to 32 bytes with ABI encoder also sometimes there is extra 32 bytes of zeros padded in the end: https://github.com/ethereum/solidity/issues/10170 because of that we can't check for equality and instead check that overall data length is greater or equal than string length + extra 64 bytes */ if (offset == 0x20 && data.length >= 0x40 + len) { assembly ("memory-safe") { // solhint-disable-line no-inline-assembly result := add(data, 0x40) } return result; } } if (success && data.length == 32) { uint256 len = 0; while (len < data.length && data[len] >= 0x20 && data[len] <= 0x7E) { unchecked { len++; } } if (len > 0) { assembly ("memory-safe") { // solhint-disable-line no-inline-assembly mstore(data, len) } return string(data); } } return StringUtil.toHex(address(token)); } } // File @openzeppelin/contracts/access/[email protected] // OpenZeppelin Contracts (last updated v5.0.0) (access/Ownable.sol) /** * @dev Contract module which provides a basic access control mechanism, where * there is an account (an owner) that can be granted exclusive access to * specific functions. * * The initial owner is set to the address provided by the deployer. This can * later be changed with {transferOwnership}. * * This module is used through inheritance. It will make available the modifier * `onlyOwner`, which can be applied to your functions to restrict their use to * the owner. */ abstract contract Ownable is Context { address private _owner; /** * @dev The caller account is not authorized to perform an operation. */ error OwnableUnauthorizedAccount(address account); /** * @dev The owner is not a valid owner account. (eg. `address(0)`) */ error OwnableInvalidOwner(address owner); event OwnershipTransferred(address indexed previousOwner, address indexed newOwner); /** * @dev Initializes the contract setting the address provided by the deployer as the initial owner. */ constructor(address initialOwner) { if (initialOwner == address(0)) { revert OwnableInvalidOwner(address(0)); } _transferOwnership(initialOwner); } /** * @dev Throws if called by any account other than the owner. */ modifier onlyOwner() { _checkOwner(); _; } /** * @dev Returns the address of the current owner. */ function owner() public view virtual returns (address) { return _owner; } /** * @dev Throws if the sender is not the owner. */ function _checkOwner() internal view virtual { if (owner() != _msgSender()) { revert OwnableUnauthorizedAccount(_msgSender()); } } /** * @dev Leaves the contract without owner. It will not be possible to call * `onlyOwner` functions. Can only be called by the current owner. * * NOTE: Renouncing ownership will leave the contract without an owner, * thereby disabling any functionality that is only available to the owner. */ function renounceOwnership() public virtual onlyOwner { _transferOwnership(address(0)); } /** * @dev Transfers ownership of the contract to a new account (`newOwner`). * Can only be called by the current owner. */ function transferOwnership(address newOwner) public virtual onlyOwner { if (newOwner == address(0)) { revert OwnableInvalidOwner(address(0)); } _transferOwnership(newOwner); } /** * @dev Transfers ownership of the contract to a new account (`newOwner`). * Internal function without access restriction. */ function _transferOwnership(address newOwner) internal virtual { address oldOwner = _owner; _owner = newOwner; emit OwnershipTransferred(oldOwner, newOwner); } } // File contracts/helpers/RouterErrors.sol library RouterErrors { error ReturnAmountIsNotEnough(uint256 result, uint256 minReturn); error InvalidMsgValue(); error ERC20TransferFailed(); error Permit2TransferFromFailed(); error ApproveFailed(); } // File contracts/interfaces/IClipperExchange.sol /// @title Clipper interface subset used in swaps interface IClipperExchange { struct Signature { uint8 v; bytes32 r; bytes32 s; } function sellEthForToken(address outputToken, uint256 inputAmount, uint256 outputAmount, uint256 goodUntil, address destinationAddress, Signature calldata theSignature, bytes calldata auxiliaryData) external payable; function sellTokenForEth(address inputToken, uint256 inputAmount, uint256 outputAmount, uint256 goodUntil, address destinationAddress, Signature calldata theSignature, bytes calldata auxiliaryData) external; function swap(address inputToken, address outputToken, uint256 inputAmount, uint256 outputAmount, uint256 goodUntil, address destinationAddress, Signature calldata theSignature, bytes calldata auxiliaryData) external; } // File contracts/routers/ClipperRouter.sol /** * @title ClipperRouter * @notice Clipper router that allows to use `IClipperExchange` for swaps. */ contract ClipperRouter is Pausable, EthReceiver { using SafeERC20 for IERC20; using SafeERC20 for IWETH; using AddressLib for Address; uint256 private constant _PERMIT2_FLAG = 1 << 255; uint256 private constant _SIGNATURE_S_MASK = 0x7fffffffffffffffffffffffffffffffffffffffffffffffffffffffffffffff; uint256 private constant _SIGNATURE_V_SHIFT = 255; bytes5 private constant _INCH_TAG = "1INCH"; uint256 private constant _INCH_TAG_LENGTH = 5; IERC20 private constant _ETH = IERC20(address(0)); IWETH private immutable _WETH; // solhint-disable-line var-name-mixedcase constructor(IWETH weth) { _WETH = weth; } /** * @notice Same as `clipperSwapTo` but uses `msg.sender` as recipient. * @param clipperExchange Clipper pool address. * @param srcToken Source token and flags. * @param dstToken Destination token. * @param inputAmount Amount of source tokens to swap. * @param outputAmount Amount of destination tokens to receive. * @param goodUntil Clipper parameter. * @param r Clipper order signature (r part). * @param vs Clipper order signature (vs part). * @return returnAmount Amount of destination tokens received. */ function clipperSwap( IClipperExchange clipperExchange, Address srcToken, IERC20 dstToken, uint256 inputAmount, uint256 outputAmount, uint256 goodUntil, bytes32 r, bytes32 vs ) external payable returns(uint256 returnAmount) { return clipperSwapTo(clipperExchange, payable(msg.sender), srcToken, dstToken, inputAmount, outputAmount, goodUntil, r, vs); } /** * @notice Performs swap using Clipper exchange. Wraps and unwraps ETH if required. * Sending non-zero `msg.value` for anything but ETH swaps is prohibited. * @param clipperExchange Clipper pool address. * @param recipient Address that will receive swap funds. * @param srcToken Source token and flags. * @param dstToken Destination token. * @param inputAmount Amount of source tokens to swap. * @param outputAmount Amount of destination tokens to receive. * @param goodUntil Clipper parameter. * @param r Clipper order signature (r part). * @param vs Clipper order signature (vs part). * @return returnAmount Amount of destination tokens received. */ function clipperSwapTo( IClipperExchange clipperExchange, address payable recipient, Address srcToken, IERC20 dstToken, uint256 inputAmount, uint256 outputAmount, uint256 goodUntil, bytes32 r, bytes32 vs ) public payable whenNotPaused() returns(uint256 returnAmount) { IERC20 srcToken_ = IERC20(srcToken.get()); if (srcToken_ == _ETH) { if (msg.value != inputAmount) revert RouterErrors.InvalidMsgValue(); } else { if (msg.value != 0) revert RouterErrors.InvalidMsgValue(); srcToken_.safeTransferFromUniversal(msg.sender, address(clipperExchange), inputAmount, srcToken.getFlag(_PERMIT2_FLAG)); } if (srcToken_ == _ETH) { // clipperExchange.sellEthForToken{value: inputAmount}(address(dstToken), inputAmount, outputAmount, goodUntil, recipient, signature, _INCH_TAG); address clipper = address(clipperExchange); bytes4 selector = clipperExchange.sellEthForToken.selector; assembly ("memory-safe") { // solhint-disable-line no-inline-assembly let ptr := mload(0x40) mstore(ptr, selector) mstore(add(ptr, 0x04), dstToken) mstore(add(ptr, 0x24), inputAmount) mstore(add(ptr, 0x44), outputAmount) mstore(add(ptr, 0x64), goodUntil) mstore(add(ptr, 0x84), recipient) mstore(add(ptr, 0xa4), add(27, shr(_SIGNATURE_V_SHIFT, vs))) mstore(add(ptr, 0xc4), r) mstore(add(ptr, 0xe4), and(vs, _SIGNATURE_S_MASK)) mstore(add(ptr, 0x104), 0x120) mstore(add(ptr, 0x124), _INCH_TAG_LENGTH) mstore(add(ptr, 0x144), _INCH_TAG) if iszero(call(gas(), clipper, inputAmount, ptr, 0x149, 0, 0)) { returndatacopy(ptr, 0, returndatasize()) revert(ptr, returndatasize()) } } } else if (dstToken == _ETH) { // clipperExchange.sellTokenForEth(address(srcToken_), inputAmount, outputAmount, goodUntil, recipient, signature, _INCH_TAG); address clipper = address(clipperExchange); bytes4 selector = clipperExchange.sellTokenForEth.selector; assembly ("memory-safe") { // solhint-disable-line no-inline-assembly let ptr := mload(0x40) mstore(ptr, selector) mstore(add(ptr, 0x04), srcToken_) mstore(add(ptr, 0x24), inputAmount) mstore(add(ptr, 0x44), outputAmount) mstore(add(ptr, 0x64), goodUntil) switch iszero(dstToken) case 1 { mstore(add(ptr, 0x84), recipient) } default { mstore(add(ptr, 0x84), address()) } mstore(add(ptr, 0xa4), add(27, shr(_SIGNATURE_V_SHIFT, vs))) mstore(add(ptr, 0xc4), r) mstore(add(ptr, 0xe4), and(vs, _SIGNATURE_S_MASK)) mstore(add(ptr, 0x104), 0x120) mstore(add(ptr, 0x124), _INCH_TAG_LENGTH) mstore(add(ptr, 0x144), _INCH_TAG) if iszero(call(gas(), clipper, 0, ptr, 0x149, 0, 0)) { returndatacopy(ptr, 0, returndatasize()) revert(ptr, returndatasize()) } } } else { // clipperExchange.swap(address(srcToken_), address(dstToken), inputAmount, outputAmount, goodUntil, recipient, signature, _INCH_TAG); address clipper = address(clipperExchange); bytes4 selector = clipperExchange.swap.selector; assembly ("memory-safe") { // solhint-disable-line no-inline-assembly let ptr := mload(0x40) mstore(ptr, selector) mstore(add(ptr, 0x04), srcToken_) mstore(add(ptr, 0x24), dstToken) mstore(add(ptr, 0x44), inputAmount) mstore(add(ptr, 0x64), outputAmount) mstore(add(ptr, 0x84), goodUntil) mstore(add(ptr, 0xa4), recipient) mstore(add(ptr, 0xc4), add(27, shr(_SIGNATURE_V_SHIFT, vs))) mstore(add(ptr, 0xe4), r) mstore(add(ptr, 0x104), and(vs, _SIGNATURE_S_MASK)) mstore(add(ptr, 0x124), 0x140) mstore(add(ptr, 0x144), _INCH_TAG_LENGTH) mstore(add(ptr, 0x164), _INCH_TAG) if iszero(call(gas(), clipper, 0, ptr, 0x169, 0, 0)) { returndatacopy(ptr, 0, returndatasize()) revert(ptr, returndatasize()) } } } return outputAmount; } } // File contracts/interfaces/IAggregationExecutor.sol /// @title Interface for making arbitrary calls during swap interface IAggregationExecutor { /// @notice propagates information about original msg.sender and executes arbitrary data function execute(address msgSender) external payable returns(uint256); // 0x4b64e492 } // File contracts/routers/GenericRouter.sol /** * @title GenericRouter * @notice Router that allows to use `IAggregationExecutor` for swaps. */ contract GenericRouter is Pausable, EthReceiver { using UniERC20 for IERC20; using SafeERC20 for IERC20; error ZeroMinReturn(); uint256 private constant _PARTIAL_FILL = 1 << 0; uint256 private constant _REQUIRES_EXTRA_ETH = 1 << 1; uint256 private constant _USE_PERMIT2 = 1 << 2; struct SwapDescription { IERC20 srcToken; IERC20 dstToken; address payable srcReceiver; address payable dstReceiver; uint256 amount; uint256 minReturnAmount; uint256 flags; } /** * @notice Performs a swap, delegating all calls encoded in `data` to `executor`. See tests for usage examples. * @dev Router keeps 1 wei of every token on the contract balance for gas optimisations reasons. * This affects first swap of every token by leaving 1 wei on the contract. * @param executor Aggregation executor that executes calls described in `data`. * @param desc Swap description. * @param data Encoded calls that `caller` should execute in between of swaps. * @return returnAmount Resulting token amount. * @return spentAmount Source token amount. */ function swap( IAggregationExecutor executor, SwapDescription calldata desc, bytes calldata data ) external payable whenNotPaused() returns ( uint256 returnAmount, uint256 spentAmount ) { if (desc.minReturnAmount == 0) revert ZeroMinReturn(); IERC20 srcToken = desc.srcToken; IERC20 dstToken = desc.dstToken; bool srcETH = srcToken.isETH(); if (desc.flags & _REQUIRES_EXTRA_ETH != 0) { if (msg.value <= (srcETH ? desc.amount : 0)) revert RouterErrors.InvalidMsgValue(); } else { if (msg.value != (srcETH ? desc.amount : 0)) revert RouterErrors.InvalidMsgValue(); } if (!srcETH) { srcToken.safeTransferFromUniversal(msg.sender, desc.srcReceiver, desc.amount, desc.flags & _USE_PERMIT2 != 0); } returnAmount = _execute(executor, msg.sender, desc.amount, data); spentAmount = desc.amount; if (desc.flags & _PARTIAL_FILL != 0) { uint256 unspentAmount = srcToken.uniBalanceOf(address(this)); if (unspentAmount > 1) { // we leave 1 wei on the router for gas optimisations reasons unchecked { unspentAmount--; } spentAmount -= unspentAmount; srcToken.uniTransfer(payable(msg.sender), unspentAmount); } if (returnAmount * desc.amount < desc.minReturnAmount * spentAmount) revert RouterErrors.ReturnAmountIsNotEnough(returnAmount, desc.minReturnAmount * spentAmount / desc.amount); } else { if (returnAmount < desc.minReturnAmount) revert RouterErrors.ReturnAmountIsNotEnough(returnAmount, desc.minReturnAmount); } address payable dstReceiver = (desc.dstReceiver == address(0)) ? payable(msg.sender) : desc.dstReceiver; dstToken.uniTransfer(dstReceiver, returnAmount); } function _execute( IAggregationExecutor executor, address srcTokenOwner, uint256 inputAmount, bytes calldata data ) private returns(uint256 result) { bytes4 executeSelector = executor.execute.selector; assembly ("memory-safe") { // solhint-disable-line no-inline-assembly let ptr := mload(0x40) mstore(ptr, executeSelector) mstore(add(ptr, 0x04), srcTokenOwner) calldatacopy(add(ptr, 0x24), data.offset, data.length) mstore(add(add(ptr, 0x24), data.length), inputAmount) if iszero(call(gas(), executor, callvalue(), ptr, add(0x44, data.length), 0, 0x20)) { returndatacopy(ptr, 0, returndatasize()) revert(ptr, returndatasize()) } result := mload(0) } } } // File contracts/interfaces/IUniswapV3Pool.sol interface IUniswapV3Pool { /// @notice Emitted by the pool for any swaps between token0 and token1 /// @param sender The address that initiated the swap call, and that received the callback /// @param recipient The address that received the output of the swap /// @param amount0 The delta of the token0 balance of the pool /// @param amount1 The delta of the token1 balance of the pool /// @param sqrtPriceX96 The sqrt(price) of the pool after the swap, as a Q64.96 /// @param liquidity The liquidity of the pool after the swap /// @param tick The log base 1.0001 of price of the pool after the swap event Swap( address indexed sender, address indexed recipient, int256 amount0, int256 amount1, uint160 sqrtPriceX96, uint128 liquidity, int24 tick ); /// @notice Swap token0 for token1, or token1 for token0 /// @dev The caller of this method receives a callback in the form of IUniswapV3SwapCallback#uniswapV3SwapCallback /// @param recipient The address to receive the output of the swap /// @param zeroForOne The direction of the swap, true for token0 to token1, false for token1 to token0 /// @param amountSpecified The amount of the swap, which implicitly configures the swap as exact input (positive), or exact output (negative) /// @param sqrtPriceLimitX96 The Q64.96 sqrt price limit. If zero for one, the price cannot be less than this /// value after the swap. If one for zero, the price cannot be greater than this value after the swap /// @param data Any data to be passed through to the callback /// @return amount0 The delta of the balance of token0 of the pool, exact when negative, minimum when positive /// @return amount1 The delta of the balance of token1 of the pool, exact when negative, minimum when positive function swap( address recipient, bool zeroForOne, int256 amountSpecified, uint160 sqrtPriceLimitX96, bytes calldata data ) external returns (int256 amount0, int256 amount1); /// @notice The first of the two tokens of the pool, sorted by address /// @return The token contract address function token0() external view returns (address); /// @notice The second of the two tokens of the pool, sorted by address /// @return The token contract address function token1() external view returns (address); /// @notice The pool's fee in hundredths of a bip, i.e. 1e-6 /// @return The fee function fee() external view returns (uint24); } // File contracts/interfaces/IUniswapV3SwapCallback.sol /// @title Callback for IUniswapV3PoolActions#swap /// @notice Any contract that calls IUniswapV3PoolActions#swap must implement this interface interface IUniswapV3SwapCallback { /// @notice Called to `msg.sender` after executing a swap via IUniswapV3Pool#swap. /// @dev In the implementation you must pay the pool tokens owed for the swap. /// The caller of this method must be checked to be a UniswapV3Pool deployed by the canonical UniswapV3Factory. /// amount0Delta and amount1Delta can both be 0 if no tokens were swapped. /// @param amount0Delta The amount of token0 that was sent (negative) or must be received (positive) by the pool by /// the end of the swap. If positive, the callback must send that amount of token0 to the pool. /// @param amount1Delta The amount of token1 that was sent (negative) or must be received (positive) by the pool by /// the end of the swap. If positive, the callback must send that amount of token1 to the pool. /// @param data Any data passed through by the caller via the IUniswapV3PoolActions#swap call function uniswapV3SwapCallback( int256 amount0Delta, int256 amount1Delta, bytes calldata data ) external; } // File contracts/libs/ProtocolLib.sol library ProtocolLib { using AddressLib for Address; enum Protocol { UniswapV2, UniswapV3, Curve } uint256 private constant _PROTOCOL_OFFSET = 253; uint256 private constant _WETH_UNWRAP_FLAG = 1 << 252; uint256 private constant _WETH_NOT_WRAP_FLAG = 1 << 251; uint256 private constant _USE_PERMIT2_FLAG = 1 << 250; function protocol(Address self) internal pure returns(Protocol) { // there is no need to mask because protocol is stored in the highest 3 bits return Protocol((Address.unwrap(self) >> _PROTOCOL_OFFSET)); } function shouldUnwrapWeth(Address self) internal pure returns(bool) { return self.getFlag(_WETH_UNWRAP_FLAG); } function shouldWrapWeth(Address self) internal pure returns(bool) { return !self.getFlag(_WETH_NOT_WRAP_FLAG); } function usePermit2(Address self) internal pure returns(bool) { return self.getFlag(_USE_PERMIT2_FLAG); } function addressForPreTransfer(Address self) internal view returns(address) { if (protocol(self) == Protocol.UniswapV2) { return self.get(); } return address(this); } } // File contracts/routers/UnoswapRouter.sol /** * @title UnoswapRouter * @notice A router contract for executing token swaps on Unoswap-compatible decentralized exchanges: UniswapV3, UniswapV2, Curve. */ contract UnoswapRouter is Pausable, EthReceiver, IUniswapV3SwapCallback { using SafeERC20 for IERC20; using SafeERC20 for IWETH; using AddressLib for Address; using ProtocolLib for Address; error BadPool(); error BadCurveSwapSelector(); /// @dev WETH address is network-specific and needs to be changed before deployment. /// It can not be moved to immutable as immutables are not supported in assembly address private constant _WETH = 0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2; address private constant _ETH = 0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE; address private constant _PERMIT2 = 0x000000000022D473030F116dDEE9F6B43aC78BA3; bytes4 private constant _WETH_DEPOSIT_CALL_SELECTOR = 0xd0e30db0; bytes4 private constant _WETH_WITHDRAW_CALL_SELECTOR = 0x2e1a7d4d; uint256 private constant _ADDRESS_MASK = 0x000000000000000000000000ffffffffffffffffffffffffffffffffffffffff; uint256 private constant _SELECTORS = ( (uint256(uint32(IUniswapV3Pool.token0.selector)) << 224) | (uint256(uint32(IUniswapV3Pool.token1.selector)) << 192) | (uint256(uint32(IUniswapV3Pool.fee.selector)) << 160) | (uint256(uint32(IERC20.transfer.selector)) << 128) | (uint256(uint32(IERC20.transferFrom.selector)) << 96) | (uint256(uint32(IPermit2.transferFrom.selector)) << 64) ); uint256 private constant _TOKEN0_SELECTOR_OFFSET = 0; uint256 private constant _TOKEN1_SELECTOR_OFFSET = 4; uint256 private constant _FEE_SELECTOR_OFFSET = 8; uint256 private constant _TRANSFER_SELECTOR_OFFSET = 12; uint256 private constant _TRANSFER_FROM_SELECTOR_OFFSET = 16; uint256 private constant _PERMIT2_TRANSFER_FROM_SELECTOR_OFFSET = 20; bytes32 private constant _POOL_INIT_CODE_HASH = 0xe34f199b19b2b4f47f68442619d555527d244f78a3297ea89325f843f87b8b54; bytes32 private constant _FF_FACTORY = 0xff1F98431c8aD98523631AE4a59f267346ea31F9840000000000000000000000; // ===================================================================== // Methods with 1 pool // ===================================================================== /** * @notice Swaps `amount` of the specified `token` for another token using an Unoswap-compatible exchange's pool, * with a minimum return specified by `minReturn`. * @param token The address of the token to be swapped. * @param amount The amount of tokens to be swapped. * @param minReturn The minimum amount of tokens to be received after the swap. * @param dex The address of the Unoswap-compatible exchange's pool. * @return returnAmount The actual amount of tokens received after the swap. */ function unoswap(Address token, uint256 amount, uint256 minReturn, Address dex) external returns(uint256 returnAmount) { returnAmount = _unoswapTo(msg.sender, msg.sender, token, amount, minReturn, dex); } /** * @notice Swaps `amount` of the specified `token` for another token using an Unoswap-compatible exchange's pool, * sending the resulting tokens to the `to` address, with a minimum return specified by `minReturn`. * @param to The address to receive the swapped tokens. * @param token The address of the token to be swapped. * @param amount The amount of tokens to be swapped. * @param minReturn The minimum amount of tokens to be received after the swap. * @param dex The address of the Unoswap-compatible exchange's pool. * @return returnAmount The actual amount of tokens received after the swap. */ function unoswapTo(Address to, Address token, uint256 amount, uint256 minReturn, Address dex) external returns(uint256 returnAmount) { returnAmount = _unoswapTo(msg.sender, to.get(), token, amount, minReturn, dex); } /** * @notice Swaps ETH for another token using an Unoswap-compatible exchange's pool, with a minimum return specified by `minReturn`. * The function is payable and requires the sender to attach ETH. * It is necessary to check if it's cheaper to use _WETH_NOT_WRAP_FLAG in `dex` Address (for example: for Curve pools). * @param minReturn The minimum amount of tokens to be received after the swap. * @param dex The address of the Unoswap-compatible exchange's pool. * @return returnAmount The actual amount of tokens received after the swap. */ function ethUnoswap(uint256 minReturn, Address dex) external payable returns(uint256 returnAmount) { if (dex.shouldWrapWeth()) { IWETH(_WETH).safeDeposit(msg.value); } returnAmount = _unoswapTo(address(this), msg.sender, Address.wrap(uint160(_WETH)), msg.value, minReturn, dex); } /** * @notice Swaps ETH for another token using an Unoswap-compatible exchange's pool, sending the resulting tokens to the `to` address, * with a minimum return specified by `minReturn`. The function is payable and requires the sender to attach ETH. * It is necessary to check if it's cheaper to use _WETH_NOT_WRAP_FLAG in `dex` Address (for example: for Curve pools). * @param to The address to receive the swapped tokens. * @param minReturn The minimum amount of tokens to be received after the swap. * @param dex The address of the Unoswap-compatible exchange's pool. * @return returnAmount The actual amount of tokens received after the swap. */ function ethUnoswapTo(Address to, uint256 minReturn, Address dex) external payable returns(uint256 returnAmount) { if (dex.shouldWrapWeth()) { IWETH(_WETH).safeDeposit(msg.value); } returnAmount = _unoswapTo(address(this), to.get(), Address.wrap(uint160(_WETH)), msg.value, minReturn, dex); } function _unoswapTo(address from, address to, Address token, uint256 amount, uint256 minReturn, Address dex) private whenNotPaused() returns(uint256 returnAmount) { if (dex.shouldUnwrapWeth()) { returnAmount = _unoswap(from, address(this), token, amount, minReturn, dex); IWETH(_WETH).safeWithdrawTo(returnAmount, to); } else { returnAmount = _unoswap(from, to, token, amount, minReturn, dex); } } // ===================================================================== // Methods with 2 sequential pools // ===================================================================== /** * @notice Swaps `amount` of the specified `token` for another token using two Unoswap-compatible exchange pools (`dex` and `dex2`) sequentially, * with a minimum return specified by `minReturn`. * @param token The address of the token to be swapped. * @param amount The amount of tokens to be swapped. * @param minReturn The minimum amount of tokens to be received after the swap. * @param dex The address of the first Unoswap-compatible exchange's pool. * @param dex2 The address of the second Unoswap-compatible exchange's pool. * @return returnAmount The actual amount of tokens received after the swap through both pools. */ function unoswap2(Address token, uint256 amount, uint256 minReturn, Address dex, Address dex2) external returns(uint256 returnAmount) { returnAmount = _unoswapTo2(msg.sender, msg.sender, token, amount, minReturn, dex, dex2); } /** * @notice Swaps `amount` of the specified `token` for another token using two Unoswap-compatible exchange pools (`dex` and `dex2`) sequentially, * sending the resulting tokens to the `to` address, with a minimum return specified by `minReturn`. * @param to The address to receive the swapped tokens. * @param token The address of the token to be swapped. * @param amount The amount of tokens to be swapped. * @param minReturn The minimum amount of tokens to be received after the swap. * @param dex The address of the first Unoswap-compatible exchange's pool. * @param dex2 The address of the second Unoswap-compatible exchange's pool. * @return returnAmount The actual amount of tokens received after the swap through both pools. */ function unoswapTo2(Address to, Address token, uint256 amount, uint256 minReturn, Address dex, Address dex2) external returns(uint256 returnAmount) { returnAmount = _unoswapTo2(msg.sender, to.get(), token, amount, minReturn, dex, dex2); } /** * @notice Swaps ETH for another token using two Unoswap-compatible exchange pools (`dex` and `dex2`) sequentially, * with a minimum return specified by `minReturn`. The function is payable and requires the sender to attach ETH. * It is necessary to check if it's cheaper to use _WETH_NOT_WRAP_FLAG in `dex` Address (for example: for Curve pools). * @param minReturn The minimum amount of tokens to be received after the swap. * @param dex The address of the first Unoswap-compatible exchange's pool. * @param dex2 The address of the second Unoswap-compatible exchange's pool. * @return returnAmount The actual amount of tokens received after the swap through both pools. */ function ethUnoswap2(uint256 minReturn, Address dex, Address dex2) external payable returns(uint256 returnAmount) { if (dex.shouldWrapWeth()) { IWETH(_WETH).safeDeposit(msg.value); } returnAmount = _unoswapTo2(address(this), msg.sender, Address.wrap(uint160(_WETH)), msg.value, minReturn, dex, dex2); } /** * @notice Swaps ETH for another token using two Unoswap-compatible exchange pools (`dex` and `dex2`) sequentially, * sending the resulting tokens to the `to` address, with a minimum return specified by `minReturn`. * The function is payable and requires the sender to attach ETH. * It is necessary to check if it's cheaper to use _WETH_NOT_WRAP_FLAG in `dex` Address (for example: for Curve pools). * @param to The address to receive the swapped tokens. * @param minReturn The minimum amount of tokens to be received after the swap. * @param dex The address of the first Unoswap-compatible exchange's pool. * @param dex2 The address of the second Unoswap-compatible exchange's pool. * @return returnAmount The actual amount of tokens received after the swap through both pools. */ function ethUnoswapTo2(Address to, uint256 minReturn, Address dex, Address dex2) external payable returns(uint256 returnAmount) { if (dex.shouldWrapWeth()) { IWETH(_WETH).safeDeposit(msg.value); } returnAmount = _unoswapTo2(address(this), to.get(), Address.wrap(uint160(_WETH)), msg.value, minReturn, dex, dex2); } function _unoswapTo2(address from, address to, Address token, uint256 amount, uint256 minReturn, Address dex, Address dex2) private whenNotPaused() returns(uint256 returnAmount) { address pool2 = dex2.addressForPreTransfer(); address target = dex2.shouldUnwrapWeth() ? address(this) : to; returnAmount = _unoswap(from, pool2, token, amount, 0, dex); returnAmount = _unoswap(pool2, target, Address.wrap(0), returnAmount, minReturn, dex2); if (dex2.shouldUnwrapWeth()) { IWETH(_WETH).safeWithdrawTo(returnAmount, to); } } // ===================================================================== // Methods with 3 sequential pools // ===================================================================== /** * @notice Swaps `amount` of the specified `token` for another token using three Unoswap-compatible exchange pools * (`dex`, `dex2`, and `dex3`) sequentially, with a minimum return specified by `minReturn`. * @param token The address of the token to be swapped. * @param amount The amount of tokens to be swapped. * @param minReturn The minimum amount of tokens to be received after the swap. * @param dex The address of the first Unoswap-compatible exchange's pool. * @param dex2 The address of the second Unoswap-compatible exchange's pool. * @param dex3 The address of the third Unoswap-compatible exchange's pool. * @return returnAmount The actual amount of tokens received after the swap through all three pools. */ function unoswap3(Address token, uint256 amount, uint256 minReturn, Address dex, Address dex2, Address dex3) external returns(uint256 returnAmount) { returnAmount = _unoswapTo3(msg.sender, msg.sender, token, amount, minReturn, dex, dex2, dex3); } /** * @notice Swaps `amount` of the specified `token` for another token using three Unoswap-compatible exchange pools * (`dex`, `dex2`, and `dex3`) sequentially, sending the resulting tokens to the `to` address, with a minimum return specified by `minReturn`. * @param to The address to receive the swapped tokens. * @param token The address of the token to be swapped. * @param amount The amount of tokens to be swapped. * @param minReturn The minimum amount of tokens to be received after the swap. * @param dex The address of the first Unoswap-compatible exchange's pool. * @param dex2 The address of the second Unoswap-compatible exchange's pool. * @param dex3 The address of the third Unoswap-compatible exchange's pool. * @return returnAmount The actual amount of tokens received after the swap through all three pools. */ function unoswapTo3(Address to, Address token, uint256 amount, uint256 minReturn, Address dex, Address dex2, Address dex3) external returns(uint256 returnAmount) { returnAmount = _unoswapTo3(msg.sender, to.get(), token, amount, minReturn, dex, dex2, dex3); } /** * @notice Swaps ETH for another token using three Unoswap-compatible exchange pools (`dex`, `dex2`, and `dex3`) sequentially, * with a minimum return specified by `minReturn`. The function is payable and requires the sender to attach ETH. * It is necessary to check if it's cheaper to use _WETH_NOT_WRAP_FLAG in `dex` Address (for example: for Curve pools). * @param minReturn The minimum amount of tokens to be received after the swap. * @param dex The address of the first Unoswap-compatible exchange's pool. * @param dex2 The address of the second Unoswap-compatible exchange's pool. * @param dex3 The address of the third Unoswap-compatible exchange's pool. * @return returnAmount The actual amount of tokens received after the swap through all three pools. */ function ethUnoswap3(uint256 minReturn, Address dex, Address dex2, Address dex3) external payable returns(uint256 returnAmount) { if (dex.shouldWrapWeth()) { IWETH(_WETH).safeDeposit(msg.value); } returnAmount = _unoswapTo3(address(this), msg.sender, Address.wrap(uint160(_WETH)), msg.value, minReturn, dex, dex2, dex3); } /** * @notice Swaps ETH for another token using three Unoswap-compatible exchange pools (`dex`, `dex2`, and `dex3`) sequentially, * sending the resulting tokens to the `to` address, with a minimum return specified by `minReturn`. * The function is payable and requires the sender to attach ETH. * It is necessary to check if it's cheaper to use _WETH_NOT_WRAP_FLAG in `dex` Address (for example: for Curve pools). * @param to The address to receive the swapped tokens. * @param minReturn The minimum amount of tokens to be received after the swap. * @param dex The address of the first Unoswap-compatible exchange's pool. * @param dex2 The address of the second Unoswap-compatible exchange's pool. * @param dex3 The address of the third Unoswap-compatible exchange's pool. * @return returnAmount The actual amount of tokens received after the swap through all three pools. */ function ethUnoswapTo3(Address to, uint256 minReturn, Address dex, Address dex2, Address dex3) external payable returns(uint256 returnAmount) { if (dex.shouldWrapWeth()) { IWETH(_WETH).safeDeposit(msg.value); } returnAmount = _unoswapTo3(address(this), to.get(), Address.wrap(uint160(_WETH)), msg.value, minReturn, dex, dex2, dex3); } function _unoswapTo3(address from, address to, Address token, uint256 amount, uint256 minReturn, Address dex, Address dex2, Address dex3) private whenNotPaused() returns(uint256 returnAmount) { address pool2 = dex2.addressForPreTransfer(); address pool3 = dex3.addressForPreTransfer(); address target = dex3.shouldUnwrapWeth() ? address(this) : to; returnAmount = _unoswap(from, pool2, token, amount, 0, dex); returnAmount = _unoswap(pool2, pool3, Address.wrap(0), returnAmount, 0, dex2); returnAmount = _unoswap(pool3, target, Address.wrap(0), returnAmount, minReturn, dex3); if (dex3.shouldUnwrapWeth()) { IWETH(_WETH).safeWithdrawTo(returnAmount, to); } } function _unoswap( address spender, address recipient, Address token, uint256 amount, uint256 minReturn, Address dex ) private returns(uint256 returnAmount) { ProtocolLib.Protocol protocol = dex.protocol(); if (protocol == ProtocolLib.Protocol.UniswapV3) { returnAmount = _unoswapV3(spender, recipient, amount, minReturn, dex); } else if (protocol == ProtocolLib.Protocol.UniswapV2) { if (spender == address(this)) { IERC20(token.get()).safeTransfer(dex.get(), amount); } else if (spender == msg.sender) { IERC20(token.get()).safeTransferFromUniversal(msg.sender, dex.get(), amount, dex.usePermit2()); } returnAmount = _unoswapV2(recipient, amount, minReturn, dex); } else if (protocol == ProtocolLib.Protocol.Curve) { if (spender == msg.sender && msg.value == 0) { IERC20(token.get()).safeTransferFromUniversal(msg.sender, address(this), amount, dex.usePermit2()); } returnAmount = _curfe(recipient, amount, minReturn, dex); } } uint256 private constant _UNISWAP_V2_ZERO_FOR_ONE_OFFSET = 247; uint256 private constant _UNISWAP_V2_ZERO_FOR_ONE_MASK = 0x01; uint256 private constant _UNISWAP_V2_NUMERATOR_OFFSET = 160; uint256 private constant _UNISWAP_V2_NUMERATOR_MASK = 0xffffffff; bytes4 private constant _UNISWAP_V2_PAIR_RESERVES_CALL_SELECTOR = 0x0902f1ac; bytes4 private constant _UNISWAP_V2_PAIR_SWAP_CALL_SELECTOR = 0x022c0d9f; uint256 private constant _UNISWAP_V2_DENOMINATOR = 1e9; uint256 private constant _UNISWAP_V2_DEFAULT_NUMERATOR = 997_000_000; error ReservesCallFailed(); function _unoswapV2( address recipient, uint256 amount, uint256 minReturn, Address dex ) private returns(uint256 ret) { bytes4 returnAmountNotEnoughException = RouterErrors.ReturnAmountIsNotEnough.selector; bytes4 reservesCallFailedException = ReservesCallFailed.selector; assembly ("memory-safe") { // solhint-disable-line no-inline-assembly let pool := and(dex, _ADDRESS_MASK) let zeroForOne := and(shr(_UNISWAP_V2_ZERO_FOR_ONE_OFFSET, dex), _UNISWAP_V2_ZERO_FOR_ONE_MASK) let numerator := and(shr(_UNISWAP_V2_NUMERATOR_OFFSET, dex), _UNISWAP_V2_NUMERATOR_MASK) if iszero(numerator) { numerator := _UNISWAP_V2_DEFAULT_NUMERATOR } let ptr := mload(0x40) mstore(0, _UNISWAP_V2_PAIR_RESERVES_CALL_SELECTOR) if iszero(staticcall(gas(), pool, 0, 4, 0, 0x40)) { returndatacopy(ptr, 0, returndatasize()) revert(ptr, returndatasize()) } if sub(returndatasize(), 0x60) { mstore(0, reservesCallFailedException) revert(0, 4) } let reserve0 := mload(mul(0x20, iszero(zeroForOne))) let reserve1 := mload(mul(0x20, zeroForOne)) // this will not overflow as reserve0, reserve1 and ret fit to 112 bit and numerator and _DENOMINATOR fit to 32 bit ret := mul(amount, numerator) ret := div(mul(ret, reserve1), add(ret, mul(reserve0, _UNISWAP_V2_DENOMINATOR))) if lt(ret, minReturn) { mstore(ptr, returnAmountNotEnoughException) mstore(add(ptr, 0x04), ret) mstore(add(ptr, 0x24), minReturn) revert(ptr, 0x44) } mstore(ptr, _UNISWAP_V2_PAIR_SWAP_CALL_SELECTOR) mstore(add(ptr, 0x04), mul(ret, iszero(zeroForOne))) mstore(add(ptr, 0x24), mul(ret, zeroForOne)) mstore(add(ptr, 0x44), recipient) mstore(add(ptr, 0x64), 0x80) mstore(add(ptr, 0x84), 0) if iszero(call(gas(), pool, 0, ptr, 0xa4, 0, 0)) { returndatacopy(ptr, 0, returndatasize()) revert(ptr, returndatasize()) } } } /// @dev The minimum value that can be returned from #getSqrtRatioAtTick. Equivalent to getSqrtRatioAtTick(MIN_TICK) uint160 private constant _UNISWAP_V3_MIN_SQRT_RATIO = 4295128739 + 1; /// @dev The maximum value that can be returned from #getSqrtRatioAtTick. Equivalent to getSqrtRatioAtTick(MAX_TICK) uint160 private constant _UNISWAP_V3_MAX_SQRT_RATIO = 1461446703485210103287273052203988822378723970342 - 1; uint256 private constant _UNISWAP_V3_ZERO_FOR_ONE_OFFSET = 247; uint256 private constant _UNISWAP_V3_ZERO_FOR_ONE_MASK = 0x01; function _unoswapV3( address spender, address recipient, uint256 amount, uint256 minReturn, Address dex ) private returns(uint256 ret) { bytes4 swapSelector = IUniswapV3Pool.swap.selector; bool usePermit2 = dex.usePermit2(); assembly ("memory-safe") { // solhint-disable-line no-inline-assembly let pool := and(dex, _ADDRESS_MASK) let zeroForOne := and(shr(_UNISWAP_V3_ZERO_FOR_ONE_OFFSET, dex), _UNISWAP_V3_ZERO_FOR_ONE_MASK) let ptr := mload(0x40) mstore(ptr, swapSelector) mstore(add(ptr, 0x04), recipient) mstore(add(ptr, 0x24), zeroForOne) mstore(add(ptr, 0x44), amount) switch zeroForOne case 1 { mstore(add(ptr, 0x64), _UNISWAP_V3_MIN_SQRT_RATIO) } case 0 { mstore(add(ptr, 0x64), _UNISWAP_V3_MAX_SQRT_RATIO) } mstore(add(ptr, 0x84), 0xa0) mstore(add(ptr, 0xa4), 0x40) mstore(add(ptr, 0xc4), spender) mstore(add(ptr, 0xe4), usePermit2) if iszero(call(gas(), pool, 0, ptr, 0x0104, 0, 0x40)) { returndatacopy(ptr, 0, returndatasize()) revert(ptr, returndatasize()) } ret := sub(0, mload(mul(0x20, zeroForOne))) } if (ret < minReturn) revert RouterErrors.ReturnAmountIsNotEnough(ret, minReturn); } uint256 private constant _CURVE_SWAP_SELECTOR_IDX_OFFSET = 184; uint256 private constant _CURVE_SWAP_SELECTOR_IDX_MASK = 0xff; uint256 private constant _CURVE_FROM_COINS_SELECTOR_OFFSET = 192; uint256 private constant _CURVE_FROM_COINS_SELECTOR_MASK = 0xff; uint256 private constant _CURVE_FROM_COINS_ARG_OFFSET = 200; uint256 private constant _CURVE_FROM_COINS_ARG_MASK = 0xff; uint256 private constant _CURVE_TO_COINS_SELECTOR_OFFSET = 208; uint256 private constant _CURVE_TO_COINS_SELECTOR_MASK = 0xff; uint256 private constant _CURVE_TO_COINS_ARG_OFFSET = 216; uint256 private constant _CURVE_TO_COINS_ARG_MASK = 0xff; uint256 private constant _CURVE_FROM_TOKEN_OFFSET = 224; uint256 private constant _CURVE_FROM_TOKEN_MASK = 0xff; uint256 private constant _CURVE_TO_TOKEN_OFFSET = 232; uint256 private constant _CURVE_TO_TOKEN_MASK = 0xff; uint256 private constant _CURVE_INPUT_WETH_DEPOSIT_OFFSET = 240; uint256 private constant _CURVE_INPUT_WETH_WITHDRAW_OFFSET = 241; uint256 private constant _CURVE_SWAP_USE_ETH_OFFSET = 242; uint256 private constant _CURVE_SWAP_HAS_ARG_USE_ETH_OFFSET = 243; uint256 private constant _CURVE_SWAP_HAS_ARG_DESTINATION_OFFSET = 244; uint256 private constant _CURVE_OUTPUT_WETH_DEPOSIT_OFFSET = 245; uint256 private constant _CURVE_OUTPUT_WETH_WITHDRAW_OFFSET = 246; uint256 private constant _CURVE_SWAP_USE_SECOND_OUTPUT_OFFSET = 247; uint256 private constant _CURVE_SWAP_HAS_ARG_CALLBACK_OFFSET = 249; // Curve Pool function selectors for different `coins` methods. For details, see contracts/interfaces/ICurvePool.sol bytes32 private constant _CURVE_COINS_SELECTORS = 0x87cb4f5723746eb8c6610657b739953eb9947eb0000000000000000000000000; // Curve Pool function selectors for different `exchange` methods. For details, see contracts/interfaces/ICurvePool.sol bytes32 private constant _CURVE_SWAP_SELECTORS_1 = 0x3df02124a6417ed6ddc1f59d44ee1986ed4ae2b8bf5ed0562f7865a837cab679; bytes32 private constant _CURVE_SWAP_SELECTORS_2 = 0x2a064e3c5b41b90865b2489ba64833a0e2ad025a394747c5cb7558f1ce7d6503; bytes32 private constant _CURVE_SWAP_SELECTORS_3 = 0xd2e2833add96994f000000000000000000000000000000000000000000000000; uint256 private constant _CURVE_MAX_SELECTOR_INDEX = 17; function _curfe( address recipient, uint256 amount, uint256 minReturn, Address dex ) private returns(uint256 ret) { bytes4 callbackSelector = this.curveSwapCallback.selector; assembly ("memory-safe") { // solhint-disable-line no-inline-assembly function reRevert() { let ptr := mload(0x40) returndatacopy(ptr, 0, returndatasize()) revert(ptr, returndatasize()) } function callReturnSize(status) -> rds { if iszero(status) { reRevert() } rds := returndatasize() } function tokenBalanceOf(tokenAddress, accountAddress) -> tokenBalance { mstore(0, 0x70a0823100000000000000000000000000000000000000000000000000000000) mstore(4, accountAddress) if iszero(callReturnSize(staticcall(gas(), tokenAddress, 0, 0x24, 0, 0x20))) { revert(0, 0) } tokenBalance := mload(0) } function asmApprove(token, to, value, mem) { let selector := 0x095ea7b300000000000000000000000000000000000000000000000000000000 // IERC20.approve.selector let exception := 0x3e3f8f7300000000000000000000000000000000000000000000000000000000 // error ApproveFailed() if iszero(_asmCall(token, selector, to, value, mem)) { if iszero(_asmCall(token, selector, to, 0, mem)) { mstore(mem, exception) revert(mem, 4) } if iszero(_asmCall(token, selector, to, value, mem)) { mstore(mem, exception) revert(mem, 4) } } } function _asmCall(token, selector, to, value, mem) -> done { mstore(mem, selector) mstore(add(mem, 0x04), to) mstore(add(mem, 0x24), value) let success := call(gas(), token, 0, mem, 0x44, 0x0, 0x20) done := and( success, or( iszero(returndatasize()), and(gt(returndatasize(), 31), eq(mload(0), 1)) ) ) } function curveCoins(pool, selectorOffset, index) -> coin { mstore(0, _CURVE_COINS_SELECTORS) mstore(add(selectorOffset, 4), index) if iszero(staticcall(gas(), pool, selectorOffset, 0x24, 0, 0x20)) { reRevert() } coin := mload(0) } let pool := and(dex, _ADDRESS_MASK) let useEth := and(shr(_CURVE_SWAP_USE_ETH_OFFSET, dex), 0x01) let hasCallback := and(shr(_CURVE_SWAP_HAS_ARG_CALLBACK_OFFSET, dex), 0x01) if and(shr(_CURVE_INPUT_WETH_DEPOSIT_OFFSET, dex), 0x01) { // Deposit ETH to WETH mstore(0, _WETH_DEPOSIT_CALL_SELECTOR) if iszero(call(gas(), _WETH, amount, 0, 4, 0, 0)) { reRevert() } } if and(shr(_CURVE_INPUT_WETH_WITHDRAW_OFFSET, dex), 0x01) { // Withdraw ETH from WETH mstore(0, _WETH_WITHDRAW_CALL_SELECTOR) mstore(4, amount) if iszero(call(gas(), _WETH, 0, 0, 0x24, 0, 0)) { reRevert() } } let toToken { // Stack too deep let toSelectorOffset := and(shr(_CURVE_TO_COINS_SELECTOR_OFFSET, dex), _CURVE_TO_COINS_SELECTOR_MASK) let toTokenIndex := and(shr(_CURVE_TO_COINS_ARG_OFFSET, dex), _CURVE_TO_COINS_ARG_MASK) toToken := curveCoins(pool, toSelectorOffset, toTokenIndex) } let toTokenIsEth := or(eq(toToken, _ETH), eq(toToken, _WETH)) // use approve when the callback is not used AND (raw ether is not used at all OR ether is used on the output) if and(iszero(hasCallback), or(iszero(useEth), toTokenIsEth)) { let fromSelectorOffset := and(shr(_CURVE_FROM_COINS_SELECTOR_OFFSET, dex), _CURVE_FROM_COINS_SELECTOR_MASK) let fromTokenIndex := and(shr(_CURVE_FROM_COINS_ARG_OFFSET, dex), _CURVE_FROM_COINS_ARG_MASK) let fromToken := curveCoins(pool, fromSelectorOffset, fromTokenIndex) if eq(fromToken, _ETH) { fromToken := _WETH } asmApprove(fromToken, pool, amount, mload(0x40)) } // Swap let ptr := mload(0x40) { // stack too deep let selectorIndex := and(shr(_CURVE_SWAP_SELECTOR_IDX_OFFSET, dex), _CURVE_SWAP_SELECTOR_IDX_MASK) if gt(selectorIndex, _CURVE_MAX_SELECTOR_INDEX) { mstore(0, 0xa231cb8200000000000000000000000000000000000000000000000000000000) // BadCurveSwapSelector() revert(0, 4) } mstore(ptr, _CURVE_SWAP_SELECTORS_1) mstore(add(ptr, 0x20), _CURVE_SWAP_SELECTORS_2) mstore(add(ptr, 0x40), _CURVE_SWAP_SELECTORS_3) ptr := add(ptr, mul(selectorIndex, 4)) } mstore(add(ptr, 0x04), and(shr(_CURVE_FROM_TOKEN_OFFSET, dex), _CURVE_FROM_TOKEN_MASK)) mstore(add(ptr, 0x24), and(shr(_CURVE_TO_TOKEN_OFFSET, dex), _CURVE_TO_TOKEN_MASK)) mstore(add(ptr, 0x44), amount) mstore(add(ptr, 0x64), minReturn) let offset := 0x84 if and(shr(_CURVE_SWAP_HAS_ARG_USE_ETH_OFFSET, dex), 0x01) { mstore(add(ptr, offset), useEth) offset := add(offset, 0x20) } switch hasCallback case 1 { mstore(add(ptr, offset), address()) mstore(add(ptr, add(offset, 0x20)), recipient) mstore(add(ptr, add(offset, 0x40)), callbackSelector) offset := add(offset, 0x60) } default { if and(shr(_CURVE_SWAP_HAS_ARG_DESTINATION_OFFSET, dex), 0x01) { mstore(add(ptr, offset), recipient) offset := add(offset, 0x20) } } // swap call // value is passed when useEth is set but toToken is not ETH switch callReturnSize(call(gas(), pool, mul(mul(amount, useEth), iszero(toTokenIsEth)), ptr, offset, 0, 0x40)) case 0 { // we expect that curve pools that do not return any value also do not have the recipient argument switch and(useEth, toTokenIsEth) case 1 { ret := balance(address()) } default { ret := tokenBalanceOf(toToken, address()) } ret := sub(ret, 1) // keep 1 wei } default { ret := mload(mul(0x20, and(shr(_CURVE_SWAP_USE_SECOND_OUTPUT_OFFSET, dex), 0x01))) } if iszero(and(shr(_CURVE_SWAP_HAS_ARG_DESTINATION_OFFSET, dex), 0x01)) { if and(shr(_CURVE_OUTPUT_WETH_DEPOSIT_OFFSET, dex), 0x01) { // Deposit ETH to WETH mstore(0, _WETH_DEPOSIT_CALL_SELECTOR) if iszero(call(gas(), _WETH, ret, 0, 4, 0, 0)) { reRevert() } } if and(shr(_CURVE_OUTPUT_WETH_WITHDRAW_OFFSET, dex), 0x01) { // Withdraw ETH from WETH mstore(0, _WETH_WITHDRAW_CALL_SELECTOR) mstore(4, ret) if iszero(call(gas(), _WETH, 0, 0, 0x24, 0, 0)) { reRevert() } } // Post transfer toToken if needed if xor(recipient, address()) { switch and(useEth, toTokenIsEth) case 1 { if iszero(call(gas(), recipient, ret, 0, 0, 0, 0)) { reRevert() } } default { if eq(toToken, _ETH) { toToken := _WETH } // toToken.transfer(recipient, ret) if iszero(_asmCall(toToken, 0xa9059cbb00000000000000000000000000000000000000000000000000000000, recipient, ret, ptr)) { mstore(ptr, 0xf27f64e400000000000000000000000000000000000000000000000000000000) // error ERC20TransferFailed() revert(ptr, 4) } } } } } if (ret < minReturn) revert RouterErrors.ReturnAmountIsNotEnough(ret, minReturn); } /** * @notice Called by Curve pool during the swap operation initiated by `_curfe`. * @dev This function can be called by anyone assuming there are no tokens * stored on this contract between transactions. * @param inCoin Address of the token to be exchanged. * @param dx Amount of tokens to be exchanged. */ function curveSwapCallback( address /* sender */, address /* receiver */, address inCoin, uint256 dx, uint256 /* dy */ ) external { IERC20(inCoin).safeTransfer(msg.sender, dx); } /** * @notice See {IUniswapV3SwapCallback-uniswapV3SwapCallback} * Called by UniswapV3 pool during the swap operation initiated by `_unoswapV3`. * This callback function ensures the proper transfer of tokens based on the swap's * configuration. It handles the transfer of tokens by either directly transferring * the tokens from the payer to the recipient, or by using a secondary permit contract * to transfer the tokens if required by the pool. It verifies the correct pool is * calling the function and uses inline assembly for efficient execution and to access * low-level EVM features. */ function uniswapV3SwapCallback( int256 amount0Delta, int256 amount1Delta, bytes calldata /* data */ ) external override { uint256 selectors = _SELECTORS; assembly ("memory-safe") { // solhint-disable-line no-inline-assembly function reRevert() { let ptr := mload(0x40) returndatacopy(ptr, 0, returndatasize()) revert(ptr, returndatasize()) } function safeERC20(target, value, mem, memLength, outLen) { let status := call(gas(), target, value, mem, memLength, 0, outLen) if iszero(status) { reRevert() } let success := or( iszero(returndatasize()), // empty return data and(gt(returndatasize(), 31), eq(mload(0), 1)) // true in return data ) if iszero(success) { mstore(0, 0xf27f64e400000000000000000000000000000000000000000000000000000000) // ERC20TransferFailed() revert(0, 4) } } let emptyPtr := mload(0x40) let resultPtr := add(emptyPtr, 0x15) // 0x15 = _FF_FACTORY size mstore(emptyPtr, selectors) let amount let token switch sgt(amount0Delta, 0) case 1 { if iszero(staticcall(gas(), caller(), add(emptyPtr, _TOKEN0_SELECTOR_OFFSET), 0x4, resultPtr, 0x20)) { reRevert() } token := mload(resultPtr) amount := amount0Delta } default { if iszero(staticcall(gas(), caller(), add(emptyPtr, _TOKEN1_SELECTOR_OFFSET), 0x4, add(resultPtr, 0x20), 0x20)) { reRevert() } token := mload(add(resultPtr, 0x20)) amount := amount1Delta } let payer := calldataload(0x84) let usePermit2 := calldataload(0xa4) switch eq(payer, address()) case 1 { // IERC20(token.get()).safeTransfer(msg.sender,amount) mstore(add(emptyPtr, add(_TRANSFER_SELECTOR_OFFSET, 0x04)), caller()) mstore(add(emptyPtr, add(_TRANSFER_SELECTOR_OFFSET, 0x24)), amount) safeERC20(token, 0, add(emptyPtr, _TRANSFER_SELECTOR_OFFSET), 0x44, 0x20) } default { switch sgt(amount0Delta, 0) case 1 { if iszero(staticcall(gas(), caller(), add(emptyPtr, _TOKEN1_SELECTOR_OFFSET), 0x4, add(resultPtr, 0x20), 0x20)) { reRevert() } } default { if iszero(staticcall(gas(), caller(), add(emptyPtr, _TOKEN0_SELECTOR_OFFSET), 0x4, resultPtr, 0x20)) { reRevert() } } if iszero(staticcall(gas(), caller(), add(emptyPtr, _FEE_SELECTOR_OFFSET), 0x4, add(resultPtr, 0x40), 0x20)) { reRevert() } mstore(emptyPtr, _FF_FACTORY) mstore(resultPtr, keccak256(resultPtr, 0x60)) // Compute the inner hash in-place mstore(add(resultPtr, 0x20), _POOL_INIT_CODE_HASH) let pool := and(keccak256(emptyPtr, 0x55), _ADDRESS_MASK) if xor(pool, caller()) { mstore(0, 0xb2c0272200000000000000000000000000000000000000000000000000000000) // BadPool() revert(0, 4) } switch usePermit2 case 1 { // permit2.transferFrom(payer, msg.sender, amount, token); mstore(emptyPtr, selectors) emptyPtr := add(emptyPtr, _PERMIT2_TRANSFER_FROM_SELECTOR_OFFSET) mstore(add(emptyPtr, 0x04), payer) mstore(add(emptyPtr, 0x24), caller()) mstore(add(emptyPtr, 0x44), amount) mstore(add(emptyPtr, 0x64), token) let success := call(gas(), _PERMIT2, 0, emptyPtr, 0x84, 0, 0) if success { success := gt(extcodesize(_PERMIT2), 0) } if iszero(success) { mstore(0, 0xc3f9d33200000000000000000000000000000000000000000000000000000000) // Permit2TransferFromFailed() revert(0, 4) } } case 0 { // IERC20(token.get()).safeTransferFrom(payer, msg.sender, amount); mstore(emptyPtr, selectors) emptyPtr := add(emptyPtr, _TRANSFER_FROM_SELECTOR_OFFSET) mstore(add(emptyPtr, 0x04), payer) mstore(add(emptyPtr, 0x24), caller()) mstore(add(emptyPtr, 0x44), amount) safeERC20(token, 0, emptyPtr, 0x64, 0x20) } } } } } // File contracts/AggregationRouterV6.sol /// @notice Main contract incorporates a number of routers to perform swaps and limit orders protocol to fill limit orders contract AggregationRouterV6 is EIP712("1inch Aggregation Router", "6"), Ownable, Pausable, ClipperRouter, GenericRouter, UnoswapRouter, PermitAndCall, OrderMixin { using UniERC20 for IERC20; error ZeroAddress(); /** * @dev Sets the wrapped eth token and clipper exhange interface * Both values are immutable: they can only be set once during * construction. */ constructor(IWETH weth) ClipperRouter(weth) OrderMixin(weth) Ownable(msg.sender) { if (address(weth) == address(0)) revert ZeroAddress(); } /** * @notice Retrieves funds accidently sent directly to the contract address * @param token ERC20 token to retrieve * @param amount amount to retrieve */ function rescueFunds(IERC20 token, uint256 amount) external onlyOwner { token.uniTransfer(payable(msg.sender), amount); } /** * @notice Pauses all the trading functionality in the contract. */ function pause() external onlyOwner { _pause(); } /** * @notice Unpauses all the trading functionality in the contract. */ function unpause() external onlyOwner { _unpause(); } function _receive() internal override(EthReceiver, OnlyWethReceiver) { EthReceiver._receive(); } }
File 2 of 11: FiatTokenProxy
/** * SPDX-License-Identifier: MIT * * Copyright (c) 2018-2020 CENTRE SECZ * * 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 * 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 0.6.12; import { AdminUpgradeabilityProxy } from "../upgradeability/AdminUpgradeabilityProxy.sol"; /** * @title FiatTokenProxy * @dev This contract proxies FiatToken calls and enables FiatToken upgrades */ contract FiatTokenProxy is AdminUpgradeabilityProxy { constructor(address implementationContract) public AdminUpgradeabilityProxy(implementationContract) {} } /** * SPDX-License-Identifier: MIT * * Copyright (c) 2018 zOS Global Limited. * * 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 * 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 0.6.12; import { UpgradeabilityProxy } from "./UpgradeabilityProxy.sol"; /** * @notice This contract combines an upgradeability proxy with an authorization * mechanism for administrative tasks. * @dev Forked from https://github.com/zeppelinos/zos-lib/blob/8a16ef3ad17ec7430e3a9d2b5e3f39b8204f8c8d/contracts/upgradeability/AdminUpgradeabilityProxy.sol * Modifications: * 1. Reformat, conform to Solidity 0.6 syntax, and add error messages (5/13/20) * 2. Remove ifAdmin modifier from admin() and implementation() (5/13/20) */ contract AdminUpgradeabilityProxy is UpgradeabilityProxy { /** * @dev Emitted when the administration has been transferred. * @param previousAdmin Address of the previous admin. * @param newAdmin Address of the new admin. */ event AdminChanged(address previousAdmin, address newAdmin); /** * @dev Storage slot with the admin of the contract. * This is the keccak-256 hash of "org.zeppelinos.proxy.admin", and is * validated in the constructor. */ bytes32 private constant ADMIN_SLOT = 0x10d6a54a4754c8869d6886b5f5d7fbfa5b4522237ea5c60d11bc4e7a1ff9390b; /** * @dev Modifier to check whether the `msg.sender` is the admin. * If it is, it will run the function. Otherwise, it will delegate the call * to the implementation. */ modifier ifAdmin() { if (msg.sender == _admin()) { _; } else { _fallback(); } } /** * @dev Contract constructor. * It sets the `msg.sender` as the proxy administrator. * @param implementationContract address of the initial implementation. */ constructor(address implementationContract) public UpgradeabilityProxy(implementationContract) { assert(ADMIN_SLOT == keccak256("org.zeppelinos.proxy.admin")); _setAdmin(msg.sender); } /** * @return The address of the proxy admin. */ function admin() external view returns (address) { return _admin(); } /** * @return The address of the implementation. */ function implementation() external view returns (address) { return _implementation(); } /** * @dev Changes the admin of the proxy. * Only the current admin can call this function. * @param newAdmin Address to transfer proxy administration to. */ function changeAdmin(address newAdmin) external ifAdmin { require( newAdmin != address(0), "Cannot change the admin of a proxy to the zero address" ); emit AdminChanged(_admin(), newAdmin); _setAdmin(newAdmin); } /** * @dev Upgrade the backing implementation of the proxy. * Only the admin can call this function. * @param newImplementation Address of the new implementation. */ function upgradeTo(address newImplementation) external ifAdmin { _upgradeTo(newImplementation); } /** * @dev Upgrade the backing implementation of the proxy and call a function * on the new implementation. * This is useful to initialize the proxied contract. * @param newImplementation Address of the new implementation. * @param data Data to send as msg.data in the low level call. * It should include the signature and the parameters of the function to be * called, as described in * https://solidity.readthedocs.io/en/develop/abi-spec.html#function-selector-and-argument-encoding. */ function upgradeToAndCall(address newImplementation, bytes calldata data) external payable ifAdmin { _upgradeTo(newImplementation); // prettier-ignore // solhint-disable-next-line avoid-low-level-calls (bool success,) = address(this).call{value: msg.value}(data); // solhint-disable-next-line reason-string require(success); } /** * @return adm The admin slot. */ function _admin() internal view returns (address adm) { bytes32 slot = ADMIN_SLOT; assembly { adm := sload(slot) } } /** * @dev Sets the address of the proxy admin. * @param newAdmin Address of the new proxy admin. */ function _setAdmin(address newAdmin) internal { bytes32 slot = ADMIN_SLOT; assembly { sstore(slot, newAdmin) } } /** * @dev Only fall back when the sender is not the admin. */ function _willFallback() internal override { require( msg.sender != _admin(), "Cannot call fallback function from the proxy admin" ); super._willFallback(); } } /** * SPDX-License-Identifier: MIT * * Copyright (c) 2018 zOS Global Limited. * * 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 * 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 0.6.12; import { Proxy } from "./Proxy.sol"; import { Address } from "@openzeppelin/contracts/utils/Address.sol"; /** * @notice This contract implements a proxy that allows to change the * implementation address to which it will delegate. * Such a change is called an implementation upgrade. * @dev Forked from https://github.com/zeppelinos/zos-lib/blob/8a16ef3ad17ec7430e3a9d2b5e3f39b8204f8c8d/contracts/upgradeability/UpgradeabilityProxy.sol * Modifications: * 1. Reformat, conform to Solidity 0.6 syntax, and add error messages (5/13/20) * 2. Use Address utility library from the latest OpenZeppelin (5/13/20) */ contract UpgradeabilityProxy is Proxy { /** * @dev Emitted when the implementation is upgraded. * @param implementation Address of the new implementation. */ event Upgraded(address implementation); /** * @dev Storage slot with the address of the current implementation. * This is the keccak-256 hash of "org.zeppelinos.proxy.implementation", and is * validated in the constructor. */ bytes32 private constant IMPLEMENTATION_SLOT = 0x7050c9e0f4ca769c69bd3a8ef740bc37934f8e2c036e5a723fd8ee048ed3f8c3; /** * @dev Contract constructor. * @param implementationContract Address of the initial implementation. */ constructor(address implementationContract) public { assert( IMPLEMENTATION_SLOT == keccak256("org.zeppelinos.proxy.implementation") ); _setImplementation(implementationContract); } /** * @dev Returns the current implementation. * @return impl Address of the current implementation */ function _implementation() internal override view returns (address impl) { bytes32 slot = IMPLEMENTATION_SLOT; assembly { impl := sload(slot) } } /** * @dev Upgrades the proxy to a new implementation. * @param newImplementation Address of the new implementation. */ function _upgradeTo(address newImplementation) internal { _setImplementation(newImplementation); emit Upgraded(newImplementation); } /** * @dev Sets the implementation address of the proxy. * @param newImplementation Address of the new implementation. */ function _setImplementation(address newImplementation) private { require( Address.isContract(newImplementation), "Cannot set a proxy implementation to a non-contract address" ); bytes32 slot = IMPLEMENTATION_SLOT; assembly { sstore(slot, newImplementation) } } } /** * SPDX-License-Identifier: MIT * * Copyright (c) 2018 zOS Global Limited. * * 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 * 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 0.6.12; /** * @notice Implements delegation of calls to other contracts, with proper * forwarding of return values and bubbling of failures. * It defines a fallback function that delegates all calls to the address * returned by the abstract _implementation() internal function. * @dev Forked from https://github.com/zeppelinos/zos-lib/blob/8a16ef3ad17ec7430e3a9d2b5e3f39b8204f8c8d/contracts/upgradeability/Proxy.sol * Modifications: * 1. Reformat and conform to Solidity 0.6 syntax (5/13/20) */ abstract contract Proxy { /** * @dev Fallback function. * Implemented entirely in `_fallback`. */ fallback() external payable { _fallback(); } /** * @return The Address of the implementation. */ function _implementation() internal virtual view returns (address); /** * @dev Delegates execution to an implementation contract. * This is a low level function that doesn't return to its internal call site. * It will return to the external caller whatever the implementation returns. * @param implementation Address to delegate. */ function _delegate(address implementation) internal { 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 Function that is run as the first thing in the fallback function. * Can be redefined in derived contracts to add functionality. * Redefinitions must call super._willFallback(). */ function _willFallback() internal virtual {} /** * @dev fallback implementation. * Extracted to enable manual triggering. */ function _fallback() internal { _willFallback(); _delegate(_implementation()); } } // SPDX-License-Identifier: MIT pragma solidity ^0.6.2; /** * @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) { // According to EIP-1052, 0x0 is the value returned for not-yet created accounts // and 0xc5d2460186f7233c927e7db2dcc703c0e500b653ca82273b7bfad8045d85a470 is returned // for accounts without code, i.e. `keccak256('')` bytes32 codehash; bytes32 accountHash = 0xc5d2460186f7233c927e7db2dcc703c0e500b653ca82273b7bfad8045d85a470; // solhint-disable-next-line no-inline-assembly assembly { codehash := extcodehash(account) } return (codehash != accountHash && codehash != 0x0); } /** * @dev Replacement for Solidity's `transfer`: sends `amount` wei to * `recipient`, forwarding all available gas and reverting on errors. * * https://eips.ethereum.org/EIPS/eip-1884[EIP1884] increases the gas cost * of certain opcodes, possibly making contracts go over the 2300 gas limit * imposed by `transfer`, making them unable to receive funds via * `transfer`. {sendValue} removes this limitation. * * https://diligence.consensys.net/posts/2019/09/stop-using-soliditys-transfer-now/[Learn more]. * * IMPORTANT: because control is transferred to `recipient`, care must be * taken to not create reentrancy vulnerabilities. Consider using * {ReentrancyGuard} or the * https://solidity.readthedocs.io/en/v0.5.11/security-considerations.html#use-the-checks-effects-interactions-pattern[checks-effects-interactions pattern]. */ function sendValue(address payable recipient, uint256 amount) internal { require(address(this).balance >= amount, "Address: insufficient balance"); // solhint-disable-next-line avoid-low-level-calls, avoid-call-value (bool success, ) = recipient.call{ value: amount }(""); require(success, "Address: unable to send value, recipient may have reverted"); } /** * @dev Performs a Solidity function call using a low level `call`. A * plain`call` is an unsafe replacement for a function call: use this * function instead. * * If `target` reverts with a revert reason, it is bubbled up by this * function (like regular Solidity function calls). * * Returns the raw returned data. To convert to the expected return value, * use https://solidity.readthedocs.io/en/latest/units-and-global-variables.html?highlight=abi.decode#abi-encoding-and-decoding-functions[`abi.decode`]. * * Requirements: * * - `target` must be a contract. * - calling `target` with `data` must not revert. * * _Available since v3.1._ */ function functionCall(address target, bytes memory data) internal returns (bytes memory) { return functionCall(target, data, "Address: low-level call failed"); } /** * @dev Same as {xref-Address-functionCall-address-bytes-}[`functionCall`], but with * `errorMessage` as a fallback revert reason when `target` reverts. * * _Available since v3.1._ */ function functionCall(address target, bytes memory data, string memory errorMessage) internal returns (bytes memory) { return _functionCallWithValue(target, data, 0, errorMessage); } /** * @dev Same as {xref-Address-functionCall-address-bytes-}[`functionCall`], * but also transferring `value` wei to `target`. * * Requirements: * * - the calling contract must have an ETH balance of at least `value`. * - the called Solidity function must be `payable`. * * _Available since v3.1._ */ function functionCallWithValue(address target, bytes memory data, uint256 value) internal returns (bytes memory) { return functionCallWithValue(target, data, value, "Address: low-level call with value failed"); } /** * @dev Same as {xref-Address-functionCallWithValue-address-bytes-uint256-}[`functionCallWithValue`], but * with `errorMessage` as a fallback revert reason when `target` reverts. * * _Available since v3.1._ */ function functionCallWithValue(address target, bytes memory data, uint256 value, string memory errorMessage) internal returns (bytes memory) { require(address(this).balance >= value, "Address: insufficient balance for call"); return _functionCallWithValue(target, data, value, errorMessage); } function _functionCallWithValue(address target, bytes memory data, uint256 weiValue, string memory errorMessage) private returns (bytes memory) { require(isContract(target), "Address: call to non-contract"); // solhint-disable-next-line avoid-low-level-calls (bool success, bytes memory returndata) = target.call{ value: weiValue }(data); if (success) { return returndata; } else { // Look for revert reason and bubble it up if present if (returndata.length > 0) { // The easiest way to bubble the revert reason is using memory via assembly // solhint-disable-next-line no-inline-assembly assembly { let returndata_size := mload(returndata) revert(add(32, returndata), returndata_size) } } else { revert(errorMessage); } } } }
File 3 of 11: GyroECLPPool
// SPDX-License-Identifier: LicenseRef-Gyro-1.0 // for information on licensing please see the README in the GitHub repository <https://github.com/gyrostable/concentrated-lps>. pragma solidity 0.7.6; pragma experimental ABIEncoderV2; // import "@balancer-labs/v2-solidity-utils/contracts/math/FixedPoint.sol"; import "../../libraries/GyroFixedPoint.sol"; import "@balancer-labs/v2-pool-weighted/contracts/WeightedPoolUserDataHelpers.sol"; import "@balancer-labs/v2-pool-weighted/contracts/WeightedPool2TokensMiscData.sol"; import "@balancer-labs/v2-pool-utils/contracts/interfaces/IRateProvider.sol"; import "../../libraries/GyroConfigKeys.sol"; import "../../libraries/GyroConfigHelpers.sol"; import "../../libraries/GyroErrors.sol"; import "../../interfaces/IGyroConfig.sol"; import "../../libraries/GyroPoolMath.sol"; import "../ExtensibleWeightedPool2Tokens.sol"; import "./GyroECLPMath.sol"; import "../CappedLiquidity.sol"; import "../LocallyPausable.sol"; contract GyroECLPPool is ExtensibleWeightedPool2Tokens, CappedLiquidity, LocallyPausable { using GyroFixedPoint for uint256; using WeightedPoolUserDataHelpers for bytes; using WeightedPool2TokensMiscData for bytes32; using SafeCast for int256; using SafeCast for uint256; using GyroConfigHelpers for IGyroConfig; uint256 private constant _MINIMUM_BPT = 1e6; bytes32 private constant POOL_TYPE = "ECLP"; /// @dev Parameters of the ECLP pool int256 internal immutable _paramsAlpha; int256 internal immutable _paramsBeta; int256 internal immutable _paramsC; int256 internal immutable _paramsS; int256 internal immutable _paramsLambda; int256 internal immutable _tauAlphaX; int256 internal immutable _tauAlphaY; int256 internal immutable _tauBetaX; int256 internal immutable _tauBetaY; int256 internal immutable _u; int256 internal immutable _v; int256 internal immutable _w; int256 internal immutable _z; int256 internal immutable _dSq; IGyroConfig public gyroConfig; /// @dev for rate scaling IRateProvider public immutable rateProvider0; IRateProvider public immutable rateProvider1; struct GyroParams { NewPoolParams baseParams; GyroECLPMath.Params eclpParams; GyroECLPMath.DerivedParams derivedEclpParams; address rateProvider0; address rateProvider1; address capManager; CapParams capParams; address pauseManager; } event ECLPParamsValidated(bool paramsValidated); event ECLPDerivedParamsValidated(bool derivedParamsValidated); event InvariantAterInitializeJoin(uint256 invariantAfterJoin); event InvariantOldAndNew(uint256 oldInvariant, uint256 newInvariant); event SwapParams(uint256[] balances, GyroECLPMath.Vector2 invariant, uint256 amount); constructor(GyroParams memory params, address configAddress) ExtensibleWeightedPool2Tokens(params.baseParams) CappedLiquidity(params.capManager, params.capParams) LocallyPausable(params.pauseManager) { _grequire(configAddress != address(0x0), GyroECLPPoolErrors.ADDRESS_IS_ZERO_ADDRESS); GyroECLPMath.validateParams(params.eclpParams); emit ECLPParamsValidated(true); GyroECLPMath.validateDerivedParamsLimits(params.eclpParams, params.derivedEclpParams); emit ECLPDerivedParamsValidated(true); (_paramsAlpha, _paramsBeta, _paramsC, _paramsS, _paramsLambda) = ( params.eclpParams.alpha, params.eclpParams.beta, params.eclpParams.c, params.eclpParams.s, params.eclpParams.lambda ); (_tauAlphaX, _tauAlphaY, _tauBetaX, _tauBetaY, _u, _v, _w, _z, _dSq) = ( params.derivedEclpParams.tauAlpha.x, params.derivedEclpParams.tauAlpha.y, params.derivedEclpParams.tauBeta.x, params.derivedEclpParams.tauBeta.y, params.derivedEclpParams.u, params.derivedEclpParams.v, params.derivedEclpParams.w, params.derivedEclpParams.z, params.derivedEclpParams.dSq ); gyroConfig = IGyroConfig(configAddress); rateProvider0 = IRateProvider(params.rateProvider0); rateProvider1 = IRateProvider(params.rateProvider1); } /** @dev reconstructs ECLP params structs from immutable arrays */ function reconstructECLPParams() internal view returns (GyroECLPMath.Params memory params, GyroECLPMath.DerivedParams memory d) { (params.alpha, params.beta, params.c, params.s, params.lambda) = (_paramsAlpha, _paramsBeta, _paramsC, _paramsS, _paramsLambda); (d.tauAlpha.x, d.tauAlpha.y, d.tauBeta.x, d.tauBeta.y) = (_tauAlphaX, _tauAlphaY, _tauBetaX, _tauBetaY); (d.u, d.v, d.w, d.z, d.dSq) = (_u, _v, _w, _z, _dSq); } function getECLPParams() external view returns (GyroECLPMath.Params memory params, GyroECLPMath.DerivedParams memory d) { return reconstructECLPParams(); } /** @dev Reads the balance of a token from the balancer vault and returns the scaled amount. Smaller storage access * compared to getVault().getPoolTokens(). * Copied from the 3CLP *except* that for the 2CLP, the scalingFactor is interpreted as a regular integer, not a * FixedPoint number. This is an inconsistency between the base contracts. */ function _getScaledTokenBalance(IERC20 token, uint256 scalingFactor) internal view returns (uint256 balance) { // Signature of getPoolTokenInfo(): (pool id, token) -> (cash, managed, lastChangeBlock, assetManager) // and total amount = cash + managed. See balancer repo, PoolTokens.sol and BalanceAllocation.sol (uint256 cash, uint256 managed, , ) = getVault().getPoolTokenInfo(getPoolId(), token); balance = cash + managed; // can't overflow, see BalanceAllocation.sol::total() in the Balancer repo. balance = balance.mulDown(scalingFactor); } /** @dev Get all balances in the pool, scaled by the appropriate scaling factors, in a relatively gas-efficient way. * Essentially copied from the 3CLP. */ function _getAllBalances() internal view returns (uint256[] memory balances) { // The below is more gas-efficient than the following line because the token slots don't have to be read in the // vault. // (, uint256[] memory balances, ) = getVault().getPoolTokens(getPoolId()); balances = new uint256[](2); balances[0] = _getScaledTokenBalance(_token0, _scalingFactor(true)); balances[1] = _getScaledTokenBalance(_token1, _scalingFactor(false)); return balances; } /** * @dev Returns the current value of the invariant. * Note: This function is not used internally; it's public, not external, so we can override it cleanly. */ function getInvariant() public view override returns (uint256) { uint256[] memory balances = _getAllBalances(); (GyroECLPMath.Params memory eclpParams, GyroECLPMath.DerivedParams memory derivedECLPParams) = reconstructECLPParams(); return GyroECLPMath.calculateInvariant(balances, eclpParams, derivedECLPParams); } /** When rateProvider{0,1} is provided, this returns the *scaled* price, suitable to compare *rate scaled* balances. * To compare (decimal- but) not-rate-scaled balances, apply _adjustPrice() to the result. */ function _getPrice( uint256[] memory balances, uint256 invariant, GyroECLPMath.Params memory eclpParams, GyroECLPMath.DerivedParams memory derivedECLPParams ) internal view returns (uint256 spotPrice) { spotPrice = GyroECLPMath.calcSpotPrice0in1(balances, eclpParams, derivedECLPParams, invariant.toInt256()); } /** Returns the current spot price of token0 quoted in units of token1. When rateProvider{0,1} is provided, the * returned price corresponds to tokens *before* rate scaling. */ function getPrice() external view returns (uint256 spotPrice) { uint256[] memory balances = _getAllBalances(); (GyroECLPMath.Params memory eclpParams, GyroECLPMath.DerivedParams memory derivedECLPParams) = reconstructECLPParams(); uint256 invariant = GyroECLPMath.calculateInvariant(balances, eclpParams, derivedECLPParams); spotPrice = _getPrice(balances, invariant, eclpParams, derivedECLPParams); spotPrice = _adjustPrice(spotPrice); } // Swap Hooks function onSwap( SwapRequest memory request, uint256 balanceTokenIn, uint256 balanceTokenOut ) public virtual override whenNotPaused onlyVault(request.poolId) returns (uint256) { bool tokenInIsToken0; if (request.tokenIn == _token0 && request.tokenOut == _token1) { tokenInIsToken0 = true; } else if (request.tokenIn == _token1 && request.tokenOut == _token0) { tokenInIsToken0 = false; } else { _revert(GyroECLPPoolErrors.TOKEN_IN_IS_NOT_TOKEN_0); } uint256 scalingFactorTokenIn = _scalingFactor(tokenInIsToken0); uint256 scalingFactorTokenOut = _scalingFactor(!tokenInIsToken0); // All token amounts are upscaled. balanceTokenIn = _upscale(balanceTokenIn, scalingFactorTokenIn); balanceTokenOut = _upscale(balanceTokenOut, scalingFactorTokenOut); // We "undo" the pre-processing that the caller of onSwap() did: In contrast to other pools, we don't exploit // symmetry here, and we identify the two tokens explicitly. uint256[] memory balances = _balancesFromTokenInOut(balanceTokenIn, balanceTokenOut, tokenInIsToken0); (GyroECLPMath.Params memory eclpParams, GyroECLPMath.DerivedParams memory derivedECLPParams) = reconstructECLPParams(); GyroECLPMath.Vector2 memory invariant; { (int256 currentInvariant, int256 invErr) = GyroECLPMath.calculateInvariantWithError(balances, eclpParams, derivedECLPParams); // invariant = overestimate in x-component, underestimate in y-component // No overflow in `+` due to constraints to the different values enforced in GyroECLPMath. invariant = GyroECLPMath.Vector2(currentInvariant + 2 * invErr, currentInvariant); } if (request.kind == IVault.SwapKind.GIVEN_IN) { // Fees are subtracted before scaling, to reduce the complexity of the rounding direction analysis. // This is amount - fee amount, so we round up (favoring a higher fee amount). uint256 feeAmount = request.amount.mulUp(getSwapFeePercentage()); request.amount = _upscale(request.amount.sub(feeAmount), scalingFactorTokenIn); uint256 amountOut = _onSwapGivenIn(request, balances, tokenInIsToken0, eclpParams, derivedECLPParams, invariant); emit SwapParams(balances, invariant, amountOut); // amountOut tokens are exiting the Pool, so we round down. return _downscaleDown(amountOut, scalingFactorTokenOut); } else { request.amount = _upscale(request.amount, scalingFactorTokenOut); uint256 amountIn = _onSwapGivenOut(request, balances, tokenInIsToken0, eclpParams, derivedECLPParams, invariant); emit SwapParams(balances, invariant, amountIn); // amountIn tokens are entering the Pool, so we round up. amountIn = _downscaleUp(amountIn, scalingFactorTokenIn); // Fees are added after scaling happens, to reduce the complexity of the rounding direction analysis. // This is amount + fee amount, so we round up (favoring a higher fee amount). return amountIn.divUp(getSwapFeePercentage().complement()); } } function _onSwapGivenIn( SwapRequest memory swapRequest, uint256[] memory balances, bool tokenInIsToken0, GyroECLPMath.Params memory eclpParams, GyroECLPMath.DerivedParams memory derivedECLPParams, GyroECLPMath.Vector2 memory invariant ) private pure returns (uint256) { // Swaps are disabled while the contract is paused. return GyroECLPMath.calcOutGivenIn(balances, swapRequest.amount, tokenInIsToken0, eclpParams, derivedECLPParams, invariant); } function _onSwapGivenOut( SwapRequest memory swapRequest, uint256[] memory balances, bool tokenInIsToken0, GyroECLPMath.Params memory eclpParams, GyroECLPMath.DerivedParams memory derivedECLPParams, GyroECLPMath.Vector2 memory invariant ) private pure returns (uint256) { // Swaps are disabled while the contract is paused. return GyroECLPMath.calcInGivenOut(balances, swapRequest.amount, tokenInIsToken0, eclpParams, derivedECLPParams, invariant); } /** * @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 _MINIMUM_BPT, 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, address, address, bytes memory userData ) internal override returns (uint256, uint256[] memory) { BaseWeightedPool.JoinKind kind = userData.joinKind(); _require(kind == BaseWeightedPool.JoinKind.INIT, Errors.UNINITIALIZED); uint256[] memory amountsIn = userData.initialAmountsIn(); InputHelpers.ensureInputLengthMatch(amountsIn.length, 2); _upscaleArray(amountsIn); (GyroECLPMath.Params memory eclpParams, GyroECLPMath.DerivedParams memory derivedECLPParams) = reconstructECLPParams(); uint256 invariantAfterJoin = GyroECLPMath.calculateInvariant(amountsIn, eclpParams, derivedECLPParams); emit InvariantAterInitializeJoin(invariantAfterJoin); /* We initialize the number of BPT tokens such that one BPT token corresponds to one unit of token1 at the initialized pool price. This makes BPT tokens comparable across pools with different parameters. Note that the invariant does *not* have this property! */ uint256 spotPrice = _getPrice(amountsIn, invariantAfterJoin, eclpParams, derivedECLPParams); uint256 bptAmountOut = Math.add(amountsIn[0].mulDown(spotPrice), amountsIn[1]); _lastInvariant = invariantAfterJoin; return (bptAmountOut, 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. * * protocolSwapFeePercentage argument is intentionally unused as protocol fees are handled in a different way */ function _onJoinPool( bytes32, address, address recipient, uint256[] memory balances, uint256 lastChangeBlock, uint256, //protocolSwapFeePercentage, bytes memory userData ) internal override returns ( uint256, uint256[] memory, uint256[] memory ) { // Due protocol swap fee amounts are computed by measuring the growth of the invariant between the previous join // or exit event and now - the invariant's growth is due exclusively to swap fees. This avoids spending gas // computing them on each individual swap (GyroECLPMath.Params memory eclpParams, GyroECLPMath.DerivedParams memory derivedECLPParams) = reconstructECLPParams(); uint256 invariantBeforeAction = GyroECLPMath.calculateInvariant(balances, eclpParams, derivedECLPParams); _distributeFees(invariantBeforeAction); (uint256 bptAmountOut, uint256[] memory amountsIn) = _doJoin(balances, userData); if (_capParams.capEnabled) { _ensureCap(bptAmountOut, balanceOf(recipient), totalSupply()); } // Since we pay fees in BPT, they have not changed the invariant and 'invariantBeforeAction' is still consistent with // 'balances'. Therefore, we can use a simplified method to update the invariant that does not require a full // re-computation. // Note: Should this be changed in the future, we also need to reduce the invariant proportionally by the total // protocol fee factor. _lastInvariant = GyroPoolMath.liquidityInvariantUpdate(invariantBeforeAction, bptAmountOut, totalSupply(), true); emit InvariantOldAndNew(invariantBeforeAction, _lastInvariant); // returns a new uint256[](2) b/c Balancer vault is expecting a fee array, but fees paid in BPT instead return (bptAmountOut, amountsIn, new uint256[](2)); } function _doJoin(uint256[] memory balances, bytes memory userData) internal view returns (uint256 bptAmountOut, uint256[] memory amountsIn) { BaseWeightedPool.JoinKind kind = userData.joinKind(); // We do NOT currently support unbalanced update, i.e., EXACT_TOKENS_IN_FOR_BPT_OUT or TOKEN_IN_FOR_EXACT_BPT_OUT if (kind == BaseWeightedPool.JoinKind.ALL_TOKENS_IN_FOR_EXACT_BPT_OUT) { (bptAmountOut, amountsIn) = _joinAllTokensInForExactBPTOut(balances, userData); } else { _revert(Errors.UNHANDLED_JOIN_KIND); } } function _joinAllTokensInForExactBPTOut(uint256[] memory balances, bytes memory userData) internal view override returns (uint256, uint256[] memory) { uint256 bptAmountOut = userData.allTokensInForExactBptOut(); // Note that there is no maximum amountsIn parameter: this is handled by `IVault.joinPool`. uint256[] memory amountsIn = GyroPoolMath._calcAllTokensInGivenExactBptOut(balances, bptAmountOut, totalSupply()); return (bptAmountOut, 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. * * protocolSwapFeePercentage argument is intentionally unused as protocol fees are handled in a different way */ function _onExitPool( bytes32, address, address, uint256[] memory balances, uint256 lastChangeBlock, uint256, // protocolSwapFeePercentage, bytes memory userData ) internal override returns ( uint256 bptAmountIn, uint256[] memory amountsOut, uint256[] memory dueProtocolFeeAmounts ) { // Exits are not completely disabled while the contract is paused: proportional exits (exact BPT in for tokens // out) remain functional. (GyroECLPMath.Params memory eclpParams, GyroECLPMath.DerivedParams memory derivedECLPParams) = reconstructECLPParams(); // Note: If the contract is paused, swap protocol fee amounts are not charged // to avoid extra calculations and reduce the potential for errors. if (_isNotPaused()) { // Due protocol swap fee amounts are computed by measuring the growth of the invariant between the previous // join or exit event and now - the invariant's growth is due exclusively to swap fees. This avoids // spending gas calculating the fees on each individual swap. uint256 invariantBeforeAction = GyroECLPMath.calculateInvariant(balances, eclpParams, derivedECLPParams); _distributeFees(invariantBeforeAction); (bptAmountIn, amountsOut) = _doExit(balances, userData); // Since we pay fees in BPT, they have not changed the invariant and 'invariantBeforeAction' is still consistent with // 'balances'. Therefore, we can use a simplified method to update the invariant that does not require a full // re-computation. // Note: Should this be changed in the future, we also need to reduce the invariant proportionally by the total // protocol fee factor. _lastInvariant = GyroPoolMath.liquidityInvariantUpdate(invariantBeforeAction, bptAmountIn, totalSupply(), false); emit InvariantOldAndNew(invariantBeforeAction, _lastInvariant); } else { // Note: If the contract is paused, swap protocol fee amounts are not charged // to avoid extra calculations and reduce the potential for errors. (bptAmountIn, amountsOut) = _doExit(balances, userData); // Invalidate _lastInvariant. We do not compute the invariant to make sure the pool is not locking // up b/c numerical limits might be violated. Instead, we set the invariant such that any following // (non-paused) join/exit will ignore and recompute it. (see GyroPoolMath._calcProtocolFees()) _lastInvariant = type(uint256).max; } // returns a new uint256[](2) b/c Balancer vault is expecting a fee array, but fees paid in BPT instead return (bptAmountIn, amountsOut, new uint256[](2)); } function _doExit(uint256[] memory balances, bytes memory userData) internal view returns (uint256 bptAmountIn, uint256[] memory amountsOut) { BaseWeightedPool.ExitKind kind = userData.exitKind(); // We do NOT support unbalanced exit at the moment, i.e., EXACT_BPT_IN_FOR_ONE_TOKEN_OUT or // BPT_IN_FOR_EXACT_TOKENS_OUT. if (kind == BaseWeightedPool.ExitKind.EXACT_BPT_IN_FOR_TOKENS_OUT) { (bptAmountIn, amountsOut) = _exitExactBPTInForTokensOut(balances, userData); } else { _revert(Errors.UNHANDLED_EXIT_KIND); } } function _exitExactBPTInForTokensOut(uint256[] memory balances, bytes memory userData) internal view override returns (uint256, uint256[] memory) { // This exit function is the only one that is not disabled if the contract is paused: it remains unrestricted // in an attempt to provide users with a mechanism to retrieve their tokens in case of an emergency. // This particular exit function is the only one that remains available because it is the simplest one, and // therefore the one with the lowest likelihood of errors. uint256 bptAmountIn = userData.exactBptInForTokensOut(); // Note that there is no minimum amountOut parameter: this is handled by `IVault.exitPool`. uint256[] memory amountsOut = GyroPoolMath._calcTokensOutGivenExactBptIn(balances, bptAmountIn, totalSupply()); return (bptAmountIn, amountsOut); } // Helpers. function _balancesFromTokenInOut( uint256 balanceTokenIn, uint256 balanceTokenOut, bool tokenInIsToken0 ) internal pure returns (uint256[] memory balances) { balances = new uint256[](2); if (tokenInIsToken0) { balances[0] = balanceTokenIn; balances[1] = balanceTokenOut; } else { balances[0] = balanceTokenOut; balances[1] = balanceTokenIn; } } // Fee helpers. These are exactly the same as in the Gyro2CLPPool. // TODO prob about time to make a base class. /** * Note: This function is identical to that used in Gyro2CLPPool.sol * @dev Computes and distributes fees between the Balancer and the Gyro treasury * The fees are computed and distributed in BPT rather than using the * Balancer regular distribution mechanism which would pay these in underlying */ function _distributeFees(uint256 invariantBeforeAction) internal { // calculate Protocol fees in BPT // lastInvariant is the invariant logged at the end of the last liquidity update // protocol fees are calculated on swap fees earned between liquidity updates (uint256 gyroFees, uint256 balancerFees, address gyroTreasury, address balTreasury) = _getDueProtocolFeeAmounts( _lastInvariant, invariantBeforeAction ); // Pay fees in BPT _payFeesBpt(gyroFees, balancerFees, gyroTreasury, balTreasury); } /** * Note: This function is identical to that used in Gyro2CLPPool.sol * @dev this function overrides inherited function to make sure it is never used */ function _getDueProtocolFeeAmounts( uint256[] memory, // balances, uint256[] memory, // normalizedWeights, uint256, // previousInvariant, uint256, // currentInvariant, uint256 // protocolSwapFeePercentage ) internal pure override returns (uint256[] memory) { revert("Not implemented"); } /** * @dev * Note: This function is identical to that used in Gyro2CLPPool.sol. * Calculates protocol fee amounts in BPT terms. * protocolSwapFeePercentage is not used here b/c we take parameters from GyroConfig instead. * Returns: BPT due to Gyro, BPT due to Balancer, receiving address for Gyro fees, receiving address for Balancer * fees. */ function _getDueProtocolFeeAmounts(uint256 previousInvariant, uint256 currentInvariant) internal view returns ( uint256, uint256, address, address ) { (uint256 protocolSwapFeePerc, uint256 protocolFeeGyroPortion, address gyroTreasury, address balTreasury) = _getFeesMetadata(); // Early return if the protocol swap fee percentage is zero, saving gas. if (protocolSwapFeePerc == 0) { return (0, 0, gyroTreasury, balTreasury); } // Calculate fees in BPT (uint256 gyroFees, uint256 balancerFees) = GyroPoolMath._calcProtocolFees( previousInvariant, currentInvariant, totalSupply(), protocolSwapFeePerc, protocolFeeGyroPortion ); return (gyroFees, balancerFees, gyroTreasury, balTreasury); } // Note: This function is identical to that used in Gyro2CLPPool.sol function _payFeesBpt( uint256 gyroFees, uint256 balancerFees, address gyroTreasury, address balTreasury ) internal { // Pay fees in BPT to gyro treasury if (gyroFees > 0) { _mintPoolTokens(gyroTreasury, gyroFees); } // Pay fees in BPT to bal treasury if (balancerFees > 0) { _mintPoolTokens(balTreasury, balancerFees); } } // Note: This function is identical to that used in Gyro2CLPPool.sol function _getFeesMetadata() internal view returns ( uint256, uint256, address, address ) { return ( gyroConfig.getSwapFeePercForPool(address(this), POOL_TYPE), gyroConfig.getProtocolFeeGyroPortionForPool(address(this), POOL_TYPE), gyroConfig.getAddress(GyroConfigKeys.GYRO_TREASURY_KEY), gyroConfig.getAddress(GyroConfigKeys.BAL_TREASURY_KEY) ); } /** @notice Effective BPT supply. * * This is the same as `totalSupply()` but also accounts for the fact that the pool owes * protocol fees to the pool in the form of unminted LP shares created on the next join/exit, * diluting LPers. Thus, this is the totalSupply() that the next join/exit operation will see. * * Equivalent to the respective function in, e.g., WeightedPool, see: * https://github.com/balancer/balancer-v2-monorepo/blob/master/pkg/pool-weighted/contracts/WeightedPool.sol#L325-L344 */ function getActualSupply() external view returns (uint256) { uint256 supply = totalSupply(); (uint256 gyroFees, uint256 balancerFees, , ) = _getDueProtocolFeeAmounts(_lastInvariant, getInvariant()); return supply.add(gyroFees).add(balancerFees); } /// @notice Equivalent to but more efficient than `getInvariant().divDown(getActualSupply())`. function getInvariantDivActualSupply() external view returns (uint256) { uint256 invariant = getInvariant(); uint256 supply = totalSupply(); (uint256 gyroFees, uint256 balancerFees, , ) = _getDueProtocolFeeAmounts(_lastInvariant, invariant); uint256 actualSupply = supply.add(gyroFees).add(balancerFees); return invariant.divDown(actualSupply); } function _setPausedState(bool paused) internal override { _setPaused(paused); } // Rate scaling function _scalingFactor(bool token0) internal view override returns (uint256) { IRateProvider rateProvider; uint256 scalingFactor; if (token0) { rateProvider = rateProvider0; scalingFactor = _scalingFactor0; } else { rateProvider = rateProvider1; scalingFactor = _scalingFactor1; } if (address(rateProvider) != address(0)) scalingFactor = scalingFactor.mulDown(rateProvider.getRate()); return scalingFactor; } function _adjustPrice(uint256 spotPrice) internal view override returns (uint256) { if (address(rateProvider0) != address(0)) spotPrice = spotPrice.mulDown(rateProvider0.getRate()); if (address(rateProvider1) != address(0)) spotPrice = spotPrice.divDown(rateProvider1.getRate()); return spotPrice; } /// @notice Convenience function to fetch the two rates used for scaling the two tokens, as of rateProvider{0,1}. /// Note that these rates do *not* contain scaling to account for differences in the number of decimals. The rates /// themselves are always 18-decimals. function getTokenRates() public view returns (uint256 rate0, uint256 rate1) { rate0 = address(rateProvider0) != address(0) ? rateProvider0.getRate() : GyroFixedPoint.ONE; rate1 = address(rateProvider1) != address(0) ? rateProvider1.getRate() : GyroFixedPoint.ONE; } } // SPDX-License-Identifier: LicenseRef-Gyro-1.0 // for information on licensing please see the README in the GitHub repository <https://github.com/gyrostable/concentrated-lps>. pragma solidity ^0.7.0; import "@balancer-labs/v2-solidity-utils/contracts/math/LogExpMath.sol"; import "@balancer-labs/v2-solidity-utils/contracts/helpers/BalancerErrors.sol"; import "@balancer-labs/v2-solidity-utils/contracts/math/Math.sol"; /* solhint-disable private-vars-leading-underscore */ // Gyroscope: Copied from Balancer's FixedPoint library. We added a few additional functions and made _require()s more // gas-efficient. // We renamed this to `GyroFixedPoint` to avoid name clashes with functions used in other Balancer libraries we use. library GyroFixedPoint { uint256 internal constant ONE = 1e18; // 18 decimal places uint256 internal constant MIDDECIMAL = 1e9; // splits the fixed point decimals into two equal parts. 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; if (!(c >= a)) { _require(false, 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 if (!(b <= a)) { _require(false, Errors.SUB_OVERFLOW); } uint256 c = a - b; return c; } function mulDown(uint256 a, uint256 b) internal pure returns (uint256) { uint256 product = a * b; if (!(a == 0 || product / a == b)) { _require(false, Errors.MUL_OVERFLOW); } return product / ONE; } /// @dev "U" denotes version of the math function that does not check for overflows in order to save gas function mulDownU(uint256 a, uint256 b) internal pure returns (uint256) { return (a * b) / ONE; } function mulUp(uint256 a, uint256 b) internal pure returns (uint256) { uint256 product = a * b; if (!(a == 0 || product / a == b)) { _require(false, Errors.MUL_OVERFLOW); } if (product == 0) { return 0; } // 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 mulUpU(uint256 a, uint256 b) internal pure returns (uint256) { uint256 product = a * b; if (product == 0) { return 0; } // 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) { if (b == 0) { _require(false, Errors.ZERO_DIVISION); } if (a == 0) { return 0; } uint256 aInflated = a * ONE; if (!(aInflated / a == ONE)) { _require(false, Errors.DIV_INTERNAL); // mul overflow } return aInflated / b; } function divDownU(uint256 a, uint256 b) internal pure returns (uint256) { if (b == 0) { _require(false, Errors.ZERO_DIVISION); } return (a * ONE) / b; } function divUp(uint256 a, uint256 b) internal pure returns (uint256) { if (b == 0) { _require(false, Errors.ZERO_DIVISION); } if (a == 0) { return 0; } uint256 aInflated = a * ONE; if (!(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; } function divUpU(uint256 a, uint256 b) internal pure returns (uint256) { if (b == 0) { _require(false, Errors.ZERO_DIVISION); } if (a == 0) { return 0; } return ((a * ONE - 1) / b) + 1; } /** * @dev Like mulDown(), but it also works in some situations where mulDown(a, b) would overflow because a * b is too * large. We achieve this by splitting up `a` into its integer and its fractional part. `a` should be the bigger of * the two numbers to achieve the best overflow guarantees. * This won't overflow if both of * - a * b ≤ 1.15e95 (raw values, i.e., a * b ≤ 1.15e59 with respect to the fixed-point values that they describe) * - b ≤ 1.15e59 (raw values, i.e., a ≤ 1.15e41 with respect to the values that a describes) * hold. That's better than mulDown(), where we would need a * b ≤ 1.15e77 approximately. */ function mulDownLargeSmall(uint256 a, uint256 b) internal pure returns (uint256) { return add(Math.mul(a / ONE, b), mulDown(a % ONE, b)); } function mulDownLargeSmallU(uint256 a, uint256 b) internal pure returns (uint256) { return (a / ONE) * b + mulDownU(a % ONE, b); } /** * @dev Like divDown(), but it also works when `a` would overflow in `divDown`. This is safe if both of * - a ≤ 1.15e68 (raw, i.e., a ≤ 1.15e50 with respect to the value that is represented) * - b ≥ 1e9 (raw, i.e., b ≥ 1e-9 with respect to the value represented) * hold. For `divDown` it's 1.15e59 and 1.15e41, respectively. * Introduces some rounding error that is relevant iff b is small. */ function divDownLarge(uint256 a, uint256 b) internal pure returns (uint256) { return divDownLarge(a, b, MIDDECIMAL, MIDDECIMAL); } function divDownLargeU(uint256 a, uint256 b) internal pure returns (uint256) { return divDownLargeU(a, b, MIDDECIMAL, MIDDECIMAL); } /** * @dev Like divDown(), but it also works when `a` would overflow in `divDown`. d and e must be chosen such that * d * e = 1e18 (raw numbers, or d * e = 1e-18 with respect to the numbers they represent in fixed point). Note that * this requires d, e ≤ 1e18 (raw, or d, e ≤ 1 with respect to the numbers represented). * This operation is safe if both of * - a * d ≤ 1.15e77 (raw, i.e., a * d ≤ 1.15e41 with respect to the value that is represented) * - b ≥ e (with respect to raw or represented numbers) * hold. * Introduces some rounding error that is relevant iff b is small and is proportional to e. */ function divDownLarge( uint256 a, uint256 b, uint256 d, uint256 e ) internal pure returns (uint256) { return Math.divDown(Math.mul(a, d), Math.divUp(b, e)); } /// @dev e is assumed to be non-zero, and so division by zero is not checked for it function divDownLargeU( uint256 a, uint256 b, uint256 d, uint256 e ) internal pure returns (uint256) { // (a * d) / (b / e) if (b == 0) { // In this case only, the denominator of the outer division is zero, and we revert _require(false, Errors.ZERO_DIVISION); } uint256 denom = 1 + (b - 1) / e; return (a * d) / denom; } /** * @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; } 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 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/openzeppelin/IERC20.sol"; import "./BaseWeightedPool.sol"; library WeightedPoolUserDataHelpers { function joinKind(bytes memory self) internal pure returns (BaseWeightedPool.JoinKind) { return abi.decode(self, (BaseWeightedPool.JoinKind)); } function exitKind(bytes memory self) internal pure returns (BaseWeightedPool.ExitKind) { return abi.decode(self, (BaseWeightedPool.ExitKind)); } // Joins function initialAmountsIn(bytes memory self) internal pure returns (uint256[] memory amountsIn) { (, amountsIn) = abi.decode(self, (BaseWeightedPool.JoinKind, uint256[])); } function exactTokensInForBptOut(bytes memory self) internal pure returns (uint256[] memory amountsIn, uint256 minBPTAmountOut) { (, amountsIn, minBPTAmountOut) = abi.decode(self, (BaseWeightedPool.JoinKind, uint256[], uint256)); } function tokenInForExactBptOut(bytes memory self) internal pure returns (uint256 bptAmountOut, uint256 tokenIndex) { (, bptAmountOut, tokenIndex) = abi.decode(self, (BaseWeightedPool.JoinKind, uint256, uint256)); } function allTokensInForExactBptOut(bytes memory self) internal pure returns (uint256 bptAmountOut) { (, bptAmountOut) = abi.decode(self, (BaseWeightedPool.JoinKind, uint256)); } // Exits function exactBptInForTokenOut(bytes memory self) internal pure returns (uint256 bptAmountIn, uint256 tokenIndex) { (, bptAmountIn, tokenIndex) = abi.decode(self, (BaseWeightedPool.ExitKind, uint256, uint256)); } function exactBptInForTokensOut(bytes memory self) internal pure returns (uint256 bptAmountIn) { (, bptAmountIn) = abi.decode(self, (BaseWeightedPool.ExitKind, uint256)); } function bptInForExactTokensOut(bytes memory self) internal pure returns (uint256[] memory amountsOut, uint256 maxBPTAmountIn) { (, amountsOut, maxBPTAmountIn) = abi.decode(self, (BaseWeightedPool.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; import "@balancer-labs/v2-solidity-utils/contracts/helpers/WordCodec.sol"; /** * @dev This module provides an interface to store seemingly unrelated pieces of information, in particular used by * pools with a price oracle. * * These pieces of information are all kept together in a single storage slot to reduce the number of storage reads. In * particular, we not only store configuration values (such as the swap fee percentage), but also cache * reduced-precision versions of the total BPT supply and invariant, which lets us not access nor compute these values * when producing oracle updates during a swap. * * Data is stored with the following structure: * * [ swap fee pct | oracle enabled | oracle index | oracle sample initial timestamp | log supply | log invariant ] * [ uint64 | bool | uint10 | uint31 | int22 | int22 ] * * Note that we are not using the most-significant 106 bits. */ library WeightedPool2TokensMiscData { using WordCodec for bytes32; using WordCodec for uint256; uint256 private constant _LOG_INVARIANT_OFFSET = 0; uint256 private constant _LOG_TOTAL_SUPPLY_OFFSET = 22; uint256 private constant _ORACLE_SAMPLE_CREATION_TIMESTAMP_OFFSET = 44; uint256 private constant _ORACLE_INDEX_OFFSET = 75; uint256 private constant _ORACLE_ENABLED_OFFSET = 85; uint256 private constant _SWAP_FEE_PERCENTAGE_OFFSET = 86; /** * @dev Returns the cached logarithm of the invariant. */ function logInvariant(bytes32 data) internal pure returns (int256) { return data.decodeInt22(_LOG_INVARIANT_OFFSET); } /** * @dev Returns the cached logarithm of the total supply. */ function logTotalSupply(bytes32 data) internal pure returns (int256) { return data.decodeInt22(_LOG_TOTAL_SUPPLY_OFFSET); } /** * @dev Returns the timestamp of the creation of the oracle's latest sample. */ function oracleSampleCreationTimestamp(bytes32 data) internal pure returns (uint256) { return data.decodeUint31(_ORACLE_SAMPLE_CREATION_TIMESTAMP_OFFSET); } /** * @dev Returns the index of the oracle's latest sample. */ function oracleIndex(bytes32 data) internal pure returns (uint256) { return data.decodeUint10(_ORACLE_INDEX_OFFSET); } /** * @dev Returns true if the oracle is enabled. */ function oracleEnabled(bytes32 data) internal pure returns (bool) { return data.decodeBool(_ORACLE_ENABLED_OFFSET); } /** * @dev Returns the swap fee percentage. */ function swapFeePercentage(bytes32 data) internal pure returns (uint256) { return data.decodeUint64(_SWAP_FEE_PERCENTAGE_OFFSET); } /** * @dev Sets the logarithm of the invariant in `data`, returning the updated value. */ function setLogInvariant(bytes32 data, int256 _logInvariant) internal pure returns (bytes32) { return data.insertInt22(_logInvariant, _LOG_INVARIANT_OFFSET); } /** * @dev Sets the logarithm of the total supply in `data`, returning the updated value. */ function setLogTotalSupply(bytes32 data, int256 _logTotalSupply) internal pure returns (bytes32) { return data.insertInt22(_logTotalSupply, _LOG_TOTAL_SUPPLY_OFFSET); } /** * @dev Sets the timestamp of the creation of the oracle's latest sample in `data`, returning the updated value. */ function setOracleSampleCreationTimestamp(bytes32 data, uint256 _initialTimestamp) internal pure returns (bytes32) { return data.insertUint31(_initialTimestamp, _ORACLE_SAMPLE_CREATION_TIMESTAMP_OFFSET); } /** * @dev Sets the index of the oracle's latest sample in `data`, returning the updated value. */ function setOracleIndex(bytes32 data, uint256 _oracleIndex) internal pure returns (bytes32) { return data.insertUint10(_oracleIndex, _ORACLE_INDEX_OFFSET); } /** * @dev Enables or disables the oracle in `data`, returning the updated value. */ function setOracleEnabled(bytes32 data, bool _oracleEnabled) internal pure returns (bytes32) { return data.insertBool(_oracleEnabled, _ORACLE_ENABLED_OFFSET); } /** * @dev Sets the swap fee percentage in `data`, returning the updated value. */ function setSwapFeePercentage(bytes32 data, uint256 _swapFeePercentage) internal pure returns (bytes32) { return data.insertUint64(_swapFeePercentage, _SWAP_FEE_PERCENTAGE_OFFSET); } } // 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 { function getRate() external view returns (uint256); } // SPDX-License-Identifier: LicenseRef-Gyro-1.0 // for information on licensing please see the README in the GitHub repository <https://github.com/gyrostable/concentrated-lps>. pragma solidity 0.7.6; library GyroConfigKeys { bytes32 public constant PROTOCOL_SWAP_FEE_PERC_KEY = "PROTOCOL_SWAP_FEE_PERC"; bytes32 public constant PROTOCOL_FEE_GYRO_PORTION_KEY = "PROTOCOL_FEE_GYRO_PORTION"; bytes32 public constant GYRO_TREASURY_KEY = "GYRO_TREASURY"; bytes32 public constant BAL_TREASURY_KEY = "BAL_TREASURY"; } // SPDX-License-Identifier: UNLICENSED pragma solidity 0.7.6; import "../interfaces/IGyroConfig.sol"; import "./GyroConfigKeys.sol"; library GyroConfigHelpers { function getSwapFeePercForPool( IGyroConfig gyroConfig, address poolAddress, bytes32 poolType ) internal view returns (uint256) { return _getPoolSetting(gyroConfig, GyroConfigKeys.PROTOCOL_SWAP_FEE_PERC_KEY, poolType, poolAddress); } function getProtocolFeeGyroPortionForPool( IGyroConfig gyroConfig, address poolAddress, bytes32 poolType ) internal view returns (uint256) { return _getPoolSetting(gyroConfig, GyroConfigKeys.PROTOCOL_FEE_GYRO_PORTION_KEY, poolType, poolAddress); } function _getPoolSetting( IGyroConfig gyroConfig, bytes32 globalKey, bytes32 poolType, address poolAddress ) internal view returns (uint256) { bytes32 poolSpecificKey = keccak256(abi.encode(globalKey, poolAddress)); // Fetch the key. To do this we first check for a pool-specific fee, // and if not present, use the pool-type key. // Failing that we fall back to the global setting. if (gyroConfig.hasKey(poolSpecificKey)) { return gyroConfig.getUint(poolSpecificKey); } bytes32 poolTypeKey = keccak256(abi.encodePacked(globalKey, poolType)); if (gyroConfig.hasKey(poolTypeKey)) { return gyroConfig.getUint(poolTypeKey); } return gyroConfig.getUint(globalKey); } } // SPDX-License-Identifier: LicenseRef-Gyro-1.0 // for information on licensing please see the README in the GitHub repository <https://github.com/gyrostable/concentrated-lps>. pragma solidity ^0.7.0; /** * @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 _grequire(bool condition, uint256 errorCode) pure { if (!condition) _grevert(errorCode); } /** * @dev Reverts if `condition` is false, with a revert reason containing `errorCode`. Only codes up to 999 are * supported. */ function _grequire( bool condition, uint256 errorCode, bytes3 prefix ) pure { if (!condition) _grevert(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 _grevert(uint256 errorCode) pure { _grevert(errorCode, 0x475952); // This is the raw byte representation of "GYR" } /** * @dev Reverts with a revert reason containing `errorCode`. Only codes up to 999 are supported. */ function _grevert(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 GyroErrors { uint256 internal constant ZERO_ADDRESS = 105; } // SPDX-License-Identifier: LicenseRef-Gyro-1.0 // for information on licensing please see the README in the GitHub repository <https://github.com/gyrostable/concentrated-lps>. pragma solidity 0.7.6; /// @notice IGyroConfig stores the global configuration of the Gyroscope protocol interface IGyroConfig { /// @notice Event emitted every time a configuration is changed event ConfigChanged(bytes32 key, uint256 previousValue, uint256 newValue); event ConfigChanged(bytes32 key, address previousValue, address newValue); /// @notice Returns a set of known configuration keys function listKeys() external view returns (bytes32[] memory); /// @notice Returns a uint256 value from the config function getUint(bytes32 key) external view returns (uint256); /// @notice Returns an address value from the config function getAddress(bytes32 key) external view returns (address); /// @notice Set a uint256 config /// NOTE: We avoid overloading to avoid complications with some clients function setUint(bytes32 key, uint256 newValue) external; /// @notice Check whether a key exists function hasKey(bytes32 key) external view returns (bool); /// @notice Set an address config function setAddress(bytes32 key, address newValue) external; } // SPDX-License-Identifier: LicenseRef-Gyro-1.0 // for information on licensing please see the README in the GitHub repository <https://github.com/gyrostable/concentrated-lps>. pragma solidity 0.7.6; // import "@balancer-labs/v2-solidity-utils/contracts/math/FixedPoint.sol"; import "./GyroFixedPoint.sol"; import "@balancer-labs/v2-solidity-utils/contracts/math/Math.sol"; import "@balancer-labs/v2-solidity-utils/contracts/helpers/InputHelpers.sol"; library GyroPoolMath { using GyroFixedPoint for uint256; uint256 private constant SQRT_1E_NEG_1 = 316227766016837933; uint256 private constant SQRT_1E_NEG_3 = 31622776601683793; uint256 private constant SQRT_1E_NEG_5 = 3162277660168379; uint256 private constant SQRT_1E_NEG_7 = 316227766016837; uint256 private constant SQRT_1E_NEG_9 = 31622776601683; uint256 private constant SQRT_1E_NEG_11 = 3162277660168; uint256 private constant SQRT_1E_NEG_13 = 316227766016; uint256 private constant SQRT_1E_NEG_15 = 31622776601; uint256 private constant SQRT_1E_NEG_17 = 3162277660; // Note: this function is identical to that in WeightedMath.sol audited by Balancer function _calcAllTokensInGivenExactBptOut( uint256[] memory balances, uint256 bptOut, uint256 totalBPT ) internal pure returns (uint256[] memory amountsIn) { /************************************************************************************ // tokensInForExactBptOut // // / bptOut \\ // // amountsIn[i] = balances[i] * | ------------ | // // \\ totalBPT / // ************************************************************************************/ // We adjust the order of operations to minimize error amplification, assuming that // balances[i], totalBPT > 1 (which is usually the case). // Tokens in, so we round up overall. amountsIn = new uint256[](balances.length); for (uint256 i = 0; i < balances.length; i++) { amountsIn[i] = balances[i].mulUp(bptOut).divUp(totalBPT); } return amountsIn; } // Note: this function is identical to that in WeightedMath.sol audited by Balancer function _calcTokensOutGivenExactBptIn( uint256[] memory balances, uint256 bptIn, uint256 totalBPT ) internal pure returns (uint256[] memory amountsOut) { /********************************************************************************************** // exactBPTInForTokensOut // // (per token) // // / bptIn \\ // // amountsOut[i] = balances[i] * | --------------------- | // // \\ totalBPT / // **********************************************************************************************/ // We adjust the order of operations to minimize error amplification, assuming that // balances[i], totalBPT > 1 (which is usually the case). // Since we're computing an amount out, we round down overall. This means rounding down on both the // multiplication and division. amountsOut = new uint256[](balances.length); for (uint256 i = 0; i < balances.length; i++) { amountsOut[i] = balances[i].mulDown(bptIn).divDown(totalBPT); } return amountsOut; } /** @dev Calculates protocol fees due to Gyro and Balancer * Note: we do this differently than normal Balancer pools by paying fees in BPT tokens * b/c this is much more gas efficient than doing many transfers of underlying assets * This function gets protocol fee parameters from GyroConfig */ function _calcProtocolFees( uint256 previousInvariant, uint256 currentInvariant, uint256 currentBptSupply, uint256 protocolSwapFeePerc, uint256 protocolFeeGyroPortion ) internal pure returns (uint256, uint256) { /********************************************************************************* /* Protocol fee collection should decrease the invariant L by * Delta L = protocolSwapFeePerc * (currentInvariant - previousInvariant) * To take these fees in BPT LP shares, the protocol mints Delta S new LP shares where * Delta S = S * Delta L / ( currentInvariant - Delta L ) * where S = current BPT supply * The protocol then splits the fees (in BPT) considering protocolFeeGyroPortion * See also the write-up, Proposition 7. *********************************************************************************/ if (currentInvariant <= previousInvariant) { // This shouldn't happen outside of rounding errors, but have this safeguard nonetheless to prevent the Pool // from entering a locked state in which joins and exits revert while computing accumulated swap fees. // NB: This condition is also used by the pools to indicate that _lastInvariant is invalid and should be ignored. return (0, 0); } // Calculate due protocol fees in BPT terms // We round down to prevent issues in the Pool's accounting, even if it means paying slightly less in protocol // fees to the Vault. // For the numerator, we need to round down delta L. Also for the denominator b/c subtracted // Ordering multiplications for best fixed point precision considering that S and currentInvariant-previousInvariant could be large uint256 numerator = (currentBptSupply.mulDown(currentInvariant.sub(previousInvariant))).mulDown(protocolSwapFeePerc); uint256 diffInvariant = protocolSwapFeePerc.mulDown(currentInvariant.sub(previousInvariant)); uint256 denominator = currentInvariant.sub(diffInvariant); uint256 deltaS = numerator.divDown(denominator); // Split fees between Gyro and Balancer uint256 gyroFees = protocolFeeGyroPortion.mulDown(deltaS); uint256 balancerFees = deltaS.sub(gyroFees); return (gyroFees, balancerFees); } /** @dev Implements square root algorithm using Newton's method and a first-guess optimisation **/ function _sqrt(uint256 input, uint256 tolerance) internal pure returns (uint256) { if (input == 0) { return 0; } uint256 guess = _makeInitialGuess(input); // 7 iterations guess = (guess + ((input * GyroFixedPoint.ONE) / guess)) / 2; guess = (guess + ((input * GyroFixedPoint.ONE) / guess)) / 2; guess = (guess + ((input * GyroFixedPoint.ONE) / guess)) / 2; guess = (guess + ((input * GyroFixedPoint.ONE) / guess)) / 2; guess = (guess + ((input * GyroFixedPoint.ONE) / guess)) / 2; guess = (guess + ((input * GyroFixedPoint.ONE) / guess)) / 2; guess = (guess + ((input * GyroFixedPoint.ONE) / guess)) / 2; // Check in some epsilon range // Check square is more or less correct uint256 guessSquared = guess.mulDown(guess); require(guessSquared <= input.add(guess.mulUp(tolerance)) && guessSquared >= input.sub(guess.mulUp(tolerance)), "_sqrt FAILED"); return guess; } // function _makeInitialGuess10(uint256 input) internal pure returns (uint256) { // uint256 orderUpperBound = 72; // uint256 orderLowerBound = 0; // uint256 orderMiddle; // orderMiddle = (orderUpperBound + orderLowerBound) / 2; // while (orderUpperBound - orderLowerBound != 1) { // if (10**orderMiddle > input) { // orderUpperBound = orderMiddle; // } else { // orderLowerBound = orderMiddle; // } // } // return 10**(orderUpperBound / 2); // } function _makeInitialGuess(uint256 input) internal pure returns (uint256) { if (input >= GyroFixedPoint.ONE) { return (1 << (_intLog2Halved(input / GyroFixedPoint.ONE))) * GyroFixedPoint.ONE; } else { if (input <= 10) { return SQRT_1E_NEG_17; } if (input <= 1e2) { return 1e10; } if (input <= 1e3) { return SQRT_1E_NEG_15; } if (input <= 1e4) { return 1e11; } if (input <= 1e5) { return SQRT_1E_NEG_13; } if (input <= 1e6) { return 1e12; } if (input <= 1e7) { return SQRT_1E_NEG_11; } if (input <= 1e8) { return 1e13; } if (input <= 1e9) { return SQRT_1E_NEG_9; } if (input <= 1e10) { return 1e14; } if (input <= 1e11) { return SQRT_1E_NEG_7; } if (input <= 1e12) { return 1e15; } if (input <= 1e13) { return SQRT_1E_NEG_5; } if (input <= 1e14) { return 1e16; } if (input <= 1e15) { return SQRT_1E_NEG_3; } if (input <= 1e16) { return 1e17; } if (input <= 1e17) { return SQRT_1E_NEG_1; } return input; } } function _intLog2Halved(uint256 x) public pure returns (uint256 n) { if (x >= 1 << 128) { x >>= 128; n += 64; } if (x >= 1 << 64) { x >>= 64; n += 32; } if (x >= 1 << 32) { x >>= 32; n += 16; } if (x >= 1 << 16) { x >>= 16; n += 8; } if (x >= 1 << 8) { x >>= 8; n += 4; } if (x >= 1 << 4) { x >>= 4; n += 2; } if (x >= 1 << 2) { x >>= 2; n += 1; } } /** @dev If liquidity update is proportional so that price stays the same ("balanced liquidity update"), then this * returns the invariant after that change. This is more efficient than calling `calculateInvariant()` on the updated balances. * `isIncreaseLiq` denotes the sign of the update. See the writeup, Corollary 3 in Section 3.1.3. */ function liquidityInvariantUpdate( uint256 uinvariant, uint256 changeBptSupply, uint256 currentBptSupply, bool isIncreaseLiq ) internal pure returns (uint256 unewInvariant) { // change in invariant if (isIncreaseLiq) { // round new invariant up so that protocol fees not triggered uint256 dL = uinvariant.mulUp(changeBptSupply).divUp(currentBptSupply); unewInvariant = uinvariant.add(dL); } else { // round new invariant up (and so round dL down) so that protocol fees not triggered uint256 dL = uinvariant.mulDown(changeBptSupply).divDown(currentBptSupply); unewInvariant = uinvariant.sub(dL); } } /** @dev If `deltaBalances` are such that, when changing `balances` by it, the price stays the same ("balanced * liquidity update"), then this returns the invariant after that change. This is more efficient than calling * `calculateInvariant()` on the updated balances. `isIncreaseLiq` denotes the sign of the update. * See the writeup, Corollary 3 in Section 3.1.3. * * DEPRECATED and will go out of use and be removed once pending changes to the ECLP are merged. Use the other liquidityInvariantUpdate() function instead! */ function liquidityInvariantUpdate( uint256[] memory balances, uint256 uinvariant, uint256[] memory deltaBalances, bool isIncreaseLiq ) internal pure returns (uint256 unewInvariant) { uint256 largestBalanceIndex; uint256 largestBalance; for (uint256 i = 0; i < balances.length; i++) { if (balances[i] > largestBalance) { largestBalance = balances[i]; largestBalanceIndex = i; } } uint256 deltaInvariant = uinvariant.mulDown(deltaBalances[largestBalanceIndex]).divDown(balances[largestBalanceIndex]); unewInvariant = isIncreaseLiq ? uinvariant.add(deltaInvariant) : uinvariant.sub(deltaInvariant); } } // SPDX-License-Identifier: LicenseRef-Gyro-1.0 // for information on licensing please see the README in the GitHub repository <https://github.com/gyrostable/concentrated-lps>. pragma solidity 0.7.6; pragma experimental ABIEncoderV2; // import "@balancer-labs/v2-solidity-utils/contracts/math/FixedPoint.sol"; import "../libraries/GyroFixedPoint.sol"; import "@balancer-labs/v2-solidity-utils/contracts/helpers/InputHelpers.sol"; import "@balancer-labs/v2-solidity-utils/contracts/helpers/LogCompression.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-vault/contracts/interfaces/IMinimalSwapInfoPool.sol"; import "@balancer-labs/v2-pool-utils/contracts/BasePool.sol"; import "@balancer-labs/v2-pool-utils/contracts/BasePoolAuthorization.sol"; import "@balancer-labs/v2-pool-utils/contracts/BalancerPoolToken.sol"; import "@balancer-labs/v2-pool-weighted/contracts/WeightedMath.sol"; import "@balancer-labs/v2-pool-weighted/contracts/WeightedPoolUserDataHelpers.sol"; import "@balancer-labs/v2-pool-weighted/contracts/WeightedPool2TokensMiscData.sol"; /** @dev Extensible version (i.e., methods can be overriden) of the WeightedPool2Tokens. */ abstract contract ExtensibleWeightedPool2Tokens is IMinimalSwapInfoPool, BasePoolAuthorization, BalancerPoolToken, TemporarilyPausable { using GyroFixedPoint for uint256; using WeightedPoolUserDataHelpers for bytes; using WeightedPool2TokensMiscData for bytes32; uint256 private constant _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% // The swap fee is internally stored using 64 bits, which is enough to represent _MAX_SWAP_FEE_PERCENTAGE. bytes32 internal _miscData; uint256 internal _lastInvariant; bytes32 private immutable _poolId; IERC20 internal immutable _token0; IERC20 internal immutable _token1; uint256 private immutable _normalizedWeight0 = 5e17; uint256 private immutable _normalizedWeight1 = 5e17; // The protocol fees will always be charged using the token associated with the max weight in the pool. // Since these Pools will register tokens only once, we can assume this index will be constant. uint256 internal immutable _maxWeightTokenIndex = 0; // 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. // We still store these as 18-decimal (GyroFixedPoint) values for composability. uint256 internal immutable _scalingFactor0; uint256 internal immutable _scalingFactor1; event SwapFeePercentageChanged(uint256 swapFeePercentage); modifier onlyVault(bytes32 poolId) { _require(msg.sender == address(getVault()), Errors.CALLER_NOT_VAULT); _require(poolId == getPoolId(), Errors.INVALID_POOL_ID); _; } struct NewPoolParams { IVault vault; string name; string symbol; IERC20 token0; IERC20 token1; uint256 swapFeePercentage; uint256 pauseWindowDuration; uint256 bufferPeriodDuration; address owner; } constructor(NewPoolParams memory params) // 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(params.name, params.symbol, params.vault) BasePoolAuthorization(params.owner) TemporarilyPausable(params.pauseWindowDuration, params.bufferPeriodDuration) { IERC20[] memory tokens = new IERC20[](2); tokens[0] = params.token0; tokens[1] = params.token1; // See BasePool's constructor for why we need this. // This contract is not derived from BasePool, so we need to do this check ourselves. InputHelpers.ensureArrayIsSorted(tokens); _setSwapFeePercentage(params.swapFeePercentage); bytes32 poolId = params.vault.registerPool(IVault.PoolSpecialization.TWO_TOKEN); // Pass in zero addresses for Asset Managers params.vault.registerTokens(poolId, tokens, new address[](2)); // Set immutable state variables - these cannot be read from during construction _poolId = poolId; _token0 = params.token0; _token1 = params.token1; _scalingFactor0 = _computeScalingFactor(params.token0); _scalingFactor1 = _computeScalingFactor(params.token1); } // Getters / Setters function getPoolId() public view override returns (bytes32) { return _poolId; } /** @dev Only `swapFeePercentage` is non-trivial; everything else is 0/false because the oracle is not used. * These variables are returned to keep the call signature compatible. */ function getMiscData() external view returns ( int256 logInvariant, int256 logTotalSupply, uint256 oracleSampleCreationTimestamp, uint256 oracleIndex, bool oracleEnabled, uint256 swapFeePercentage ) { bytes32 miscData = _miscData; logInvariant = miscData.logInvariant(); logTotalSupply = miscData.logTotalSupply(); oracleSampleCreationTimestamp = miscData.oracleSampleCreationTimestamp(); oracleIndex = miscData.oracleIndex(); oracleEnabled = miscData.oracleEnabled(); swapFeePercentage = miscData.swapFeePercentage(); } function getSwapFeePercentage() public view returns (uint256) { return _miscData.swapFeePercentage(); } // Caller must be approved by the Vault's Authorizer function setSwapFeePercentage(uint256 swapFeePercentage) public virtual authenticate whenNotPaused { _setSwapFeePercentage(swapFeePercentage); } function _setSwapFeePercentage(uint256 swapFeePercentage) private { _require(swapFeePercentage >= _MIN_SWAP_FEE_PERCENTAGE, Errors.MIN_SWAP_FEE_PERCENTAGE); _require(swapFeePercentage <= _MAX_SWAP_FEE_PERCENTAGE, Errors.MAX_SWAP_FEE_PERCENTAGE); _miscData = _miscData.setSwapFeePercentage(swapFeePercentage); emit SwapFeePercentageChanged(swapFeePercentage); } function _isOwnerOnlyAction(bytes32 actionId) internal view virtual override returns (bool) { return (actionId == getActionId(BasePool.setSwapFeePercentage.selector)) || (actionId == getActionId(BasePool.setAssetManagerPoolConfig.selector)); } // Caller must be approved by the Vault's Authorizer function setPaused(bool paused) external authenticate { _setPaused(paused); } function getNormalizedWeights() external view returns (uint256[] memory) { return _normalizedWeights(); } function _normalizedWeights() internal view virtual returns (uint256[] memory) { uint256[] memory normalizedWeights = new uint256[](2); normalizedWeights[0] = _normalizedWeights(true); normalizedWeights[1] = _normalizedWeights(false); return normalizedWeights; } function _normalizedWeights(bool token0) internal view virtual returns (uint256) { return token0 ? _normalizedWeight0 : _normalizedWeight1; } function getLastInvariant() external view returns (uint256) { return _lastInvariant; } /** * @dev Returns the current value of the invariant. */ function getInvariant() public view virtual returns (uint256) { (, uint256[] memory balances, ) = getVault().getPoolTokens(getPoolId()); // Since the Pool hooks always work with upscaled balances, we manually // upscale here for consistency _upscaleArray(balances); uint256[] memory normalizedWeights = _normalizedWeights(); return WeightedMath._calculateInvariant(normalizedWeights, balances); } // Swap Hooks function onSwap( SwapRequest memory request, uint256 balanceTokenIn, uint256 balanceTokenOut ) public virtual override whenNotPaused onlyVault(request.poolId) returns (uint256) { bool tokenInIsToken0 = request.tokenIn == _token0; uint256 scalingFactorTokenIn = _scalingFactor(tokenInIsToken0); uint256 scalingFactorTokenOut = _scalingFactor(!tokenInIsToken0); uint256 normalizedWeightIn = _normalizedWeights(tokenInIsToken0); uint256 normalizedWeightOut = _normalizedWeights(!tokenInIsToken0); // All token amounts are upscaled. balanceTokenIn = _upscale(balanceTokenIn, scalingFactorTokenIn); balanceTokenOut = _upscale(balanceTokenOut, scalingFactorTokenOut); if (request.kind == IVault.SwapKind.GIVEN_IN) { // Fees are subtracted before scaling, to reduce the complexity of the rounding direction analysis. // This is amount - fee amount, so we round up (favoring a higher fee amount). uint256 feeAmount = request.amount.mulUp(getSwapFeePercentage()); request.amount = _upscale(request.amount.sub(feeAmount), scalingFactorTokenIn); uint256 amountOut = _onSwapGivenIn(request, balanceTokenIn, balanceTokenOut, normalizedWeightIn, normalizedWeightOut); // amountOut tokens are exiting the Pool, so we round down. return _downscaleDown(amountOut, scalingFactorTokenOut); } else { request.amount = _upscale(request.amount, scalingFactorTokenOut); uint256 amountIn = _onSwapGivenOut(request, balanceTokenIn, balanceTokenOut, normalizedWeightIn, normalizedWeightOut); // amountIn tokens are entering the Pool, so we round up. amountIn = _downscaleUp(amountIn, scalingFactorTokenIn); // Fees are added after scaling happens, to reduce the complexity of the rounding direction analysis. // This is amount + fee amount, so we round up (favoring a higher fee amount). return amountIn.divUp(getSwapFeePercentage().complement()); } } function _onSwapGivenIn( SwapRequest memory swapRequest, uint256 currentBalanceTokenIn, uint256 currentBalanceTokenOut, uint256 normalizedWeightIn, uint256 normalizedWeightOut ) internal pure virtual returns (uint256) { // Swaps are disabled while the contract is paused. return WeightedMath._calcOutGivenIn(currentBalanceTokenIn, normalizedWeightIn, currentBalanceTokenOut, normalizedWeightOut, swapRequest.amount); } function _onSwapGivenOut( SwapRequest memory swapRequest, uint256 currentBalanceTokenIn, uint256 currentBalanceTokenOut, uint256 normalizedWeightIn, uint256 normalizedWeightOut ) internal pure virtual returns (uint256) { // Swaps are disabled while the contract is paused. return WeightedMath._calcInGivenOut(currentBalanceTokenIn, normalizedWeightIn, currentBalanceTokenOut, normalizedWeightOut, swapRequest.amount); } // Join Hook function onJoinPool( bytes32 poolId, address sender, address recipient, uint256[] memory balances, uint256 lastChangeBlock, uint256 protocolSwapFeePercentage, bytes memory userData ) public virtual override onlyVault(poolId) whenNotPaused returns (uint256[] memory amountsIn, uint256[] memory dueProtocolFeeAmounts) { // All joins, including initializations, are disabled while the contract is paused. uint256 bptAmountOut; if (totalSupply() == 0) { (bptAmountOut, amountsIn) = _onInitializePool(poolId, sender, recipient, userData); // On initialization, we lock _MINIMUM_BPT 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 >= _MINIMUM_BPT, Errors.MINIMUM_BPT); _mintPoolTokens(address(0), _MINIMUM_BPT); _mintPoolTokens(recipient, bptAmountOut - _MINIMUM_BPT); // amountsIn are amounts entering the Pool, so we round up. _downscaleUpArray(amountsIn); // There are no due protocol fee amounts during initialization dueProtocolFeeAmounts = new uint256[](2); } else { _upscaleArray(balances); (bptAmountOut, amountsIn, dueProtocolFeeAmounts) = _onJoinPool( poolId, sender, recipient, balances, lastChangeBlock, protocolSwapFeePercentage, 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); // dueProtocolFeeAmounts are amounts exiting the Pool, so we round down. _downscaleDownArray(dueProtocolFeeAmounts); } } /** * @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 _MINIMUM_BPT, 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, address, address, bytes memory userData ) internal virtual returns (uint256, uint256[] memory) { BaseWeightedPool.JoinKind kind = userData.joinKind(); _require(kind == BaseWeightedPool.JoinKind.INIT, Errors.UNINITIALIZED); uint256[] memory amountsIn = userData.initialAmountsIn(); InputHelpers.ensureInputLengthMatch(amountsIn.length, 2); _upscaleArray(amountsIn); uint256[] memory normalizedWeights = _normalizedWeights(); uint256 invariantAfterJoin = WeightedMath._calculateInvariant(normalizedWeights, amountsIn); // Set the initial BPT to the value of the invariant times the number of tokens. This makes BPT supply more // consistent in Pools with similar compositions but different number of tokens. uint256 bptAmountOut = Math.mul(invariantAfterJoin, 2); _lastInvariant = invariantAfterJoin; return (bptAmountOut, 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, address, address, uint256[] memory balances, uint256, uint256 protocolSwapFeePercentage, bytes memory userData ) internal virtual returns ( uint256, uint256[] memory, uint256[] memory ) { uint256[] memory normalizedWeights = _normalizedWeights(); // Due protocol swap fee amounts are computed by measuring the growth of the invariant between the previous join // or exit event and now - the invariant's growth is due exclusively to swap fees. This avoids spending gas // computing them on each individual swap uint256 invariantBeforeJoin = WeightedMath._calculateInvariant(normalizedWeights, balances); uint256[] memory dueProtocolFeeAmounts = _getDueProtocolFeeAmounts( balances, normalizedWeights, _lastInvariant, invariantBeforeJoin, protocolSwapFeePercentage ); // Update current balances by subtracting the protocol fee amounts _mutateAmounts(balances, dueProtocolFeeAmounts, GyroFixedPoint.sub); (uint256 bptAmountOut, uint256[] memory amountsIn) = _doJoin(balances, normalizedWeights, userData); // Update the invariant with the balances the Pool will have after the join, in order to compute the // protocol swap fee amounts due in future joins and exits. _mutateAmounts(balances, amountsIn, GyroFixedPoint.add); _lastInvariant = WeightedMath._calculateInvariant(normalizedWeights, balances); return (bptAmountOut, amountsIn, dueProtocolFeeAmounts); } function _doJoin( uint256[] memory balances, uint256[] memory normalizedWeights, bytes memory userData ) internal view virtual returns (uint256, uint256[] memory) { BaseWeightedPool.JoinKind kind = userData.joinKind(); if (kind == BaseWeightedPool.JoinKind.EXACT_TOKENS_IN_FOR_BPT_OUT) { return _joinExactTokensInForBPTOut(balances, normalizedWeights, userData); } else if (kind == BaseWeightedPool.JoinKind.TOKEN_IN_FOR_EXACT_BPT_OUT) { return _joinTokenInForExactBPTOut(balances, normalizedWeights, userData); } else if (kind == BaseWeightedPool.JoinKind.ALL_TOKENS_IN_FOR_EXACT_BPT_OUT) { return _joinAllTokensInForExactBPTOut(balances, userData); } else { _revert(Errors.UNHANDLED_JOIN_KIND); } } function _joinExactTokensInForBPTOut( uint256[] memory balances, uint256[] memory normalizedWeights, bytes memory userData ) private view returns (uint256, uint256[] memory) { (uint256[] memory amountsIn, uint256 minBPTAmountOut) = userData.exactTokensInForBptOut(); InputHelpers.ensureInputLengthMatch(amountsIn.length, 2); _upscaleArray(amountsIn); (uint256 bptAmountOut, ) = WeightedMath._calcBptOutGivenExactTokensIn( balances, normalizedWeights, amountsIn, totalSupply(), getSwapFeePercentage() ); _require(bptAmountOut >= minBPTAmountOut, Errors.BPT_OUT_MIN_AMOUNT); return (bptAmountOut, amountsIn); } function _joinTokenInForExactBPTOut( uint256[] memory balances, uint256[] memory normalizedWeights, bytes memory userData ) private view returns (uint256, uint256[] memory) { (uint256 bptAmountOut, uint256 tokenIndex) = userData.tokenInForExactBptOut(); // Note that there is no maximum amountIn parameter: this is handled by `IVault.joinPool`. _require(tokenIndex < 2, Errors.OUT_OF_BOUNDS); uint256[] memory amountsIn = new uint256[](2); (amountsIn[tokenIndex], ) = WeightedMath._calcTokenInGivenExactBptOut( balances[tokenIndex], normalizedWeights[tokenIndex], bptAmountOut, totalSupply(), getSwapFeePercentage() ); return (bptAmountOut, amountsIn); } function _joinAllTokensInForExactBPTOut(uint256[] memory balances, bytes memory userData) internal view virtual returns (uint256, uint256[] memory) { uint256 bptAmountOut = userData.allTokensInForExactBptOut(); // Note that there is no maximum amountsIn parameter: this is handled by `IVault.joinPool`. uint256[] memory amountsIn = WeightedMath._calcAllTokensInGivenExactBptOut(balances, bptAmountOut, totalSupply()); return (bptAmountOut, amountsIn); } // Exit Hook function onExitPool( bytes32 poolId, address sender, address recipient, uint256[] memory balances, uint256 lastChangeBlock, uint256 protocolSwapFeePercentage, bytes memory userData ) public virtual override onlyVault(poolId) returns (uint256[] memory, uint256[] memory) { _upscaleArray(balances); (uint256 bptAmountIn, uint256[] memory amountsOut, uint256[] memory dueProtocolFeeAmounts) = _onExitPool( poolId, sender, recipient, balances, lastChangeBlock, protocolSwapFeePercentage, userData ); // Note we no longer use `balances` after calling `_onExitPool`, which may mutate it. _burnPoolTokens(sender, bptAmountIn); // Both amountsOut and dueProtocolFeeAmounts are amounts exiting the Pool, so we round down. _downscaleDownArray(amountsOut); _downscaleDownArray(dueProtocolFeeAmounts); return (amountsOut, dueProtocolFeeAmounts); } /** * @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, address, address, uint256[] memory balances, uint256 lastChangeBlock, uint256 protocolSwapFeePercentage, bytes memory userData ) internal virtual returns ( uint256 bptAmountIn, uint256[] memory amountsOut, uint256[] memory dueProtocolFeeAmounts ) { // Exits are not completely disabled while the contract is paused: proportional exits (exact BPT in for tokens // out) remain functional. uint256[] memory normalizedWeights = _normalizedWeights(); if (_isNotPaused()) { // Due protocol swap fee amounts are computed by measuring the growth of the invariant between the previous // join or exit event and now - the invariant's growth is due exclusively to swap fees. This avoids // spending gas calculating the fees on each individual swap. uint256 invariantBeforeExit = WeightedMath._calculateInvariant(normalizedWeights, balances); dueProtocolFeeAmounts = _getDueProtocolFeeAmounts( balances, normalizedWeights, _lastInvariant, invariantBeforeExit, protocolSwapFeePercentage ); // Update current balances by subtracting the protocol fee amounts _mutateAmounts(balances, dueProtocolFeeAmounts, GyroFixedPoint.sub); } else { // If the contract is paused, swap protocol fee amounts are not charged // to avoid extra calculations and reduce the potential for errors. dueProtocolFeeAmounts = new uint256[](2); } (bptAmountIn, amountsOut) = _doExit(balances, normalizedWeights, userData); // Update the invariant with the balances the Pool will have after the exit, in order to compute the // protocol swap fees due in future joins and exits. _mutateAmounts(balances, amountsOut, GyroFixedPoint.sub); _lastInvariant = WeightedMath._calculateInvariant(normalizedWeights, balances); return (bptAmountIn, amountsOut, dueProtocolFeeAmounts); } function _doExit( uint256[] memory balances, uint256[] memory normalizedWeights, bytes memory userData ) internal view virtual returns (uint256, uint256[] memory) { BaseWeightedPool.ExitKind kind = userData.exitKind(); if (kind == BaseWeightedPool.ExitKind.EXACT_BPT_IN_FOR_ONE_TOKEN_OUT) { return _exitExactBPTInForTokenOut(balances, normalizedWeights, userData); } else if (kind == BaseWeightedPool.ExitKind.EXACT_BPT_IN_FOR_TOKENS_OUT) { return _exitExactBPTInForTokensOut(balances, userData); } else if (kind == BaseWeightedPool.ExitKind.BPT_IN_FOR_EXACT_TOKENS_OUT) { return _exitBPTInForExactTokensOut(balances, normalizedWeights, userData); } else { _revert(Errors.UNHANDLED_EXIT_KIND); } } function _exitExactBPTInForTokenOut( uint256[] memory balances, uint256[] memory normalizedWeights, bytes memory userData ) private view whenNotPaused returns (uint256, uint256[] memory) { // This exit function is disabled if the contract is paused. (uint256 bptAmountIn, uint256 tokenIndex) = userData.exactBptInForTokenOut(); // Note that there is no minimum amountOut parameter: this is handled by `IVault.exitPool`. _require(tokenIndex < 2, Errors.OUT_OF_BOUNDS); // We exit in a single token, so we initialize amountsOut with zeros uint256[] memory amountsOut = new uint256[](2); // And then assign the result to the selected token (amountsOut[tokenIndex], ) = WeightedMath._calcTokenOutGivenExactBptIn( balances[tokenIndex], normalizedWeights[tokenIndex], bptAmountIn, totalSupply(), getSwapFeePercentage() ); return (bptAmountIn, amountsOut); } function _exitExactBPTInForTokensOut(uint256[] memory balances, bytes memory userData) internal view virtual returns (uint256, uint256[] memory) { // This exit function is the only one that is not disabled if the contract is paused: it remains unrestricted // in an attempt to provide users with a mechanism to retrieve their tokens in case of an emergency. // This particular exit function is the only one that remains available because it is the simplest one, and // therefore the one with the lowest likelihood of errors. uint256 bptAmountIn = userData.exactBptInForTokensOut(); // Note that there is no minimum amountOut parameter: this is handled by `IVault.exitPool`. uint256[] memory amountsOut = WeightedMath._calcTokensOutGivenExactBptIn(balances, bptAmountIn, totalSupply()); return (bptAmountIn, amountsOut); } function _exitBPTInForExactTokensOut( uint256[] memory balances, uint256[] memory normalizedWeights, bytes memory userData ) private view whenNotPaused returns (uint256, uint256[] memory) { // This exit function is disabled if the contract is paused. (uint256[] memory amountsOut, uint256 maxBPTAmountIn) = userData.bptInForExactTokensOut(); InputHelpers.ensureInputLengthMatch(amountsOut.length, 2); _upscaleArray(amountsOut); (uint256 bptAmountIn, ) = WeightedMath._calcBptInGivenExactTokensOut( balances, normalizedWeights, amountsOut, totalSupply(), getSwapFeePercentage() ); _require(bptAmountIn <= maxBPTAmountIn, Errors.BPT_IN_MAX_AMOUNT); return (bptAmountIn, amountsOut); } /** @dev Applies the reverse of the internal scaling rate to the relative spot price. */ function _adjustPrice(uint256 spotPrice) internal view virtual returns (uint256) { return spotPrice; } // Query functions /** * @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 returns (uint256 bptOut, uint256[] memory amountsIn) { InputHelpers.ensureInputLengthMatch(balances.length, 2); _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); } /** * @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 returns (uint256 bptIn, uint256[] memory amountsOut) { InputHelpers.ensureInputLengthMatch(balances.length, 2); _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); } // Helpers function _getDueProtocolFeeAmounts( uint256[] memory balances, uint256[] memory normalizedWeights, uint256 previousInvariant, uint256 currentInvariant, uint256 protocolSwapFeePercentage ) internal view virtual returns (uint256[] memory) { // Initialize with zeros uint256[] memory dueProtocolFeeAmounts = new uint256[](2); // Early return if the protocol swap fee percentage is zero, saving gas. if (protocolSwapFeePercentage == 0) { return dueProtocolFeeAmounts; } // The protocol swap fees are always paid using the token with the largest weight in the Pool. As this is the // token that is expected to have the largest balance, using it to pay fees should not unbalance the Pool. dueProtocolFeeAmounts[_maxWeightTokenIndex] = WeightedMath._calcDueTokenProtocolSwapFeeAmount( balances[_maxWeightTokenIndex], normalizedWeights[_maxWeightTokenIndex], previousInvariant, currentInvariant, protocolSwapFeePercentage ); return dueProtocolFeeAmounts; } /** * @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 ) internal pure { toMutate[0] = mutation(toMutate[0], arguments[0]); toMutate[1] = mutation(toMutate[1], arguments[1]); } /** * @dev This function returns the appreciation of one BPT relative to the * underlying tokens. This starts at 1 when the pool is created and grows over time */ function getRate() public view returns (uint256) { // The initial BPT supply is equal to the invariant times the number of tokens. return Math.mul(getInvariant(), 2).divDown(totalSupply()); } // Scaling /** * @dev Returns a scaling factor that, when multiplied to a token amount for `token`, normalizes its balance as if * it had 18 decimals. The scaling factor itself is 18-decimal FixedPoint, so needs to be multiplied via * `mulDown()` or `mulUp()`, not "*". */ function _computeScalingFactor(IERC20 token) private view returns (uint256) { // 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 10**decimalsDifference * GyroFixedPoint.ONE; } /** * @dev Returns the scaling factor for one of the Pool's tokens. Reverts if `token` is not a token registered by the * Pool. The scaling factor is an 18-decimal FixedPoint number. */ function _scalingFactor(bool token0) internal view virtual returns (uint256) { return token0 ? _scalingFactor0 : _scalingFactor1; } /** * @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) { return GyroFixedPoint.mulDown(amount, scalingFactor); } /** * @dev Same as `_upscale`, but for an entire array (of two elements). This function does not return anything, but * instead *mutates* the `amounts` array. */ function _upscaleArray(uint256[] memory amounts) internal view { amounts[0] = GyroFixedPoint.mulDown(amounts[0], _scalingFactor(true)); amounts[1] = GyroFixedPoint.mulDown(amounts[1], _scalingFactor(false)); } /** * @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 GyroFixedPoint.divDown(amount, scalingFactor); } /** * @dev Same as `_downscaleDown`, but for an entire array (of two elements). This function does not return anything, * but instead *mutates* the `amounts` array. */ function _downscaleDownArray(uint256[] memory amounts) internal view { amounts[0] = GyroFixedPoint.divDown(amounts[0], _scalingFactor(true)); amounts[1] = GyroFixedPoint.divDown(amounts[1], _scalingFactor(false)); } /** * @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 GyroFixedPoint.divUp(amount, scalingFactor); } /** * @dev Same as `_downscaleUp`, but for an entire array (of two elements). This function does not return anything, * but instead *mutates* the `amounts` array. */ function _downscaleUpArray(uint256[] memory amounts) internal view { amounts[0] = GyroFixedPoint.divUp(amounts[0], _scalingFactor(true)); amounts[1] = GyroFixedPoint.divUp(amounts[1], _scalingFactor(false)); } 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, bytes memory) internal returns (uint256, uint256[] memory, uint256[] memory) _action, function(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 { _upscaleArray(balances); (uint256 bptAmount, uint256[] memory tokenAmounts, ) = _action( poolId, sender, recipient, balances, lastChangeBlock, protocolSwapFeePercentage, userData ); _downscaleArray(tokenAmounts); // 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 length, and the error signature. revert(start, add(size, 68)) } } } } // SPDX-License-Identifier: LicenseRef-Gyro-1.0 // for information on licensing please see the README in the GitHub repository <https://github.com/gyrostable/concentrated-lps>. pragma solidity 0.7.6; pragma experimental ABIEncoderV2; // import "@balancer-labs/v2-solidity-utils/contracts/math/FixedPoint.sol"; import "../../libraries/GyroFixedPoint.sol"; import "../../libraries/GyroErrors.sol"; import "../../libraries/SignedFixedPoint.sol"; import "../../libraries/GyroPoolMath.sol"; import "./GyroECLPPoolErrors.sol"; import "@balancer-labs/v2-solidity-utils/contracts/math/Math.sol"; import "@balancer-labs/v2-solidity-utils/contracts/helpers/InputHelpers.sol"; import "@openzeppelin/contracts/utils/SafeCast.sol"; // solhint-disable private-vars-leading-underscore /** @dev ECLP math library. Pretty much a direct translation of the python version (see `tests/`). * We use *signed* values here because some of the intermediate results can be negative (e.g. coordinates of points in * the untransformed circle, "prices" in the untransformed circle). */ library GyroECLPMath { uint256 internal constant ONEHALF = 0.5e18; int256 internal constant ONE = 1e18; // 18 decimal places int256 internal constant ONE_XP = 1e38; // 38 decimal places using SignedFixedPoint for int256; using GyroFixedPoint for uint256; using SafeCast for uint256; using SafeCast for int256; // Anti-overflow limits: Params and DerivedParams (static, only needs to be checked on pool creation) int256 internal constant _ROTATION_VECTOR_NORM_ACCURACY = 1e3; // 1e-15 in normal precision int256 internal constant _MAX_STRETCH_FACTOR = 1e26; // 1e8 in normal precision int256 internal constant _DERIVED_TAU_NORM_ACCURACY_XP = 1e23; // 1e-15 in extra precision int256 internal constant _MAX_INV_INVARIANT_DENOMINATOR_XP = 1e43; // 1e5 in extra precision int256 internal constant _DERIVED_DSQ_NORM_ACCURACY_XP = 1e23; // 1e-15 in extra precision // Anti-overflow limits: Dynamic values (checked before operations that use them) int256 internal constant _MAX_BALANCES = 1e34; // 1e16 in normal precision int256 internal constant _MAX_INVARIANT = 3e37; // 3e19 in normal precision // Note that all t values (not tp or tpp) could consist of uint's, as could all Params. But it's complicated to // convert all the time, so we make them all signed. We also store all intermediate values signed. An exception are // the functions that are used by the contract b/c there the values are stored unsigned. struct Params { // Price bounds (lower and upper). 0 < alpha < beta int256 alpha; int256 beta; // Rotation vector: // phi in (-90 degrees, 0] is the implicit rotation vector. It's stored as a point: int256 c; // c = cos(-phi) >= 0. rounded to 18 decimals int256 s; // s = sin(-phi) >= 0. rounded to 18 decimals // Invariant: c^2 + s^2 == 1, i.e., the point (c, s) is normalized. // due to rounding, this may not = 1. The term dSq in DerivedParams corrects for this in extra precision // Stretching factor: int256 lambda; // lambda >= 1 where lambda == 1 is the circle. } // terms in this struct are stored in extra precision (38 decimals) with final decimal rounded down struct DerivedParams { Vector2 tauAlpha; Vector2 tauBeta; int256 u; // from (A chi)_y = lambda * u + v int256 v; // from (A chi)_y = lambda * u + v int256 w; // from (A chi)_x = w / lambda + z int256 z; // from (A chi)_x = w / lambda + z int256 dSq; // error in c^2 + s^2 = dSq, used to correct errors in c, s, tau, u,v,w,z calculations //int256 dAlpha; // normalization constant for tau(alpha) //int256 dBeta; // normalization constant for tau(beta) } struct Vector2 { int256 x; int256 y; } struct QParams { int256 a; int256 b; int256 c; } /** @dev Enforces limits and approximate normalization of the rotation vector. */ function validateParams(Params memory params) internal pure { _grequire(0 <= params.s && params.s <= ONE, GyroECLPPoolErrors.ROTATION_VECTOR_WRONG); _grequire(0 <= params.c && params.c <= ONE, GyroECLPPoolErrors.ROTATION_VECTOR_WRONG); Vector2 memory sc = Vector2(params.s, params.c); int256 scnorm2 = scalarProd(sc, sc); // squared norm _grequire( ONE - _ROTATION_VECTOR_NORM_ACCURACY <= scnorm2 && scnorm2 <= ONE + _ROTATION_VECTOR_NORM_ACCURACY, GyroECLPPoolErrors.ROTATION_VECTOR_NOT_NORMALIZED ); _grequire(0 <= params.lambda && params.lambda <= _MAX_STRETCH_FACTOR, GyroECLPPoolErrors.STRETCHING_FACTOR_WRONG); } /** @dev Enforces limits and approximate normalization of the derived values. Does NOT check for internal consistency of 'derived' with 'params'. */ function validateDerivedParamsLimits(Params memory params, DerivedParams memory derived) external pure { int256 norm2; norm2 = scalarProdXp(derived.tauAlpha, derived.tauAlpha); _grequire( ONE_XP - _DERIVED_TAU_NORM_ACCURACY_XP <= norm2 && norm2 <= ONE_XP + _DERIVED_TAU_NORM_ACCURACY_XP, GyroECLPPoolErrors.DERIVED_TAU_NOT_NORMALIZED ); norm2 = scalarProdXp(derived.tauBeta, derived.tauBeta); _grequire( ONE_XP - _DERIVED_TAU_NORM_ACCURACY_XP <= norm2 && norm2 <= ONE_XP + _DERIVED_TAU_NORM_ACCURACY_XP, GyroECLPPoolErrors.DERIVED_TAU_NOT_NORMALIZED ); _grequire(derived.u <= ONE_XP, GyroECLPPoolErrors.DERIVED_UVWZ_WRONG); _grequire(derived.v <= ONE_XP, GyroECLPPoolErrors.DERIVED_UVWZ_WRONG); _grequire(derived.w <= ONE_XP, GyroECLPPoolErrors.DERIVED_UVWZ_WRONG); _grequire(derived.z <= ONE_XP, GyroECLPPoolErrors.DERIVED_UVWZ_WRONG); _grequire( ONE_XP - _DERIVED_DSQ_NORM_ACCURACY_XP <= derived.dSq && derived.dSq <= ONE_XP + _DERIVED_DSQ_NORM_ACCURACY_XP, GyroECLPPoolErrors.DERIVED_DSQ_WRONG ); // NB No anti-overflow checks are required given the checks done above and in validateParams(). int256 mulDenominator = ONE_XP.divXpU(calcAChiAChiInXp(params, derived) - ONE_XP); _grequire(mulDenominator <= _MAX_INV_INVARIANT_DENOMINATOR_XP, GyroECLPPoolErrors.INVARIANT_DENOMINATOR_WRONG); } function scalarProd(Vector2 memory t1, Vector2 memory t2) internal pure returns (int256 ret) { ret = t1.x.mulDownMag(t2.x).add(t1.y.mulDownMag(t2.y)); } /// @dev scalar product for extra-precision values function scalarProdXp(Vector2 memory t1, Vector2 memory t2) internal pure returns (int256 ret) { ret = t1.x.mulXp(t2.x).add(t1.y.mulXp(t2.y)); } // "Methods" for Params. We could put these into a separate library and import them via 'using' to get method call // syntax. /** @dev Calculate A t where A is given in Section 2.2 * This is reversing rotation and scaling of the ellipse (mapping back to circle) */ function mulA(Params memory params, Vector2 memory tp) internal pure returns (Vector2 memory t) { // NB: This function is only used inside calculatePrice(). This is why we can make two simplifications: // 1. We don't correct for precision of s, c using d.dSq because that level of precision is not important in this context. // 2. We don't need to check for over/underflow b/c these are impossible in that context and given the (checked) assumptions on the various values. t.x = params.c.mulDownMagU(tp.x).divDownMagU(params.lambda) - params.s.mulDownMagU(tp.y).divDownMagU(params.lambda); t.y = params.s.mulDownMagU(tp.x) + params.c.mulDownMagU(tp.y); } /** @dev Calculate virtual offset a given invariant r. * See calculation in Section 2.1.2 Computing reserve offsets * Note that, in contrast to virtual reserve offsets in CPMM, these are *subtracted* from the real * reserves, moving the curve to the upper-right. They can be positive or negative, but not both can be negative. * Calculates a = r*(A^{-1}tau(beta))_x rounding up in signed direction * Notice that error in r is scaled by lambda, and so rounding direction is important */ function virtualOffset0( Params memory p, DerivedParams memory d, Vector2 memory r // overestimate in x component, underestimate in y ) internal pure returns (int256 a) { // a = r lambda c tau(beta)_x + rs tau(beta)_y // account for 1 factors of dSq (2 s,c factors) int256 termXp = d.tauBeta.x.divXpU(d.dSq); a = d.tauBeta.x > 0 ? r.x.mulUpMagU(p.lambda).mulUpMagU(p.c).mulUpXpToNpU(termXp) : r.y.mulDownMagU(p.lambda).mulDownMagU(p.c).mulUpXpToNpU(termXp); // use fact that tau(beta)_y > 0, so the required rounding direction is clear. a = a + r.x.mulUpMagU(p.s).mulUpXpToNpU(d.tauBeta.y.divXpU(d.dSq)); } /** @dev calculate virtual offset b given invariant r. * Calculates b = r*(A^{-1}tau(alpha))_y rounding up in signed direction */ function virtualOffset1( Params memory p, DerivedParams memory d, Vector2 memory r // overestimate in x component, underestimate in y ) internal pure returns (int256 b) { // b = -r \\lambda s tau(alpha)_x + rc tau(alpha)_y // account for 1 factors of dSq (2 s,c factors) int256 termXp = d.tauAlpha.x.divXpU(d.dSq); b = (d.tauAlpha.x < 0) ? r.x.mulUpMagU(p.lambda).mulUpMagU(p.s).mulUpXpToNpU(-termXp) : (-r.y).mulDownMagU(p.lambda).mulDownMagU(p.s).mulUpXpToNpU(termXp); // use fact that tau(alpha)_y > 0, so the required rounding direction is clear. b = b + r.x.mulUpMagU(p.c).mulUpXpToNpU(d.tauAlpha.y.divXpU(d.dSq)); } /** Maximal value for the real reserves x when the respective other balance is 0 for given invariant * See calculation in Section 2.1.2. Calculation is ordered here for precision, but error in r is magnified by lambda * Rounds down in signed direction */ function maxBalances0( Params memory p, DerivedParams memory d, Vector2 memory r // overestimate in x-component, underestimate in y-component ) internal pure returns (int256 xp) { // x^+ = r lambda c (tau(beta)_x - tau(alpha)_x) + rs (tau(beta)_y - tau(alpha)_y) // account for 1 factors of dSq (2 s,c factors) int256 termXp1 = (d.tauBeta.x - d.tauAlpha.x).divXpU(d.dSq); // note tauBeta.x > tauAlpha.x, so this is > 0 and rounding direction is clear int256 termXp2 = (d.tauBeta.y - d.tauAlpha.y).divXpU(d.dSq); // note this may be negative, but since tauBeta.y, tauAlpha.y >= 0, it is always in [-1, 1]. xp = r.y.mulDownMagU(p.lambda).mulDownMagU(p.c).mulDownXpToNpU(termXp1); xp = xp + (termXp2 > 0 ? r.y.mulDownMagU(p.s) : r.x.mulUpMagU(p.s)).mulDownXpToNpU(termXp2); } /** Maximal value for the real reserves y when the respective other balance is 0 for given invariant * See calculation in Section 2.1.2. Calculation is ordered here for precision, but erorr in r is magnified by lambda * Rounds down in signed direction */ function maxBalances1( Params memory p, DerivedParams memory d, Vector2 memory r // overestimate in x-component, underestimate in y-component ) internal pure returns (int256 yp) { // y^+ = r lambda s (tau(beta)_x - tau(alpha)_x) + rc (tau(alpha)_y - tau(beta)_y) // account for 1 factors of dSq (2 s,c factors) int256 termXp1 = (d.tauBeta.x - d.tauAlpha.x).divXpU(d.dSq); // note tauBeta.x > tauAlpha.x int256 termXp2 = (d.tauAlpha.y - d.tauBeta.y).divXpU(d.dSq); yp = r.y.mulDownMagU(p.lambda).mulDownMagU(p.s).mulDownXpToNpU(termXp1); yp = yp + (termXp2 > 0 ? r.y.mulDownMagU(p.c) : r.x.mulUpMagU(p.c)).mulDownXpToNpU(termXp2); } /** @dev Compute the invariant 'r' corresponding to the given values. The invariant can't be negative, but * we use a signed value to store it because all the other calculations are happening with signed ints, too. * Computes r according to Prop 13 in 2.2.1 Initialization from Real Reserves * orders operations to achieve best precision * Returns an underestimate and a bound on error size. * Enforces anti-overflow limits on balances and the computed invariant in the process. */ function calculateInvariantWithError( uint256[] memory balances, Params memory params, DerivedParams memory derived ) public pure returns (int256, int256) { (int256 x, int256 y) = (balances[0].toInt256(), balances[1].toInt256()); _grequire(x.add(y) <= _MAX_BALANCES, GyroECLPPoolErrors.MAX_ASSETS_EXCEEDED); int256 AtAChi = calcAtAChi(x, y, params, derived); (int256 sqrt, int256 err) = calcInvariantSqrt(x, y, params, derived); // calculate the error in the square root term, separates cases based on sqrt >= 1/2 // somedayTODO: can this be improved for cases of large balances (when xp error magnifies to np) // Note: the minimum non-zero value of sqrt is 1e-9 since the minimum argument is 1e-18 if (sqrt > 0) { // err + 1 to account for O(eps_np) term ignored before err = (err + 1).divUpMagU(2 * sqrt); } else { // in the false case here, the extra precision error does not magnify, and so the error inside the sqrt is O(1e-18) // somedayTODO: The true case will almost surely never happen (can it be removed) err = err > 0 ? GyroPoolMath._sqrt(err.toUint256(), 5).toInt256() : 1e9; } // calculate the error in the numerator, scale the error by 20 to be sure all possible terms accounted for err = ((params.lambda.mulUpMagU(x + y) / ONE_XP) + err + 1) * 20; // A chi \\cdot A chi > 1, so round it up to round denominator up // denominator uses extra precision, so we do * 1/denominator so we are sure the calculation doesn't overflow int256 mulDenominator = ONE_XP.divXpU(calcAChiAChiInXp(params, derived) - ONE_XP); // NOTE: Anti-overflow limits on mulDenominator are checked on contract creation. // as alternative, could do, but could overflow: invariant = (AtAChi.add(sqrt) - err).divXp(denominator); int256 invariant = (AtAChi + sqrt - err).mulDownXpToNpU(mulDenominator); // error scales if denominator is small // NB: This error calculation computes the error in the expression "numerator / denominator", but in this code // we actually use the formula "numerator * (1 / denominator)" to compute the invariant. This affects this line // and the one below. err = err.mulUpXpToNpU(mulDenominator); // account for relative error due to error in the denominator // error in denominator is O(epsilon) if lambda<1e11, scale up by 10 to be sure we catch it, and add O(eps) // error in denominator is lambda^2 * 2e-37 and scales relative to the result / denominator // Scale by a constant to account for errors in the scaling factor itself and limited compounding. // calculating lambda^2 w/o decimals so that the calculation will never overflow, the lost precision isn't important err = err + ((invariant.mulUpXpToNpU(mulDenominator) * ((params.lambda * params.lambda) / 1e36)) * 40) / ONE_XP + 1; _grequire(invariant.add(err) <= _MAX_INVARIANT, GyroECLPPoolErrors.MAX_INVARIANT_EXCEEDED); return (invariant, err); } function calculateInvariant( uint256[] memory balances, Params memory params, DerivedParams memory derived ) external pure returns (uint256 uinvariant) { (int256 invariant, ) = calculateInvariantWithError(balances, params, derived); uinvariant = invariant.toUint256(); } /// @dev calculate At \\cdot A chi, ignores rounding direction. We will later compensate for the rounding error. function calcAtAChi( int256 x, int256 y, Params memory p, DerivedParams memory d ) internal pure returns (int256 val) { // to save gas, pre-compute dSq^2 as it will be used 3 times int256 dSq2 = d.dSq.mulXpU(d.dSq); // (cx - sy) * (w/lambda + z) / lambda // account for 2 factors of dSq (4 s,c factors) int256 termXp = (d.w.divDownMagU(p.lambda) + d.z).divDownMagU(p.lambda).divXpU(dSq2); val = (x.mulDownMagU(p.c) - y.mulDownMagU(p.s)).mulDownXpToNpU(termXp); // (x lambda s + y lambda c) * u, note u > 0 int256 termNp = x.mulDownMagU(p.lambda).mulDownMagU(p.s) + y.mulDownMagU(p.lambda).mulDownMagU(p.c); val = val + termNp.mulDownXpToNpU(d.u.divXpU(dSq2)); // (sx+cy) * v, note v > 0 termNp = x.mulDownMagU(p.s) + y.mulDownMagU(p.c); val = val + termNp.mulDownXpToNpU(d.v.divXpU(dSq2)); } /// @dev calculates A chi \\cdot A chi in extra precision /// Note: this can be >1 (and involves factor of lambda^2). We can compute it in extra precision w/o overflowing b/c it will be /// at most 38 + 16 digits (38 from decimals, 2*8 from lambda^2 if lambda=1e8) /// Since we will only divide by this later, we will not need to worry about overflow in that operation if done in the right way /// TODO: is rounding direction ok? function calcAChiAChiInXp(Params memory p, DerivedParams memory d) internal pure returns (int256 val) { // to save gas, pre-compute dSq^3 as it will be used 4 times int256 dSq3 = d.dSq.mulXpU(d.dSq).mulXpU(d.dSq); // (A chi)_y^2 = lambda^2 u^2 + lambda 2 u v + v^2 // account for 3 factors of dSq (6 s,c factors) // SOMEDAY: In these calcs, a calculated value is multiplied by lambda and lambda^2, resp, which implies some // error amplification. It's fine b/c we're doing it in extra precision here, but would still be nice if it // could be avoided, perhaps by splitting up the numbers into a high and low part. val = p.lambda.mulUpMagU((2 * d.u).mulXpU(d.v).divXpU(dSq3)); // for lambda^2 u^2 factor in rounding error in u since lambda could be big // Note: lambda^2 is multiplied at the end to be sure the calculation doesn't overflow, but this can lose some precision val = val + ((d.u + 1).mulXpU(d.u + 1).divXpU(dSq3)).mulUpMagU(p.lambda).mulUpMagU(p.lambda); // the next line converts from extre precision to normal precision post-computation while rounding up val = val + (d.v).mulXpU(d.v).divXpU(dSq3); // (A chi)_x^2 = (w/lambda + z)^2 // account for 3 factors of dSq (6 s,c factors) int256 termXp = d.w.divUpMagU(p.lambda) + d.z; val = val + termXp.mulXpU(termXp).divXpU(dSq3); } /// @dev calculate -(At)_x ^2 (A chi)_y ^2 + (At)_x ^2, rounding down in signed direction function calcMinAtxAChiySqPlusAtxSq( int256 x, int256 y, Params memory p, DerivedParams memory d ) internal pure returns (int256 val) { //////////////////////////////////////////////////////////////////////////////////// // (At)_x^2 (A chi)_y^2 = (x^2 c^2 - xy2sc + y^2 s^2) (u^2 + 2uv/lambda + v^2/lambda^2) // account for 4 factors of dSq (8 s,c factors) // // (At)_x^2 = (x^2 c^2 - xy2sc + y^2 s^2)/lambda^2 // account for 1 factor of dSq (2 s,c factors) //////////////////////////////////////////////////////////////////////////////////// int256 termNp = x.mulUpMagU(x).mulUpMagU(p.c).mulUpMagU(p.c) + y.mulUpMagU(y).mulUpMagU(p.s).mulUpMagU(p.s); termNp = termNp - x.mulDownMagU(y).mulDownMagU(p.c * 2).mulDownMagU(p.s); int256 termXp = d.u.mulXpU(d.u) + (2 * d.u).mulXpU(d.v).divDownMagU(p.lambda) + d.v.mulXpU(d.v).divDownMagU(p.lambda).divDownMagU(p.lambda); termXp = termXp.divXpU(d.dSq.mulXpU(d.dSq).mulXpU(d.dSq).mulXpU(d.dSq)); val = (-termNp).mulDownXpToNpU(termXp); // now calculate (At)_x^2 accounting for possible rounding error to round down // need to do 1/dSq in a way so that there is no overflow for large balances val = val + (termNp - 9).divDownMagU(p.lambda).divDownMagU(p.lambda).mulDownXpToNpU(SignedFixedPoint.ONE_XP.divXpU(d.dSq)); } /// @dev calculate 2(At)_x * (At)_y * (A chi)_x * (A chi)_y, ignores rounding direction // Note: this ignores rounding direction and is corrected for later function calc2AtxAtyAChixAChiy( int256 x, int256 y, Params memory p, DerivedParams memory d ) internal pure returns (int256 val) { //////////////////////////////////////////////////////////////////////////////////// // = ((x^2 - y^2)sc + yx(c^2-s^2)) * 2 * (zu + (wu + zv)/lambda + wv/lambda^2) // account for 4 factors of dSq (8 s,c factors) //////////////////////////////////////////////////////////////////////////////////// int256 termNp = (x.mulDownMagU(x) - y.mulUpMagU(y)).mulDownMagU(2 * p.c).mulDownMagU(p.s); int256 xy = y.mulDownMagU(2 * x); termNp = termNp + xy.mulDownMagU(p.c).mulDownMagU(p.c) - xy.mulDownMagU(p.s).mulDownMagU(p.s); int256 termXp = d.z.mulXpU(d.u) + d.w.mulXpU(d.v).divDownMagU(p.lambda).divDownMagU(p.lambda); termXp = termXp + (d.w.mulXpU(d.u) + d.z.mulXpU(d.v)).divDownMagU(p.lambda); termXp = termXp.divXpU(d.dSq.mulXpU(d.dSq).mulXpU(d.dSq).mulXpU(d.dSq)); val = termNp.mulDownXpToNpU(termXp); } /// @dev calculate -(At)_y ^2 (A chi)_x ^2 + (At)_y ^2, rounding down in signed direction function calcMinAtyAChixSqPlusAtySq( int256 x, int256 y, Params memory p, DerivedParams memory d ) internal pure returns (int256 val) { //////////////////////////////////////////////////////////////////////////////////// // (At)_y^2 (A chi)_x^2 = (x^2 s^2 + xy2sc + y^2 c^2) * (z^2 + 2zw/lambda + w^2/lambda^2) // account for 4 factors of dSq (8 s,c factors) // (At)_y^2 = (x^2 s^2 + xy2sc + y^2 c^2) // account for 1 factor of dSq (2 s,c factors) //////////////////////////////////////////////////////////////////////////////////// int256 termNp = x.mulUpMagU(x).mulUpMagU(p.s).mulUpMagU(p.s) + y.mulUpMagU(y).mulUpMagU(p.c).mulUpMagU(p.c); termNp = termNp + x.mulUpMagU(y).mulUpMagU(p.s * 2).mulUpMagU(p.c); int256 termXp = d.z.mulXpU(d.z) + d.w.mulXpU(d.w).divDownMagU(p.lambda).divDownMagU(p.lambda); termXp = termXp + (2 * d.z).mulXpU(d.w).divDownMagU(p.lambda); termXp = termXp.divXpU(d.dSq.mulXpU(d.dSq).mulXpU(d.dSq).mulXpU(d.dSq)); val = (-termNp).mulDownXpToNpU(termXp); // now calculate (At)_y^2 accounting for possible rounding error to round down // need to do 1/dSq in a way so that there is no overflow for large balances val = val + (termNp - 9).mulDownXpToNpU(SignedFixedPoint.ONE_XP.divXpU(d.dSq)); } /// @dev Rounds down. Also returns an estimate for the error of the term under the sqrt (!) and without the regular /// normal-precision error of O(1e-18). function calcInvariantSqrt( int256 x, int256 y, Params memory p, DerivedParams memory d ) internal pure returns (int256 val, int256 err) { val = calcMinAtxAChiySqPlusAtxSq(x, y, p, d) + calc2AtxAtyAChixAChiy(x, y, p, d); val = val + calcMinAtyAChixSqPlusAtySq(x, y, p, d); // error inside the square root is O((x^2 + y^2) * eps_xp) + O(eps_np), where eps_xp=1e-38, eps_np=1e-18 // note that in terms of rounding down, error corrects for calc2AtxAtyAChixAChiy() // however, we also use this error to correct the invariant for an overestimate in swaps, it is all the same order though // Note the O(eps_np) term will be dealt with later, so not included yet // Note that the extra precision term doesn't propagate unless balances are > 100b err = (x.mulUpMagU(x) + y.mulUpMagU(y)) / 1e38; // we will account for the error later after the square root // mathematically, terms in square root > 0, so treat as 0 if it is < 0 b/c of rounding error val = val > 0 ? GyroPoolMath._sqrt(val.toUint256(), 5).toInt256() : 0; } /** @dev Spot price of token 0 in units of token 1. * See Prop. 12 in 2.1.6 Computing Prices */ function calcSpotPrice0in1( uint256[] memory balances, Params memory params, DerivedParams memory derived, int256 invariant ) external pure returns (uint256 px) { // shift by virtual offsets to get v(t) Vector2 memory r = Vector2(invariant, invariant); // ignore r rounding for spot price, precision will be lost in TWAP anyway Vector2 memory ab = Vector2(virtualOffset0(params, derived, r), virtualOffset1(params, derived, r)); Vector2 memory vec = Vector2(balances[0].toInt256() - ab.x, balances[1].toInt256() - ab.y); // transform to circle to get Av(t) vec = mulA(params, vec); // compute prices on circle Vector2 memory pc = Vector2(vec.x.divDownMagU(vec.y), ONE); // Convert prices back to ellipse // NB: These operations check for overflow because the price pc[0] might be large when vex.y is small. // SOMEDAY I think this probably can't actually happen due to our bounds on the different values. In this case we could do this unchecked as well. int256 pgx = scalarProd(pc, mulA(params, Vector2(ONE, 0))); px = pgx.divDownMag(scalarProd(pc, mulA(params, Vector2(0, ONE)))).toUint256(); } /** @dev Check that post-swap balances obey maximal asset bounds * newBalance = post-swap balance of one asset * assetIndex gives the index of the provided asset (0 = X, 1 = Y) */ function checkAssetBounds( Params memory params, DerivedParams memory derived, Vector2 memory invariant, int256 newBal, uint8 assetIndex ) internal pure { if (assetIndex == 0) { int256 xPlus = maxBalances0(params, derived, invariant); if (!(newBal <= _MAX_BALANCES && newBal <= xPlus)) _grequire(false, GyroECLPPoolErrors.ASSET_BOUNDS_EXCEEDED); return; } { int256 yPlus = maxBalances1(params, derived, invariant); if (!(newBal <= _MAX_BALANCES && newBal <= yPlus)) _grequire(false, GyroECLPPoolErrors.ASSET_BOUNDS_EXCEEDED); } } function calcOutGivenIn( uint256[] memory balances, uint256 amountIn, bool tokenInIsToken0, Params memory params, DerivedParams memory derived, Vector2 memory invariant ) external pure returns (uint256 amountOut) { function(int256, Params memory, DerivedParams memory, Vector2 memory) pure returns (int256) calcGiven; uint8 ixIn; uint8 ixOut; if (tokenInIsToken0) { ixIn = 0; ixOut = 1; calcGiven = calcYGivenX; } else { ixIn = 1; ixOut = 0; calcGiven = calcXGivenY; } int256 balInNew = balances[ixIn].add(amountIn).toInt256(); // checked because amountIn is given by the user. checkAssetBounds(params, derived, invariant, balInNew, ixIn); int256 balOutNew = calcGiven(balInNew, params, derived, invariant); // Make sub checked as an extra check against numerical error; but this really should never happen amountOut = balances[ixOut].sub(balOutNew.toUint256()); // The above line guarantees that amountOut <= balances[ixOut]. } function calcInGivenOut( uint256[] memory balances, uint256 amountOut, bool tokenInIsToken0, Params memory params, DerivedParams memory derived, Vector2 memory invariant ) external pure returns (uint256 amountIn) { function(int256, Params memory, DerivedParams memory, Vector2 memory) pure returns (int256) calcGiven; uint8 ixIn; uint8 ixOut; if (tokenInIsToken0) { ixIn = 0; ixOut = 1; calcGiven = calcXGivenY; // this reverses compared to calcOutGivenIn } else { ixIn = 1; ixOut = 0; calcGiven = calcYGivenX; // this reverses compared to calcOutGivenIn } if (!(amountOut <= balances[ixOut])) _grequire(false, GyroECLPPoolErrors.ASSET_BOUNDS_EXCEEDED); int256 balOutNew = (balances[ixOut] - amountOut).toInt256(); int256 balInNew = calcGiven(balOutNew, params, derived, invariant); // The checks in the following two lines should really always succeed; we keep them as extra safety against numerical error. checkAssetBounds(params, derived, invariant, balInNew, ixIn); amountIn = balInNew.toUint256().sub(balances[ixIn]); } /** @dev Variables are named for calculating y given x * to calculate x given y, change x->y, s->c, c->s, a_>b, b->a, tauBeta.x -> -tauAlpha.x, tauBeta.y -> tauAlpha.y * calculates an overestimate of calculated reserve post-swap */ function solveQuadraticSwap( int256 lambda, int256 x, int256 s, int256 c, Vector2 memory r, // overestimate in x component, underestimate in y Vector2 memory ab, Vector2 memory tauBeta, int256 dSq ) internal pure returns (int256) { // x component will round up, y will round down, use extra precision Vector2 memory lamBar; lamBar.x = SignedFixedPoint.ONE_XP - SignedFixedPoint.ONE_XP.divDownMagU(lambda).divDownMagU(lambda); // Note: The following cannot become negative even with errors because we require lambda >= 1 and // divUpMag returns the exact result if the quotient is representable in 18 decimals. lamBar.y = SignedFixedPoint.ONE_XP - SignedFixedPoint.ONE_XP.divUpMagU(lambda).divUpMagU(lambda); // using qparams struct to avoid "stack too deep" QParams memory q; // shift by the virtual offsets // note that we want an overestimate of offset here so that -x'*lambar*s*c is overestimated in signed direction // account for 1 factor of dSq (2 s,c factors) int256 xp = x - ab.x; if (xp > 0) { q.b = (-xp).mulDownMagU(s).mulDownMagU(c).mulUpXpToNpU(lamBar.y.divXpU(dSq)); } else { q.b = (-xp).mulUpMagU(s).mulUpMagU(c).mulUpXpToNpU(lamBar.x.divXpU(dSq) + 1); } // x component will round up, y will round down, use extra precision // account for 1 factor of dSq (2 s,c factors) Vector2 memory sTerm; // we wil take sTerm = 1 - sTerm below, using multiple lines to avoid "stack too deep" sTerm.x = lamBar.y.mulDownMagU(s).mulDownMagU(s).divXpU(dSq); sTerm.y = lamBar.x.mulUpMagU(s); sTerm.y = sTerm.y.mulUpMagU(s).divXpU(dSq + 1) + 1; // account for rounding error in dSq, divXp sTerm = Vector2(SignedFixedPoint.ONE_XP - sTerm.x, SignedFixedPoint.ONE_XP - sTerm.y); // ^^ NB: The components of sTerm are non-negative: We only need to worry about sTerm.y. This is non-negative b/c, because of bounds on lambda lamBar <= 1 - 1e-16, and division by dSq ensures we have enough precision so that rounding errors are never magnitude 1e-16. // now compute the argument of the square root q.c = -calcXpXpDivLambdaLambda(x, r, lambda, s, c, tauBeta, dSq); q.c = q.c + r.y.mulDownMagU(r.y).mulDownXpToNpU(sTerm.y); // the square root is always being subtracted, so round it down to overestimate the end balance // mathematically, terms in square root > 0, so treat as 0 if it is < 0 b/c of rounding error q.c = q.c > 0 ? GyroPoolMath._sqrt(q.c.toUint256(), 5).toInt256() : 0; // calculate the result in q.a if (q.b - q.c > 0) { q.a = (q.b - q.c).mulUpXpToNpU(SignedFixedPoint.ONE_XP.divXpU(sTerm.y) + 1); } else { q.a = (q.b - q.c).mulUpXpToNpU(SignedFixedPoint.ONE_XP.divXpU(sTerm.x)); } // lastly, add the offset, note that we want an overestimate of offset here return q.a + ab.y; } /** @dev Calculates x'x'/λ^2 where x' = x - b = x - r (A^{-1}tau(beta))_x * calculates an overestimate * to calculate y'y', change x->y, s->c, c->s, tauBeta.x -> -tauAlpha.x, tauBeta.y -> tauAlpha.y */ function calcXpXpDivLambdaLambda( int256 x, Vector2 memory r, // overestimate in x component, underestimate in y int256 lambda, int256 s, int256 c, Vector2 memory tauBeta, int256 dSq ) internal pure returns (int256) { ////////////////////////////////////////////////////////////////////////////////// // x'x'/lambda^2 = r^2 c^2 tau(beta)_x^2 // + ( r^2 2s c tau(beta)_x tau(beta)_y - rx 2c tau(beta)_x ) / lambda // + ( r^2 s^2 tau(beta)_y^2 - rx 2s tau(beta)_y + x^2 ) / lambda^2 ////////////////////////////////////////////////////////////////////////////////// // to save gas, pre-compute dSq^2 as it will be used 3 times, and r.x^2 as it will be used 2-3 times // sqVars = (dSq^2, r.x^2) Vector2 memory sqVars = Vector2(dSq.mulXpU(dSq), r.x.mulUpMagU(r.x)); QParams memory q; // for working terms // q.a = r^2 s 2c tau(beta)_x tau(beta)_y // account for 2 factors of dSq (4 s,c factors) int256 termXp = tauBeta.x.mulXpU(tauBeta.y).divXpU(sqVars.x); if (termXp > 0) { q.a = sqVars.y.mulUpMagU(2 * s); q.a = q.a.mulUpMagU(c).mulUpXpToNpU(termXp + 7); // +7 account for rounding in termXp } else { q.a = r.y.mulDownMagU(r.y).mulDownMagU(2 * s); q.a = q.a.mulDownMagU(c).mulUpXpToNpU(termXp); } // -rx 2c tau(beta)_x // account for 1 factor of dSq (2 s,c factors) if (tauBeta.x < 0) { // +3 account for rounding in extra precision terms q.b = r.x.mulUpMagU(x).mulUpMagU(2 * c).mulUpXpToNpU(-tauBeta.x.divXpU(dSq) + 3); } else { q.b = (-r.y).mulDownMagU(x).mulDownMagU(2 * c).mulUpXpToNpU(tauBeta.x.divXpU(dSq)); } // q.a later needs to be divided by lambda q.a = q.a + q.b; // q.b = r^2 s^2 tau(beta)_y^2 // account for 2 factors of dSq (4 s,c factors) termXp = tauBeta.y.mulXpU(tauBeta.y).divXpU(sqVars.x) + 7; // +7 account for rounding in termXp q.b = sqVars.y.mulUpMagU(s); q.b = q.b.mulUpMagU(s).mulUpXpToNpU(termXp); // q.c = -rx 2s tau(beta)_y, recall that tauBeta.y > 0 so round lower in magnitude // account for 1 factor of dSq (2 s,c factors) q.c = (-r.y).mulDownMagU(x).mulDownMagU(2 * s).mulUpXpToNpU(tauBeta.y.divXpU(dSq)); // (q.b + q.c + x^2) / lambda q.b = q.b + q.c + x.mulUpMagU(x); q.b = q.b > 0 ? q.b.divUpMagU(lambda) : q.b.divDownMagU(lambda); // remaining calculation is (q.a + q.b) / lambda q.a = q.a + q.b; q.a = q.a > 0 ? q.a.divUpMagU(lambda) : q.a.divDownMagU(lambda); // + r^2 c^2 tau(beta)_x^2 // account for 2 factors of dSq (4 s,c factors) termXp = tauBeta.x.mulXpU(tauBeta.x).divXpU(sqVars.x) + 7; // +7 account for rounding in termXp int256 val = sqVars.y.mulUpMagU(c).mulUpMagU(c); return (val.mulUpXpToNpU(termXp)) + q.a; } /** @dev compute y such that (x, y) satisfy the invariant at the given parameters. * Note that we calculate an overestimate of y * See Prop 14 in section 2.2.2 Trade Execution */ function calcYGivenX( int256 x, Params memory params, DerivedParams memory d, Vector2 memory r // overestimate in x component, underestimate in y ) internal pure returns (int256 y) { // want to overestimate the virtual offsets except in a particular setting that will be corrected for later // note that the error correction in the invariant should more than make up for uncaught rounding directions (in 38 decimals) in virtual offsets Vector2 memory ab = Vector2(virtualOffset0(params, d, r), virtualOffset1(params, d, r)); y = solveQuadraticSwap(params.lambda, x, params.s, params.c, r, ab, d.tauBeta, d.dSq); } function calcXGivenY( int256 y, Params memory params, DerivedParams memory d, Vector2 memory r // overestimate in x component, underestimate in y ) internal pure returns (int256 x) { // want to overestimate the virtual offsets except in a particular setting that will be corrected for later // note that the error correction in the invariant should more than make up for uncaught rounding directions (in 38 decimals) in virtual offsets Vector2 memory ba = Vector2(virtualOffset1(params, d, r), virtualOffset0(params, d, r)); // change x->y, s->c, c->s, b->a, a->b, tauBeta.x -> -tauAlpha.x, tauBeta.y -> tauAlpha.y vs calcYGivenX x = solveQuadraticSwap(params.lambda, y, params.c, params.s, r, ba, Vector2(-d.tauAlpha.x, d.tauAlpha.y), d.dSq); } } // SPDX-License-Identifier: LicenseRef-Gyro-1.0 // for information on licensing please see the README in the GitHub repository <https://github.com/gyrostable/concentrated-lps>. pragma solidity 0.7.6; pragma experimental ABIEncoderV2; // import "@balancer-labs/v2-solidity-utils/contracts/math/FixedPoint.sol"; import "../libraries/GyroFixedPoint.sol"; import "../interfaces/ICappedLiquidity.sol"; import "@balancer-labs/v2-solidity-utils/contracts/helpers/IAuthentication.sol"; /** @dev Enables caps on i) per-LP and ii) total caps on the pool size. Caps are in terms of BPT tokens! Pool functions * have to call _ensureCap() to enforce the cap. */ abstract contract CappedLiquidity is ICappedLiquidity { using GyroFixedPoint for uint256; string internal constant _OVER_GLOBAL_CAP = "over global liquidity cap"; string internal constant _OVER_ADDRESS_CAP = "over address liquidity cap"; string internal constant _NOT_AUTHORIZED = "not authorized"; string internal constant _UNCAPPED = "pool is uncapped"; CapParams internal _capParams; address public override capManager; constructor(address _capManager, CapParams memory params) { require(_capManager != address(0), _NOT_AUTHORIZED); capManager = _capManager; _capParams.capEnabled = params.capEnabled; _capParams.perAddressCap = params.perAddressCap; _capParams.globalCap = params.globalCap; } function setCapManager(address _capManager) external { require(msg.sender == capManager, _NOT_AUTHORIZED); capManager = _capManager; emit CapManagerUpdated(_capManager); } function capParams() external view override returns (CapParams memory) { return _capParams; } function setCapParams(CapParams memory params) external override { require(msg.sender == capManager, _NOT_AUTHORIZED); require(_capParams.capEnabled, _UNCAPPED); _capParams.capEnabled = params.capEnabled; _capParams.perAddressCap = params.perAddressCap; _capParams.globalCap = params.globalCap; emit CapParamsUpdated(_capParams); } function _ensureCap( uint256 amountMinted, uint256 userBalance, uint256 currentSupply ) internal view { CapParams memory params = _capParams; require(amountMinted.add(userBalance) <= params.perAddressCap, _OVER_ADDRESS_CAP); require(amountMinted.add(currentSupply) <= params.globalCap, _OVER_GLOBAL_CAP); } } // SPDX-License-Identifier: LicenseRef-Gyro-1.0 // for information on licensing please see the README in the GitHub repository <https://github.com/gyrostable/concentrated-lps>. pragma solidity 0.7.6; import "../interfaces/ILocallyPausable.sol"; import "../libraries/GyroErrors.sol"; /** * @notice This contract is used to allow a pool to be paused directly, rather than going through Balancer's * authentication system. */ abstract contract LocallyPausable is ILocallyPausable { address public pauseManager; string internal constant _NOT_PAUSE_MANAGER = "not pause manager"; constructor(address _pauseManager) { _grequire(_pauseManager != address(0), GyroErrors.ZERO_ADDRESS); pauseManager = _pauseManager; } /// @inheritdoc ILocallyPausable function changePauseManager(address _pauseManager) external override { address currentPauseManager = pauseManager; require(currentPauseManager == msg.sender, _NOT_PAUSE_MANAGER); pauseManager = _pauseManager; emit PauseManagerChanged(currentPauseManager, _pauseManager); } /// @inheritdoc ILocallyPausable function pause() external override { require(pauseManager == msg.sender, _NOT_PAUSE_MANAGER); _setPausedState(true); emit PausedLocally(); } /// @inheritdoc ILocallyPausable function unpause() external override { require(pauseManager == msg.sender, _NOT_PAUSE_MANAGER); _setPausedState(false); emit UnpausedLocally(); } function _setPausedState(bool paused) internal virtual; } // 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 "../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 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; // 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; uint256 internal constant NOT_TWO_TOKENS = 210; // 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_INVESTMENT_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; // 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; // 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: 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 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: 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; pragma experimental ABIEncoderV2; import "@balancer-labs/v2-solidity-utils/contracts/math/FixedPoint.sol"; import "@balancer-labs/v2-solidity-utils/contracts/helpers/InputHelpers.sol"; import "@balancer-labs/v2-pool-utils/contracts/BaseMinimalSwapInfoPool.sol"; import "./WeightedMath.sol"; import "./WeightedPoolUserDataHelpers.sol"; /** * @dev Base class for WeightedPools containing swap, join and exit logic, but leaving storage and management of * the weights to subclasses. Derived contracts can choose to make weights immutable, mutable, or even dynamic * based on local or external logic. */ abstract contract BaseWeightedPool is BaseMinimalSwapInfoPool { using FixedPoint for uint256; using WeightedPoolUserDataHelpers for bytes; uint256 private _lastInvariant; // For backwards compatibility, make sure new join and exit kinds are added at the end of the enum. 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, EXACT_BPT_IN_FOR_TOKENS_OUT, BPT_IN_FOR_EXACT_TOKENS_OUT, MANAGEMENT_FEE_TOKENS_OUT // for InvestmentPool } constructor( IVault vault, string memory name, string memory symbol, IERC20[] memory tokens, address[] memory assetManagers, uint256 swapFeePercentage, uint256 pauseWindowDuration, uint256 bufferPeriodDuration, address owner ) BasePool( vault, // Given BaseMinimalSwapInfoPool supports both of these specializations, and this Pool never registers or // deregisters any tokens after construction, picking Two Token when the Pool only has two tokens is free // gas savings. tokens.length == 2 ? IVault.PoolSpecialization.TWO_TOKEN : IVault.PoolSpecialization.MINIMAL_SWAP_INFO, name, symbol, tokens, assetManagers, swapFeePercentage, pauseWindowDuration, bufferPeriodDuration, owner ) { // solhint-disable-previous-line no-empty-blocks } // Virtual functions /** * @dev Returns the normalized weight of `token`. Weights are fixed point numbers that sum to FixedPoint.ONE. */ function _getNormalizedWeight(IERC20 token) internal view virtual returns (uint256); /** * @dev Returns all normalized weights, in the same order as the Pool's tokens. */ function _getNormalizedWeights() internal view virtual returns (uint256[] memory); /** * @dev Returns all normalized weights, in the same order as the Pool's tokens, along with the index of the token * with the highest weight. */ function _getNormalizedWeightsAndMaxWeightIndex() internal view virtual returns (uint256[] memory, uint256); function getLastInvariant() public view virtual returns (uint256) { return _lastInvariant; } /** * @dev Returns the current value of the invariant. */ function getInvariant() public view returns (uint256) { (, uint256[] memory balances, ) = getVault().getPoolTokens(getPoolId()); // Since the Pool hooks always work with upscaled balances, we manually // upscale here for consistency _upscaleArray(balances, _scalingFactors()); (uint256[] memory normalizedWeights, ) = _getNormalizedWeightsAndMaxWeightIndex(); return WeightedMath._calculateInvariant(normalizedWeights, balances); } function getNormalizedWeights() external view returns (uint256[] memory) { return _getNormalizedWeights(); } // Base Pool handlers // Swap function _onSwapGivenIn( SwapRequest memory swapRequest, uint256 currentBalanceTokenIn, uint256 currentBalanceTokenOut ) internal view virtual override whenNotPaused returns (uint256) { // Swaps are disabled while the contract is paused. return WeightedMath._calcOutGivenIn( currentBalanceTokenIn, _getNormalizedWeight(swapRequest.tokenIn), currentBalanceTokenOut, _getNormalizedWeight(swapRequest.tokenOut), swapRequest.amount ); } function _onSwapGivenOut( SwapRequest memory swapRequest, uint256 currentBalanceTokenIn, uint256 currentBalanceTokenOut ) internal view virtual override whenNotPaused returns (uint256) { // Swaps are disabled while the contract is paused. return WeightedMath._calcInGivenOut( currentBalanceTokenIn, _getNormalizedWeight(swapRequest.tokenIn), currentBalanceTokenOut, _getNormalizedWeight(swapRequest.tokenOut), swapRequest.amount ); } // Initialize function _onInitializePool( bytes32, address, address, uint256[] memory scalingFactors, bytes memory userData ) internal virtual override whenNotPaused returns (uint256, uint256[] memory) { // It would be strange for the Pool to be paused before it is initialized, but for consistency we prevent // initialization in this case. JoinKind kind = userData.joinKind(); _require(kind == JoinKind.INIT, Errors.UNINITIALIZED); uint256[] memory amountsIn = userData.initialAmountsIn(); InputHelpers.ensureInputLengthMatch(_getTotalTokens(), amountsIn.length); _upscaleArray(amountsIn, scalingFactors); (uint256[] memory normalizedWeights, ) = _getNormalizedWeightsAndMaxWeightIndex(); uint256 invariantAfterJoin = WeightedMath._calculateInvariant(normalizedWeights, amountsIn); // Set the initial BPT to the value of the invariant times the number of tokens. This makes BPT supply more // consistent in Pools with similar compositions but different number of tokens. uint256 bptAmountOut = Math.mul(invariantAfterJoin, _getTotalTokens()); _lastInvariant = invariantAfterJoin; return (bptAmountOut, amountsIn); } // Join function _onJoinPool( bytes32, address, address, uint256[] memory balances, uint256, uint256 protocolSwapFeePercentage, uint256[] memory scalingFactors, bytes memory userData ) internal virtual override whenNotPaused returns ( uint256, uint256[] memory, uint256[] memory ) { // All joins are disabled while the contract is paused. (uint256[] memory normalizedWeights, uint256 maxWeightTokenIndex) = _getNormalizedWeightsAndMaxWeightIndex(); // Due protocol swap fee amounts are computed by measuring the growth of the invariant between the previous join // or exit event and now - the invariant's growth is due exclusively to swap fees. This avoids spending gas // computing them on each individual swap uint256 invariantBeforeJoin = WeightedMath._calculateInvariant(normalizedWeights, balances); uint256[] memory dueProtocolFeeAmounts = _getDueProtocolFeeAmounts( balances, normalizedWeights, maxWeightTokenIndex, _lastInvariant, invariantBeforeJoin, protocolSwapFeePercentage ); // Update current balances by subtracting the protocol fee amounts _mutateAmounts(balances, dueProtocolFeeAmounts, FixedPoint.sub); (uint256 bptAmountOut, uint256[] memory amountsIn) = _doJoin( balances, normalizedWeights, scalingFactors, userData ); // Update the invariant with the balances the Pool will have after the join, in order to compute the // protocol swap fee amounts due in future joins and exits. _lastInvariant = _invariantAfterJoin(balances, amountsIn, normalizedWeights); return (bptAmountOut, amountsIn, dueProtocolFeeAmounts); } function _doJoin( uint256[] memory balances, uint256[] memory normalizedWeights, uint256[] memory scalingFactors, bytes memory userData ) internal returns (uint256, uint256[] memory) { JoinKind kind = userData.joinKind(); if (kind == JoinKind.EXACT_TOKENS_IN_FOR_BPT_OUT) { return _joinExactTokensInForBPTOut(balances, normalizedWeights, scalingFactors, userData); } else if (kind == JoinKind.TOKEN_IN_FOR_EXACT_BPT_OUT) { return _joinTokenInForExactBPTOut(balances, normalizedWeights, userData); } else if (kind == JoinKind.ALL_TOKENS_IN_FOR_EXACT_BPT_OUT) { return _joinAllTokensInForExactBPTOut(balances, userData); } else { _revert(Errors.UNHANDLED_JOIN_KIND); } } function _joinExactTokensInForBPTOut( uint256[] memory balances, uint256[] memory normalizedWeights, uint256[] memory scalingFactors, bytes memory userData ) private returns (uint256, uint256[] memory) { (uint256[] memory amountsIn, uint256 minBPTAmountOut) = userData.exactTokensInForBptOut(); InputHelpers.ensureInputLengthMatch(_getTotalTokens(), amountsIn.length); _upscaleArray(amountsIn, scalingFactors); (uint256 bptAmountOut, uint256[] memory swapFees) = WeightedMath._calcBptOutGivenExactTokensIn( balances, normalizedWeights, amountsIn, totalSupply(), getSwapFeePercentage() ); // Note that swapFees is already upscaled _processSwapFeeAmounts(swapFees); _require(bptAmountOut >= minBPTAmountOut, Errors.BPT_OUT_MIN_AMOUNT); return (bptAmountOut, amountsIn); } function _joinTokenInForExactBPTOut( uint256[] memory balances, uint256[] memory normalizedWeights, bytes memory userData ) private returns (uint256, uint256[] memory) { (uint256 bptAmountOut, uint256 tokenIndex) = userData.tokenInForExactBptOut(); // Note that there is no maximum amountIn parameter: this is handled by `IVault.joinPool`. _require(tokenIndex < _getTotalTokens(), Errors.OUT_OF_BOUNDS); (uint256 amountIn, uint256 swapFee) = WeightedMath._calcTokenInGivenExactBptOut( balances[tokenIndex], normalizedWeights[tokenIndex], bptAmountOut, totalSupply(), getSwapFeePercentage() ); // Note that swapFee is already upscaled _processSwapFeeAmount(tokenIndex, swapFee); // We join in a single token, so we initialize amountsIn with zeros uint256[] memory amountsIn = new uint256[](_getTotalTokens()); // And then assign the result to the selected token amountsIn[tokenIndex] = amountIn; return (bptAmountOut, amountsIn); } function _joinAllTokensInForExactBPTOut(uint256[] memory balances, bytes memory userData) private view returns (uint256, uint256[] memory) { uint256 bptAmountOut = userData.allTokensInForExactBptOut(); // Note that there is no maximum amountsIn parameter: this is handled by `IVault.joinPool`. uint256[] memory amountsIn = WeightedMath._calcAllTokensInGivenExactBptOut( balances, bptAmountOut, totalSupply() ); return (bptAmountOut, amountsIn); } // Exit function _onExitPool( bytes32, address, address, uint256[] memory balances, uint256, uint256 protocolSwapFeePercentage, uint256[] memory scalingFactors, bytes memory userData ) internal virtual override returns ( uint256 bptAmountIn, uint256[] memory amountsOut, uint256[] memory dueProtocolFeeAmounts ) { (uint256[] memory normalizedWeights, uint256 maxWeightTokenIndex) = _getNormalizedWeightsAndMaxWeightIndex(); // Exits are not completely disabled while the contract is paused: proportional exits (exact BPT in for tokens // out) remain functional. if (_isNotPaused()) { // Due protocol swap fee amounts are computed by measuring the growth of the invariant between the previous // join or exit event and now - the invariant's growth is due exclusively to swap fees. This avoids // spending gas calculating the fees on each individual swap. uint256 invariantBeforeExit = WeightedMath._calculateInvariant(normalizedWeights, balances); dueProtocolFeeAmounts = _getDueProtocolFeeAmounts( balances, normalizedWeights, maxWeightTokenIndex, _lastInvariant, invariantBeforeExit, protocolSwapFeePercentage ); // Update current balances by subtracting the protocol fee amounts _mutateAmounts(balances, dueProtocolFeeAmounts, FixedPoint.sub); } else { // If the contract is paused, swap protocol fee amounts are not charged to avoid extra calculations and // reduce the potential for errors. dueProtocolFeeAmounts = new uint256[](_getTotalTokens()); } (bptAmountIn, amountsOut) = _doExit(balances, normalizedWeights, scalingFactors, userData); // Update the invariant with the balances the Pool will have after the exit, in order to compute the // protocol swap fees due in future joins and exits. _lastInvariant = _invariantAfterExit(balances, amountsOut, normalizedWeights); return (bptAmountIn, amountsOut, dueProtocolFeeAmounts); } function _doExit( uint256[] memory balances, uint256[] memory normalizedWeights, uint256[] memory scalingFactors, bytes memory userData ) internal returns (uint256, uint256[] memory) { ExitKind kind = userData.exitKind(); if (kind == ExitKind.EXACT_BPT_IN_FOR_ONE_TOKEN_OUT) { return _exitExactBPTInForTokenOut(balances, normalizedWeights, userData); } else if (kind == ExitKind.EXACT_BPT_IN_FOR_TOKENS_OUT) { return _exitExactBPTInForTokensOut(balances, userData); } else if (kind == ExitKind.BPT_IN_FOR_EXACT_TOKENS_OUT) { return _exitBPTInForExactTokensOut(balances, normalizedWeights, scalingFactors, userData); } else { _revert(Errors.UNHANDLED_EXIT_KIND); } } function _exitExactBPTInForTokenOut( uint256[] memory balances, uint256[] memory normalizedWeights, bytes memory userData ) private whenNotPaused returns (uint256, uint256[] memory) { // This exit function is disabled if the contract is paused. (uint256 bptAmountIn, uint256 tokenIndex) = userData.exactBptInForTokenOut(); // Note that there is no minimum amountOut parameter: this is handled by `IVault.exitPool`. _require(tokenIndex < _getTotalTokens(), Errors.OUT_OF_BOUNDS); (uint256 amountOut, uint256 swapFee) = WeightedMath._calcTokenOutGivenExactBptIn( balances[tokenIndex], normalizedWeights[tokenIndex], bptAmountIn, totalSupply(), getSwapFeePercentage() ); // This is an exceptional situation in which the fee is charged on a token out instead of a token in. // Note that swapFee is already upscaled. _processSwapFeeAmount(tokenIndex, swapFee); // We exit in a single token, so we initialize amountsOut with zeros uint256[] memory amountsOut = new uint256[](_getTotalTokens()); // And then assign the result to the selected token amountsOut[tokenIndex] = amountOut; return (bptAmountIn, amountsOut); } function _exitExactBPTInForTokensOut(uint256[] memory balances, bytes memory userData) private view returns (uint256, uint256[] memory) { // This exit function is the only one that is not disabled if the contract is paused: it remains unrestricted // in an attempt to provide users with a mechanism to retrieve their tokens in case of an emergency. // This particular exit function is the only one that remains available because it is the simplest one, and // therefore the one with the lowest likelihood of errors. uint256 bptAmountIn = userData.exactBptInForTokensOut(); // Note that there is no minimum amountOut parameter: this is handled by `IVault.exitPool`. uint256[] memory amountsOut = WeightedMath._calcTokensOutGivenExactBptIn(balances, bptAmountIn, totalSupply()); return (bptAmountIn, amountsOut); } function _exitBPTInForExactTokensOut( uint256[] memory balances, uint256[] memory normalizedWeights, uint256[] memory scalingFactors, bytes memory userData ) private whenNotPaused returns (uint256, uint256[] memory) { // This exit function is disabled if the contract is paused. (uint256[] memory amountsOut, uint256 maxBPTAmountIn) = userData.bptInForExactTokensOut(); InputHelpers.ensureInputLengthMatch(amountsOut.length, _getTotalTokens()); _upscaleArray(amountsOut, scalingFactors); (uint256 bptAmountIn, uint256[] memory swapFees) = WeightedMath._calcBptInGivenExactTokensOut( balances, normalizedWeights, amountsOut, totalSupply(), getSwapFeePercentage() ); _require(bptAmountIn <= maxBPTAmountIn, Errors.BPT_IN_MAX_AMOUNT); // This is an exceptional situation in which the fee is charged on a token out instead of a token in. // Note that swapFee is already upscaled. _processSwapFeeAmounts(swapFees); return (bptAmountIn, amountsOut); } // Helpers function _getDueProtocolFeeAmounts( uint256[] memory balances, uint256[] memory normalizedWeights, uint256 maxWeightTokenIndex, uint256 previousInvariant, uint256 currentInvariant, uint256 protocolSwapFeePercentage ) private view returns (uint256[] memory) { // Initialize with zeros uint256[] memory dueProtocolFeeAmounts = new uint256[](_getTotalTokens()); // Early return if the protocol swap fee percentage is zero, saving gas. if (protocolSwapFeePercentage == 0) { return dueProtocolFeeAmounts; } // The protocol swap fees are always paid using the token with the largest weight in the Pool. As this is the // token that is expected to have the largest balance, using it to pay fees should not unbalance the Pool. dueProtocolFeeAmounts[maxWeightTokenIndex] = WeightedMath._calcDueTokenProtocolSwapFeeAmount( balances[maxWeightTokenIndex], normalizedWeights[maxWeightTokenIndex], previousInvariant, currentInvariant, protocolSwapFeePercentage ); return dueProtocolFeeAmounts; } /** * @dev Returns the value of the invariant given `balances`, assuming they are increased by `amountsIn`. All * amounts are expected to be upscaled. */ function _invariantAfterJoin( uint256[] memory balances, uint256[] memory amountsIn, uint256[] memory normalizedWeights ) private view returns (uint256) { _mutateAmounts(balances, amountsIn, FixedPoint.add); return WeightedMath._calculateInvariant(normalizedWeights, balances); } function _invariantAfterExit( uint256[] memory balances, uint256[] memory amountsOut, uint256[] memory normalizedWeights ) private view returns (uint256) { _mutateAmounts(balances, amountsOut, FixedPoint.sub); return WeightedMath._calculateInvariant(normalizedWeights, balances); } /** * @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 view { for (uint256 i = 0; i < _getTotalTokens(); ++i) { toMutate[i] = mutation(toMutate[i], arguments[i]); } } /** * @dev This function returns the appreciation of one BPT relative to the * underlying tokens. This starts at 1 when the pool is created and grows over time */ function getRate() public view returns (uint256) { // The initial BPT supply is equal to the invariant times the number of tokens. return Math.mul(getInvariant(), _getTotalTokens()).divDown(totalSupply()); } } // 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 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"; 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 "./BasePool.sol"; import "@balancer-labs/v2-vault/contracts/interfaces/IMinimalSwapInfoPool.sol"; /** * @dev Extension of `BasePool`, adding a handler for `IMinimalSwapInfoPool.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 Two Token or Minimal * Swap Info specialization settings. */ abstract contract BaseMinimalSwapInfoPool is IMinimalSwapInfoPool, BasePool { // Swap Hooks function onSwap( SwapRequest memory request, uint256 balanceTokenIn, uint256 balanceTokenOut ) public virtual override onlyVault(request.poolId) returns (uint256) { uint256 scalingFactorTokenIn = _scalingFactor(request.tokenIn); uint256 scalingFactorTokenOut = _scalingFactor(request.tokenOut); if (request.kind == IVault.SwapKind.GIVEN_IN) { // Fees are subtracted before scaling, to reduce the complexity of the rounding direction analysis. uint256 amountInMinusSwapFees = _subtractSwapFeeAmount(request.amount); // Process the (upscaled!) swap fee. uint256 swapFee = request.amount - amountInMinusSwapFees; _processSwapFeeAmount(request.tokenIn, _upscale(swapFee, scalingFactorTokenIn)); request.amount = amountInMinusSwapFees; // All token amounts are upscaled. balanceTokenIn = _upscale(balanceTokenIn, scalingFactorTokenIn); balanceTokenOut = _upscale(balanceTokenOut, scalingFactorTokenOut); request.amount = _upscale(request.amount, scalingFactorTokenIn); uint256 amountOut = _onSwapGivenIn(request, balanceTokenIn, balanceTokenOut); // amountOut tokens are exiting the Pool, so we round down. return _downscaleDown(amountOut, scalingFactorTokenOut); } else { // All token amounts are upscaled. balanceTokenIn = _upscale(balanceTokenIn, scalingFactorTokenIn); balanceTokenOut = _upscale(balanceTokenOut, scalingFactorTokenOut); request.amount = _upscale(request.amount, scalingFactorTokenOut); uint256 amountIn = _onSwapGivenOut(request, balanceTokenIn, balanceTokenOut); // amountIn tokens are entering the Pool, so we round up. amountIn = _downscaleUp(amountIn, scalingFactorTokenIn); // Fees are added after scaling happens, to reduce the complexity of the rounding direction analysis. uint256 amountInPlusSwapFees = _addSwapFeeAmount(amountIn); // Process the (upscaled!) swap fee. uint256 swapFee = amountInPlusSwapFees - amountIn; _processSwapFeeAmount(request.tokenIn, _upscale(swapFee, scalingFactorTokenIn)); return amountInPlusSwapFees; } } /* * @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`, `balanceTokenIn` and `balanceTokenOut` 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 balanceTokenIn, uint256 balanceTokenOut ) 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`, `balanceTokenIn` and `balanceTokenOut` 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 balanceTokenIn, uint256 balanceTokenOut ) internal virtual returns (uint256); /** * @dev Called whenever a swap fee is charged. Implementations should call their parents via super, to ensure all * implementations in the inheritance tree are called. * * Callers must call one of the three `_processSwapFeeAmount` functions when swap fees are computed, * and upscale `amount`. */ function _processSwapFeeAmount( uint256, /*index*/ uint256 /*amount*/ ) internal virtual { // solhint-disable-previous-line no-empty-blocks } function _processSwapFeeAmount(IERC20 token, uint256 amount) internal { _processSwapFeeAmount(_tokenAddressToIndex(token), amount); } function _processSwapFeeAmounts(uint256[] memory amounts) internal { InputHelpers.ensureInputLengthMatch(amounts.length, _getTotalTokens()); for (uint256 i = 0; i < _getTotalTokens(); ++i) { _processSwapFeeAmount(i, amounts[i]); } } /** * @dev Returns the index of `token` in the Pool's token array (i.e. the one `vault.getPoolTokens()` would return). * * A trivial (and incorrect!) implementation is already provided for Pools that don't override * `_processSwapFeeAmount` and skip the entire feature. However, Pools that do override `_processSwapFeeAmount` * *must* override this function with a meaningful implementation. */ function _tokenAddressToIndex( IERC20 /*token*/ ) internal view virtual returns (uint256) { return 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 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 "@balancer-labs/v2-solidity-utils/contracts/helpers/InputHelpers.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. // solhint-disable private-vars-leading-underscore library WeightedMath { using FixedPoint for uint256; // A minimum normalized weight imposes a maximum weight ratio. We need this due to limitations in the // implementation of the power function, as these ratios are often exponents. uint256 internal constant _MIN_WEIGHT = 0.01e18; // Having a minimum normalized weight imposes a limit on the maximum number of tokens; // i.e., the largest possible pool is one where all tokens have exactly the minimum weight. uint256 internal constant _MAX_WEIGHTED_TOKENS = 100; // Pool limits that arise from limitations in the fixed point power function (and the imposed 1:100 maximum weight // ratio). // Swap limits: amounts swapped may not be larger than this percentage of total balance. uint256 internal constant _MAX_IN_RATIO = 0.3e18; uint256 internal constant _MAX_OUT_RATIO = 0.3e18; // Invariant growth limit: non-proportional joins cannot cause the invariant to increase by more than this ratio. uint256 internal constant _MAX_INVARIANT_RATIO = 3e18; // Invariant shrink limit: non-proportional exits cannot cause the invariant to decrease by less than this ratio. uint256 internal constant _MIN_INVARIANT_RATIO = 0.7e18; // 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. // Invariant is used to collect protocol swap fees by comparing its value between two times. // So we can round always to the same direction. It is also used to initiate the BPT amount // and, because there is a minimum BPT, we round down the invariant. function _calculateInvariant(uint256[] memory normalizedWeights, uint256[] memory balances) internal pure returns (uint256 invariant) { /********************************************************************************************** // invariant _____ // // wi = weight index i | | wi // // bi = balance index i | | bi ^ = i // // i = invariant // **********************************************************************************************/ invariant = FixedPoint.ONE; for (uint256 i = 0; i < normalizedWeights.length; i++) { invariant = invariant.mulDown(balances[i].powDown(normalizedWeights[i])); } _require(invariant > 0, Errors.ZERO_INVARIANT); } // Computes how many tokens can be taken out of a pool if `amountIn` are sent, given the // current balances and weights. function _calcOutGivenIn( uint256 balanceIn, uint256 weightIn, uint256 balanceOut, uint256 weightOut, uint256 amountIn ) internal pure returns (uint256) { /********************************************************************************************** // outGivenIn // // aO = amountOut // // bO = balanceOut // // bI = balanceIn / / bI \\ (wI / wO) \\ // // aI = amountIn aO = bO * | 1 - | -------------------------- | ^ | // // wI = weightIn \\ \\ ( bI + aI ) / / // // wO = weightOut // **********************************************************************************************/ // Amount out, so we round down overall. // The multiplication rounds down, and the subtrahend (power) rounds up (so the base rounds up too). // Because bI / (bI + aI) <= 1, the exponent rounds down. // Cannot exceed maximum in ratio _require(amountIn <= balanceIn.mulDown(_MAX_IN_RATIO), Errors.MAX_IN_RATIO); uint256 denominator = balanceIn.add(amountIn); uint256 base = balanceIn.divUp(denominator); uint256 exponent = weightIn.divDown(weightOut); uint256 power = base.powUp(exponent); return balanceOut.mulDown(power.complement()); } // Computes how many tokens must be sent to a pool in order to take `amountOut`, given the // current balances and weights. function _calcInGivenOut( uint256 balanceIn, uint256 weightIn, uint256 balanceOut, uint256 weightOut, uint256 amountOut ) internal pure returns (uint256) { /********************************************************************************************** // inGivenOut // // aO = amountOut // // bO = balanceOut // // bI = balanceIn / / bO \\ (wO / wI) \\ // // aI = amountIn aI = bI * | | -------------------------- | ^ - 1 | // // wI = weightIn \\ \\ ( bO - aO ) / / // // wO = weightOut // **********************************************************************************************/ // Amount in, so we round up overall. // The multiplication rounds up, and the power rounds up (so the base rounds up too). // Because b0 / (b0 - a0) >= 1, the exponent rounds up. // Cannot exceed maximum out ratio _require(amountOut <= balanceOut.mulDown(_MAX_OUT_RATIO), Errors.MAX_OUT_RATIO); uint256 base = balanceOut.divUp(balanceOut.sub(amountOut)); uint256 exponent = weightOut.divUp(weightIn); uint256 power = base.powUp(exponent); // Because the base is larger than one (and the power rounds up), the power should always be larger than one, so // the following subtraction should never revert. uint256 ratio = power.sub(FixedPoint.ONE); return balanceIn.mulUp(ratio); } function _calcBptOutGivenExactTokensIn( uint256[] memory balances, uint256[] memory normalizedWeights, uint256[] memory amountsIn, uint256 bptTotalSupply, uint256 swapFeePercentage ) internal pure returns (uint256, uint256[] memory) { // BPT out, so we round down overall. uint256[] memory balanceRatiosWithFee = new uint256[](amountsIn.length); uint256 invariantRatioWithFees = 0; for (uint256 i = 0; i < balances.length; i++) { balanceRatiosWithFee[i] = balances[i].add(amountsIn[i]).divDown(balances[i]); invariantRatioWithFees = invariantRatioWithFees.add(balanceRatiosWithFee[i].mulDown(normalizedWeights[i])); } (uint256 invariantRatio, uint256[] memory swapFees) = _computeJoinExactTokensInInvariantRatio( balances, normalizedWeights, amountsIn, balanceRatiosWithFee, invariantRatioWithFees, swapFeePercentage ); uint256 bptOut = (invariantRatio > FixedPoint.ONE) ? bptTotalSupply.mulDown(invariantRatio.sub(FixedPoint.ONE)) : 0; return (bptOut, swapFees); } /** * @dev Intermediate function to avoid stack-too-deep errors. */ function _computeJoinExactTokensInInvariantRatio( uint256[] memory balances, uint256[] memory normalizedWeights, uint256[] memory amountsIn, uint256[] memory balanceRatiosWithFee, uint256 invariantRatioWithFees, uint256 swapFeePercentage ) private pure returns (uint256 invariantRatio, uint256[] memory swapFees) { // Swap fees are charged on all tokens that are being added in a larger proportion than the overall invariant // increase. swapFees = new uint256[](amountsIn.length); invariantRatio = FixedPoint.ONE; for (uint256 i = 0; i < balances.length; i++) { uint256 amountInWithoutFee; if (balanceRatiosWithFee[i] > invariantRatioWithFees) { uint256 nonTaxableAmount = balances[i].mulDown(invariantRatioWithFees.sub(FixedPoint.ONE)); uint256 taxableAmount = amountsIn[i].sub(nonTaxableAmount); uint256 swapFee = taxableAmount.mulUp(swapFeePercentage); amountInWithoutFee = nonTaxableAmount.add(taxableAmount.sub(swapFee)); swapFees[i] = swapFee; } else { amountInWithoutFee = amountsIn[i]; } uint256 balanceRatio = balances[i].add(amountInWithoutFee).divDown(balances[i]); invariantRatio = invariantRatio.mulDown(balanceRatio.powDown(normalizedWeights[i])); } } function _calcTokenInGivenExactBptOut( uint256 balance, uint256 normalizedWeight, uint256 bptAmountOut, uint256 bptTotalSupply, uint256 swapFeePercentage ) internal pure returns (uint256 amountIn, uint256 swapFee) { /****************************************************************************************** // tokenInForExactBPTOut // // a = amountIn // // b = balance / / totalBPT + bptOut \\ (1 / w) \\ // // bptOut = bptAmountOut a = b * | | -------------------------- | ^ - 1 | // // bpt = totalBPT \\ \\ totalBPT / / // // w = weight // ******************************************************************************************/ // Token in, so we round up overall. // Calculate the factor by which the invariant will increase after minting BPTAmountOut uint256 invariantRatio = bptTotalSupply.add(bptAmountOut).divUp(bptTotalSupply); _require(invariantRatio <= _MAX_INVARIANT_RATIO, Errors.MAX_OUT_BPT_FOR_TOKEN_IN); // Calculate by how much the token balance has to increase to match the invariantRatio uint256 balanceRatio = invariantRatio.powUp(FixedPoint.ONE.divUp(normalizedWeight)); uint256 amountInWithoutFee = balance.mulUp(balanceRatio.sub(FixedPoint.ONE)); // We can now compute how much extra balance is being deposited and used in virtual swaps, and charge swap fees // accordingly. uint256 taxablePercentage = normalizedWeight.complement(); uint256 taxableAmount = amountInWithoutFee.mulUp(taxablePercentage); uint256 nonTaxableAmount = amountInWithoutFee.sub(taxableAmount); uint256 taxableAmountPlusFees = taxableAmount.divUp(FixedPoint.ONE.sub(swapFeePercentage)); swapFee = taxableAmountPlusFees - taxableAmount; amountIn = nonTaxableAmount.add(taxableAmountPlusFees); } function _calcAllTokensInGivenExactBptOut( 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; } function _calcBptInGivenExactTokensOut( uint256[] memory balances, uint256[] memory normalizedWeights, uint256[] memory amountsOut, uint256 bptTotalSupply, uint256 swapFeePercentage ) internal pure returns (uint256, uint256[] memory) { // BPT in, so we round up overall. uint256[] memory balanceRatiosWithoutFee = new uint256[](amountsOut.length); uint256 invariantRatioWithoutFees = 0; for (uint256 i = 0; i < balances.length; i++) { balanceRatiosWithoutFee[i] = balances[i].sub(amountsOut[i]).divUp(balances[i]); invariantRatioWithoutFees = invariantRatioWithoutFees.add( balanceRatiosWithoutFee[i].mulUp(normalizedWeights[i]) ); } (uint256 invariantRatio, uint256[] memory swapFees) = _computeExitExactTokensOutInvariantRatio( balances, normalizedWeights, amountsOut, balanceRatiosWithoutFee, invariantRatioWithoutFees, swapFeePercentage ); uint256 bptIn = bptTotalSupply.mulUp(invariantRatio.complement()); return (bptIn, swapFees); } /** * @dev Intermediate function to avoid stack-too-deep errors. */ function _computeExitExactTokensOutInvariantRatio( uint256[] memory balances, uint256[] memory normalizedWeights, uint256[] memory amountsOut, uint256[] memory balanceRatiosWithoutFee, uint256 invariantRatioWithoutFees, uint256 swapFeePercentage ) private pure returns (uint256 invariantRatio, uint256[] memory swapFees) { swapFees = new uint256[](amountsOut.length); invariantRatio = FixedPoint.ONE; 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); uint256 taxableAmountPlusFees = taxableAmount.divUp(FixedPoint.ONE.sub(swapFeePercentage)); swapFees[i] = taxableAmountPlusFees - taxableAmount; amountOutWithFee = nonTaxableAmount.add(taxableAmountPlusFees); } else { amountOutWithFee = amountsOut[i]; } uint256 balanceRatio = balances[i].sub(amountOutWithFee).divDown(balances[i]); invariantRatio = invariantRatio.mulDown(balanceRatio.powDown(normalizedWeights[i])); } } function _calcTokenOutGivenExactBptIn( uint256 balance, uint256 normalizedWeight, uint256 bptAmountIn, uint256 bptTotalSupply, uint256 swapFeePercentage ) internal pure returns (uint256 amountOut, uint256 swapFee) { /***************************************************************************************** // exactBPTInForTokenOut // // a = amountOut // // b = balance / / totalBPT - bptIn \\ (1 / w) \\ // // bptIn = bptAmountIn a = b * | 1 - | -------------------------- | ^ | // // bpt = totalBPT \\ \\ totalBPT / / // // w = weight // *****************************************************************************************/ // Token out, so we round down overall. The multiplication rounds down, but the power rounds up (so the base // rounds up). Because (totalBPT - bptIn) / totalBPT <= 1, the exponent rounds down. // Calculate the factor by which the invariant will decrease after burning BPTAmountIn uint256 invariantRatio = bptTotalSupply.sub(bptAmountIn).divUp(bptTotalSupply); _require(invariantRatio >= _MIN_INVARIANT_RATIO, Errors.MIN_BPT_IN_FOR_TOKEN_OUT); // Calculate by how much the token balance has to decrease to match invariantRatio uint256 balanceRatio = invariantRatio.powUp(FixedPoint.ONE.divDown(normalizedWeight)); // Because of rounding up, balanceRatio can be greater than one. Using complement prevents reverts. uint256 amountOutWithoutFee = balance.mulDown(balanceRatio.complement()); // We can now compute how much excess balance is being withdrawn as a result of the virtual swaps, which result // in swap fees. uint256 taxablePercentage = normalizedWeight.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); swapFee = taxableAmount.mulUp(swapFeePercentage); amountOut = nonTaxableAmount.add(taxableAmount.sub(swapFee)); } function _calcTokensOutGivenExactBptIn( uint256[] memory balances, uint256 bptAmountIn, uint256 totalBPT ) internal pure returns (uint256[] memory) { /********************************************************************************************** // exactBPTInForTokensOut // // (per token) // // aO = amountOut / bptIn \\ // // b = balance a0 = b * | --------------------- | // // bptIn = bptAmountIn \\ totalBPT / // // bpt = totalBPT // **********************************************************************************************/ // 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(totalBPT); uint256[] memory amountsOut = new uint256[](balances.length); for (uint256 i = 0; i < balances.length; i++) { amountsOut[i] = balances[i].mulDown(bptRatio); } return amountsOut; } function _calcDueTokenProtocolSwapFeeAmount( uint256 balance, uint256 normalizedWeight, uint256 previousInvariant, uint256 currentInvariant, uint256 protocolSwapFeePercentage ) internal pure returns (uint256) { /********************************************************************************* /* protocolSwapFeePercentage * balanceToken * ( 1 - (previousInvariant / currentInvariant) ^ (1 / weightToken)) *********************************************************************************/ if (currentInvariant <= previousInvariant) { // This shouldn't happen outside of rounding errors, but have this safeguard nonetheless to prevent the Pool // from entering a locked state in which joins and exits revert while computing accumulated swap fees. return 0; } // We round down to prevent issues in the Pool's accounting, even if it means paying slightly less in protocol // fees to the Vault. // Fee percentage and balance multiplications round down, while the subtrahend (power) rounds up (as does the // base). Because previousInvariant / currentInvariant <= 1, the exponent rounds down. uint256 base = previousInvariant.divUp(currentInvariant); uint256 exponent = FixedPoint.ONE.divDown(normalizedWeight); // Because the exponent is larger than one, the base of the power function has a lower bound. We cap to this // value to avoid numeric issues, which means in the extreme case (where the invariant growth is larger than // 1 / min exponent) the Pool will pay less in protocol fees than it should. base = Math.max(base, FixedPoint.MIN_POW_BASE_FREE_EXPONENT); uint256 power = base.powUp(exponent); uint256 tokenAccruedFees = balance.mulDown(power.complement()); return tokenAccruedFees.mulDown(protocolSwapFeePercentage); } } // 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/Math.sol"; import "@balancer-labs/v2-solidity-utils/contracts/math/FixedPoint.sol"; import "@balancer-labs/v2-solidity-utils/contracts/helpers/InputHelpers.sol"; import "@balancer-labs/v2-solidity-utils/contracts/helpers/TemporarilyPausable.sol"; import "@balancer-labs/v2-solidity-utils/contracts/helpers/WordCodec.sol"; import "@balancer-labs/v2-solidity-utils/contracts/openzeppelin/ERC20.sol"; import "@balancer-labs/v2-vault/contracts/interfaces/IVault.sol"; import "@balancer-labs/v2-vault/contracts/interfaces/IBasePool.sol"; import "@balancer-labs/v2-asset-manager-utils/contracts/IAssetManager.sol"; import "./BalancerPoolToken.sol"; import "./BasePoolAuthorization.sol"; // solhint-disable max-states-count /** * @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. * * 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, BasePoolAuthorization, BalancerPoolToken, TemporarilyPausable { using WordCodec for bytes32; using FixedPoint for uint256; uint256 private constant _MIN_TOKENS = 2; uint256 private constant _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 // Storage slot that can be used to store unrelated pieces of information. In particular, by default is used // to store only the swap fee percentage of a pool. But it can be extended to store some more pieces of information. // The swap fee percentage is stored in the most-significant 64 bits, therefore the remaining 192 bits can be // used to store any other piece of information. bytes32 private _miscData; uint256 private constant _SWAP_FEE_PERCENTAGE_OFFSET = 192; bytes32 private immutable _poolId; 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; } // Getters / Setters function getPoolId() public view override returns (bytes32) { return _poolId; } function _getTotalTokens() internal view virtual returns (uint256); function _getMaxTokens() internal pure virtual returns (uint256); function _getMinimumBpt() internal pure virtual returns (uint256) { return _MINIMUM_BPT; } function getSwapFeePercentage() public view returns (uint256) { return _miscData.decodeUint64(_SWAP_FEE_PERCENTAGE_OFFSET); } function setSwapFeePercentage(uint256 swapFeePercentage) external virtual authenticate whenNotPaused { _setSwapFeePercentage(swapFeePercentage); } function _setSwapFeePercentage(uint256 swapFeePercentage) private { _require(swapFeePercentage >= _MIN_SWAP_FEE_PERCENTAGE, Errors.MIN_SWAP_FEE_PERCENTAGE); _require(swapFeePercentage <= _MAX_SWAP_FEE_PERCENTAGE, Errors.MAX_SWAP_FEE_PERCENTAGE); _miscData = _miscData.insertUint64(swapFeePercentage, _SWAP_FEE_PERCENTAGE_OFFSET); emit SwapFeePercentageChanged(swapFeePercentage); } function setAssetManagerPoolConfig(IERC20 token, bytes memory poolConfig) public virtual 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); } function setPaused(bool paused) external authenticate { _setPaused(paused); } function _isOwnerOnlyAction(bytes32 actionId) internal view virtual override returns (bool) { return (actionId == getActionId(this.setSwapFeePercentage.selector)) || (actionId == getActionId(this.setAssetManagerPoolConfig.selector)); } function _getMiscData() internal view returns (bytes32) { return _miscData; } /** * 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); _; } function onJoinPool( bytes32 poolId, address sender, address recipient, uint256[] memory balances, uint256 lastChangeBlock, uint256 protocolSwapFeePercentage, bytes memory userData ) public virtual override onlyVault(poolId) returns (uint256[] memory, uint256[] memory) { 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[](_getTotalTokens())); } else { _upscaleArray(balances, scalingFactors); (uint256 bptAmountOut, uint256[] memory amountsIn, uint256[] memory dueProtocolFeeAmounts) = _onJoinPool( poolId, sender, recipient, balances, lastChangeBlock, protocolSwapFeePercentage, 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); // dueProtocolFeeAmounts are amounts exiting the Pool, so we round down. _downscaleDownArray(dueProtocolFeeAmounts, scalingFactors); return (amountsIn, dueProtocolFeeAmounts); } } function onExitPool( bytes32 poolId, address sender, address recipient, uint256[] memory balances, uint256 lastChangeBlock, uint256 protocolSwapFeePercentage, bytes memory userData ) public virtual override onlyVault(poolId) returns (uint256[] memory, uint256[] memory) { uint256[] memory scalingFactors = _scalingFactors(); _upscaleArray(balances, scalingFactors); (uint256 bptAmountIn, uint256[] memory amountsOut, uint256[] memory dueProtocolFeeAmounts) = _onExitPool( poolId, sender, recipient, balances, lastChangeBlock, protocolSwapFeePercentage, scalingFactors, userData ); // Note we no longer use `balances` after calling `_onExitPool`, which may mutate it. _burnPoolTokens(sender, bptAmountIn); // Both amountsOut and dueProtocolFeeAmounts are amounts exiting the Pool, so we round down. _downscaleDownArray(amountsOut, scalingFactors); _downscaleDownArray(dueProtocolFeeAmounts, scalingFactors); return (amountsOut, dueProtocolFeeAmounts); } // Query functions /** * @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 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); } /** * @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 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, uint256[] memory dueProtocolFeeAmounts ); /** * @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, uint256[] memory dueProtocolFeeAmounts ); // Internal functions /** * @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(FixedPoint.ONE.sub(getSwapFeePercentage())); } /** * @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 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 view { for (uint256 i = 0; i < _getTotalTokens(); ++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 view { for (uint256 i = 0; i < _getTotalTokens(); ++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 view { for (uint256 i = 0; i < _getTotalTokens(); ++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, 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 { 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 "./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 "@balancer-labs/v2-solidity-utils/contracts/helpers/BalancerErrors.sol"; import "@balancer-labs/v2-solidity-utils/contracts/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 immutable _pauseWindowEndTime; uint256 private immutable _bufferPeriodEndTime; bool private _paused; constructor(uint256 pauseWindowDuration, uint256 bufferPeriodDuration) { 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; /** * @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_5 = 2**(5) - 1; uint256 private constant _MASK_7 = 2**(7) - 1; uint256 private constant _MASK_10 = 2**(10) - 1; uint256 private constant _MASK_16 = 2**(16) - 1; uint256 private constant _MASK_22 = 2**(22) - 1; uint256 private constant _MASK_31 = 2**(31) - 1; uint256 private constant _MASK_32 = 2**(32) - 1; uint256 private constant _MASK_53 = 2**(53) - 1; uint256 private constant _MASK_64 = 2**(64) - 1; uint256 private constant _MASK_128 = 2**(128) - 1; uint256 private constant _MASK_192 = 2**(192) - 1; // Largest positive values that can be represented as N bits signed integers. int256 private constant _MAX_INT_22 = 2**(21) - 1; int256 private constant _MAX_INT_53 = 2**(52) - 1; // In-place insertion /** * @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); } // Unsigned /** * @dev Inserts a 5 bit unsigned integer shifted by an offset into a 256 bit word, replacing the old value. Returns * the new word. * * Assumes `value` only uses its least significant 5 bits, otherwise it may overwrite sibling bytes. */ function insertUint5( bytes32 word, uint256 value, uint256 offset ) internal pure returns (bytes32) { bytes32 clearedWord = bytes32(uint256(word) & ~(_MASK_5 << offset)); return clearedWord | bytes32(value << offset); } /** * @dev Inserts a 7 bit unsigned integer shifted by an offset into a 256 bit word, replacing the old value. Returns * the new word. * * Assumes `value` only uses its least significant 7 bits, otherwise it may overwrite sibling bytes. */ function insertUint7( bytes32 word, uint256 value, uint256 offset ) internal pure returns (bytes32) { bytes32 clearedWord = bytes32(uint256(word) & ~(_MASK_7 << offset)); return clearedWord | bytes32(value << offset); } /** * @dev Inserts a 10 bit unsigned integer shifted by an offset into a 256 bit word, replacing the old value. Returns * the new word. * * Assumes `value` only uses its least significant 10 bits, otherwise it may overwrite sibling bytes. */ function insertUint10( bytes32 word, uint256 value, uint256 offset ) internal pure returns (bytes32) { bytes32 clearedWord = bytes32(uint256(word) & ~(_MASK_10 << offset)); return clearedWord | bytes32(value << offset); } /** * @dev Inserts a 16 bit unsigned integer shifted by an offset into a 256 bit word, replacing the old value. * Returns the new word. * * Assumes `value` only uses its least significant 16 bits, otherwise it may overwrite sibling bytes. */ function insertUint16( bytes32 word, uint256 value, uint256 offset ) internal pure returns (bytes32) { bytes32 clearedWord = bytes32(uint256(word) & ~(_MASK_16 << offset)); return clearedWord | bytes32(value << offset); } /** * @dev Inserts a 31 bit unsigned integer shifted by an offset into a 256 bit word, replacing the old value. Returns * the new word. * * Assumes `value` can be represented using 31 bits. */ function insertUint31( bytes32 word, uint256 value, uint256 offset ) internal pure returns (bytes32) { bytes32 clearedWord = bytes32(uint256(word) & ~(_MASK_31 << offset)); return clearedWord | bytes32(value << offset); } /** * @dev Inserts a 32 bit unsigned integer shifted by an offset into a 256 bit word, replacing the old value. Returns * the new word. * * Assumes `value` only uses its least significant 32 bits, otherwise it may overwrite sibling bytes. */ function insertUint32( bytes32 word, uint256 value, uint256 offset ) internal pure returns (bytes32) { bytes32 clearedWord = bytes32(uint256(word) & ~(_MASK_32 << offset)); return clearedWord | bytes32(value << offset); } /** * @dev Inserts a 64 bit unsigned integer shifted by an offset into a 256 bit word, replacing the old value. Returns * the new word. * * Assumes `value` only uses its least significant 64 bits, otherwise it may overwrite sibling bytes. */ function insertUint64( bytes32 word, uint256 value, uint256 offset ) internal pure returns (bytes32) { bytes32 clearedWord = bytes32(uint256(word) & ~(_MASK_64 << offset)); return clearedWord | bytes32(value << offset); } // Signed /** * @dev Inserts a 22 bits 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 22 bits. */ function insertInt22( bytes32 word, int256 value, uint256 offset ) internal pure returns (bytes32) { bytes32 clearedWord = bytes32(uint256(word) & ~(_MASK_22 << offset)); // Integer values need masking to remove the upper bits of negative values. return clearedWord | bytes32((uint256(value) & _MASK_22) << offset); } // Bytes /** * @dev Inserts 192 bit 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); } // Encoding // Unsigned /** * @dev Encodes an unsigned integer shifted by an offset. This performs no size checks: it is up to the caller to * ensure that the values are bounded. * * The return value can be logically ORed with other encoded values to form a 256 bit word. */ function encodeUint(uint256 value, uint256 offset) internal pure returns (bytes32) { return bytes32(value << offset); } // Signed /** * @dev Encodes a 22 bits signed integer shifted by an offset. * * The return value can be logically ORed with other encoded values to form a 256 bit word. */ function encodeInt22(int256 value, uint256 offset) internal pure returns (bytes32) { // Integer values need masking to remove the upper bits of negative values. return bytes32((uint256(value) & _MASK_22) << offset); } /** * @dev Encodes a 53 bits signed integer shifted by an offset. * * The return value can be logically ORed with other encoded values to form a 256 bit word. */ function encodeInt53(int256 value, uint256 offset) internal pure returns (bytes32) { // Integer values need masking to remove the upper bits of negative values. return bytes32((uint256(value) & _MASK_53) << offset); } // Decoding /** * @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; } // Unsigned /** * @dev Decodes and returns a 5 bit unsigned integer shifted by an offset from a 256 bit word. */ function decodeUint5(bytes32 word, uint256 offset) internal pure returns (uint256) { return uint256(word >> offset) & _MASK_5; } /** * @dev Decodes and returns a 7 bit unsigned integer shifted by an offset from a 256 bit word. */ function decodeUint7(bytes32 word, uint256 offset) internal pure returns (uint256) { return uint256(word >> offset) & _MASK_7; } /** * @dev Decodes and returns a 10 bit unsigned integer shifted by an offset from a 256 bit word. */ function decodeUint10(bytes32 word, uint256 offset) internal pure returns (uint256) { return uint256(word >> offset) & _MASK_10; } /** * @dev Decodes and returns a 16 bit unsigned integer shifted by an offset from a 256 bit word. */ function decodeUint16(bytes32 word, uint256 offset) internal pure returns (uint256) { return uint256(word >> offset) & _MASK_16; } /** * @dev Decodes and returns a 31 bit unsigned integer shifted by an offset from a 256 bit word. */ function decodeUint31(bytes32 word, uint256 offset) internal pure returns (uint256) { return uint256(word >> offset) & _MASK_31; } /** * @dev Decodes and returns a 32 bit unsigned integer shifted by an offset from a 256 bit word. */ function decodeUint32(bytes32 word, uint256 offset) internal pure returns (uint256) { return uint256(word >> offset) & _MASK_32; } /** * @dev Decodes and returns a 64 bit unsigned integer shifted by an offset from a 256 bit word. */ function decodeUint64(bytes32 word, uint256 offset) internal pure returns (uint256) { return uint256(word >> offset) & _MASK_64; } /** * @dev Decodes and returns a 128 bit unsigned integer shifted by an offset from a 256 bit word. */ function decodeUint128(bytes32 word, uint256 offset) internal pure returns (uint256) { return uint256(word >> offset) & _MASK_128; } // Signed /** * @dev Decodes and returns a 22 bits signed integer shifted by an offset from a 256 bit word. */ function decodeInt22(bytes32 word, uint256 offset) internal pure returns (int256) { int256 value = int256(uint256(word >> offset) & _MASK_22); // In case the decoded value is greater than the max positive integer that can be represented with 22 bits, // we know it was originally a negative integer. Therefore, we mask it to restore the sign in the 256 bit // representation. return value > _MAX_INT_22 ? (value | int256(~_MASK_22)) : value; } /** * @dev Decodes and returns a 53 bits signed integer shifted by an offset from a 256 bit word. */ function decodeInt53(bytes32 word, uint256 offset) internal pure returns (int256) { int256 value = int256(uint256(word >> offset) & _MASK_53); // In case the decoded value is greater than the max positive integer that can be represented with 53 bits, // we know it was originally a negative integer. Therefore, we mask it to restore the sign in the 256 bit // representation. return value > _MAX_INT_53 ? (value | int256(~_MASK_53)) : value; } } // SPDX-License-Identifier: MIT pragma solidity ^0.7.0; import "../helpers/BalancerErrors.sol"; import "./IERC20.sol"; import "./SafeMath.sol"; /** * @dev Implementation of the {IERC20} interface. * * This implementation is agnostic to the way tokens are created. This means * that a supply mechanism has to be added in a derived contract using {_mint}. * For a generic mechanism see {ERC20PresetMinterPauser}. * * TIP: For a detailed writeup see our guide * https://forum.zeppelin.solutions/t/how-to-implement-erc20-supply-mechanisms/226[How * to implement supply mechanisms]. * * We have followed general OpenZeppelin guidelines: functions revert instead * of returning `false` on failure. This behavior is nonetheless conventional * and does not conflict with the expectations of ERC20 applications. * * Additionally, an {Approval} event is emitted on calls to {transferFrom}. * This allows applications to reconstruct the allowance for all accounts just * by listening to said events. Other implementations of the EIP may not emit * these events, as it isn't required by the specification. * * Finally, the non-standard {decreaseAllowance} and {increaseAllowance} * functions have been added to mitigate the well-known issues around setting * allowances. See {IERC20-approve}. */ contract ERC20 is 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}. */ function totalSupply() public view override returns (uint256) { return _totalSupply; } /** * @dev See {IERC20-balanceOf}. */ function balanceOf(address account) public view override returns (uint256) { return _balances[account]; } /** * @dev See {IERC20-transfer}. * * Requirements: * * - `recipient` cannot be the zero address. * - the caller must have a balance of at least `amount`. */ function transfer(address recipient, uint256 amount) public virtual override returns (bool) { _transfer(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); _totalSupply = _totalSupply.add(amount); _balances[account] = _balances[account].add(amount); emit Transfer(address(0), account, amount); } /** * @dev Destroys `amount` tokens from `account`, reducing the * total supply. * * Emits a {Transfer} event with `to` set to the zero address. * * Requirements: * * - `account` cannot be the zero address. * - `account` must have at least `amount` tokens. */ function _burn(address account, uint256 amount) internal virtual { _require(account != address(0), Errors.ERC20_BURN_FROM_ZERO_ADDRESS); _beforeTokenTransfer(account, address(0), amount); _balances[account] = _balances[account].sub(amount, Errors.ERC20_BURN_EXCEEDS_ALLOWANCE); _totalSupply = _totalSupply.sub(amount); emit Transfer(account, address(0), amount); } /** * @dev Sets `amount` as the allowance of `spender` over the `owner` s tokens. * * This internal function is equivalent to `approve`, and can be used to * e.g. set automatic allowances for certain subsystems, etc. * * Emits an {Approval} event. * * Requirements: * * - `owner` cannot be the zero address. * - `spender` cannot be the zero address. */ function _approve( address owner, address spender, uint256 amount ) internal virtual { _allowances[owner][spender] = amount; emit Approval(owner, spender, amount); } /** * @dev Sets {decimals} to a value other than the default one of 18. * * WARNING: This function should only be called from the constructor. Most * applications that interact with token contracts will not expect * {decimals} to ever change, and may work incorrectly if it does. */ function _setupDecimals(uint8 decimals_) internal { _decimals = decimals_; } /** * @dev Hook that is called before any transfer of tokens. This includes * minting and burning. * * Calling conditions: * * - when `from` and `to` are both non-zero, `amount` of ``from``'s tokens * will be to transferred to `to`. * - when `from` is zero, `amount` tokens will be minted for `to`. * - when `to` is zero, `amount` of ``from``'s tokens will be burned. * - `from` and `to` are never both zero. * * To learn more about hooks, head to xref:ROOT:extending-contracts.adoc#using-hooks[Using Hooks]. */ function _beforeTokenTransfer( address from, address to, uint256 amount ) internal virtual {} } // SPDX-License-Identifier: 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 "@balancer-labs/v2-solidity-utils/contracts/openzeppelin/IERC20.sol"; import "@balancer-labs/v2-solidity-utils/contracts/helpers/ISignaturesValidator.sol"; import "@balancer-labs/v2-solidity-utils/contracts/helpers/ITemporarilyPausable.sol"; import "@balancer-labs/v2-solidity-utils/contracts/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 { // 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 "./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); function getPoolId() 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; pragma experimental ABIEncoderV2; import "@balancer-labs/v2-solidity-utils/contracts/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 "@balancer-labs/v2-solidity-utils/contracts/openzeppelin/ERC20.sol"; import "@balancer-labs/v2-solidity-utils/contracts/openzeppelin/ERC20Permit.sol"; import "@balancer-labs/v2-vault/contracts/interfaces/IVault.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 ERC20, 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-solidity-utils/contracts/helpers/Authentication.sol"; import "@balancer-labs/v2-vault/contracts/interfaces/IAuthorizer.sol"; import "./BasePool.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 actionId) internal view virtual returns (bool); 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; /** * @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: MIT pragma solidity ^0.7.0; import "../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: 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; 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 "@balancer-labs/v2-solidity-utils/contracts/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 "@balancer-labs/v2-solidity-utils/contracts/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; import "@balancer-labs/v2-solidity-utils/contracts/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: MIT pragma solidity ^0.7.0; import "./ERC20.sol"; import "./IERC20Permit.sol"; import "./EIP712.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, EIP712 { mapping(address => uint256) private _nonces; // solhint-disable-next-line var-name-mixedcase bytes32 private immutable _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") {} /** * @dev See {IERC20Permit-permit}. */ function permit( address owner, address spender, uint256 value, uint256 deadline, uint8 v, bytes32 r, bytes32 s ) public virtual override { // solhint-disable-next-line not-rely-on-time _require(block.timestamp <= deadline, Errors.EXPIRED_PERMIT); uint256 nonce = _nonces[owner]; bytes32 structHash = keccak256(abi.encode(_PERMIT_TYPEHASH, owner, spender, value, nonce, deadline)); bytes32 hash = _hashTypedDataV4(structHash); address signer = ecrecover(hash, v, r, s); _require((signer != address(0)) && (signer == owner), Errors.INVALID_SIGNATURE); _nonces[owner] = nonce + 1; _approve(owner, spender, value); } /** * @dev See {IERC20Permit-nonces}. */ function nonces(address owner) public view override returns (uint256) { return _nonces[owner]; } /** * @dev See {IERC20Permit-DOMAIN_SEPARATOR}. */ // solhint-disable-next-line func-name-mixedcase function DOMAIN_SEPARATOR() external view override returns (bytes32) { return _domainSeparatorV4(); } } // 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: 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; 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; 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 "../math/LogExpMath.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. */ library LogCompression { int256 private constant _LOG_COMPRESSION_FACTOR = 1e14; int256 private constant _HALF_LOG_COMPRESSION_FACTOR = 0.5e14; /** * @dev Returns the natural logarithm of `value`, dropping most of the decimal places to arrive at a value that, * when passed to `fromLowResLog`, will have a maximum relative error of ~0.05% compared to `value`. * * Values returned from this function should not be mixed with other fixed-point values (as they have a different * number of digits), but can be added or subtracted. Use `fromLowResLog` to undo this process and return to an * 18 decimal places fixed point value. * * Because so much precision is lost, the logarithmic values can be stored using much fewer bits than the original * value required. */ function toLowResLog(uint256 value) internal pure returns (int256) { int256 ln = LogExpMath.ln(int256(value)); // Rounding division for signed numerator int256 lnWithError = (ln > 0 ? ln + _HALF_LOG_COMPRESSION_FACTOR : ln - _HALF_LOG_COMPRESSION_FACTOR); return lnWithError / _LOG_COMPRESSION_FACTOR; } /** * @dev Restores `value` from logarithmic space. `value` is expected to be the result of a call to `toLowResLog`, * any other function that returns 4 decimals fixed point logarithms, or the sum of such values. */ function fromLowResLog(int256 value) internal pure returns (uint256) { return uint256(LogExpMath.exp(value * _LOG_COMPRESSION_FACTOR)); } } // SPDX-License-Identifier: LicenseRef-Gyro-1.0 // for information on licensing please see the README in the GitHub repository <https://github.com/gyrostable/concentrated-lps>. pragma solidity 0.7.6; // import "@balancer-labs/v2-solidity-utils/contracts/math/FixedPoint.sol"; import "./GyroFixedPoint.sol"; import "@balancer-labs/v2-solidity-utils/contracts/helpers/BalancerErrors.sol"; /* solhint-disable private-vars-leading-underscore */ /// @dev Signed fixed point operations based on Balancer's FixedPoint library. /// Note: The `{mul,div}{UpMag,DownMag}()` functions do *not* round up or down, respectively, /// in a signed fashion (like ceil and floor operations), but *in absolute value* (or *magnitude*), i.e., /// towards 0. This is useful in some applications. library SignedFixedPoint { int256 internal constant ONE = 1e18; // 18 decimal places // setting extra precision at 38 decimals, which is the most we can get w/o overflowing on normal multiplication // this allows 20 extra digits to absorb error when multiplying by large numbers int256 internal constant ONE_XP = 1e38; // 38 decimal places function add(int256 a, int256 b) internal pure returns (int256) { // Fixed Point addition is the same as regular checked addition int256 c = a + b; if (!(b >= 0 ? c >= a : c < a)) _require(false, Errors.ADD_OVERFLOW); return c; } function addMag(int256 a, int256 b) internal pure returns (int256 c) { // add b in the same signed direction as a, i.e. increase the magnitude of a by b c = a > 0 ? add(a, b) : sub(a, b); } function sub(int256 a, int256 b) internal pure returns (int256) { // Fixed Point subtraction is the same as regular checked subtraction int256 c = a - b; if (!(b <= 0 ? c >= a : c < a)) _require(false, Errors.SUB_OVERFLOW); return c; } /// @dev This rounds towards 0, i.e., down *in absolute value*! function mulDownMag(int256 a, int256 b) internal pure returns (int256) { int256 product = a * b; if (!(a == 0 || product / a == b)) _require(false, Errors.MUL_OVERFLOW); return product / ONE; } /// @dev this implements mulDownMag w/o checking for over/under-flows, which saves significantly on gas if these aren't needed function mulDownMagU(int256 a, int256 b) internal pure returns (int256) { return (a * b) / ONE; } /// @dev This rounds away from 0, i.e., up *in absolute value*! function mulUpMag(int256 a, int256 b) internal pure returns (int256) { int256 product = a * b; if (!(a == 0 || product / a == b)) _require(false, Errors.MUL_OVERFLOW); // If product > 0, the result should be ceil(p/ONE) = floor((p-1)/ONE) + 1, where floor() is implicit. If // product < 0, the result should be floor(p/ONE) = ceil((p+1)/ONE) - 1, where ceil() is implicit. // Addition for signed numbers: Case selection so we round away from 0, not always up. if (product > 0) return ((product - 1) / ONE) + 1; else if (product < 0) return ((product + 1) / ONE) - 1; // product == 0 return 0; } /// @dev this implements mulUpMag w/o checking for over/under-flows, which saves significantly on gas if these aren't needed function mulUpMagU(int256 a, int256 b) internal pure returns (int256) { int256 product = a * b; // If product > 0, the result should be ceil(p/ONE) = floor((p-1)/ONE) + 1, where floor() is implicit. If // product < 0, the result should be floor(p/ONE) = ceil((p+1)/ONE) - 1, where ceil() is implicit. // Addition for signed numbers: Case selection so we round away from 0, not always up. if (product > 0) return ((product - 1) / ONE) + 1; else if (product < 0) return ((product + 1) / ONE) - 1; // product == 0 return 0; } /// @dev Rounds towards 0, i.e., down in absolute value. function divDownMag(int256 a, int256 b) internal pure returns (int256) { if (b == 0) _require(false, Errors.ZERO_DIVISION); if (a == 0) { return 0; } int256 aInflated = a * ONE; if (aInflated / a != ONE) _require(false, Errors.DIV_INTERNAL); return aInflated / b; } /// @dev this implements divDownMag w/o checking for over/under-flows, which saves significantly on gas if these aren't needed function divDownMagU(int256 a, int256 b) internal pure returns (int256) { if (b == 0) _require(false, Errors.ZERO_DIVISION); return (a * ONE) / b; } /// @dev Rounds away from 0, i.e., up in absolute value. function divUpMag(int256 a, int256 b) internal pure returns (int256) { if (b == 0) _require(false, Errors.ZERO_DIVISION); if (a == 0) { return 0; } if (b < 0) { // Required so the below is correct. b = -b; a = -a; } int256 aInflated = a * ONE; if (aInflated / a != ONE) _require(false, Errors.DIV_INTERNAL); if (aInflated > 0) return ((aInflated - 1) / b) + 1; return ((aInflated + 1) / b) - 1; } /// @dev this implements divUpMag w/o checking for over/under-flows, which saves significantly on gas if these aren't needed function divUpMagU(int256 a, int256 b) internal pure returns (int256) { if (b == 0) _require(false, Errors.ZERO_DIVISION); if (a == 0) { return 0; } // SOMEDAY check if we can shave off some gas by logically refactoring this vs the below case distinction into one (on a * b or so). if (b < 0) { // Ensure b > 0 so the below is correct. b = -b; a = -a; } if (a > 0) return ((a * ONE - 1) / b) + 1; return ((a * ONE + 1) / b) - 1; } /// @dev multiplies two extra precision numbers (with 38 decimals) /// rounds down in magnitude but this shouldn't matter /// multiplication can overflow if a,b are > 2 in magnitude function mulXp(int256 a, int256 b) internal pure returns (int256) { int256 product = a * b; if (!(a == 0 || product / a == b)) _require(false, Errors.MUL_OVERFLOW); return product / ONE_XP; } /// @dev multiplies two extra precision numbers (with 38 decimals) /// rounds down in magnitude but this shouldn't matter /// multiplication can overflow if a,b are > 2 in magnitude /// this implements mulXp w/o checking for over/under-flows, which saves significantly on gas if these aren't needed function mulXpU(int256 a, int256 b) internal pure returns (int256) { return (a * b) / ONE_XP; } /// @dev divides two extra precision numbers (with 38 decimals) /// rounds down in magnitude but this shouldn't matter /// can overflow if a > 2 or b << 1 in magnitude function divXp(int256 a, int256 b) internal pure returns (int256) { if (b == 0) _require(false, Errors.ZERO_DIVISION); if (a == 0) { return 0; } int256 aInflated = a * ONE_XP; if (aInflated / a != ONE_XP) _require(false, Errors.DIV_INTERNAL); return aInflated / b; } /// @dev divides two extra precision numbers (with 38 decimals) /// rounds down in magnitude but this shouldn't matter /// can overflow if a > 2 or b << 1 in magnitude /// this implements divXp w/o checking for over/under-flows, which saves significantly on gas if these aren't needed function divXpU(int256 a, int256 b) internal pure returns (int256) { if (b == 0) _require(false, Errors.ZERO_DIVISION); return (a * ONE_XP) / b; } /// @dev multiplies normal precision a with extra precision b (with 38 decimals) /// Rounds down in signed direction /// returns normal precision of the product function mulDownXpToNp(int256 a, int256 b) internal pure returns (int256) { int256 b1 = b / 1e19; int256 prod1 = a * b1; if (!(a == 0 || prod1 / a == b1)) _require(false, Errors.MUL_OVERFLOW); int256 b2 = b % 1e19; int256 prod2 = a * b2; if (!(a == 0 || prod2 / a == b2)) _require(false, Errors.MUL_OVERFLOW); return prod1 >= 0 && prod2 >= 0 ? (prod1 + prod2 / 1e19) / 1e19 : (prod1 + prod2 / 1e19 + 1) / 1e19 - 1; } /// @dev multiplies normal precision a with extra precision b (with 38 decimals) /// Rounds down in signed direction /// returns normal precision of the product /// this implements mulDownXpToNp w/o checking for over/under-flows, which saves significantly on gas if these aren't needed function mulDownXpToNpU(int256 a, int256 b) internal pure returns (int256) { int256 b1 = b / 1e19; int256 b2 = b % 1e19; // SOMEDAY check if we eliminate these vars and save some gas (by only checking the sign of prod1, say) int256 prod1 = a * b1; int256 prod2 = a * b2; return prod1 >= 0 && prod2 >= 0 ? (prod1 + prod2 / 1e19) / 1e19 : (prod1 + prod2 / 1e19 + 1) / 1e19 - 1; } /// @dev multiplies normal precision a with extra precision b (with 38 decimals) /// Rounds up in signed direction /// returns normal precision of the product function mulUpXpToNp(int256 a, int256 b) internal pure returns (int256) { int256 b1 = b / 1e19; int256 prod1 = a * b1; if (!(a == 0 || prod1 / a == b1)) _require(false, Errors.MUL_OVERFLOW); int256 b2 = b % 1e19; int256 prod2 = a * b2; if (!(a == 0 || prod2 / a == b2)) _require(false, Errors.MUL_OVERFLOW); return prod1 <= 0 && prod2 <= 0 ? (prod1 + prod2 / 1e19) / 1e19 : (prod1 + prod2 / 1e19 - 1) / 1e19 + 1; } /// @dev multiplies normal precision a with extra precision b (with 38 decimals) /// Rounds up in signed direction /// returns normal precision of the product /// this implements mulUpXpToNp w/o checking for over/under-flows, which saves significantly on gas if these aren't needed function mulUpXpToNpU(int256 a, int256 b) internal pure returns (int256) { int256 b1 = b / 1e19; int256 b2 = b % 1e19; // SOMEDAY check if we eliminate these vars and save some gas (by only checking the sign of prod1, say) int256 prod1 = a * b1; int256 prod2 = a * b2; return prod1 <= 0 && prod2 <= 0 ? (prod1 + prod2 / 1e19) / 1e19 : (prod1 + prod2 / 1e19 - 1) / 1e19 + 1; } // not implementing the pow functions right now b/c it's annoying and slightly ill-defined, and we don't use them. /** * @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(int256 x) internal pure returns (int256) { if (x >= ONE || x <= 0) return 0; return ONE - x; } } // SPDX-License-Identifier: LicenseRef-Gyro-1.0 // for information on licensing please see the README in the GitHub repository <https://github.com/gyrostable/concentrated-lps>. pragma solidity 0.7.6; // solhint-disable library GyroECLPPoolErrors { // Input uint256 internal constant ADDRESS_IS_ZERO_ADDRESS = 120; uint256 internal constant TOKEN_IN_IS_NOT_TOKEN_0 = 121; // Math uint256 internal constant PRICE_BOUNDS_WRONG = 354; uint256 internal constant ROTATION_VECTOR_WRONG = 355; uint256 internal constant ROTATION_VECTOR_NOT_NORMALIZED = 356; uint256 internal constant ASSET_BOUNDS_EXCEEDED = 357; uint256 internal constant DERIVED_TAU_NOT_NORMALIZED = 358; uint256 internal constant DERIVED_ZETA_WRONG = 359; uint256 internal constant STRETCHING_FACTOR_WRONG = 360; uint256 internal constant DERIVED_UVWZ_WRONG = 361; uint256 internal constant INVARIANT_DENOMINATOR_WRONG = 362; uint256 internal constant MAX_ASSETS_EXCEEDED = 363; uint256 internal constant MAX_INVARIANT_EXCEEDED = 363; uint256 internal constant DERIVED_DSQ_WRONG = 364; } // SPDX-License-Identifier: MIT pragma solidity >=0.6.0 <0.8.0; /** * @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 Returns the downcasted uint128 from uint256, reverting on * overflow (when the input is greater than largest uint128). * * Counterpart to Solidity's `uint128` operator. * * Requirements: * * - input must fit into 128 bits */ function toUint128(uint256 value) internal pure returns (uint128) { require(value < 2**128, "SafeCast: value doesn\\'t fit in 128 bits"); return uint128(value); } /** * @dev Returns the downcasted uint64 from uint256, reverting on * overflow (when the input is greater than largest uint64). * * Counterpart to Solidity's `uint64` operator. * * Requirements: * * - input must fit into 64 bits */ function toUint64(uint256 value) internal pure returns (uint64) { require(value < 2**64, "SafeCast: value doesn\\'t fit in 64 bits"); return uint64(value); } /** * @dev Returns the downcasted uint32 from uint256, reverting on * overflow (when the input is greater than largest uint32). * * Counterpart to Solidity's `uint32` operator. * * Requirements: * * - input must fit into 32 bits */ function toUint32(uint256 value) internal pure returns (uint32) { require(value < 2**32, "SafeCast: value doesn\\'t fit in 32 bits"); return uint32(value); } /** * @dev Returns the downcasted uint16 from uint256, reverting on * overflow (when the input is greater than largest uint16). * * Counterpart to Solidity's `uint16` operator. * * Requirements: * * - input must fit into 16 bits */ function toUint16(uint256 value) internal pure returns (uint16) { require(value < 2**16, "SafeCast: value doesn\\'t fit in 16 bits"); return uint16(value); } /** * @dev Returns the downcasted uint8 from uint256, reverting on * overflow (when the input is greater than largest uint8). * * Counterpart to Solidity's `uint8` operator. * * Requirements: * * - input must fit into 8 bits. */ function toUint8(uint256 value) internal pure returns (uint8) { require(value < 2**8, "SafeCast: value doesn\\'t fit in 8 bits"); return uint8(value); } /** * @dev Converts a signed int256 into an unsigned uint256. * * Requirements: * * - input must be greater than or equal to 0. */ function toUint256(int256 value) internal pure returns (uint256) { require(value >= 0, "SafeCast: value must be positive"); return uint256(value); } /** * @dev Returns the downcasted int128 from int256, reverting on * overflow (when the input is less than smallest int128 or * greater than largest int128). * * Counterpart to Solidity's `int128` operator. * * Requirements: * * - input must fit into 128 bits * * _Available since v3.1._ */ function toInt128(int256 value) internal pure returns (int128) { require(value >= -2**127 && value < 2**127, "SafeCast: value doesn\\'t fit in 128 bits"); return int128(value); } /** * @dev Returns the downcasted int64 from int256, reverting on * overflow (when the input is less than smallest int64 or * greater than largest int64). * * Counterpart to Solidity's `int64` operator. * * Requirements: * * - input must fit into 64 bits * * _Available since v3.1._ */ function toInt64(int256 value) internal pure returns (int64) { require(value >= -2**63 && value < 2**63, "SafeCast: value doesn\\'t fit in 64 bits"); return int64(value); } /** * @dev Returns the downcasted int32 from int256, reverting on * overflow (when the input is less than smallest int32 or * greater than largest int32). * * Counterpart to Solidity's `int32` operator. * * Requirements: * * - input must fit into 32 bits * * _Available since v3.1._ */ function toInt32(int256 value) internal pure returns (int32) { require(value >= -2**31 && value < 2**31, "SafeCast: value doesn\\'t fit in 32 bits"); return int32(value); } /** * @dev Returns the downcasted int16 from int256, reverting on * overflow (when the input is less than smallest int16 or * greater than largest int16). * * Counterpart to Solidity's `int16` operator. * * Requirements: * * - input must fit into 16 bits * * _Available since v3.1._ */ function toInt16(int256 value) internal pure returns (int16) { require(value >= -2**15 && value < 2**15, "SafeCast: value doesn\\'t fit in 16 bits"); return int16(value); } /** * @dev Returns the downcasted int8 from int256, reverting on * overflow (when the input is less than smallest int8 or * greater than largest int8). * * Counterpart to Solidity's `int8` operator. * * Requirements: * * - input must fit into 8 bits. * * _Available since v3.1._ */ function toInt8(int256 value) internal pure returns (int8) { require(value >= -2**7 && value < 2**7, "SafeCast: value doesn\\'t fit in 8 bits"); return int8(value); } /** * @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, "SafeCast: value doesn't fit in an int256"); return int256(value); } } // SPDX-License-Identifier: LicenseRef-Gyro-1.0 // for information on licensing please see the README in the GitHub repository <https://github.com/gyrostable/concentrated-lps>. pragma solidity 0.7.6; pragma experimental ABIEncoderV2; interface ICappedLiquidity { event CapParamsUpdated(CapParams params); event CapManagerUpdated(address capManager); struct CapParams { bool capEnabled; uint120 perAddressCap; uint128 globalCap; } function setCapParams(CapParams memory params) external; function capParams() external view returns (CapParams memory); function capManager() external view returns (address); } // SPDX-License-Identifier: LicenseRef-Gyro-1.0 // for information on licensing please see the README in the GitHub repository <https://github.com/gyrostable/concentrated-lps>. pragma solidity ^0.7.0; interface ILocallyPausable { event PausedLocally(); event UnpausedLocally(); event PauseManagerChanged(address oldPauseManager, address newPauseManager); struct PauseParams { uint256 pauseWindowDuration; uint256 bufferPeriodDuration; } /// @notice Changes the account that is allowed to pause a pool. function changePauseManager(address _pauseManager) external; /// @notice Pauses the pool. /// Can only be called by the pause manager. function pause() external; /// @notice Unpauses the pool. /// Can only be called by the pause manager. function unpause() external; }
File 4 of 11: Vault
// 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 5 of 11: WstETH
// SPDX-License-Identifier: MIT AND GPL-3.0 // File: @openzeppelin/contracts/utils/Context.sol pragma solidity >=0.6.0 <0.8.0; /* * @dev Provides information about the current execution context, including the * sender of the transaction and its data. While these are generally available * via msg.sender and msg.data, they should not be accessed in such a direct * manner, since when dealing with GSN meta-transactions the account sending and * paying for execution may not be the actual sender (as far as an application * is concerned). * * This contract is only required for intermediate, library-like contracts. */ abstract contract Context { function _msgSender() internal view virtual returns (address payable) { return msg.sender; } function _msgData() internal view virtual returns (bytes memory) { this; // silence state mutability warning without generating bytecode - see https://github.com/ethereum/solidity/issues/2691 return msg.data; } } // File: @openzeppelin/contracts/token/ERC20/IERC20.sol pragma solidity >=0.6.0 <0.8.0; /** * @dev Interface of the ERC20 standard as defined in the EIP. */ interface IERC20 { /** * @dev Returns the amount of tokens in existence. */ function totalSupply() external view returns (uint256); /** * @dev Returns the amount of tokens owned by `account`. */ function balanceOf(address account) external view returns (uint256); /** * @dev Moves `amount` tokens from the caller's account to `recipient`. * * Returns a boolean value indicating whether the operation succeeded. * * Emits a {Transfer} event. */ function transfer(address recipient, uint256 amount) external returns (bool); /** * @dev Returns the remaining number of tokens that `spender` will be * allowed to spend on behalf of `owner` through {transferFrom}. This is * zero by default. * * This value changes when {approve} or {transferFrom} are called. */ function allowance(address owner, address spender) external view returns (uint256); /** * @dev Sets `amount` as the allowance of `spender` over the caller's tokens. * * Returns a boolean value indicating whether the operation succeeded. * * IMPORTANT: Beware that changing an allowance with this method brings the risk * that someone may use both the old and the new allowance by unfortunate * transaction ordering. One possible solution to mitigate this race * condition is to first reduce the spender's allowance to 0 and set the * desired value afterwards: * https://github.com/ethereum/EIPs/issues/20#issuecomment-263524729 * * Emits an {Approval} event. */ function approve(address spender, uint256 amount) external returns (bool); /** * @dev Moves `amount` tokens from `sender` to `recipient` using the * allowance mechanism. `amount` is then deducted from the caller's * allowance. * * Returns a boolean value indicating whether the operation succeeded. * * Emits a {Transfer} event. */ function transferFrom(address sender, address recipient, uint256 amount) external returns (bool); /** * @dev Emitted when `value` tokens are moved from one account (`from`) to * another (`to`). * * Note that `value` may be zero. */ event Transfer(address indexed from, address indexed to, uint256 value); /** * @dev Emitted when the allowance of a `spender` for an `owner` is set by * a call to {approve}. `value` is the new allowance. */ event Approval(address indexed owner, address indexed spender, uint256 value); } // File: @openzeppelin/contracts/math/SafeMath.sol pragma solidity >=0.6.0 <0.8.0; /** * @dev Wrappers over Solidity's arithmetic operations with added overflow * checks. * * Arithmetic operations in Solidity wrap on overflow. This can easily result * in bugs, because programmers usually assume that an overflow raises an * error, which is the standard behavior in high level programming languages. * `SafeMath` restores this intuition by reverting the transaction when an * operation overflows. * * Using this library instead of the unchecked operations eliminates an entire * class of bugs, so it's recommended to use it always. */ library SafeMath { /** * @dev Returns the addition of two unsigned integers, with an overflow flag. * * _Available since v3.4._ */ function tryAdd(uint256 a, uint256 b) internal pure returns (bool, uint256) { uint256 c = a + b; if (c < a) return (false, 0); return (true, c); } /** * @dev Returns the substraction of two unsigned integers, with an overflow flag. * * _Available since v3.4._ */ function trySub(uint256 a, uint256 b) internal pure returns (bool, uint256) { if (b > a) return (false, 0); return (true, a - b); } /** * @dev Returns the multiplication of two unsigned integers, with an overflow flag. * * _Available since v3.4._ */ function tryMul(uint256 a, uint256 b) internal pure returns (bool, uint256) { // Gas optimization: this is cheaper than requiring 'a' not being zero, but the // benefit is lost if 'b' is also tested. // See: https://github.com/OpenZeppelin/openzeppelin-contracts/pull/522 if (a == 0) return (true, 0); uint256 c = a * b; if (c / a != b) return (false, 0); return (true, c); } /** * @dev Returns the division of two unsigned integers, with a division by zero flag. * * _Available since v3.4._ */ function tryDiv(uint256 a, uint256 b) internal pure returns (bool, uint256) { if (b == 0) return (false, 0); return (true, a / b); } /** * @dev Returns the remainder of dividing two unsigned integers, with a division by zero flag. * * _Available since v3.4._ */ function tryMod(uint256 a, uint256 b) internal pure returns (bool, uint256) { if (b == 0) return (false, 0); return (true, a % b); } /** * @dev Returns the addition of two unsigned integers, reverting on * overflow. * * Counterpart to Solidity's `+` operator. * * Requirements: * * - Addition cannot overflow. */ function add(uint256 a, uint256 b) internal pure returns (uint256) { uint256 c = a + b; require(c >= a, "SafeMath: addition overflow"); return c; } /** * @dev Returns the subtraction of two unsigned integers, reverting on * overflow (when the result is negative). * * Counterpart to Solidity's `-` operator. * * Requirements: * * - Subtraction cannot overflow. */ function sub(uint256 a, uint256 b) internal pure returns (uint256) { require(b <= a, "SafeMath: subtraction overflow"); return a - b; } /** * @dev Returns the multiplication of two unsigned integers, reverting on * overflow. * * Counterpart to Solidity's `*` operator. * * Requirements: * * - Multiplication cannot overflow. */ function mul(uint256 a, uint256 b) internal pure returns (uint256) { if (a == 0) return 0; uint256 c = a * b; require(c / a == b, "SafeMath: multiplication overflow"); return c; } /** * @dev Returns the integer division of two unsigned integers, reverting on * division by zero. The result is rounded towards zero. * * Counterpart to Solidity's `/` operator. Note: this function uses a * `revert` opcode (which leaves remaining gas untouched) while Solidity * uses an invalid opcode to revert (consuming all remaining gas). * * Requirements: * * - The divisor cannot be zero. */ function div(uint256 a, uint256 b) internal pure returns (uint256) { require(b > 0, "SafeMath: division by zero"); return a / b; } /** * @dev Returns the remainder of dividing two unsigned integers. (unsigned integer modulo), * reverting when dividing by zero. * * Counterpart to Solidity's `%` operator. This function uses a `revert` * opcode (which leaves remaining gas untouched) while Solidity uses an * invalid opcode to revert (consuming all remaining gas). * * Requirements: * * - The divisor cannot be zero. */ function mod(uint256 a, uint256 b) internal pure returns (uint256) { require(b > 0, "SafeMath: modulo by zero"); return a % b; } /** * @dev Returns the subtraction of two unsigned integers, reverting with custom message on * overflow (when the result is negative). * * CAUTION: This function is deprecated because it requires allocating memory for the error * message unnecessarily. For custom revert reasons use {trySub}. * * Counterpart to Solidity's `-` operator. * * Requirements: * * - Subtraction cannot overflow. */ function sub(uint256 a, uint256 b, string memory errorMessage) internal pure returns (uint256) { require(b <= a, errorMessage); return a - b; } /** * @dev Returns the integer division of two unsigned integers, reverting with custom message on * division by zero. The result is rounded towards zero. * * CAUTION: This function is deprecated because it requires allocating memory for the error * message unnecessarily. For custom revert reasons use {tryDiv}. * * Counterpart to Solidity's `/` operator. Note: this function uses a * `revert` opcode (which leaves remaining gas untouched) while Solidity * uses an invalid opcode to revert (consuming all remaining gas). * * Requirements: * * - The divisor cannot be zero. */ function div(uint256 a, uint256 b, string memory errorMessage) internal pure returns (uint256) { require(b > 0, errorMessage); return a / b; } /** * @dev Returns the remainder of dividing two unsigned integers. (unsigned integer modulo), * reverting with custom message when dividing by zero. * * CAUTION: This function is deprecated because it requires allocating memory for the error * message unnecessarily. For custom revert reasons use {tryMod}. * * Counterpart to Solidity's `%` operator. This function uses a `revert` * opcode (which leaves remaining gas untouched) while Solidity uses an * invalid opcode to revert (consuming all remaining gas). * * Requirements: * * - The divisor cannot be zero. */ function mod(uint256 a, uint256 b, string memory errorMessage) internal pure returns (uint256) { require(b > 0, errorMessage); return a % b; } } // File: @openzeppelin/contracts/token/ERC20/ERC20.sol pragma solidity >=0.6.0 <0.8.0; /** * @dev Implementation of the {IERC20} interface. * * This implementation is agnostic to the way tokens are created. This means * that a supply mechanism has to be added in a derived contract using {_mint}. * For a generic mechanism see {ERC20PresetMinterPauser}. * * TIP: For a detailed writeup see our guide * https://forum.zeppelin.solutions/t/how-to-implement-erc20-supply-mechanisms/226[How * to implement supply mechanisms]. * * We have followed general OpenZeppelin guidelines: functions revert instead * of returning `false` on failure. This behavior is nonetheless conventional * and does not conflict with the expectations of ERC20 applications. * * Additionally, an {Approval} event is emitted on calls to {transferFrom}. * This allows applications to reconstruct the allowance for all accounts just * by listening to said events. Other implementations of the EIP may not emit * these events, as it isn't required by the specification. * * Finally, the non-standard {decreaseAllowance} and {increaseAllowance} * functions have been added to mitigate the well-known issues around setting * allowances. See {IERC20-approve}. */ contract ERC20 is Context, IERC20 { using SafeMath for uint256; mapping (address => uint256) private _balances; mapping (address => mapping (address => uint256)) private _allowances; uint256 private _totalSupply; string private _name; string private _symbol; uint8 private _decimals; /** * @dev Sets the values for {name} and {symbol}, initializes {decimals} with * a default value of 18. * * To select a different value for {decimals}, use {_setupDecimals}. * * All three of these values are immutable: they can only be set once during * construction. */ constructor (string memory name_, string memory symbol_) public { _name = name_; _symbol = symbol_; _decimals = 18; } /** * @dev Returns the name of the token. */ function name() public view virtual returns (string memory) { return _name; } /** * @dev Returns the symbol of the token, usually a shorter version of the * name. */ function symbol() public view virtual 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 virtual returns (uint8) { return _decimals; } /** * @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: * * - `recipient` cannot be the zero address. * - the caller must have a balance of at least `amount`. */ function transfer(address recipient, uint256 amount) public virtual override returns (bool) { _transfer(_msgSender(), recipient, amount); return true; } /** * @dev See {IERC20-allowance}. */ function allowance(address owner, address spender) public view virtual override returns (uint256) { return _allowances[owner][spender]; } /** * @dev See {IERC20-approve}. * * Requirements: * * - `spender` cannot be the zero address. */ function approve(address spender, uint256 amount) public virtual override returns (bool) { _approve(_msgSender(), spender, amount); return true; } /** * @dev See {IERC20-transferFrom}. * * Emits an {Approval} event indicating the updated allowance. This is not * required by the EIP. See the note at the beginning of {ERC20}. * * Requirements: * * - `sender` and `recipient` cannot be the zero address. * - `sender` must have a balance of at least `amount`. * - the caller must have allowance for ``sender``'s tokens of at least * `amount`. */ function transferFrom(address sender, address recipient, uint256 amount) public virtual override returns (bool) { _transfer(sender, recipient, amount); _approve(sender, _msgSender(), _allowances[sender][_msgSender()].sub(amount, "ERC20: transfer amount exceeds allowance")); return true; } /** * @dev Atomically increases the allowance granted to `spender` by the caller. * * This is an alternative to {approve} that can be used as a mitigation for * problems described in {IERC20-approve}. * * Emits an {Approval} event indicating the updated allowance. * * Requirements: * * - `spender` cannot be the zero address. */ function increaseAllowance(address spender, uint256 addedValue) public virtual returns (bool) { _approve(_msgSender(), spender, _allowances[_msgSender()][spender].add(addedValue)); return true; } /** * @dev Atomically decreases the allowance granted to `spender` by the caller. * * This is an alternative to {approve} that can be used as a mitigation for * problems described in {IERC20-approve}. * * Emits an {Approval} event indicating the updated allowance. * * Requirements: * * - `spender` cannot be the zero address. * - `spender` must have allowance for the caller of at least * `subtractedValue`. */ function decreaseAllowance(address spender, uint256 subtractedValue) public virtual returns (bool) { _approve(_msgSender(), spender, _allowances[_msgSender()][spender].sub(subtractedValue, "ERC20: decreased allowance below zero")); return true; } /** * @dev Moves tokens `amount` from `sender` to `recipient`. * * This is internal function is equivalent to {transfer}, and can be used to * e.g. implement automatic token fees, slashing mechanisms, etc. * * Emits a {Transfer} event. * * Requirements: * * - `sender` cannot be the zero address. * - `recipient` cannot be the zero address. * - `sender` must have a balance of at least `amount`. */ function _transfer(address sender, address recipient, uint256 amount) internal virtual { require(sender != address(0), "ERC20: transfer from the zero address"); require(recipient != address(0), "ERC20: transfer to the zero address"); _beforeTokenTransfer(sender, recipient, amount); _balances[sender] = _balances[sender].sub(amount, "ERC20: transfer amount exceeds balance"); _balances[recipient] = _balances[recipient].add(amount); emit Transfer(sender, recipient, amount); } /** @dev Creates `amount` tokens and assigns them to `account`, increasing * the total supply. * * Emits a {Transfer} event with `from` set to the zero address. * * Requirements: * * - `to` cannot be the zero address. */ function _mint(address account, uint256 amount) internal virtual { require(account != address(0), "ERC20: mint to the zero address"); _beforeTokenTransfer(address(0), account, amount); _totalSupply = _totalSupply.add(amount); _balances[account] = _balances[account].add(amount); emit Transfer(address(0), account, amount); } /** * @dev Destroys `amount` tokens from `account`, reducing the * total supply. * * Emits a {Transfer} event with `to` set to the zero address. * * Requirements: * * - `account` cannot be the zero address. * - `account` must have at least `amount` tokens. */ function _burn(address account, uint256 amount) internal virtual { require(account != address(0), "ERC20: burn from the zero address"); _beforeTokenTransfer(account, address(0), amount); _balances[account] = _balances[account].sub(amount, "ERC20: burn amount exceeds balance"); _totalSupply = _totalSupply.sub(amount); emit Transfer(account, address(0), amount); } /** * @dev Sets `amount` as the allowance of `spender` over the `owner` s tokens. * * This internal function is equivalent to `approve`, and can be used to * e.g. set automatic allowances for certain subsystems, etc. * * Emits an {Approval} event. * * Requirements: * * - `owner` cannot be the zero address. * - `spender` cannot be the zero address. */ function _approve(address owner, address spender, uint256 amount) internal virtual { require(owner != address(0), "ERC20: approve from the zero address"); require(spender != address(0), "ERC20: approve to the zero address"); _allowances[owner][spender] = amount; emit Approval(owner, spender, amount); } /** * @dev Sets {decimals} to a value other than the default one of 18. * * WARNING: This function should only be called from the constructor. Most * applications that interact with token contracts will not expect * {decimals} to ever change, and may work incorrectly if it does. */ function _setupDecimals(uint8 decimals_) internal virtual { _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 { } } // File: @openzeppelin/contracts/drafts/IERC20Permit.sol pragma solidity >=0.6.0 <0.8.0; /** * @dev Interface of the ERC20 Permit extension allowing approvals to be made via signatures, as defined in * https://eips.ethereum.org/EIPS/eip-2612[EIP-2612]. * * Adds the {permit} method, which can be used to change an account's ERC20 allowance (see {IERC20-allowance}) by * presenting a message signed by the account. By not relying on `{IERC20-approve}`, the token holder account doesn't * need to send a transaction, and thus is not required to hold Ether at all. */ interface IERC20Permit { /** * @dev Sets `value` as the allowance of `spender` over `owner`'s tokens, * given `owner`'s signed approval. * * IMPORTANT: The same issues {IERC20-approve} has related to transaction * ordering also apply here. * * Emits an {Approval} event. * * Requirements: * * - `spender` cannot be the zero address. * - `deadline` must be a timestamp in the future. * - `v`, `r` and `s` must be a valid `secp256k1` signature from `owner` * over the EIP712-formatted function arguments. * - the signature must use ``owner``'s current nonce (see {nonces}). * * For more information on the signature format, see the * https://eips.ethereum.org/EIPS/eip-2612#specification[relevant EIP * section]. */ function permit(address owner, address spender, uint256 value, uint256 deadline, uint8 v, bytes32 r, bytes32 s) external; /** * @dev Returns the current nonce for `owner`. This value must be * included whenever a signature is generated for {permit}. * * Every successful call to {permit} increases ``owner``'s nonce by one. This * prevents a signature from being used multiple times. */ function nonces(address owner) external view returns (uint256); /** * @dev Returns the domain separator used in the encoding of the signature for `permit`, as defined by {EIP712}. */ // solhint-disable-next-line func-name-mixedcase function DOMAIN_SEPARATOR() external view returns (bytes32); } // File: @openzeppelin/contracts/cryptography/ECDSA.sol pragma solidity >=0.6.0 <0.8.0; /** * @dev Elliptic Curve Digital Signature Algorithm (ECDSA) operations. * * These functions can be used to verify that a message was signed by the holder * of the private keys of a given address. */ library ECDSA { /** * @dev Returns the address that signed a hashed message (`hash`) with * `signature`. This address can then be used for verification purposes. * * The `ecrecover` EVM opcode allows for malleable (non-unique) signatures: * this function rejects them by requiring the `s` value to be in the lower * half order, and the `v` value to be either 27 or 28. * * IMPORTANT: `hash` _must_ be the result of a hash operation for the * verification to be secure: it is possible to craft signatures that * recover to arbitrary addresses for non-hashed data. A safe way to ensure * this is by receiving a hash of the original message (which may otherwise * be too long), and then calling {toEthSignedMessageHash} on it. */ function recover(bytes32 hash, bytes memory signature) internal pure returns (address) { // Check the signature length if (signature.length != 65) { revert("ECDSA: invalid signature length"); } // Divide the signature in r, s and v variables bytes32 r; bytes32 s; uint8 v; // ecrecover takes the signature parameters, and the only way to get them // currently 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))) } return recover(hash, v, r, s); } /** * @dev Overload of {ECDSA-recover-bytes32-bytes-} that receives the `v`, * `r` and `s` signature fields separately. */ function recover(bytes32 hash, uint8 v, bytes32 r, bytes32 s) internal pure returns (address) { // EIP-2 still allows signature malleability for ecrecover(). Remove this possibility and make the signature // unique. Appendix F in the Ethereum Yellow paper (https://ethereum.github.io/yellowpaper/paper.pdf), defines // the valid range for s in (281): 0 < s < secp256k1n ÷ 2 + 1, and for v in (282): v ∈ {27, 28}. Most // signatures from current libraries generate a unique signature with an s-value in the lower half order. // // If your library generates malleable signatures, such as s-values in the upper range, calculate a new s-value // with 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFEBAAEDCE6AF48A03BBFD25E8CD0364141 - s1 and flip v from 27 to 28 or // vice versa. If your library also generates signatures with 0/1 for v instead 27/28, add 27 to v to accept // these malleable signatures as well. require(uint256(s) <= 0x7FFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF5D576E7357A4501DDFE92F46681B20A0, "ECDSA: invalid signature 's' value"); require(v == 27 || v == 28, "ECDSA: invalid signature 'v' value"); // If the signature is valid (and not malleable), return the signer address address signer = ecrecover(hash, v, r, s); require(signer != address(0), "ECDSA: invalid signature"); return signer; } /** * @dev Returns an Ethereum Signed Message, created from a `hash`. This * replicates the behavior of the * https://github.com/ethereum/wiki/wiki/JSON-RPC#eth_sign[`eth_sign`] * JSON-RPC method. * * See {recover}. */ function toEthSignedMessageHash(bytes32 hash) internal pure returns (bytes32) { // 32 is the length in bytes of hash, // enforced by the type signature above return keccak256(abi.encodePacked("\x19Ethereum Signed Message:\n32", hash)); } } // File: @openzeppelin/contracts/utils/Counters.sol pragma solidity >=0.6.0 <0.8.0; /** * @title Counters * @author Matt Condon (@shrugs) * @dev Provides counters that can only be incremented or decremented by one. This can be used e.g. to track the number * of elements in a mapping, issuing ERC721 ids, or counting request ids. * * Include with `using Counters for Counters.Counter;` * Since it is not possible to overflow a 256 bit integer with increments of one, `increment` can skip the {SafeMath} * overflow check, thereby saving gas. This does assume however correct usage, in that the underlying `_value` is never * directly accessed. */ library Counters { using SafeMath for uint256; struct Counter { // This variable should never be directly accessed by users of the library: interactions must be restricted to // the library's function. As of Solidity v0.5.2, this cannot be enforced, though there is a proposal to add // this feature: see https://github.com/ethereum/solidity/issues/4637 uint256 _value; // default: 0 } function current(Counter storage counter) internal view returns (uint256) { return counter._value; } function increment(Counter storage counter) internal { // The {SafeMath} overflow check can be skipped here, see the comment at the top counter._value += 1; } function decrement(Counter storage counter) internal { counter._value = counter._value.sub(1); } } // File: @openzeppelin/contracts/drafts/EIP712.sol pragma solidity >=0.6.0 <0.8.0; /** * @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 */ // Cache the domain separator as an immutable value, but also store the chain id that it corresponds to, in order to // invalidate the cached domain separator if the chain id changes. bytes32 private immutable _CACHED_DOMAIN_SEPARATOR; uint256 private immutable _CACHED_CHAIN_ID; 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) internal { bytes32 hashedName = keccak256(bytes(name)); bytes32 hashedVersion = keccak256(bytes(version)); bytes32 typeHash = keccak256("EIP712Domain(string name,string version,uint256 chainId,address verifyingContract)"); _HASHED_NAME = hashedName; _HASHED_VERSION = hashedVersion; _CACHED_CHAIN_ID = _getChainId(); _CACHED_DOMAIN_SEPARATOR = _buildDomainSeparator(typeHash, hashedName, hashedVersion); _TYPE_HASH = typeHash; } /** * @dev Returns the domain separator for the current chain. */ function _domainSeparatorV4() internal view virtual returns (bytes32) { if (_getChainId() == _CACHED_CHAIN_ID) { return _CACHED_DOMAIN_SEPARATOR; } else { return _buildDomainSeparator(_TYPE_HASH, _HASHED_NAME, _HASHED_VERSION); } } function _buildDomainSeparator(bytes32 typeHash, bytes32 name, bytes32 version) private view returns (bytes32) { return keccak256( abi.encode( typeHash, name, 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) { this; // silence state mutability warning without generating bytecode - see https://github.com/ethereum/solidity/issues/2691 // solhint-disable-next-line no-inline-assembly assembly { chainId := chainid() } } } // File: @openzeppelin/contracts/drafts/ERC20Permit.sol pragma solidity >=0.6.5 <0.8.0; /** * @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, EIP712 { using Counters for Counters.Counter; mapping (address => Counters.Counter) private _nonces; // solhint-disable-next-line var-name-mixedcase bytes32 private immutable _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) internal EIP712(name, "1") { } /** * @dev See {IERC20Permit-permit}. */ function permit(address owner, address spender, uint256 value, uint256 deadline, uint8 v, bytes32 r, bytes32 s) public virtual override { // solhint-disable-next-line not-rely-on-time require(block.timestamp <= deadline, "ERC20Permit: expired deadline"); bytes32 structHash = keccak256( abi.encode( _PERMIT_TYPEHASH, owner, spender, value, _nonces[owner].current(), deadline ) ); bytes32 hash = _hashTypedDataV4(structHash); address signer = ECDSA.recover(hash, v, r, s); require(signer == owner, "ERC20Permit: invalid signature"); _nonces[owner].increment(); _approve(owner, spender, value); } /** * @dev See {IERC20Permit-nonces}. */ function nonces(address owner) public view override returns (uint256) { return _nonces[owner].current(); } /** * @dev See {IERC20Permit-DOMAIN_SEPARATOR}. */ // solhint-disable-next-line func-name-mixedcase function DOMAIN_SEPARATOR() external view override returns (bytes32) { return _domainSeparatorV4(); } } // File: contracts/0.6.12/interfaces/IStETH.sol // SPDX-FileCopyrightText: 2021 Lido <[email protected]> pragma solidity 0.6.12; // latest available for using OZ interface IStETH is IERC20 { function getPooledEthByShares(uint256 _sharesAmount) external view returns (uint256); function getSharesByPooledEth(uint256 _pooledEthAmount) external view returns (uint256); function submit(address _referral) external payable returns (uint256); } // File: contracts/0.6.12/WstETH.sol // SPDX-FileCopyrightText: 2021 Lido <[email protected]> /* See contracts/COMPILERS.md */ pragma solidity 0.6.12; /** * @title StETH token wrapper with static balances. * @dev It's an ERC20 token that represents the account's share of the total * supply of stETH tokens. WstETH token's balance only changes on transfers, * unlike StETH that is also changed when oracles report staking rewards and * penalties. It's a "power user" token for DeFi protocols which don't * support rebasable tokens. * * The contract is also a trustless wrapper that accepts stETH tokens and mints * wstETH in return. Then the user unwraps, the contract burns user's wstETH * and sends user locked stETH in return. * * The contract provides the staking shortcut: user can send ETH with regular * transfer and get wstETH in return. The contract will send ETH to Lido submit * method, staking it and wrapping the received stETH. * */ contract WstETH is ERC20Permit { IStETH public stETH; /** * @param _stETH address of the StETH token to wrap */ constructor(IStETH _stETH) public ERC20Permit("Wrapped liquid staked Ether 2.0") ERC20("Wrapped liquid staked Ether 2.0", "wstETH") { stETH = _stETH; } /** * @notice Exchanges stETH to wstETH * @param _stETHAmount amount of stETH to wrap in exchange for wstETH * @dev Requirements: * - `_stETHAmount` must be non-zero * - msg.sender must approve at least `_stETHAmount` stETH to this * contract. * - msg.sender must have at least `_stETHAmount` of stETH. * User should first approve _stETHAmount to the WstETH contract * @return Amount of wstETH user receives after wrap */ function wrap(uint256 _stETHAmount) external returns (uint256) { require(_stETHAmount > 0, "wstETH: can't wrap zero stETH"); uint256 wstETHAmount = stETH.getSharesByPooledEth(_stETHAmount); _mint(msg.sender, wstETHAmount); stETH.transferFrom(msg.sender, address(this), _stETHAmount); return wstETHAmount; } /** * @notice Exchanges wstETH to stETH * @param _wstETHAmount amount of wstETH to uwrap in exchange for stETH * @dev Requirements: * - `_wstETHAmount` must be non-zero * - msg.sender must have at least `_wstETHAmount` wstETH. * @return Amount of stETH user receives after unwrap */ function unwrap(uint256 _wstETHAmount) external returns (uint256) { require(_wstETHAmount > 0, "wstETH: zero amount unwrap not allowed"); uint256 stETHAmount = stETH.getPooledEthByShares(_wstETHAmount); _burn(msg.sender, _wstETHAmount); stETH.transfer(msg.sender, stETHAmount); return stETHAmount; } /** * @notice Shortcut to stake ETH and auto-wrap returned stETH */ receive() external payable { uint256 shares = stETH.submit{value: msg.value}(address(0)); _mint(msg.sender, shares); } /** * @notice Get amount of wstETH for a given amount of stETH * @param _stETHAmount amount of stETH * @return Amount of wstETH for a given stETH amount */ function getWstETHByStETH(uint256 _stETHAmount) external view returns (uint256) { return stETH.getSharesByPooledEth(_stETHAmount); } /** * @notice Get amount of stETH for a given amount of wstETH * @param _wstETHAmount amount of wstETH * @return Amount of stETH for a given wstETH amount */ function getStETHByWstETH(uint256 _wstETHAmount) external view returns (uint256) { return stETH.getPooledEthByShares(_wstETHAmount); } /** * @notice Get amount of stETH for a one wstETH * @return Amount of stETH for 1 wstETH */ function stEthPerToken() external view returns (uint256) { return stETH.getPooledEthByShares(1 ether); } /** * @notice Get amount of wstETH for a one stETH * @return Amount of wstETH for a 1 stETH */ function tokensPerStEth() external view returns (uint256) { return stETH.getSharesByPooledEth(1 ether); } }
File 6 of 11: UniswapV3Pool
// SPDX-License-Identifier: BUSL-1.1 pragma solidity =0.7.6; import './interfaces/IUniswapV3Pool.sol'; import './NoDelegateCall.sol'; import './libraries/LowGasSafeMath.sol'; import './libraries/SafeCast.sol'; import './libraries/Tick.sol'; import './libraries/TickBitmap.sol'; import './libraries/Position.sol'; import './libraries/Oracle.sol'; import './libraries/FullMath.sol'; import './libraries/FixedPoint128.sol'; import './libraries/TransferHelper.sol'; import './libraries/TickMath.sol'; import './libraries/LiquidityMath.sol'; import './libraries/SqrtPriceMath.sol'; import './libraries/SwapMath.sol'; import './interfaces/IUniswapV3PoolDeployer.sol'; import './interfaces/IUniswapV3Factory.sol'; import './interfaces/IERC20Minimal.sol'; import './interfaces/callback/IUniswapV3MintCallback.sol'; import './interfaces/callback/IUniswapV3SwapCallback.sol'; import './interfaces/callback/IUniswapV3FlashCallback.sol'; contract UniswapV3Pool is IUniswapV3Pool, NoDelegateCall { using LowGasSafeMath for uint256; using LowGasSafeMath for int256; using SafeCast for uint256; using SafeCast for int256; using Tick for mapping(int24 => Tick.Info); using TickBitmap for mapping(int16 => uint256); using Position for mapping(bytes32 => Position.Info); using Position for Position.Info; using Oracle for Oracle.Observation[65535]; /// @inheritdoc IUniswapV3PoolImmutables address public immutable override factory; /// @inheritdoc IUniswapV3PoolImmutables address public immutable override token0; /// @inheritdoc IUniswapV3PoolImmutables address public immutable override token1; /// @inheritdoc IUniswapV3PoolImmutables uint24 public immutable override fee; /// @inheritdoc IUniswapV3PoolImmutables int24 public immutable override tickSpacing; /// @inheritdoc IUniswapV3PoolImmutables uint128 public immutable override maxLiquidityPerTick; struct Slot0 { // the current price uint160 sqrtPriceX96; // the current tick int24 tick; // the most-recently updated index of the observations array uint16 observationIndex; // the current maximum number of observations that are being stored uint16 observationCardinality; // the next maximum number of observations to store, triggered in observations.write uint16 observationCardinalityNext; // the current protocol fee as a percentage of the swap fee taken on withdrawal // represented as an integer denominator (1/x)% uint8 feeProtocol; // whether the pool is locked bool unlocked; } /// @inheritdoc IUniswapV3PoolState Slot0 public override slot0; /// @inheritdoc IUniswapV3PoolState uint256 public override feeGrowthGlobal0X128; /// @inheritdoc IUniswapV3PoolState uint256 public override feeGrowthGlobal1X128; // accumulated protocol fees in token0/token1 units struct ProtocolFees { uint128 token0; uint128 token1; } /// @inheritdoc IUniswapV3PoolState ProtocolFees public override protocolFees; /// @inheritdoc IUniswapV3PoolState uint128 public override liquidity; /// @inheritdoc IUniswapV3PoolState mapping(int24 => Tick.Info) public override ticks; /// @inheritdoc IUniswapV3PoolState mapping(int16 => uint256) public override tickBitmap; /// @inheritdoc IUniswapV3PoolState mapping(bytes32 => Position.Info) public override positions; /// @inheritdoc IUniswapV3PoolState Oracle.Observation[65535] public override observations; /// @dev Mutually exclusive reentrancy protection into the pool to/from a method. This method also prevents entrance /// to a function before the pool is initialized. The reentrancy guard is required throughout the contract because /// we use balance checks to determine the payment status of interactions such as mint, swap and flash. modifier lock() { require(slot0.unlocked, 'LOK'); slot0.unlocked = false; _; slot0.unlocked = true; } /// @dev Prevents calling a function from anyone except the address returned by IUniswapV3Factory#owner() modifier onlyFactoryOwner() { require(msg.sender == IUniswapV3Factory(factory).owner()); _; } constructor() { int24 _tickSpacing; (factory, token0, token1, fee, _tickSpacing) = IUniswapV3PoolDeployer(msg.sender).parameters(); tickSpacing = _tickSpacing; maxLiquidityPerTick = Tick.tickSpacingToMaxLiquidityPerTick(_tickSpacing); } /// @dev Common checks for valid tick inputs. function checkTicks(int24 tickLower, int24 tickUpper) private pure { require(tickLower < tickUpper, 'TLU'); require(tickLower >= TickMath.MIN_TICK, 'TLM'); require(tickUpper <= TickMath.MAX_TICK, 'TUM'); } /// @dev Returns the block timestamp truncated to 32 bits, i.e. mod 2**32. This method is overridden in tests. function _blockTimestamp() internal view virtual returns (uint32) { return uint32(block.timestamp); // truncation is desired } /// @dev Get the pool's balance of token0 /// @dev This function is gas optimized to avoid a redundant extcodesize check in addition to the returndatasize /// check function balance0() private view returns (uint256) { (bool success, bytes memory data) = token0.staticcall(abi.encodeWithSelector(IERC20Minimal.balanceOf.selector, address(this))); require(success && data.length >= 32); return abi.decode(data, (uint256)); } /// @dev Get the pool's balance of token1 /// @dev This function is gas optimized to avoid a redundant extcodesize check in addition to the returndatasize /// check function balance1() private view returns (uint256) { (bool success, bytes memory data) = token1.staticcall(abi.encodeWithSelector(IERC20Minimal.balanceOf.selector, address(this))); require(success && data.length >= 32); return abi.decode(data, (uint256)); } /// @inheritdoc IUniswapV3PoolDerivedState function snapshotCumulativesInside(int24 tickLower, int24 tickUpper) external view override noDelegateCall returns ( int56 tickCumulativeInside, uint160 secondsPerLiquidityInsideX128, uint32 secondsInside ) { checkTicks(tickLower, tickUpper); int56 tickCumulativeLower; int56 tickCumulativeUpper; uint160 secondsPerLiquidityOutsideLowerX128; uint160 secondsPerLiquidityOutsideUpperX128; uint32 secondsOutsideLower; uint32 secondsOutsideUpper; { Tick.Info storage lower = ticks[tickLower]; Tick.Info storage upper = ticks[tickUpper]; bool initializedLower; (tickCumulativeLower, secondsPerLiquidityOutsideLowerX128, secondsOutsideLower, initializedLower) = ( lower.tickCumulativeOutside, lower.secondsPerLiquidityOutsideX128, lower.secondsOutside, lower.initialized ); require(initializedLower); bool initializedUpper; (tickCumulativeUpper, secondsPerLiquidityOutsideUpperX128, secondsOutsideUpper, initializedUpper) = ( upper.tickCumulativeOutside, upper.secondsPerLiquidityOutsideX128, upper.secondsOutside, upper.initialized ); require(initializedUpper); } Slot0 memory _slot0 = slot0; if (_slot0.tick < tickLower) { return ( tickCumulativeLower - tickCumulativeUpper, secondsPerLiquidityOutsideLowerX128 - secondsPerLiquidityOutsideUpperX128, secondsOutsideLower - secondsOutsideUpper ); } else if (_slot0.tick < tickUpper) { uint32 time = _blockTimestamp(); (int56 tickCumulative, uint160 secondsPerLiquidityCumulativeX128) = observations.observeSingle( time, 0, _slot0.tick, _slot0.observationIndex, liquidity, _slot0.observationCardinality ); return ( tickCumulative - tickCumulativeLower - tickCumulativeUpper, secondsPerLiquidityCumulativeX128 - secondsPerLiquidityOutsideLowerX128 - secondsPerLiquidityOutsideUpperX128, time - secondsOutsideLower - secondsOutsideUpper ); } else { return ( tickCumulativeUpper - tickCumulativeLower, secondsPerLiquidityOutsideUpperX128 - secondsPerLiquidityOutsideLowerX128, secondsOutsideUpper - secondsOutsideLower ); } } /// @inheritdoc IUniswapV3PoolDerivedState function observe(uint32[] calldata secondsAgos) external view override noDelegateCall returns (int56[] memory tickCumulatives, uint160[] memory secondsPerLiquidityCumulativeX128s) { return observations.observe( _blockTimestamp(), secondsAgos, slot0.tick, slot0.observationIndex, liquidity, slot0.observationCardinality ); } /// @inheritdoc IUniswapV3PoolActions function increaseObservationCardinalityNext(uint16 observationCardinalityNext) external override lock noDelegateCall { uint16 observationCardinalityNextOld = slot0.observationCardinalityNext; // for the event uint16 observationCardinalityNextNew = observations.grow(observationCardinalityNextOld, observationCardinalityNext); slot0.observationCardinalityNext = observationCardinalityNextNew; if (observationCardinalityNextOld != observationCardinalityNextNew) emit IncreaseObservationCardinalityNext(observationCardinalityNextOld, observationCardinalityNextNew); } /// @inheritdoc IUniswapV3PoolActions /// @dev not locked because it initializes unlocked function initialize(uint160 sqrtPriceX96) external override { require(slot0.sqrtPriceX96 == 0, 'AI'); int24 tick = TickMath.getTickAtSqrtRatio(sqrtPriceX96); (uint16 cardinality, uint16 cardinalityNext) = observations.initialize(_blockTimestamp()); slot0 = Slot0({ sqrtPriceX96: sqrtPriceX96, tick: tick, observationIndex: 0, observationCardinality: cardinality, observationCardinalityNext: cardinalityNext, feeProtocol: 0, unlocked: true }); emit Initialize(sqrtPriceX96, tick); } struct ModifyPositionParams { // the address that owns the position address owner; // the lower and upper tick of the position int24 tickLower; int24 tickUpper; // any change in liquidity int128 liquidityDelta; } /// @dev Effect some changes to a position /// @param params the position details and the change to the position's liquidity to effect /// @return position a storage pointer referencing the position with the given owner and tick range /// @return amount0 the amount of token0 owed to the pool, negative if the pool should pay the recipient /// @return amount1 the amount of token1 owed to the pool, negative if the pool should pay the recipient function _modifyPosition(ModifyPositionParams memory params) private noDelegateCall returns ( Position.Info storage position, int256 amount0, int256 amount1 ) { checkTicks(params.tickLower, params.tickUpper); Slot0 memory _slot0 = slot0; // SLOAD for gas optimization position = _updatePosition( params.owner, params.tickLower, params.tickUpper, params.liquidityDelta, _slot0.tick ); if (params.liquidityDelta != 0) { if (_slot0.tick < params.tickLower) { // current tick is below the passed range; liquidity can only become in range by crossing from left to // right, when we'll need _more_ token0 (it's becoming more valuable) so user must provide it amount0 = SqrtPriceMath.getAmount0Delta( TickMath.getSqrtRatioAtTick(params.tickLower), TickMath.getSqrtRatioAtTick(params.tickUpper), params.liquidityDelta ); } else if (_slot0.tick < params.tickUpper) { // current tick is inside the passed range uint128 liquidityBefore = liquidity; // SLOAD for gas optimization // write an oracle entry (slot0.observationIndex, slot0.observationCardinality) = observations.write( _slot0.observationIndex, _blockTimestamp(), _slot0.tick, liquidityBefore, _slot0.observationCardinality, _slot0.observationCardinalityNext ); amount0 = SqrtPriceMath.getAmount0Delta( _slot0.sqrtPriceX96, TickMath.getSqrtRatioAtTick(params.tickUpper), params.liquidityDelta ); amount1 = SqrtPriceMath.getAmount1Delta( TickMath.getSqrtRatioAtTick(params.tickLower), _slot0.sqrtPriceX96, params.liquidityDelta ); liquidity = LiquidityMath.addDelta(liquidityBefore, params.liquidityDelta); } else { // current tick is above the passed range; liquidity can only become in range by crossing from right to // left, when we'll need _more_ token1 (it's becoming more valuable) so user must provide it amount1 = SqrtPriceMath.getAmount1Delta( TickMath.getSqrtRatioAtTick(params.tickLower), TickMath.getSqrtRatioAtTick(params.tickUpper), params.liquidityDelta ); } } } /// @dev Gets and updates a position with the given liquidity delta /// @param owner the owner of the position /// @param tickLower the lower tick of the position's tick range /// @param tickUpper the upper tick of the position's tick range /// @param tick the current tick, passed to avoid sloads function _updatePosition( address owner, int24 tickLower, int24 tickUpper, int128 liquidityDelta, int24 tick ) private returns (Position.Info storage position) { position = positions.get(owner, tickLower, tickUpper); uint256 _feeGrowthGlobal0X128 = feeGrowthGlobal0X128; // SLOAD for gas optimization uint256 _feeGrowthGlobal1X128 = feeGrowthGlobal1X128; // SLOAD for gas optimization // if we need to update the ticks, do it bool flippedLower; bool flippedUpper; if (liquidityDelta != 0) { uint32 time = _blockTimestamp(); (int56 tickCumulative, uint160 secondsPerLiquidityCumulativeX128) = observations.observeSingle( time, 0, slot0.tick, slot0.observationIndex, liquidity, slot0.observationCardinality ); flippedLower = ticks.update( tickLower, tick, liquidityDelta, _feeGrowthGlobal0X128, _feeGrowthGlobal1X128, secondsPerLiquidityCumulativeX128, tickCumulative, time, false, maxLiquidityPerTick ); flippedUpper = ticks.update( tickUpper, tick, liquidityDelta, _feeGrowthGlobal0X128, _feeGrowthGlobal1X128, secondsPerLiquidityCumulativeX128, tickCumulative, time, true, maxLiquidityPerTick ); if (flippedLower) { tickBitmap.flipTick(tickLower, tickSpacing); } if (flippedUpper) { tickBitmap.flipTick(tickUpper, tickSpacing); } } (uint256 feeGrowthInside0X128, uint256 feeGrowthInside1X128) = ticks.getFeeGrowthInside(tickLower, tickUpper, tick, _feeGrowthGlobal0X128, _feeGrowthGlobal1X128); position.update(liquidityDelta, feeGrowthInside0X128, feeGrowthInside1X128); // clear any tick data that is no longer needed if (liquidityDelta < 0) { if (flippedLower) { ticks.clear(tickLower); } if (flippedUpper) { ticks.clear(tickUpper); } } } /// @inheritdoc IUniswapV3PoolActions /// @dev noDelegateCall is applied indirectly via _modifyPosition function mint( address recipient, int24 tickLower, int24 tickUpper, uint128 amount, bytes calldata data ) external override lock returns (uint256 amount0, uint256 amount1) { require(amount > 0); (, int256 amount0Int, int256 amount1Int) = _modifyPosition( ModifyPositionParams({ owner: recipient, tickLower: tickLower, tickUpper: tickUpper, liquidityDelta: int256(amount).toInt128() }) ); amount0 = uint256(amount0Int); amount1 = uint256(amount1Int); uint256 balance0Before; uint256 balance1Before; if (amount0 > 0) balance0Before = balance0(); if (amount1 > 0) balance1Before = balance1(); IUniswapV3MintCallback(msg.sender).uniswapV3MintCallback(amount0, amount1, data); if (amount0 > 0) require(balance0Before.add(amount0) <= balance0(), 'M0'); if (amount1 > 0) require(balance1Before.add(amount1) <= balance1(), 'M1'); emit Mint(msg.sender, recipient, tickLower, tickUpper, amount, amount0, amount1); } /// @inheritdoc IUniswapV3PoolActions function collect( address recipient, int24 tickLower, int24 tickUpper, uint128 amount0Requested, uint128 amount1Requested ) external override lock returns (uint128 amount0, uint128 amount1) { // we don't need to checkTicks here, because invalid positions will never have non-zero tokensOwed{0,1} Position.Info storage position = positions.get(msg.sender, tickLower, tickUpper); amount0 = amount0Requested > position.tokensOwed0 ? position.tokensOwed0 : amount0Requested; amount1 = amount1Requested > position.tokensOwed1 ? position.tokensOwed1 : amount1Requested; if (amount0 > 0) { position.tokensOwed0 -= amount0; TransferHelper.safeTransfer(token0, recipient, amount0); } if (amount1 > 0) { position.tokensOwed1 -= amount1; TransferHelper.safeTransfer(token1, recipient, amount1); } emit Collect(msg.sender, recipient, tickLower, tickUpper, amount0, amount1); } /// @inheritdoc IUniswapV3PoolActions /// @dev noDelegateCall is applied indirectly via _modifyPosition function burn( int24 tickLower, int24 tickUpper, uint128 amount ) external override lock returns (uint256 amount0, uint256 amount1) { (Position.Info storage position, int256 amount0Int, int256 amount1Int) = _modifyPosition( ModifyPositionParams({ owner: msg.sender, tickLower: tickLower, tickUpper: tickUpper, liquidityDelta: -int256(amount).toInt128() }) ); amount0 = uint256(-amount0Int); amount1 = uint256(-amount1Int); if (amount0 > 0 || amount1 > 0) { (position.tokensOwed0, position.tokensOwed1) = ( position.tokensOwed0 + uint128(amount0), position.tokensOwed1 + uint128(amount1) ); } emit Burn(msg.sender, tickLower, tickUpper, amount, amount0, amount1); } struct SwapCache { // the protocol fee for the input token uint8 feeProtocol; // liquidity at the beginning of the swap uint128 liquidityStart; // the timestamp of the current block uint32 blockTimestamp; // the current value of the tick accumulator, computed only if we cross an initialized tick int56 tickCumulative; // the current value of seconds per liquidity accumulator, computed only if we cross an initialized tick uint160 secondsPerLiquidityCumulativeX128; // whether we've computed and cached the above two accumulators bool computedLatestObservation; } // the top level state of the swap, the results of which are recorded in storage at the end struct SwapState { // the amount remaining to be swapped in/out of the input/output asset int256 amountSpecifiedRemaining; // the amount already swapped out/in of the output/input asset int256 amountCalculated; // current sqrt(price) uint160 sqrtPriceX96; // the tick associated with the current price int24 tick; // the global fee growth of the input token uint256 feeGrowthGlobalX128; // amount of input token paid as protocol fee uint128 protocolFee; // the current liquidity in range uint128 liquidity; } struct StepComputations { // the price at the beginning of the step uint160 sqrtPriceStartX96; // the next tick to swap to from the current tick in the swap direction int24 tickNext; // whether tickNext is initialized or not bool initialized; // sqrt(price) for the next tick (1/0) uint160 sqrtPriceNextX96; // how much is being swapped in in this step uint256 amountIn; // how much is being swapped out uint256 amountOut; // how much fee is being paid in uint256 feeAmount; } /// @inheritdoc IUniswapV3PoolActions function swap( address recipient, bool zeroForOne, int256 amountSpecified, uint160 sqrtPriceLimitX96, bytes calldata data ) external override noDelegateCall returns (int256 amount0, int256 amount1) { require(amountSpecified != 0, 'AS'); Slot0 memory slot0Start = slot0; require(slot0Start.unlocked, 'LOK'); require( zeroForOne ? sqrtPriceLimitX96 < slot0Start.sqrtPriceX96 && sqrtPriceLimitX96 > TickMath.MIN_SQRT_RATIO : sqrtPriceLimitX96 > slot0Start.sqrtPriceX96 && sqrtPriceLimitX96 < TickMath.MAX_SQRT_RATIO, 'SPL' ); slot0.unlocked = false; SwapCache memory cache = SwapCache({ liquidityStart: liquidity, blockTimestamp: _blockTimestamp(), feeProtocol: zeroForOne ? (slot0Start.feeProtocol % 16) : (slot0Start.feeProtocol >> 4), secondsPerLiquidityCumulativeX128: 0, tickCumulative: 0, computedLatestObservation: false }); bool exactInput = amountSpecified > 0; SwapState memory state = SwapState({ amountSpecifiedRemaining: amountSpecified, amountCalculated: 0, sqrtPriceX96: slot0Start.sqrtPriceX96, tick: slot0Start.tick, feeGrowthGlobalX128: zeroForOne ? feeGrowthGlobal0X128 : feeGrowthGlobal1X128, protocolFee: 0, liquidity: cache.liquidityStart }); // continue swapping as long as we haven't used the entire input/output and haven't reached the price limit while (state.amountSpecifiedRemaining != 0 && state.sqrtPriceX96 != sqrtPriceLimitX96) { StepComputations memory step; step.sqrtPriceStartX96 = state.sqrtPriceX96; (step.tickNext, step.initialized) = tickBitmap.nextInitializedTickWithinOneWord( state.tick, tickSpacing, zeroForOne ); // ensure that we do not overshoot the min/max tick, as the tick bitmap is not aware of these bounds if (step.tickNext < TickMath.MIN_TICK) { step.tickNext = TickMath.MIN_TICK; } else if (step.tickNext > TickMath.MAX_TICK) { step.tickNext = TickMath.MAX_TICK; } // get the price for the next tick step.sqrtPriceNextX96 = TickMath.getSqrtRatioAtTick(step.tickNext); // compute values to swap to the target tick, price limit, or point where input/output amount is exhausted (state.sqrtPriceX96, step.amountIn, step.amountOut, step.feeAmount) = SwapMath.computeSwapStep( state.sqrtPriceX96, (zeroForOne ? step.sqrtPriceNextX96 < sqrtPriceLimitX96 : step.sqrtPriceNextX96 > sqrtPriceLimitX96) ? sqrtPriceLimitX96 : step.sqrtPriceNextX96, state.liquidity, state.amountSpecifiedRemaining, fee ); if (exactInput) { state.amountSpecifiedRemaining -= (step.amountIn + step.feeAmount).toInt256(); state.amountCalculated = state.amountCalculated.sub(step.amountOut.toInt256()); } else { state.amountSpecifiedRemaining += step.amountOut.toInt256(); state.amountCalculated = state.amountCalculated.add((step.amountIn + step.feeAmount).toInt256()); } // if the protocol fee is on, calculate how much is owed, decrement feeAmount, and increment protocolFee if (cache.feeProtocol > 0) { uint256 delta = step.feeAmount / cache.feeProtocol; step.feeAmount -= delta; state.protocolFee += uint128(delta); } // update global fee tracker if (state.liquidity > 0) state.feeGrowthGlobalX128 += FullMath.mulDiv(step.feeAmount, FixedPoint128.Q128, state.liquidity); // shift tick if we reached the next price if (state.sqrtPriceX96 == step.sqrtPriceNextX96) { // if the tick is initialized, run the tick transition if (step.initialized) { // check for the placeholder value, which we replace with the actual value the first time the swap // crosses an initialized tick if (!cache.computedLatestObservation) { (cache.tickCumulative, cache.secondsPerLiquidityCumulativeX128) = observations.observeSingle( cache.blockTimestamp, 0, slot0Start.tick, slot0Start.observationIndex, cache.liquidityStart, slot0Start.observationCardinality ); cache.computedLatestObservation = true; } int128 liquidityNet = ticks.cross( step.tickNext, (zeroForOne ? state.feeGrowthGlobalX128 : feeGrowthGlobal0X128), (zeroForOne ? feeGrowthGlobal1X128 : state.feeGrowthGlobalX128), cache.secondsPerLiquidityCumulativeX128, cache.tickCumulative, cache.blockTimestamp ); // if we're moving leftward, we interpret liquidityNet as the opposite sign // safe because liquidityNet cannot be type(int128).min if (zeroForOne) liquidityNet = -liquidityNet; state.liquidity = LiquidityMath.addDelta(state.liquidity, liquidityNet); } state.tick = zeroForOne ? step.tickNext - 1 : step.tickNext; } else if (state.sqrtPriceX96 != step.sqrtPriceStartX96) { // recompute unless we're on a lower tick boundary (i.e. already transitioned ticks), and haven't moved state.tick = TickMath.getTickAtSqrtRatio(state.sqrtPriceX96); } } // update tick and write an oracle entry if the tick change if (state.tick != slot0Start.tick) { (uint16 observationIndex, uint16 observationCardinality) = observations.write( slot0Start.observationIndex, cache.blockTimestamp, slot0Start.tick, cache.liquidityStart, slot0Start.observationCardinality, slot0Start.observationCardinalityNext ); (slot0.sqrtPriceX96, slot0.tick, slot0.observationIndex, slot0.observationCardinality) = ( state.sqrtPriceX96, state.tick, observationIndex, observationCardinality ); } else { // otherwise just update the price slot0.sqrtPriceX96 = state.sqrtPriceX96; } // update liquidity if it changed if (cache.liquidityStart != state.liquidity) liquidity = state.liquidity; // update fee growth global and, if necessary, protocol fees // overflow is acceptable, protocol has to withdraw before it hits type(uint128).max fees if (zeroForOne) { feeGrowthGlobal0X128 = state.feeGrowthGlobalX128; if (state.protocolFee > 0) protocolFees.token0 += state.protocolFee; } else { feeGrowthGlobal1X128 = state.feeGrowthGlobalX128; if (state.protocolFee > 0) protocolFees.token1 += state.protocolFee; } (amount0, amount1) = zeroForOne == exactInput ? (amountSpecified - state.amountSpecifiedRemaining, state.amountCalculated) : (state.amountCalculated, amountSpecified - state.amountSpecifiedRemaining); // do the transfers and collect payment if (zeroForOne) { if (amount1 < 0) TransferHelper.safeTransfer(token1, recipient, uint256(-amount1)); uint256 balance0Before = balance0(); IUniswapV3SwapCallback(msg.sender).uniswapV3SwapCallback(amount0, amount1, data); require(balance0Before.add(uint256(amount0)) <= balance0(), 'IIA'); } else { if (amount0 < 0) TransferHelper.safeTransfer(token0, recipient, uint256(-amount0)); uint256 balance1Before = balance1(); IUniswapV3SwapCallback(msg.sender).uniswapV3SwapCallback(amount0, amount1, data); require(balance1Before.add(uint256(amount1)) <= balance1(), 'IIA'); } emit Swap(msg.sender, recipient, amount0, amount1, state.sqrtPriceX96, state.liquidity, state.tick); slot0.unlocked = true; } /// @inheritdoc IUniswapV3PoolActions function flash( address recipient, uint256 amount0, uint256 amount1, bytes calldata data ) external override lock noDelegateCall { uint128 _liquidity = liquidity; require(_liquidity > 0, 'L'); uint256 fee0 = FullMath.mulDivRoundingUp(amount0, fee, 1e6); uint256 fee1 = FullMath.mulDivRoundingUp(amount1, fee, 1e6); uint256 balance0Before = balance0(); uint256 balance1Before = balance1(); if (amount0 > 0) TransferHelper.safeTransfer(token0, recipient, amount0); if (amount1 > 0) TransferHelper.safeTransfer(token1, recipient, amount1); IUniswapV3FlashCallback(msg.sender).uniswapV3FlashCallback(fee0, fee1, data); uint256 balance0After = balance0(); uint256 balance1After = balance1(); require(balance0Before.add(fee0) <= balance0After, 'F0'); require(balance1Before.add(fee1) <= balance1After, 'F1'); // sub is safe because we know balanceAfter is gt balanceBefore by at least fee uint256 paid0 = balance0After - balance0Before; uint256 paid1 = balance1After - balance1Before; if (paid0 > 0) { uint8 feeProtocol0 = slot0.feeProtocol % 16; uint256 fees0 = feeProtocol0 == 0 ? 0 : paid0 / feeProtocol0; if (uint128(fees0) > 0) protocolFees.token0 += uint128(fees0); feeGrowthGlobal0X128 += FullMath.mulDiv(paid0 - fees0, FixedPoint128.Q128, _liquidity); } if (paid1 > 0) { uint8 feeProtocol1 = slot0.feeProtocol >> 4; uint256 fees1 = feeProtocol1 == 0 ? 0 : paid1 / feeProtocol1; if (uint128(fees1) > 0) protocolFees.token1 += uint128(fees1); feeGrowthGlobal1X128 += FullMath.mulDiv(paid1 - fees1, FixedPoint128.Q128, _liquidity); } emit Flash(msg.sender, recipient, amount0, amount1, paid0, paid1); } /// @inheritdoc IUniswapV3PoolOwnerActions function setFeeProtocol(uint8 feeProtocol0, uint8 feeProtocol1) external override lock onlyFactoryOwner { require( (feeProtocol0 == 0 || (feeProtocol0 >= 4 && feeProtocol0 <= 10)) && (feeProtocol1 == 0 || (feeProtocol1 >= 4 && feeProtocol1 <= 10)) ); uint8 feeProtocolOld = slot0.feeProtocol; slot0.feeProtocol = feeProtocol0 + (feeProtocol1 << 4); emit SetFeeProtocol(feeProtocolOld % 16, feeProtocolOld >> 4, feeProtocol0, feeProtocol1); } /// @inheritdoc IUniswapV3PoolOwnerActions function collectProtocol( address recipient, uint128 amount0Requested, uint128 amount1Requested ) external override lock onlyFactoryOwner returns (uint128 amount0, uint128 amount1) { amount0 = amount0Requested > protocolFees.token0 ? protocolFees.token0 : amount0Requested; amount1 = amount1Requested > protocolFees.token1 ? protocolFees.token1 : amount1Requested; if (amount0 > 0) { if (amount0 == protocolFees.token0) amount0--; // ensure that the slot is not cleared, for gas savings protocolFees.token0 -= amount0; TransferHelper.safeTransfer(token0, recipient, amount0); } if (amount1 > 0) { if (amount1 == protocolFees.token1) amount1--; // ensure that the slot is not cleared, for gas savings protocolFees.token1 -= amount1; TransferHelper.safeTransfer(token1, recipient, amount1); } emit CollectProtocol(msg.sender, recipient, amount0, amount1); } } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; import './pool/IUniswapV3PoolImmutables.sol'; import './pool/IUniswapV3PoolState.sol'; import './pool/IUniswapV3PoolDerivedState.sol'; import './pool/IUniswapV3PoolActions.sol'; import './pool/IUniswapV3PoolOwnerActions.sol'; import './pool/IUniswapV3PoolEvents.sol'; /// @title The interface for a Uniswap V3 Pool /// @notice A Uniswap pool facilitates swapping and automated market making between any two assets that strictly conform /// to the ERC20 specification /// @dev The pool interface is broken up into many smaller pieces interface IUniswapV3Pool is IUniswapV3PoolImmutables, IUniswapV3PoolState, IUniswapV3PoolDerivedState, IUniswapV3PoolActions, IUniswapV3PoolOwnerActions, IUniswapV3PoolEvents { } // SPDX-License-Identifier: BUSL-1.1 pragma solidity =0.7.6; /// @title Prevents delegatecall to a contract /// @notice Base contract that provides a modifier for preventing delegatecall to methods in a child contract abstract contract NoDelegateCall { /// @dev The original address of this contract address private immutable original; constructor() { // Immutables are computed in the init code of the contract, and then inlined into the deployed bytecode. // In other words, this variable won't change when it's checked at runtime. original = address(this); } /// @dev Private method is used instead of inlining into modifier because modifiers are copied into each method, /// and the use of immutable means the address bytes are copied in every place the modifier is used. function checkNotDelegateCall() private view { require(address(this) == original); } /// @notice Prevents delegatecall into the modified method modifier noDelegateCall() { checkNotDelegateCall(); _; } } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.7.0; /// @title Optimized overflow and underflow safe math operations /// @notice Contains methods for doing math operations that revert on overflow or underflow for minimal gas cost library LowGasSafeMath { /// @notice Returns x + y, reverts if sum overflows uint256 /// @param x The augend /// @param y The addend /// @return z The sum of x and y function add(uint256 x, uint256 y) internal pure returns (uint256 z) { require((z = x + y) >= x); } /// @notice Returns x - y, reverts if underflows /// @param x The minuend /// @param y The subtrahend /// @return z The difference of x and y function sub(uint256 x, uint256 y) internal pure returns (uint256 z) { require((z = x - y) <= x); } /// @notice Returns x * y, reverts if overflows /// @param x The multiplicand /// @param y The multiplier /// @return z The product of x and y function mul(uint256 x, uint256 y) internal pure returns (uint256 z) { require(x == 0 || (z = x * y) / x == y); } /// @notice Returns x + y, reverts if overflows or underflows /// @param x The augend /// @param y The addend /// @return z The sum of x and y function add(int256 x, int256 y) internal pure returns (int256 z) { require((z = x + y) >= x == (y >= 0)); } /// @notice Returns x - y, reverts if overflows or underflows /// @param x The minuend /// @param y The subtrahend /// @return z The difference of x and y function sub(int256 x, int256 y) internal pure returns (int256 z) { require((z = x - y) <= x == (y >= 0)); } } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; /// @title Safe casting methods /// @notice Contains methods for safely casting between types library SafeCast { /// @notice Cast a uint256 to a uint160, revert on overflow /// @param y The uint256 to be downcasted /// @return z The downcasted integer, now type uint160 function toUint160(uint256 y) internal pure returns (uint160 z) { require((z = uint160(y)) == y); } /// @notice Cast a int256 to a int128, revert on overflow or underflow /// @param y The int256 to be downcasted /// @return z The downcasted integer, now type int128 function toInt128(int256 y) internal pure returns (int128 z) { require((z = int128(y)) == y); } /// @notice Cast a uint256 to a int256, revert on overflow /// @param y The uint256 to be casted /// @return z The casted integer, now type int256 function toInt256(uint256 y) internal pure returns (int256 z) { require(y < 2**255); z = int256(y); } } // SPDX-License-Identifier: BUSL-1.1 pragma solidity >=0.5.0; import './LowGasSafeMath.sol'; import './SafeCast.sol'; import './TickMath.sol'; import './LiquidityMath.sol'; /// @title Tick /// @notice Contains functions for managing tick processes and relevant calculations library Tick { using LowGasSafeMath for int256; using SafeCast for int256; // info stored for each initialized individual tick struct Info { // the total position liquidity that references this tick uint128 liquidityGross; // amount of net liquidity added (subtracted) when tick is crossed from left to right (right to left), int128 liquidityNet; // fee growth per unit of liquidity on the _other_ side of this tick (relative to the current tick) // only has relative meaning, not absolute — the value depends on when the tick is initialized uint256 feeGrowthOutside0X128; uint256 feeGrowthOutside1X128; // the cumulative tick value on the other side of the tick int56 tickCumulativeOutside; // the seconds per unit of liquidity on the _other_ side of this tick (relative to the current tick) // only has relative meaning, not absolute — the value depends on when the tick is initialized uint160 secondsPerLiquidityOutsideX128; // the seconds spent on the other side of the tick (relative to the current tick) // only has relative meaning, not absolute — the value depends on when the tick is initialized uint32 secondsOutside; // true iff the tick is initialized, i.e. the value is exactly equivalent to the expression liquidityGross != 0 // these 8 bits are set to prevent fresh sstores when crossing newly initialized ticks bool initialized; } /// @notice Derives max liquidity per tick from given tick spacing /// @dev Executed within the pool constructor /// @param tickSpacing The amount of required tick separation, realized in multiples of `tickSpacing` /// e.g., a tickSpacing of 3 requires ticks to be initialized every 3rd tick i.e., ..., -6, -3, 0, 3, 6, ... /// @return The max liquidity per tick function tickSpacingToMaxLiquidityPerTick(int24 tickSpacing) internal pure returns (uint128) { int24 minTick = (TickMath.MIN_TICK / tickSpacing) * tickSpacing; int24 maxTick = (TickMath.MAX_TICK / tickSpacing) * tickSpacing; uint24 numTicks = uint24((maxTick - minTick) / tickSpacing) + 1; return type(uint128).max / numTicks; } /// @notice Retrieves fee growth data /// @param self The mapping containing all tick information for initialized ticks /// @param tickLower The lower tick boundary of the position /// @param tickUpper The upper tick boundary of the position /// @param tickCurrent The current tick /// @param feeGrowthGlobal0X128 The all-time global fee growth, per unit of liquidity, in token0 /// @param feeGrowthGlobal1X128 The all-time global fee growth, per unit of liquidity, in token1 /// @return feeGrowthInside0X128 The all-time fee growth in token0, per unit of liquidity, inside the position's tick boundaries /// @return feeGrowthInside1X128 The all-time fee growth in token1, per unit of liquidity, inside the position's tick boundaries function getFeeGrowthInside( mapping(int24 => Tick.Info) storage self, int24 tickLower, int24 tickUpper, int24 tickCurrent, uint256 feeGrowthGlobal0X128, uint256 feeGrowthGlobal1X128 ) internal view returns (uint256 feeGrowthInside0X128, uint256 feeGrowthInside1X128) { Info storage lower = self[tickLower]; Info storage upper = self[tickUpper]; // calculate fee growth below uint256 feeGrowthBelow0X128; uint256 feeGrowthBelow1X128; if (tickCurrent >= tickLower) { feeGrowthBelow0X128 = lower.feeGrowthOutside0X128; feeGrowthBelow1X128 = lower.feeGrowthOutside1X128; } else { feeGrowthBelow0X128 = feeGrowthGlobal0X128 - lower.feeGrowthOutside0X128; feeGrowthBelow1X128 = feeGrowthGlobal1X128 - lower.feeGrowthOutside1X128; } // calculate fee growth above uint256 feeGrowthAbove0X128; uint256 feeGrowthAbove1X128; if (tickCurrent < tickUpper) { feeGrowthAbove0X128 = upper.feeGrowthOutside0X128; feeGrowthAbove1X128 = upper.feeGrowthOutside1X128; } else { feeGrowthAbove0X128 = feeGrowthGlobal0X128 - upper.feeGrowthOutside0X128; feeGrowthAbove1X128 = feeGrowthGlobal1X128 - upper.feeGrowthOutside1X128; } feeGrowthInside0X128 = feeGrowthGlobal0X128 - feeGrowthBelow0X128 - feeGrowthAbove0X128; feeGrowthInside1X128 = feeGrowthGlobal1X128 - feeGrowthBelow1X128 - feeGrowthAbove1X128; } /// @notice Updates a tick and returns true if the tick was flipped from initialized to uninitialized, or vice versa /// @param self The mapping containing all tick information for initialized ticks /// @param tick The tick that will be updated /// @param tickCurrent The current tick /// @param liquidityDelta A new amount of liquidity to be added (subtracted) when tick is crossed from left to right (right to left) /// @param feeGrowthGlobal0X128 The all-time global fee growth, per unit of liquidity, in token0 /// @param feeGrowthGlobal1X128 The all-time global fee growth, per unit of liquidity, in token1 /// @param secondsPerLiquidityCumulativeX128 The all-time seconds per max(1, liquidity) of the pool /// @param time The current block timestamp cast to a uint32 /// @param upper true for updating a position's upper tick, or false for updating a position's lower tick /// @param maxLiquidity The maximum liquidity allocation for a single tick /// @return flipped Whether the tick was flipped from initialized to uninitialized, or vice versa function update( mapping(int24 => Tick.Info) storage self, int24 tick, int24 tickCurrent, int128 liquidityDelta, uint256 feeGrowthGlobal0X128, uint256 feeGrowthGlobal1X128, uint160 secondsPerLiquidityCumulativeX128, int56 tickCumulative, uint32 time, bool upper, uint128 maxLiquidity ) internal returns (bool flipped) { Tick.Info storage info = self[tick]; uint128 liquidityGrossBefore = info.liquidityGross; uint128 liquidityGrossAfter = LiquidityMath.addDelta(liquidityGrossBefore, liquidityDelta); require(liquidityGrossAfter <= maxLiquidity, 'LO'); flipped = (liquidityGrossAfter == 0) != (liquidityGrossBefore == 0); if (liquidityGrossBefore == 0) { // by convention, we assume that all growth before a tick was initialized happened _below_ the tick if (tick <= tickCurrent) { info.feeGrowthOutside0X128 = feeGrowthGlobal0X128; info.feeGrowthOutside1X128 = feeGrowthGlobal1X128; info.secondsPerLiquidityOutsideX128 = secondsPerLiquidityCumulativeX128; info.tickCumulativeOutside = tickCumulative; info.secondsOutside = time; } info.initialized = true; } info.liquidityGross = liquidityGrossAfter; // when the lower (upper) tick is crossed left to right (right to left), liquidity must be added (removed) info.liquidityNet = upper ? int256(info.liquidityNet).sub(liquidityDelta).toInt128() : int256(info.liquidityNet).add(liquidityDelta).toInt128(); } /// @notice Clears tick data /// @param self The mapping containing all initialized tick information for initialized ticks /// @param tick The tick that will be cleared function clear(mapping(int24 => Tick.Info) storage self, int24 tick) internal { delete self[tick]; } /// @notice Transitions to next tick as needed by price movement /// @param self The mapping containing all tick information for initialized ticks /// @param tick The destination tick of the transition /// @param feeGrowthGlobal0X128 The all-time global fee growth, per unit of liquidity, in token0 /// @param feeGrowthGlobal1X128 The all-time global fee growth, per unit of liquidity, in token1 /// @param secondsPerLiquidityCumulativeX128 The current seconds per liquidity /// @param time The current block.timestamp /// @return liquidityNet The amount of liquidity added (subtracted) when tick is crossed from left to right (right to left) function cross( mapping(int24 => Tick.Info) storage self, int24 tick, uint256 feeGrowthGlobal0X128, uint256 feeGrowthGlobal1X128, uint160 secondsPerLiquidityCumulativeX128, int56 tickCumulative, uint32 time ) internal returns (int128 liquidityNet) { Tick.Info storage info = self[tick]; info.feeGrowthOutside0X128 = feeGrowthGlobal0X128 - info.feeGrowthOutside0X128; info.feeGrowthOutside1X128 = feeGrowthGlobal1X128 - info.feeGrowthOutside1X128; info.secondsPerLiquidityOutsideX128 = secondsPerLiquidityCumulativeX128 - info.secondsPerLiquidityOutsideX128; info.tickCumulativeOutside = tickCumulative - info.tickCumulativeOutside; info.secondsOutside = time - info.secondsOutside; liquidityNet = info.liquidityNet; } } // SPDX-License-Identifier: BUSL-1.1 pragma solidity >=0.5.0; import './BitMath.sol'; /// @title Packed tick initialized state library /// @notice Stores a packed mapping of tick index to its initialized state /// @dev The mapping uses int16 for keys since ticks are represented as int24 and there are 256 (2^8) values per word. library TickBitmap { /// @notice Computes the position in the mapping where the initialized bit for a tick lives /// @param tick The tick for which to compute the position /// @return wordPos The key in the mapping containing the word in which the bit is stored /// @return bitPos The bit position in the word where the flag is stored function position(int24 tick) private pure returns (int16 wordPos, uint8 bitPos) { wordPos = int16(tick >> 8); bitPos = uint8(tick % 256); } /// @notice Flips the initialized state for a given tick from false to true, or vice versa /// @param self The mapping in which to flip the tick /// @param tick The tick to flip /// @param tickSpacing The spacing between usable ticks function flipTick( mapping(int16 => uint256) storage self, int24 tick, int24 tickSpacing ) internal { require(tick % tickSpacing == 0); // ensure that the tick is spaced (int16 wordPos, uint8 bitPos) = position(tick / tickSpacing); uint256 mask = 1 << bitPos; self[wordPos] ^= mask; } /// @notice Returns the next initialized tick contained in the same word (or adjacent word) as the tick that is either /// to the left (less than or equal to) or right (greater than) of the given tick /// @param self The mapping in which to compute the next initialized tick /// @param tick The starting tick /// @param tickSpacing The spacing between usable ticks /// @param lte Whether to search for the next initialized tick to the left (less than or equal to the starting tick) /// @return next The next initialized or uninitialized tick up to 256 ticks away from the current tick /// @return initialized Whether the next tick is initialized, as the function only searches within up to 256 ticks function nextInitializedTickWithinOneWord( mapping(int16 => uint256) storage self, int24 tick, int24 tickSpacing, bool lte ) internal view returns (int24 next, bool initialized) { int24 compressed = tick / tickSpacing; if (tick < 0 && tick % tickSpacing != 0) compressed--; // round towards negative infinity if (lte) { (int16 wordPos, uint8 bitPos) = position(compressed); // all the 1s at or to the right of the current bitPos uint256 mask = (1 << bitPos) - 1 + (1 << bitPos); uint256 masked = self[wordPos] & mask; // if there are no initialized ticks to the right of or at the current tick, return rightmost in the word initialized = masked != 0; // overflow/underflow is possible, but prevented externally by limiting both tickSpacing and tick next = initialized ? (compressed - int24(bitPos - BitMath.mostSignificantBit(masked))) * tickSpacing : (compressed - int24(bitPos)) * tickSpacing; } else { // start from the word of the next tick, since the current tick state doesn't matter (int16 wordPos, uint8 bitPos) = position(compressed + 1); // all the 1s at or to the left of the bitPos uint256 mask = ~((1 << bitPos) - 1); uint256 masked = self[wordPos] & mask; // if there are no initialized ticks to the left of the current tick, return leftmost in the word initialized = masked != 0; // overflow/underflow is possible, but prevented externally by limiting both tickSpacing and tick next = initialized ? (compressed + 1 + int24(BitMath.leastSignificantBit(masked) - bitPos)) * tickSpacing : (compressed + 1 + int24(type(uint8).max - bitPos)) * tickSpacing; } } } // SPDX-License-Identifier: BUSL-1.1 pragma solidity >=0.5.0; import './FullMath.sol'; import './FixedPoint128.sol'; import './LiquidityMath.sol'; /// @title Position /// @notice Positions represent an owner address' liquidity between a lower and upper tick boundary /// @dev Positions store additional state for tracking fees owed to the position library Position { // info stored for each user's position struct Info { // the amount of liquidity owned by this position uint128 liquidity; // fee growth per unit of liquidity as of the last update to liquidity or fees owed uint256 feeGrowthInside0LastX128; uint256 feeGrowthInside1LastX128; // the fees owed to the position owner in token0/token1 uint128 tokensOwed0; uint128 tokensOwed1; } /// @notice Returns the Info struct of a position, given an owner and position boundaries /// @param self The mapping containing all user positions /// @param owner The address of the position owner /// @param tickLower The lower tick boundary of the position /// @param tickUpper The upper tick boundary of the position /// @return position The position info struct of the given owners' position function get( mapping(bytes32 => Info) storage self, address owner, int24 tickLower, int24 tickUpper ) internal view returns (Position.Info storage position) { position = self[keccak256(abi.encodePacked(owner, tickLower, tickUpper))]; } /// @notice Credits accumulated fees to a user's position /// @param self The individual position to update /// @param liquidityDelta The change in pool liquidity as a result of the position update /// @param feeGrowthInside0X128 The all-time fee growth in token0, per unit of liquidity, inside the position's tick boundaries /// @param feeGrowthInside1X128 The all-time fee growth in token1, per unit of liquidity, inside the position's tick boundaries function update( Info storage self, int128 liquidityDelta, uint256 feeGrowthInside0X128, uint256 feeGrowthInside1X128 ) internal { Info memory _self = self; uint128 liquidityNext; if (liquidityDelta == 0) { require(_self.liquidity > 0, 'NP'); // disallow pokes for 0 liquidity positions liquidityNext = _self.liquidity; } else { liquidityNext = LiquidityMath.addDelta(_self.liquidity, liquidityDelta); } // calculate accumulated fees uint128 tokensOwed0 = uint128( FullMath.mulDiv( feeGrowthInside0X128 - _self.feeGrowthInside0LastX128, _self.liquidity, FixedPoint128.Q128 ) ); uint128 tokensOwed1 = uint128( FullMath.mulDiv( feeGrowthInside1X128 - _self.feeGrowthInside1LastX128, _self.liquidity, FixedPoint128.Q128 ) ); // update the position if (liquidityDelta != 0) self.liquidity = liquidityNext; self.feeGrowthInside0LastX128 = feeGrowthInside0X128; self.feeGrowthInside1LastX128 = feeGrowthInside1X128; if (tokensOwed0 > 0 || tokensOwed1 > 0) { // overflow is acceptable, have to withdraw before you hit type(uint128).max fees self.tokensOwed0 += tokensOwed0; self.tokensOwed1 += tokensOwed1; } } } // SPDX-License-Identifier: BUSL-1.1 pragma solidity >=0.5.0; /// @title Oracle /// @notice Provides price and liquidity data useful for a wide variety of system designs /// @dev Instances of stored oracle data, "observations", are collected in the oracle array /// Every pool is initialized with an oracle array length of 1. Anyone can pay the SSTOREs to increase the /// maximum length of the oracle array. New slots will be added when the array is fully populated. /// Observations are overwritten when the full length of the oracle array is populated. /// The most recent observation is available, independent of the length of the oracle array, by passing 0 to observe() library Oracle { struct Observation { // the block timestamp of the observation uint32 blockTimestamp; // the tick accumulator, i.e. tick * time elapsed since the pool was first initialized int56 tickCumulative; // the seconds per liquidity, i.e. seconds elapsed / max(1, liquidity) since the pool was first initialized uint160 secondsPerLiquidityCumulativeX128; // whether or not the observation is initialized bool initialized; } /// @notice Transforms a previous observation into a new observation, given the passage of time and the current tick and liquidity values /// @dev blockTimestamp _must_ be chronologically equal to or greater than last.blockTimestamp, safe for 0 or 1 overflows /// @param last The specified observation to be transformed /// @param blockTimestamp The timestamp of the new observation /// @param tick The active tick at the time of the new observation /// @param liquidity The total in-range liquidity at the time of the new observation /// @return Observation The newly populated observation function transform( Observation memory last, uint32 blockTimestamp, int24 tick, uint128 liquidity ) private pure returns (Observation memory) { uint32 delta = blockTimestamp - last.blockTimestamp; return Observation({ blockTimestamp: blockTimestamp, tickCumulative: last.tickCumulative + int56(tick) * delta, secondsPerLiquidityCumulativeX128: last.secondsPerLiquidityCumulativeX128 + ((uint160(delta) << 128) / (liquidity > 0 ? liquidity : 1)), initialized: true }); } /// @notice Initialize the oracle array by writing the first slot. Called once for the lifecycle of the observations array /// @param self The stored oracle array /// @param time The time of the oracle initialization, via block.timestamp truncated to uint32 /// @return cardinality The number of populated elements in the oracle array /// @return cardinalityNext The new length of the oracle array, independent of population function initialize(Observation[65535] storage self, uint32 time) internal returns (uint16 cardinality, uint16 cardinalityNext) { self[0] = Observation({ blockTimestamp: time, tickCumulative: 0, secondsPerLiquidityCumulativeX128: 0, initialized: true }); return (1, 1); } /// @notice Writes an oracle observation to the array /// @dev Writable at most once per block. Index represents the most recently written element. cardinality and index must be tracked externally. /// If the index is at the end of the allowable array length (according to cardinality), and the next cardinality /// is greater than the current one, cardinality may be increased. This restriction is created to preserve ordering. /// @param self The stored oracle array /// @param index The index of the observation that was most recently written to the observations array /// @param blockTimestamp The timestamp of the new observation /// @param tick The active tick at the time of the new observation /// @param liquidity The total in-range liquidity at the time of the new observation /// @param cardinality The number of populated elements in the oracle array /// @param cardinalityNext The new length of the oracle array, independent of population /// @return indexUpdated The new index of the most recently written element in the oracle array /// @return cardinalityUpdated The new cardinality of the oracle array function write( Observation[65535] storage self, uint16 index, uint32 blockTimestamp, int24 tick, uint128 liquidity, uint16 cardinality, uint16 cardinalityNext ) internal returns (uint16 indexUpdated, uint16 cardinalityUpdated) { Observation memory last = self[index]; // early return if we've already written an observation this block if (last.blockTimestamp == blockTimestamp) return (index, cardinality); // if the conditions are right, we can bump the cardinality if (cardinalityNext > cardinality && index == (cardinality - 1)) { cardinalityUpdated = cardinalityNext; } else { cardinalityUpdated = cardinality; } indexUpdated = (index + 1) % cardinalityUpdated; self[indexUpdated] = transform(last, blockTimestamp, tick, liquidity); } /// @notice Prepares the oracle array to store up to `next` observations /// @param self The stored oracle array /// @param current The current next cardinality of the oracle array /// @param next The proposed next cardinality which will be populated in the oracle array /// @return next The next cardinality which will be populated in the oracle array function grow( Observation[65535] storage self, uint16 current, uint16 next ) internal returns (uint16) { require(current > 0, 'I'); // no-op if the passed next value isn't greater than the current next value if (next <= current) return current; // store in each slot to prevent fresh SSTOREs in swaps // this data will not be used because the initialized boolean is still false for (uint16 i = current; i < next; i++) self[i].blockTimestamp = 1; return next; } /// @notice comparator for 32-bit timestamps /// @dev safe for 0 or 1 overflows, a and b _must_ be chronologically before or equal to time /// @param time A timestamp truncated to 32 bits /// @param a A comparison timestamp from which to determine the relative position of `time` /// @param b From which to determine the relative position of `time` /// @return bool Whether `a` is chronologically <= `b` function lte( uint32 time, uint32 a, uint32 b ) private pure returns (bool) { // if there hasn't been overflow, no need to adjust if (a <= time && b <= time) return a <= b; uint256 aAdjusted = a > time ? a : a + 2**32; uint256 bAdjusted = b > time ? b : b + 2**32; return aAdjusted <= bAdjusted; } /// @notice Fetches the observations beforeOrAt and atOrAfter a target, i.e. where [beforeOrAt, atOrAfter] is satisfied. /// The result may be the same observation, or adjacent observations. /// @dev The answer must be contained in the array, used when the target is located within the stored observation /// boundaries: older than the most recent observation and younger, or the same age as, the oldest observation /// @param self The stored oracle array /// @param time The current block.timestamp /// @param target The timestamp at which the reserved observation should be for /// @param index The index of the observation that was most recently written to the observations array /// @param cardinality The number of populated elements in the oracle array /// @return beforeOrAt The observation recorded before, or at, the target /// @return atOrAfter The observation recorded at, or after, the target function binarySearch( Observation[65535] storage self, uint32 time, uint32 target, uint16 index, uint16 cardinality ) private view returns (Observation memory beforeOrAt, Observation memory atOrAfter) { uint256 l = (index + 1) % cardinality; // oldest observation uint256 r = l + cardinality - 1; // newest observation uint256 i; while (true) { i = (l + r) / 2; beforeOrAt = self[i % cardinality]; // we've landed on an uninitialized tick, keep searching higher (more recently) if (!beforeOrAt.initialized) { l = i + 1; continue; } atOrAfter = self[(i + 1) % cardinality]; bool targetAtOrAfter = lte(time, beforeOrAt.blockTimestamp, target); // check if we've found the answer! if (targetAtOrAfter && lte(time, target, atOrAfter.blockTimestamp)) break; if (!targetAtOrAfter) r = i - 1; else l = i + 1; } } /// @notice Fetches the observations beforeOrAt and atOrAfter a given target, i.e. where [beforeOrAt, atOrAfter] is satisfied /// @dev Assumes there is at least 1 initialized observation. /// Used by observeSingle() to compute the counterfactual accumulator values as of a given block timestamp. /// @param self The stored oracle array /// @param time The current block.timestamp /// @param target The timestamp at which the reserved observation should be for /// @param tick The active tick at the time of the returned or simulated observation /// @param index The index of the observation that was most recently written to the observations array /// @param liquidity The total pool liquidity at the time of the call /// @param cardinality The number of populated elements in the oracle array /// @return beforeOrAt The observation which occurred at, or before, the given timestamp /// @return atOrAfter The observation which occurred at, or after, the given timestamp function getSurroundingObservations( Observation[65535] storage self, uint32 time, uint32 target, int24 tick, uint16 index, uint128 liquidity, uint16 cardinality ) private view returns (Observation memory beforeOrAt, Observation memory atOrAfter) { // optimistically set before to the newest observation beforeOrAt = self[index]; // if the target is chronologically at or after the newest observation, we can early return if (lte(time, beforeOrAt.blockTimestamp, target)) { if (beforeOrAt.blockTimestamp == target) { // if newest observation equals target, we're in the same block, so we can ignore atOrAfter return (beforeOrAt, atOrAfter); } else { // otherwise, we need to transform return (beforeOrAt, transform(beforeOrAt, target, tick, liquidity)); } } // now, set before to the oldest observation beforeOrAt = self[(index + 1) % cardinality]; if (!beforeOrAt.initialized) beforeOrAt = self[0]; // ensure that the target is chronologically at or after the oldest observation require(lte(time, beforeOrAt.blockTimestamp, target), 'OLD'); // if we've reached this point, we have to binary search return binarySearch(self, time, target, index, cardinality); } /// @dev Reverts if an observation at or before the desired observation timestamp does not exist. /// 0 may be passed as `secondsAgo' to return the current cumulative values. /// If called with a timestamp falling between two observations, returns the counterfactual accumulator values /// at exactly the timestamp between the two observations. /// @param self The stored oracle array /// @param time The current block timestamp /// @param secondsAgo The amount of time to look back, in seconds, at which point to return an observation /// @param tick The current tick /// @param index The index of the observation that was most recently written to the observations array /// @param liquidity The current in-range pool liquidity /// @param cardinality The number of populated elements in the oracle array /// @return tickCumulative The tick * time elapsed since the pool was first initialized, as of `secondsAgo` /// @return secondsPerLiquidityCumulativeX128 The time elapsed / max(1, liquidity) since the pool was first initialized, as of `secondsAgo` function observeSingle( Observation[65535] storage self, uint32 time, uint32 secondsAgo, int24 tick, uint16 index, uint128 liquidity, uint16 cardinality ) internal view returns (int56 tickCumulative, uint160 secondsPerLiquidityCumulativeX128) { if (secondsAgo == 0) { Observation memory last = self[index]; if (last.blockTimestamp != time) last = transform(last, time, tick, liquidity); return (last.tickCumulative, last.secondsPerLiquidityCumulativeX128); } uint32 target = time - secondsAgo; (Observation memory beforeOrAt, Observation memory atOrAfter) = getSurroundingObservations(self, time, target, tick, index, liquidity, cardinality); if (target == beforeOrAt.blockTimestamp) { // we're at the left boundary return (beforeOrAt.tickCumulative, beforeOrAt.secondsPerLiquidityCumulativeX128); } else if (target == atOrAfter.blockTimestamp) { // we're at the right boundary return (atOrAfter.tickCumulative, atOrAfter.secondsPerLiquidityCumulativeX128); } else { // we're in the middle uint32 observationTimeDelta = atOrAfter.blockTimestamp - beforeOrAt.blockTimestamp; uint32 targetDelta = target - beforeOrAt.blockTimestamp; return ( beforeOrAt.tickCumulative + ((atOrAfter.tickCumulative - beforeOrAt.tickCumulative) / observationTimeDelta) * targetDelta, beforeOrAt.secondsPerLiquidityCumulativeX128 + uint160( (uint256( atOrAfter.secondsPerLiquidityCumulativeX128 - beforeOrAt.secondsPerLiquidityCumulativeX128 ) * targetDelta) / observationTimeDelta ) ); } } /// @notice Returns the accumulator values as of each time seconds ago from the given time in the array of `secondsAgos` /// @dev Reverts if `secondsAgos` > oldest observation /// @param self The stored oracle array /// @param time The current block.timestamp /// @param secondsAgos Each amount of time to look back, in seconds, at which point to return an observation /// @param tick The current tick /// @param index The index of the observation that was most recently written to the observations array /// @param liquidity The current in-range pool liquidity /// @param cardinality The number of populated elements in the oracle array /// @return tickCumulatives The tick * time elapsed since the pool was first initialized, as of each `secondsAgo` /// @return secondsPerLiquidityCumulativeX128s The cumulative seconds / max(1, liquidity) since the pool was first initialized, as of each `secondsAgo` function observe( Observation[65535] storage self, uint32 time, uint32[] memory secondsAgos, int24 tick, uint16 index, uint128 liquidity, uint16 cardinality ) internal view returns (int56[] memory tickCumulatives, uint160[] memory secondsPerLiquidityCumulativeX128s) { require(cardinality > 0, 'I'); tickCumulatives = new int56[](secondsAgos.length); secondsPerLiquidityCumulativeX128s = new uint160[](secondsAgos.length); for (uint256 i = 0; i < secondsAgos.length; i++) { (tickCumulatives[i], secondsPerLiquidityCumulativeX128s[i]) = observeSingle( self, time, secondsAgos[i], tick, index, liquidity, cardinality ); } } } // SPDX-License-Identifier: MIT pragma solidity >=0.4.0; /// @title Contains 512-bit math functions /// @notice Facilitates multiplication and division that can have overflow of an intermediate value without any loss of precision /// @dev Handles "phantom overflow" i.e., allows multiplication and division where an intermediate value overflows 256 bits library FullMath { /// @notice Calculates floor(a×b÷denominator) with full precision. Throws if result overflows a uint256 or denominator == 0 /// @param a The multiplicand /// @param b The multiplier /// @param denominator The divisor /// @return result The 256-bit result /// @dev Credit to Remco Bloemen under MIT license https://xn--2-umb.com/21/muldiv function mulDiv( uint256 a, uint256 b, uint256 denominator ) internal pure returns (uint256 result) { // 512-bit multiply [prod1 prod0] = a * b // Compute the product mod 2**256 and mod 2**256 - 1 // then use the Chinese Remainder Theorem to reconstruct // the 512 bit result. The result is stored in two 256 // variables such that product = prod1 * 2**256 + prod0 uint256 prod0; // Least significant 256 bits of the product uint256 prod1; // Most significant 256 bits of the product assembly { let mm := mulmod(a, b, not(0)) prod0 := mul(a, b) prod1 := sub(sub(mm, prod0), lt(mm, prod0)) } // Handle non-overflow cases, 256 by 256 division if (prod1 == 0) { require(denominator > 0); assembly { result := div(prod0, denominator) } return result; } // Make sure the result is less than 2**256. // Also prevents denominator == 0 require(denominator > prod1); /////////////////////////////////////////////// // 512 by 256 division. /////////////////////////////////////////////// // Make division exact by subtracting the remainder from [prod1 prod0] // Compute remainder using mulmod uint256 remainder; assembly { remainder := mulmod(a, b, denominator) } // Subtract 256 bit number from 512 bit number assembly { prod1 := sub(prod1, gt(remainder, prod0)) prod0 := sub(prod0, remainder) } // Factor powers of two out of denominator // Compute largest power of two divisor of denominator. // Always >= 1. uint256 twos = -denominator & denominator; // Divide denominator by power of two assembly { denominator := div(denominator, twos) } // Divide [prod1 prod0] by the factors of two assembly { prod0 := div(prod0, twos) } // Shift in bits from prod1 into prod0. For this we need // to flip `twos` such that it is 2**256 / twos. // If twos is zero, then it becomes one assembly { twos := add(div(sub(0, twos), twos), 1) } prod0 |= prod1 * twos; // Invert denominator mod 2**256 // Now that denominator is an odd number, it has an inverse // modulo 2**256 such that denominator * inv = 1 mod 2**256. // Compute the inverse by starting with a seed that is correct // correct for four bits. That is, denominator * inv = 1 mod 2**4 uint256 inv = (3 * denominator) ^ 2; // Now use Newton-Raphson iteration to improve the precision. // Thanks to Hensel's lifting lemma, this also works in modular // arithmetic, doubling the correct bits in each step. inv *= 2 - denominator * inv; // inverse mod 2**8 inv *= 2 - denominator * inv; // inverse mod 2**16 inv *= 2 - denominator * inv; // inverse mod 2**32 inv *= 2 - denominator * inv; // inverse mod 2**64 inv *= 2 - denominator * inv; // inverse mod 2**128 inv *= 2 - denominator * inv; // inverse mod 2**256 // Because the division is now exact we can divide by multiplying // with the modular inverse of denominator. This will give us the // correct result modulo 2**256. Since the precoditions guarantee // that the outcome is less than 2**256, this is the final result. // We don't need to compute the high bits of the result and prod1 // is no longer required. result = prod0 * inv; return result; } /// @notice Calculates ceil(a×b÷denominator) with full precision. Throws if result overflows a uint256 or denominator == 0 /// @param a The multiplicand /// @param b The multiplier /// @param denominator The divisor /// @return result The 256-bit result function mulDivRoundingUp( uint256 a, uint256 b, uint256 denominator ) internal pure returns (uint256 result) { result = mulDiv(a, b, denominator); if (mulmod(a, b, denominator) > 0) { require(result < type(uint256).max); result++; } } } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.4.0; /// @title FixedPoint128 /// @notice A library for handling binary fixed point numbers, see https://en.wikipedia.org/wiki/Q_(number_format) library FixedPoint128 { uint256 internal constant Q128 = 0x100000000000000000000000000000000; } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.6.0; import '../interfaces/IERC20Minimal.sol'; /// @title TransferHelper /// @notice Contains helper methods for interacting with ERC20 tokens that do not consistently return true/false library TransferHelper { /// @notice Transfers tokens from msg.sender to a recipient /// @dev Calls transfer on token contract, errors with TF if transfer fails /// @param token The contract address of the token which will be transferred /// @param to The recipient of the transfer /// @param value The value of the transfer function safeTransfer( address token, address to, uint256 value ) internal { (bool success, bytes memory data) = token.call(abi.encodeWithSelector(IERC20Minimal.transfer.selector, to, value)); require(success && (data.length == 0 || abi.decode(data, (bool))), 'TF'); } } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; /// @title Math library for computing sqrt prices from ticks and vice versa /// @notice Computes sqrt price for ticks of size 1.0001, i.e. sqrt(1.0001^tick) as fixed point Q64.96 numbers. Supports /// prices between 2**-128 and 2**128 library TickMath { /// @dev The minimum tick that may be passed to #getSqrtRatioAtTick computed from log base 1.0001 of 2**-128 int24 internal constant MIN_TICK = -887272; /// @dev The maximum tick that may be passed to #getSqrtRatioAtTick computed from log base 1.0001 of 2**128 int24 internal constant MAX_TICK = -MIN_TICK; /// @dev The minimum value that can be returned from #getSqrtRatioAtTick. Equivalent to getSqrtRatioAtTick(MIN_TICK) uint160 internal constant MIN_SQRT_RATIO = 4295128739; /// @dev The maximum value that can be returned from #getSqrtRatioAtTick. Equivalent to getSqrtRatioAtTick(MAX_TICK) uint160 internal constant MAX_SQRT_RATIO = 1461446703485210103287273052203988822378723970342; /// @notice Calculates sqrt(1.0001^tick) * 2^96 /// @dev Throws if |tick| > max tick /// @param tick The input tick for the above formula /// @return sqrtPriceX96 A Fixed point Q64.96 number representing the sqrt of the ratio of the two assets (token1/token0) /// at the given tick function getSqrtRatioAtTick(int24 tick) internal pure returns (uint160 sqrtPriceX96) { uint256 absTick = tick < 0 ? uint256(-int256(tick)) : uint256(int256(tick)); require(absTick <= uint256(MAX_TICK), 'T'); uint256 ratio = absTick & 0x1 != 0 ? 0xfffcb933bd6fad37aa2d162d1a594001 : 0x100000000000000000000000000000000; if (absTick & 0x2 != 0) ratio = (ratio * 0xfff97272373d413259a46990580e213a) >> 128; if (absTick & 0x4 != 0) ratio = (ratio * 0xfff2e50f5f656932ef12357cf3c7fdcc) >> 128; if (absTick & 0x8 != 0) ratio = (ratio * 0xffe5caca7e10e4e61c3624eaa0941cd0) >> 128; if (absTick & 0x10 != 0) ratio = (ratio * 0xffcb9843d60f6159c9db58835c926644) >> 128; if (absTick & 0x20 != 0) ratio = (ratio * 0xff973b41fa98c081472e6896dfb254c0) >> 128; if (absTick & 0x40 != 0) ratio = (ratio * 0xff2ea16466c96a3843ec78b326b52861) >> 128; if (absTick & 0x80 != 0) ratio = (ratio * 0xfe5dee046a99a2a811c461f1969c3053) >> 128; if (absTick & 0x100 != 0) ratio = (ratio * 0xfcbe86c7900a88aedcffc83b479aa3a4) >> 128; if (absTick & 0x200 != 0) ratio = (ratio * 0xf987a7253ac413176f2b074cf7815e54) >> 128; if (absTick & 0x400 != 0) ratio = (ratio * 0xf3392b0822b70005940c7a398e4b70f3) >> 128; if (absTick & 0x800 != 0) ratio = (ratio * 0xe7159475a2c29b7443b29c7fa6e889d9) >> 128; if (absTick & 0x1000 != 0) ratio = (ratio * 0xd097f3bdfd2022b8845ad8f792aa5825) >> 128; if (absTick & 0x2000 != 0) ratio = (ratio * 0xa9f746462d870fdf8a65dc1f90e061e5) >> 128; if (absTick & 0x4000 != 0) ratio = (ratio * 0x70d869a156d2a1b890bb3df62baf32f7) >> 128; if (absTick & 0x8000 != 0) ratio = (ratio * 0x31be135f97d08fd981231505542fcfa6) >> 128; if (absTick & 0x10000 != 0) ratio = (ratio * 0x9aa508b5b7a84e1c677de54f3e99bc9) >> 128; if (absTick & 0x20000 != 0) ratio = (ratio * 0x5d6af8dedb81196699c329225ee604) >> 128; if (absTick & 0x40000 != 0) ratio = (ratio * 0x2216e584f5fa1ea926041bedfe98) >> 128; if (absTick & 0x80000 != 0) ratio = (ratio * 0x48a170391f7dc42444e8fa2) >> 128; if (tick > 0) ratio = type(uint256).max / ratio; // this divides by 1<<32 rounding up to go from a Q128.128 to a Q128.96. // we then downcast because we know the result always fits within 160 bits due to our tick input constraint // we round up in the division so getTickAtSqrtRatio of the output price is always consistent sqrtPriceX96 = uint160((ratio >> 32) + (ratio % (1 << 32) == 0 ? 0 : 1)); } /// @notice Calculates the greatest tick value such that getRatioAtTick(tick) <= ratio /// @dev Throws in case sqrtPriceX96 < MIN_SQRT_RATIO, as MIN_SQRT_RATIO is the lowest value getRatioAtTick may /// ever return. /// @param sqrtPriceX96 The sqrt ratio for which to compute the tick as a Q64.96 /// @return tick The greatest tick for which the ratio is less than or equal to the input ratio function getTickAtSqrtRatio(uint160 sqrtPriceX96) internal pure returns (int24 tick) { // second inequality must be < because the price can never reach the price at the max tick require(sqrtPriceX96 >= MIN_SQRT_RATIO && sqrtPriceX96 < MAX_SQRT_RATIO, 'R'); uint256 ratio = uint256(sqrtPriceX96) << 32; uint256 r = ratio; uint256 msb = 0; assembly { let f := shl(7, gt(r, 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF)) msb := or(msb, f) r := shr(f, r) } assembly { let f := shl(6, gt(r, 0xFFFFFFFFFFFFFFFF)) msb := or(msb, f) r := shr(f, r) } assembly { let f := shl(5, gt(r, 0xFFFFFFFF)) msb := or(msb, f) r := shr(f, r) } assembly { let f := shl(4, gt(r, 0xFFFF)) msb := or(msb, f) r := shr(f, r) } assembly { let f := shl(3, gt(r, 0xFF)) msb := or(msb, f) r := shr(f, r) } assembly { let f := shl(2, gt(r, 0xF)) msb := or(msb, f) r := shr(f, r) } assembly { let f := shl(1, gt(r, 0x3)) msb := or(msb, f) r := shr(f, r) } assembly { let f := gt(r, 0x1) msb := or(msb, f) } if (msb >= 128) r = ratio >> (msb - 127); else r = ratio << (127 - msb); int256 log_2 = (int256(msb) - 128) << 64; assembly { r := shr(127, mul(r, r)) let f := shr(128, r) log_2 := or(log_2, shl(63, f)) r := shr(f, r) } assembly { r := shr(127, mul(r, r)) let f := shr(128, r) log_2 := or(log_2, shl(62, f)) r := shr(f, r) } assembly { r := shr(127, mul(r, r)) let f := shr(128, r) log_2 := or(log_2, shl(61, f)) r := shr(f, r) } assembly { r := shr(127, mul(r, r)) let f := shr(128, r) log_2 := or(log_2, shl(60, f)) r := shr(f, r) } assembly { r := shr(127, mul(r, r)) let f := shr(128, r) log_2 := or(log_2, shl(59, f)) r := shr(f, r) } assembly { r := shr(127, mul(r, r)) let f := shr(128, r) log_2 := or(log_2, shl(58, f)) r := shr(f, r) } assembly { r := shr(127, mul(r, r)) let f := shr(128, r) log_2 := or(log_2, shl(57, f)) r := shr(f, r) } assembly { r := shr(127, mul(r, r)) let f := shr(128, r) log_2 := or(log_2, shl(56, f)) r := shr(f, r) } assembly { r := shr(127, mul(r, r)) let f := shr(128, r) log_2 := or(log_2, shl(55, f)) r := shr(f, r) } assembly { r := shr(127, mul(r, r)) let f := shr(128, r) log_2 := or(log_2, shl(54, f)) r := shr(f, r) } assembly { r := shr(127, mul(r, r)) let f := shr(128, r) log_2 := or(log_2, shl(53, f)) r := shr(f, r) } assembly { r := shr(127, mul(r, r)) let f := shr(128, r) log_2 := or(log_2, shl(52, f)) r := shr(f, r) } assembly { r := shr(127, mul(r, r)) let f := shr(128, r) log_2 := or(log_2, shl(51, f)) r := shr(f, r) } assembly { r := shr(127, mul(r, r)) let f := shr(128, r) log_2 := or(log_2, shl(50, f)) } int256 log_sqrt10001 = log_2 * 255738958999603826347141; // 128.128 number int24 tickLow = int24((log_sqrt10001 - 3402992956809132418596140100660247210) >> 128); int24 tickHi = int24((log_sqrt10001 + 291339464771989622907027621153398088495) >> 128); tick = tickLow == tickHi ? tickLow : getSqrtRatioAtTick(tickHi) <= sqrtPriceX96 ? tickHi : tickLow; } } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; /// @title Math library for liquidity library LiquidityMath { /// @notice Add a signed liquidity delta to liquidity and revert if it overflows or underflows /// @param x The liquidity before change /// @param y The delta by which liquidity should be changed /// @return z The liquidity delta function addDelta(uint128 x, int128 y) internal pure returns (uint128 z) { if (y < 0) { require((z = x - uint128(-y)) < x, 'LS'); } else { require((z = x + uint128(y)) >= x, 'LA'); } } } // SPDX-License-Identifier: BUSL-1.1 pragma solidity >=0.5.0; import './LowGasSafeMath.sol'; import './SafeCast.sol'; import './FullMath.sol'; import './UnsafeMath.sol'; import './FixedPoint96.sol'; /// @title Functions based on Q64.96 sqrt price and liquidity /// @notice Contains the math that uses square root of price as a Q64.96 and liquidity to compute deltas library SqrtPriceMath { using LowGasSafeMath for uint256; using SafeCast for uint256; /// @notice Gets the next sqrt price given a delta of token0 /// @dev Always rounds up, because in the exact output case (increasing price) we need to move the price at least /// far enough to get the desired output amount, and in the exact input case (decreasing price) we need to move the /// price less in order to not send too much output. /// The most precise formula for this is liquidity * sqrtPX96 / (liquidity +- amount * sqrtPX96), /// if this is impossible because of overflow, we calculate liquidity / (liquidity / sqrtPX96 +- amount). /// @param sqrtPX96 The starting price, i.e. before accounting for the token0 delta /// @param liquidity The amount of usable liquidity /// @param amount How much of token0 to add or remove from virtual reserves /// @param add Whether to add or remove the amount of token0 /// @return The price after adding or removing amount, depending on add function getNextSqrtPriceFromAmount0RoundingUp( uint160 sqrtPX96, uint128 liquidity, uint256 amount, bool add ) internal pure returns (uint160) { // we short circuit amount == 0 because the result is otherwise not guaranteed to equal the input price if (amount == 0) return sqrtPX96; uint256 numerator1 = uint256(liquidity) << FixedPoint96.RESOLUTION; if (add) { uint256 product; if ((product = amount * sqrtPX96) / amount == sqrtPX96) { uint256 denominator = numerator1 + product; if (denominator >= numerator1) // always fits in 160 bits return uint160(FullMath.mulDivRoundingUp(numerator1, sqrtPX96, denominator)); } return uint160(UnsafeMath.divRoundingUp(numerator1, (numerator1 / sqrtPX96).add(amount))); } else { uint256 product; // if the product overflows, we know the denominator underflows // in addition, we must check that the denominator does not underflow require((product = amount * sqrtPX96) / amount == sqrtPX96 && numerator1 > product); uint256 denominator = numerator1 - product; return FullMath.mulDivRoundingUp(numerator1, sqrtPX96, denominator).toUint160(); } } /// @notice Gets the next sqrt price given a delta of token1 /// @dev Always rounds down, because in the exact output case (decreasing price) we need to move the price at least /// far enough to get the desired output amount, and in the exact input case (increasing price) we need to move the /// price less in order to not send too much output. /// The formula we compute is within <1 wei of the lossless version: sqrtPX96 +- amount / liquidity /// @param sqrtPX96 The starting price, i.e., before accounting for the token1 delta /// @param liquidity The amount of usable liquidity /// @param amount How much of token1 to add, or remove, from virtual reserves /// @param add Whether to add, or remove, the amount of token1 /// @return The price after adding or removing `amount` function getNextSqrtPriceFromAmount1RoundingDown( uint160 sqrtPX96, uint128 liquidity, uint256 amount, bool add ) internal pure returns (uint160) { // if we're adding (subtracting), rounding down requires rounding the quotient down (up) // in both cases, avoid a mulDiv for most inputs if (add) { uint256 quotient = ( amount <= type(uint160).max ? (amount << FixedPoint96.RESOLUTION) / liquidity : FullMath.mulDiv(amount, FixedPoint96.Q96, liquidity) ); return uint256(sqrtPX96).add(quotient).toUint160(); } else { uint256 quotient = ( amount <= type(uint160).max ? UnsafeMath.divRoundingUp(amount << FixedPoint96.RESOLUTION, liquidity) : FullMath.mulDivRoundingUp(amount, FixedPoint96.Q96, liquidity) ); require(sqrtPX96 > quotient); // always fits 160 bits return uint160(sqrtPX96 - quotient); } } /// @notice Gets the next sqrt price given an input amount of token0 or token1 /// @dev Throws if price or liquidity are 0, or if the next price is out of bounds /// @param sqrtPX96 The starting price, i.e., before accounting for the input amount /// @param liquidity The amount of usable liquidity /// @param amountIn How much of token0, or token1, is being swapped in /// @param zeroForOne Whether the amount in is token0 or token1 /// @return sqrtQX96 The price after adding the input amount to token0 or token1 function getNextSqrtPriceFromInput( uint160 sqrtPX96, uint128 liquidity, uint256 amountIn, bool zeroForOne ) internal pure returns (uint160 sqrtQX96) { require(sqrtPX96 > 0); require(liquidity > 0); // round to make sure that we don't pass the target price return zeroForOne ? getNextSqrtPriceFromAmount0RoundingUp(sqrtPX96, liquidity, amountIn, true) : getNextSqrtPriceFromAmount1RoundingDown(sqrtPX96, liquidity, amountIn, true); } /// @notice Gets the next sqrt price given an output amount of token0 or token1 /// @dev Throws if price or liquidity are 0 or the next price is out of bounds /// @param sqrtPX96 The starting price before accounting for the output amount /// @param liquidity The amount of usable liquidity /// @param amountOut How much of token0, or token1, is being swapped out /// @param zeroForOne Whether the amount out is token0 or token1 /// @return sqrtQX96 The price after removing the output amount of token0 or token1 function getNextSqrtPriceFromOutput( uint160 sqrtPX96, uint128 liquidity, uint256 amountOut, bool zeroForOne ) internal pure returns (uint160 sqrtQX96) { require(sqrtPX96 > 0); require(liquidity > 0); // round to make sure that we pass the target price return zeroForOne ? getNextSqrtPriceFromAmount1RoundingDown(sqrtPX96, liquidity, amountOut, false) : getNextSqrtPriceFromAmount0RoundingUp(sqrtPX96, liquidity, amountOut, false); } /// @notice Gets the amount0 delta between two prices /// @dev Calculates liquidity / sqrt(lower) - liquidity / sqrt(upper), /// i.e. liquidity * (sqrt(upper) - sqrt(lower)) / (sqrt(upper) * sqrt(lower)) /// @param sqrtRatioAX96 A sqrt price /// @param sqrtRatioBX96 Another sqrt price /// @param liquidity The amount of usable liquidity /// @param roundUp Whether to round the amount up or down /// @return amount0 Amount of token0 required to cover a position of size liquidity between the two passed prices function getAmount0Delta( uint160 sqrtRatioAX96, uint160 sqrtRatioBX96, uint128 liquidity, bool roundUp ) internal pure returns (uint256 amount0) { if (sqrtRatioAX96 > sqrtRatioBX96) (sqrtRatioAX96, sqrtRatioBX96) = (sqrtRatioBX96, sqrtRatioAX96); uint256 numerator1 = uint256(liquidity) << FixedPoint96.RESOLUTION; uint256 numerator2 = sqrtRatioBX96 - sqrtRatioAX96; require(sqrtRatioAX96 > 0); return roundUp ? UnsafeMath.divRoundingUp( FullMath.mulDivRoundingUp(numerator1, numerator2, sqrtRatioBX96), sqrtRatioAX96 ) : FullMath.mulDiv(numerator1, numerator2, sqrtRatioBX96) / sqrtRatioAX96; } /// @notice Gets the amount1 delta between two prices /// @dev Calculates liquidity * (sqrt(upper) - sqrt(lower)) /// @param sqrtRatioAX96 A sqrt price /// @param sqrtRatioBX96 Another sqrt price /// @param liquidity The amount of usable liquidity /// @param roundUp Whether to round the amount up, or down /// @return amount1 Amount of token1 required to cover a position of size liquidity between the two passed prices function getAmount1Delta( uint160 sqrtRatioAX96, uint160 sqrtRatioBX96, uint128 liquidity, bool roundUp ) internal pure returns (uint256 amount1) { if (sqrtRatioAX96 > sqrtRatioBX96) (sqrtRatioAX96, sqrtRatioBX96) = (sqrtRatioBX96, sqrtRatioAX96); return roundUp ? FullMath.mulDivRoundingUp(liquidity, sqrtRatioBX96 - sqrtRatioAX96, FixedPoint96.Q96) : FullMath.mulDiv(liquidity, sqrtRatioBX96 - sqrtRatioAX96, FixedPoint96.Q96); } /// @notice Helper that gets signed token0 delta /// @param sqrtRatioAX96 A sqrt price /// @param sqrtRatioBX96 Another sqrt price /// @param liquidity The change in liquidity for which to compute the amount0 delta /// @return amount0 Amount of token0 corresponding to the passed liquidityDelta between the two prices function getAmount0Delta( uint160 sqrtRatioAX96, uint160 sqrtRatioBX96, int128 liquidity ) internal pure returns (int256 amount0) { return liquidity < 0 ? -getAmount0Delta(sqrtRatioAX96, sqrtRatioBX96, uint128(-liquidity), false).toInt256() : getAmount0Delta(sqrtRatioAX96, sqrtRatioBX96, uint128(liquidity), true).toInt256(); } /// @notice Helper that gets signed token1 delta /// @param sqrtRatioAX96 A sqrt price /// @param sqrtRatioBX96 Another sqrt price /// @param liquidity The change in liquidity for which to compute the amount1 delta /// @return amount1 Amount of token1 corresponding to the passed liquidityDelta between the two prices function getAmount1Delta( uint160 sqrtRatioAX96, uint160 sqrtRatioBX96, int128 liquidity ) internal pure returns (int256 amount1) { return liquidity < 0 ? -getAmount1Delta(sqrtRatioAX96, sqrtRatioBX96, uint128(-liquidity), false).toInt256() : getAmount1Delta(sqrtRatioAX96, sqrtRatioBX96, uint128(liquidity), true).toInt256(); } } // SPDX-License-Identifier: BUSL-1.1 pragma solidity >=0.5.0; import './FullMath.sol'; import './SqrtPriceMath.sol'; /// @title Computes the result of a swap within ticks /// @notice Contains methods for computing the result of a swap within a single tick price range, i.e., a single tick. library SwapMath { /// @notice Computes the result of swapping some amount in, or amount out, given the parameters of the swap /// @dev The fee, plus the amount in, will never exceed the amount remaining if the swap's `amountSpecified` is positive /// @param sqrtRatioCurrentX96 The current sqrt price of the pool /// @param sqrtRatioTargetX96 The price that cannot be exceeded, from which the direction of the swap is inferred /// @param liquidity The usable liquidity /// @param amountRemaining How much input or output amount is remaining to be swapped in/out /// @param feePips The fee taken from the input amount, expressed in hundredths of a bip /// @return sqrtRatioNextX96 The price after swapping the amount in/out, not to exceed the price target /// @return amountIn The amount to be swapped in, of either token0 or token1, based on the direction of the swap /// @return amountOut The amount to be received, of either token0 or token1, based on the direction of the swap /// @return feeAmount The amount of input that will be taken as a fee function computeSwapStep( uint160 sqrtRatioCurrentX96, uint160 sqrtRatioTargetX96, uint128 liquidity, int256 amountRemaining, uint24 feePips ) internal pure returns ( uint160 sqrtRatioNextX96, uint256 amountIn, uint256 amountOut, uint256 feeAmount ) { bool zeroForOne = sqrtRatioCurrentX96 >= sqrtRatioTargetX96; bool exactIn = amountRemaining >= 0; if (exactIn) { uint256 amountRemainingLessFee = FullMath.mulDiv(uint256(amountRemaining), 1e6 - feePips, 1e6); amountIn = zeroForOne ? SqrtPriceMath.getAmount0Delta(sqrtRatioTargetX96, sqrtRatioCurrentX96, liquidity, true) : SqrtPriceMath.getAmount1Delta(sqrtRatioCurrentX96, sqrtRatioTargetX96, liquidity, true); if (amountRemainingLessFee >= amountIn) sqrtRatioNextX96 = sqrtRatioTargetX96; else sqrtRatioNextX96 = SqrtPriceMath.getNextSqrtPriceFromInput( sqrtRatioCurrentX96, liquidity, amountRemainingLessFee, zeroForOne ); } else { amountOut = zeroForOne ? SqrtPriceMath.getAmount1Delta(sqrtRatioTargetX96, sqrtRatioCurrentX96, liquidity, false) : SqrtPriceMath.getAmount0Delta(sqrtRatioCurrentX96, sqrtRatioTargetX96, liquidity, false); if (uint256(-amountRemaining) >= amountOut) sqrtRatioNextX96 = sqrtRatioTargetX96; else sqrtRatioNextX96 = SqrtPriceMath.getNextSqrtPriceFromOutput( sqrtRatioCurrentX96, liquidity, uint256(-amountRemaining), zeroForOne ); } bool max = sqrtRatioTargetX96 == sqrtRatioNextX96; // get the input/output amounts if (zeroForOne) { amountIn = max && exactIn ? amountIn : SqrtPriceMath.getAmount0Delta(sqrtRatioNextX96, sqrtRatioCurrentX96, liquidity, true); amountOut = max && !exactIn ? amountOut : SqrtPriceMath.getAmount1Delta(sqrtRatioNextX96, sqrtRatioCurrentX96, liquidity, false); } else { amountIn = max && exactIn ? amountIn : SqrtPriceMath.getAmount1Delta(sqrtRatioCurrentX96, sqrtRatioNextX96, liquidity, true); amountOut = max && !exactIn ? amountOut : SqrtPriceMath.getAmount0Delta(sqrtRatioCurrentX96, sqrtRatioNextX96, liquidity, false); } // cap the output amount to not exceed the remaining output amount if (!exactIn && amountOut > uint256(-amountRemaining)) { amountOut = uint256(-amountRemaining); } if (exactIn && sqrtRatioNextX96 != sqrtRatioTargetX96) { // we didn't reach the target, so take the remainder of the maximum input as fee feeAmount = uint256(amountRemaining) - amountIn; } else { feeAmount = FullMath.mulDivRoundingUp(amountIn, feePips, 1e6 - feePips); } } } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; /// @title An interface for a contract that is capable of deploying Uniswap V3 Pools /// @notice A contract that constructs a pool must implement this to pass arguments to the pool /// @dev This is used to avoid having constructor arguments in the pool contract, which results in the init code hash /// of the pool being constant allowing the CREATE2 address of the pool to be cheaply computed on-chain interface IUniswapV3PoolDeployer { /// @notice Get the parameters to be used in constructing the pool, set transiently during pool creation. /// @dev Called by the pool constructor to fetch the parameters of the pool /// Returns factory The factory address /// Returns token0 The first token of the pool by address sort order /// Returns token1 The second token of the pool by address sort order /// Returns fee The fee collected upon every swap in the pool, denominated in hundredths of a bip /// Returns tickSpacing The minimum number of ticks between initialized ticks function parameters() external view returns ( address factory, address token0, address token1, uint24 fee, int24 tickSpacing ); } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; /// @title The interface for the Uniswap V3 Factory /// @notice The Uniswap V3 Factory facilitates creation of Uniswap V3 pools and control over the protocol fees interface IUniswapV3Factory { /// @notice Emitted when the owner of the factory is changed /// @param oldOwner The owner before the owner was changed /// @param newOwner The owner after the owner was changed event OwnerChanged(address indexed oldOwner, address indexed newOwner); /// @notice Emitted when a pool is created /// @param token0 The first token of the pool by address sort order /// @param token1 The second token of the pool by address sort order /// @param fee The fee collected upon every swap in the pool, denominated in hundredths of a bip /// @param tickSpacing The minimum number of ticks between initialized ticks /// @param pool The address of the created pool event PoolCreated( address indexed token0, address indexed token1, uint24 indexed fee, int24 tickSpacing, address pool ); /// @notice Emitted when a new fee amount is enabled for pool creation via the factory /// @param fee The enabled fee, denominated in hundredths of a bip /// @param tickSpacing The minimum number of ticks between initialized ticks for pools created with the given fee event FeeAmountEnabled(uint24 indexed fee, int24 indexed tickSpacing); /// @notice Returns the current owner of the factory /// @dev Can be changed by the current owner via setOwner /// @return The address of the factory owner function owner() external view returns (address); /// @notice Returns the tick spacing for a given fee amount, if enabled, or 0 if not enabled /// @dev A fee amount can never be removed, so this value should be hard coded or cached in the calling context /// @param fee The enabled fee, denominated in hundredths of a bip. Returns 0 in case of unenabled fee /// @return The tick spacing function feeAmountTickSpacing(uint24 fee) external view returns (int24); /// @notice Returns the pool address for a given pair of tokens and a fee, or address 0 if it does not exist /// @dev tokenA and tokenB may be passed in either token0/token1 or token1/token0 order /// @param tokenA The contract address of either token0 or token1 /// @param tokenB The contract address of the other token /// @param fee The fee collected upon every swap in the pool, denominated in hundredths of a bip /// @return pool The pool address function getPool( address tokenA, address tokenB, uint24 fee ) external view returns (address pool); /// @notice Creates a pool for the given two tokens and fee /// @param tokenA One of the two tokens in the desired pool /// @param tokenB The other of the two tokens in the desired pool /// @param fee The desired fee for the pool /// @dev tokenA and tokenB may be passed in either order: token0/token1 or token1/token0. tickSpacing is retrieved /// from the fee. The call will revert if the pool already exists, the fee is invalid, or the token arguments /// are invalid. /// @return pool The address of the newly created pool function createPool( address tokenA, address tokenB, uint24 fee ) external returns (address pool); /// @notice Updates the owner of the factory /// @dev Must be called by the current owner /// @param _owner The new owner of the factory function setOwner(address _owner) external; /// @notice Enables a fee amount with the given tickSpacing /// @dev Fee amounts may never be removed once enabled /// @param fee The fee amount to enable, denominated in hundredths of a bip (i.e. 1e-6) /// @param tickSpacing The spacing between ticks to be enforced for all pools created with the given fee amount function enableFeeAmount(uint24 fee, int24 tickSpacing) external; } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; /// @title Minimal ERC20 interface for Uniswap /// @notice Contains a subset of the full ERC20 interface that is used in Uniswap V3 interface IERC20Minimal { /// @notice Returns the balance of a token /// @param account The account for which to look up the number of tokens it has, i.e. its balance /// @return The number of tokens held by the account function balanceOf(address account) external view returns (uint256); /// @notice Transfers the amount of token from the `msg.sender` to the recipient /// @param recipient The account that will receive the amount transferred /// @param amount The number of tokens to send from the sender to the recipient /// @return Returns true for a successful transfer, false for an unsuccessful transfer function transfer(address recipient, uint256 amount) external returns (bool); /// @notice Returns the current allowance given to a spender by an owner /// @param owner The account of the token owner /// @param spender The account of the token spender /// @return The current allowance granted by `owner` to `spender` function allowance(address owner, address spender) external view returns (uint256); /// @notice Sets the allowance of a spender from the `msg.sender` to the value `amount` /// @param spender The account which will be allowed to spend a given amount of the owners tokens /// @param amount The amount of tokens allowed to be used by `spender` /// @return Returns true for a successful approval, false for unsuccessful function approve(address spender, uint256 amount) external returns (bool); /// @notice Transfers `amount` tokens from `sender` to `recipient` up to the allowance given to the `msg.sender` /// @param sender The account from which the transfer will be initiated /// @param recipient The recipient of the transfer /// @param amount The amount of the transfer /// @return Returns true for a successful transfer, false for unsuccessful function transferFrom( address sender, address recipient, uint256 amount ) external returns (bool); /// @notice Event emitted when tokens are transferred from one address to another, either via `#transfer` or `#transferFrom`. /// @param from The account from which the tokens were sent, i.e. the balance decreased /// @param to The account to which the tokens were sent, i.e. the balance increased /// @param value The amount of tokens that were transferred event Transfer(address indexed from, address indexed to, uint256 value); /// @notice Event emitted when the approval amount for the spender of a given owner's tokens changes. /// @param owner The account that approved spending of its tokens /// @param spender The account for which the spending allowance was modified /// @param value The new allowance from the owner to the spender event Approval(address indexed owner, address indexed spender, uint256 value); } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; /// @title Callback for IUniswapV3PoolActions#mint /// @notice Any contract that calls IUniswapV3PoolActions#mint must implement this interface interface IUniswapV3MintCallback { /// @notice Called to `msg.sender` after minting liquidity to a position from IUniswapV3Pool#mint. /// @dev In the implementation you must pay the pool tokens owed for the minted liquidity. /// The caller of this method must be checked to be a UniswapV3Pool deployed by the canonical UniswapV3Factory. /// @param amount0Owed The amount of token0 due to the pool for the minted liquidity /// @param amount1Owed The amount of token1 due to the pool for the minted liquidity /// @param data Any data passed through by the caller via the IUniswapV3PoolActions#mint call function uniswapV3MintCallback( uint256 amount0Owed, uint256 amount1Owed, bytes calldata data ) external; } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; /// @title Callback for IUniswapV3PoolActions#swap /// @notice Any contract that calls IUniswapV3PoolActions#swap must implement this interface interface IUniswapV3SwapCallback { /// @notice Called to `msg.sender` after executing a swap via IUniswapV3Pool#swap. /// @dev In the implementation you must pay the pool tokens owed for the swap. /// The caller of this method must be checked to be a UniswapV3Pool deployed by the canonical UniswapV3Factory. /// amount0Delta and amount1Delta can both be 0 if no tokens were swapped. /// @param amount0Delta The amount of token0 that was sent (negative) or must be received (positive) by the pool by /// the end of the swap. If positive, the callback must send that amount of token0 to the pool. /// @param amount1Delta The amount of token1 that was sent (negative) or must be received (positive) by the pool by /// the end of the swap. If positive, the callback must send that amount of token1 to the pool. /// @param data Any data passed through by the caller via the IUniswapV3PoolActions#swap call function uniswapV3SwapCallback( int256 amount0Delta, int256 amount1Delta, bytes calldata data ) external; } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; /// @title Callback for IUniswapV3PoolActions#flash /// @notice Any contract that calls IUniswapV3PoolActions#flash must implement this interface interface IUniswapV3FlashCallback { /// @notice Called to `msg.sender` after transferring to the recipient from IUniswapV3Pool#flash. /// @dev In the implementation you must repay the pool the tokens sent by flash plus the computed fee amounts. /// The caller of this method must be checked to be a UniswapV3Pool deployed by the canonical UniswapV3Factory. /// @param fee0 The fee amount in token0 due to the pool by the end of the flash /// @param fee1 The fee amount in token1 due to the pool by the end of the flash /// @param data Any data passed through by the caller via the IUniswapV3PoolActions#flash call function uniswapV3FlashCallback( uint256 fee0, uint256 fee1, bytes calldata data ) external; } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; /// @title Pool state that never changes /// @notice These parameters are fixed for a pool forever, i.e., the methods will always return the same values interface IUniswapV3PoolImmutables { /// @notice The contract that deployed the pool, which must adhere to the IUniswapV3Factory interface /// @return The contract address function factory() external view returns (address); /// @notice The first of the two tokens of the pool, sorted by address /// @return The token contract address function token0() external view returns (address); /// @notice The second of the two tokens of the pool, sorted by address /// @return The token contract address function token1() external view returns (address); /// @notice The pool's fee in hundredths of a bip, i.e. 1e-6 /// @return The fee function fee() external view returns (uint24); /// @notice The pool tick spacing /// @dev Ticks can only be used at multiples of this value, minimum of 1 and always positive /// e.g.: a tickSpacing of 3 means ticks can be initialized every 3rd tick, i.e., ..., -6, -3, 0, 3, 6, ... /// This value is an int24 to avoid casting even though it is always positive. /// @return The tick spacing function tickSpacing() external view returns (int24); /// @notice The maximum amount of position liquidity that can use any tick in the range /// @dev This parameter is enforced per tick to prevent liquidity from overflowing a uint128 at any point, and /// also prevents out-of-range liquidity from being used to prevent adding in-range liquidity to a pool /// @return The max amount of liquidity per tick function maxLiquidityPerTick() external view returns (uint128); } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; /// @title Pool state that can change /// @notice These methods compose the pool's state, and can change with any frequency including multiple times /// per transaction interface IUniswapV3PoolState { /// @notice The 0th storage slot in the pool stores many values, and is exposed as a single method to save gas /// when accessed externally. /// @return sqrtPriceX96 The current price of the pool as a sqrt(token1/token0) Q64.96 value /// tick The current tick of the pool, i.e. according to the last tick transition that was run. /// This value may not always be equal to SqrtTickMath.getTickAtSqrtRatio(sqrtPriceX96) if the price is on a tick /// boundary. /// observationIndex The index of the last oracle observation that was written, /// observationCardinality The current maximum number of observations stored in the pool, /// observationCardinalityNext The next maximum number of observations, to be updated when the observation. /// feeProtocol The protocol fee for both tokens of the pool. /// Encoded as two 4 bit values, where the protocol fee of token1 is shifted 4 bits and the protocol fee of token0 /// is the lower 4 bits. Used as the denominator of a fraction of the swap fee, e.g. 4 means 1/4th of the swap fee. /// unlocked Whether the pool is currently locked to reentrancy function slot0() external view returns ( uint160 sqrtPriceX96, int24 tick, uint16 observationIndex, uint16 observationCardinality, uint16 observationCardinalityNext, uint8 feeProtocol, bool unlocked ); /// @notice The fee growth as a Q128.128 fees of token0 collected per unit of liquidity for the entire life of the pool /// @dev This value can overflow the uint256 function feeGrowthGlobal0X128() external view returns (uint256); /// @notice The fee growth as a Q128.128 fees of token1 collected per unit of liquidity for the entire life of the pool /// @dev This value can overflow the uint256 function feeGrowthGlobal1X128() external view returns (uint256); /// @notice The amounts of token0 and token1 that are owed to the protocol /// @dev Protocol fees will never exceed uint128 max in either token function protocolFees() external view returns (uint128 token0, uint128 token1); /// @notice The currently in range liquidity available to the pool /// @dev This value has no relationship to the total liquidity across all ticks function liquidity() external view returns (uint128); /// @notice Look up information about a specific tick in the pool /// @param tick The tick to look up /// @return liquidityGross the total amount of position liquidity that uses the pool either as tick lower or /// tick upper, /// liquidityNet how much liquidity changes when the pool price crosses the tick, /// feeGrowthOutside0X128 the fee growth on the other side of the tick from the current tick in token0, /// feeGrowthOutside1X128 the fee growth on the other side of the tick from the current tick in token1, /// tickCumulativeOutside the cumulative tick value on the other side of the tick from the current tick /// secondsPerLiquidityOutsideX128 the seconds spent per liquidity on the other side of the tick from the current tick, /// secondsOutside the seconds spent on the other side of the tick from the current tick, /// initialized Set to true if the tick is initialized, i.e. liquidityGross is greater than 0, otherwise equal to false. /// Outside values can only be used if the tick is initialized, i.e. if liquidityGross is greater than 0. /// In addition, these values are only relative and must be used only in comparison to previous snapshots for /// a specific position. function ticks(int24 tick) external view returns ( uint128 liquidityGross, int128 liquidityNet, uint256 feeGrowthOutside0X128, uint256 feeGrowthOutside1X128, int56 tickCumulativeOutside, uint160 secondsPerLiquidityOutsideX128, uint32 secondsOutside, bool initialized ); /// @notice Returns 256 packed tick initialized boolean values. See TickBitmap for more information function tickBitmap(int16 wordPosition) external view returns (uint256); /// @notice Returns the information about a position by the position's key /// @param key The position's key is a hash of a preimage composed by the owner, tickLower and tickUpper /// @return _liquidity The amount of liquidity in the position, /// Returns feeGrowthInside0LastX128 fee growth of token0 inside the tick range as of the last mint/burn/poke, /// Returns feeGrowthInside1LastX128 fee growth of token1 inside the tick range as of the last mint/burn/poke, /// Returns tokensOwed0 the computed amount of token0 owed to the position as of the last mint/burn/poke, /// Returns tokensOwed1 the computed amount of token1 owed to the position as of the last mint/burn/poke function positions(bytes32 key) external view returns ( uint128 _liquidity, uint256 feeGrowthInside0LastX128, uint256 feeGrowthInside1LastX128, uint128 tokensOwed0, uint128 tokensOwed1 ); /// @notice Returns data about a specific observation index /// @param index The element of the observations array to fetch /// @dev You most likely want to use #observe() instead of this method to get an observation as of some amount of time /// ago, rather than at a specific index in the array. /// @return blockTimestamp The timestamp of the observation, /// Returns tickCumulative the tick multiplied by seconds elapsed for the life of the pool as of the observation timestamp, /// Returns secondsPerLiquidityCumulativeX128 the seconds per in range liquidity for the life of the pool as of the observation timestamp, /// Returns initialized whether the observation has been initialized and the values are safe to use function observations(uint256 index) external view returns ( uint32 blockTimestamp, int56 tickCumulative, uint160 secondsPerLiquidityCumulativeX128, bool initialized ); } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; /// @title Pool state that is not stored /// @notice Contains view functions to provide information about the pool that is computed rather than stored on the /// blockchain. The functions here may have variable gas costs. interface IUniswapV3PoolDerivedState { /// @notice Returns the cumulative tick and liquidity as of each timestamp `secondsAgo` from the current block timestamp /// @dev To get a time weighted average tick or liquidity-in-range, you must call this with two values, one representing /// the beginning of the period and another for the end of the period. E.g., to get the last hour time-weighted average tick, /// you must call it with secondsAgos = [3600, 0]. /// @dev The time weighted average tick represents the geometric time weighted average price of the pool, in /// log base sqrt(1.0001) of token1 / token0. The TickMath library can be used to go from a tick value to a ratio. /// @param secondsAgos From how long ago each cumulative tick and liquidity value should be returned /// @return tickCumulatives Cumulative tick values as of each `secondsAgos` from the current block timestamp /// @return secondsPerLiquidityCumulativeX128s Cumulative seconds per liquidity-in-range value as of each `secondsAgos` from the current block /// timestamp function observe(uint32[] calldata secondsAgos) external view returns (int56[] memory tickCumulatives, uint160[] memory secondsPerLiquidityCumulativeX128s); /// @notice Returns a snapshot of the tick cumulative, seconds per liquidity and seconds inside a tick range /// @dev Snapshots must only be compared to other snapshots, taken over a period for which a position existed. /// I.e., snapshots cannot be compared if a position is not held for the entire period between when the first /// snapshot is taken and the second snapshot is taken. /// @param tickLower The lower tick of the range /// @param tickUpper The upper tick of the range /// @return tickCumulativeInside The snapshot of the tick accumulator for the range /// @return secondsPerLiquidityInsideX128 The snapshot of seconds per liquidity for the range /// @return secondsInside The snapshot of seconds per liquidity for the range function snapshotCumulativesInside(int24 tickLower, int24 tickUpper) external view returns ( int56 tickCumulativeInside, uint160 secondsPerLiquidityInsideX128, uint32 secondsInside ); } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; /// @title Permissionless pool actions /// @notice Contains pool methods that can be called by anyone interface IUniswapV3PoolActions { /// @notice Sets the initial price for the pool /// @dev Price is represented as a sqrt(amountToken1/amountToken0) Q64.96 value /// @param sqrtPriceX96 the initial sqrt price of the pool as a Q64.96 function initialize(uint160 sqrtPriceX96) external; /// @notice Adds liquidity for the given recipient/tickLower/tickUpper position /// @dev The caller of this method receives a callback in the form of IUniswapV3MintCallback#uniswapV3MintCallback /// in which they must pay any token0 or token1 owed for the liquidity. The amount of token0/token1 due depends /// on tickLower, tickUpper, the amount of liquidity, and the current price. /// @param recipient The address for which the liquidity will be created /// @param tickLower The lower tick of the position in which to add liquidity /// @param tickUpper The upper tick of the position in which to add liquidity /// @param amount The amount of liquidity to mint /// @param data Any data that should be passed through to the callback /// @return amount0 The amount of token0 that was paid to mint the given amount of liquidity. Matches the value in the callback /// @return amount1 The amount of token1 that was paid to mint the given amount of liquidity. Matches the value in the callback function mint( address recipient, int24 tickLower, int24 tickUpper, uint128 amount, bytes calldata data ) external returns (uint256 amount0, uint256 amount1); /// @notice Collects tokens owed to a position /// @dev Does not recompute fees earned, which must be done either via mint or burn of any amount of liquidity. /// Collect must be called by the position owner. To withdraw only token0 or only token1, amount0Requested or /// amount1Requested may be set to zero. To withdraw all tokens owed, caller may pass any value greater than the /// actual tokens owed, e.g. type(uint128).max. Tokens owed may be from accumulated swap fees or burned liquidity. /// @param recipient The address which should receive the fees collected /// @param tickLower The lower tick of the position for which to collect fees /// @param tickUpper The upper tick of the position for which to collect fees /// @param amount0Requested How much token0 should be withdrawn from the fees owed /// @param amount1Requested How much token1 should be withdrawn from the fees owed /// @return amount0 The amount of fees collected in token0 /// @return amount1 The amount of fees collected in token1 function collect( address recipient, int24 tickLower, int24 tickUpper, uint128 amount0Requested, uint128 amount1Requested ) external returns (uint128 amount0, uint128 amount1); /// @notice Burn liquidity from the sender and account tokens owed for the liquidity to the position /// @dev Can be used to trigger a recalculation of fees owed to a position by calling with an amount of 0 /// @dev Fees must be collected separately via a call to #collect /// @param tickLower The lower tick of the position for which to burn liquidity /// @param tickUpper The upper tick of the position for which to burn liquidity /// @param amount How much liquidity to burn /// @return amount0 The amount of token0 sent to the recipient /// @return amount1 The amount of token1 sent to the recipient function burn( int24 tickLower, int24 tickUpper, uint128 amount ) external returns (uint256 amount0, uint256 amount1); /// @notice Swap token0 for token1, or token1 for token0 /// @dev The caller of this method receives a callback in the form of IUniswapV3SwapCallback#uniswapV3SwapCallback /// @param recipient The address to receive the output of the swap /// @param zeroForOne The direction of the swap, true for token0 to token1, false for token1 to token0 /// @param amountSpecified The amount of the swap, which implicitly configures the swap as exact input (positive), or exact output (negative) /// @param sqrtPriceLimitX96 The Q64.96 sqrt price limit. If zero for one, the price cannot be less than this /// value after the swap. If one for zero, the price cannot be greater than this value after the swap /// @param data Any data to be passed through to the callback /// @return amount0 The delta of the balance of token0 of the pool, exact when negative, minimum when positive /// @return amount1 The delta of the balance of token1 of the pool, exact when negative, minimum when positive function swap( address recipient, bool zeroForOne, int256 amountSpecified, uint160 sqrtPriceLimitX96, bytes calldata data ) external returns (int256 amount0, int256 amount1); /// @notice Receive token0 and/or token1 and pay it back, plus a fee, in the callback /// @dev The caller of this method receives a callback in the form of IUniswapV3FlashCallback#uniswapV3FlashCallback /// @dev Can be used to donate underlying tokens pro-rata to currently in-range liquidity providers by calling /// with 0 amount{0,1} and sending the donation amount(s) from the callback /// @param recipient The address which will receive the token0 and token1 amounts /// @param amount0 The amount of token0 to send /// @param amount1 The amount of token1 to send /// @param data Any data to be passed through to the callback function flash( address recipient, uint256 amount0, uint256 amount1, bytes calldata data ) external; /// @notice Increase the maximum number of price and liquidity observations that this pool will store /// @dev This method is no-op if the pool already has an observationCardinalityNext greater than or equal to /// the input observationCardinalityNext. /// @param observationCardinalityNext The desired minimum number of observations for the pool to store function increaseObservationCardinalityNext(uint16 observationCardinalityNext) external; } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; /// @title Permissioned pool actions /// @notice Contains pool methods that may only be called by the factory owner interface IUniswapV3PoolOwnerActions { /// @notice Set the denominator of the protocol's % share of the fees /// @param feeProtocol0 new protocol fee for token0 of the pool /// @param feeProtocol1 new protocol fee for token1 of the pool function setFeeProtocol(uint8 feeProtocol0, uint8 feeProtocol1) external; /// @notice Collect the protocol fee accrued to the pool /// @param recipient The address to which collected protocol fees should be sent /// @param amount0Requested The maximum amount of token0 to send, can be 0 to collect fees in only token1 /// @param amount1Requested The maximum amount of token1 to send, can be 0 to collect fees in only token0 /// @return amount0 The protocol fee collected in token0 /// @return amount1 The protocol fee collected in token1 function collectProtocol( address recipient, uint128 amount0Requested, uint128 amount1Requested ) external returns (uint128 amount0, uint128 amount1); } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; /// @title Events emitted by a pool /// @notice Contains all events emitted by the pool interface IUniswapV3PoolEvents { /// @notice Emitted exactly once by a pool when #initialize is first called on the pool /// @dev Mint/Burn/Swap cannot be emitted by the pool before Initialize /// @param sqrtPriceX96 The initial sqrt price of the pool, as a Q64.96 /// @param tick The initial tick of the pool, i.e. log base 1.0001 of the starting price of the pool event Initialize(uint160 sqrtPriceX96, int24 tick); /// @notice Emitted when liquidity is minted for a given position /// @param sender The address that minted the liquidity /// @param owner The owner of the position and recipient of any minted liquidity /// @param tickLower The lower tick of the position /// @param tickUpper The upper tick of the position /// @param amount The amount of liquidity minted to the position range /// @param amount0 How much token0 was required for the minted liquidity /// @param amount1 How much token1 was required for the minted liquidity event Mint( address sender, address indexed owner, int24 indexed tickLower, int24 indexed tickUpper, uint128 amount, uint256 amount0, uint256 amount1 ); /// @notice Emitted when fees are collected by the owner of a position /// @dev Collect events may be emitted with zero amount0 and amount1 when the caller chooses not to collect fees /// @param owner The owner of the position for which fees are collected /// @param tickLower The lower tick of the position /// @param tickUpper The upper tick of the position /// @param amount0 The amount of token0 fees collected /// @param amount1 The amount of token1 fees collected event Collect( address indexed owner, address recipient, int24 indexed tickLower, int24 indexed tickUpper, uint128 amount0, uint128 amount1 ); /// @notice Emitted when a position's liquidity is removed /// @dev Does not withdraw any fees earned by the liquidity position, which must be withdrawn via #collect /// @param owner The owner of the position for which liquidity is removed /// @param tickLower The lower tick of the position /// @param tickUpper The upper tick of the position /// @param amount The amount of liquidity to remove /// @param amount0 The amount of token0 withdrawn /// @param amount1 The amount of token1 withdrawn event Burn( address indexed owner, int24 indexed tickLower, int24 indexed tickUpper, uint128 amount, uint256 amount0, uint256 amount1 ); /// @notice Emitted by the pool for any swaps between token0 and token1 /// @param sender The address that initiated the swap call, and that received the callback /// @param recipient The address that received the output of the swap /// @param amount0 The delta of the token0 balance of the pool /// @param amount1 The delta of the token1 balance of the pool /// @param sqrtPriceX96 The sqrt(price) of the pool after the swap, as a Q64.96 /// @param liquidity The liquidity of the pool after the swap /// @param tick The log base 1.0001 of price of the pool after the swap event Swap( address indexed sender, address indexed recipient, int256 amount0, int256 amount1, uint160 sqrtPriceX96, uint128 liquidity, int24 tick ); /// @notice Emitted by the pool for any flashes of token0/token1 /// @param sender The address that initiated the swap call, and that received the callback /// @param recipient The address that received the tokens from flash /// @param amount0 The amount of token0 that was flashed /// @param amount1 The amount of token1 that was flashed /// @param paid0 The amount of token0 paid for the flash, which can exceed the amount0 plus the fee /// @param paid1 The amount of token1 paid for the flash, which can exceed the amount1 plus the fee event Flash( address indexed sender, address indexed recipient, uint256 amount0, uint256 amount1, uint256 paid0, uint256 paid1 ); /// @notice Emitted by the pool for increases to the number of observations that can be stored /// @dev observationCardinalityNext is not the observation cardinality until an observation is written at the index /// just before a mint/swap/burn. /// @param observationCardinalityNextOld The previous value of the next observation cardinality /// @param observationCardinalityNextNew The updated value of the next observation cardinality event IncreaseObservationCardinalityNext( uint16 observationCardinalityNextOld, uint16 observationCardinalityNextNew ); /// @notice Emitted when the protocol fee is changed by the pool /// @param feeProtocol0Old The previous value of the token0 protocol fee /// @param feeProtocol1Old The previous value of the token1 protocol fee /// @param feeProtocol0New The updated value of the token0 protocol fee /// @param feeProtocol1New The updated value of the token1 protocol fee event SetFeeProtocol(uint8 feeProtocol0Old, uint8 feeProtocol1Old, uint8 feeProtocol0New, uint8 feeProtocol1New); /// @notice Emitted when the collected protocol fees are withdrawn by the factory owner /// @param sender The address that collects the protocol fees /// @param recipient The address that receives the collected protocol fees /// @param amount0 The amount of token0 protocol fees that is withdrawn /// @param amount0 The amount of token1 protocol fees that is withdrawn event CollectProtocol(address indexed sender, address indexed recipient, uint128 amount0, uint128 amount1); } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; /// @title BitMath /// @dev This library provides functionality for computing bit properties of an unsigned integer library BitMath { /// @notice Returns the index of the most significant bit of the number, /// where the least significant bit is at index 0 and the most significant bit is at index 255 /// @dev The function satisfies the property: /// x >= 2**mostSignificantBit(x) and x < 2**(mostSignificantBit(x)+1) /// @param x the value for which to compute the most significant bit, must be greater than 0 /// @return r the index of the most significant bit function mostSignificantBit(uint256 x) internal pure returns (uint8 r) { require(x > 0); if (x >= 0x100000000000000000000000000000000) { x >>= 128; r += 128; } if (x >= 0x10000000000000000) { x >>= 64; r += 64; } if (x >= 0x100000000) { x >>= 32; r += 32; } if (x >= 0x10000) { x >>= 16; r += 16; } if (x >= 0x100) { x >>= 8; r += 8; } if (x >= 0x10) { x >>= 4; r += 4; } if (x >= 0x4) { x >>= 2; r += 2; } if (x >= 0x2) r += 1; } /// @notice Returns the index of the least significant bit of the number, /// where the least significant bit is at index 0 and the most significant bit is at index 255 /// @dev The function satisfies the property: /// (x & 2**leastSignificantBit(x)) != 0 and (x & (2**(leastSignificantBit(x)) - 1)) == 0) /// @param x the value for which to compute the least significant bit, must be greater than 0 /// @return r the index of the least significant bit function leastSignificantBit(uint256 x) internal pure returns (uint8 r) { require(x > 0); r = 255; if (x & type(uint128).max > 0) { r -= 128; } else { x >>= 128; } if (x & type(uint64).max > 0) { r -= 64; } else { x >>= 64; } if (x & type(uint32).max > 0) { r -= 32; } else { x >>= 32; } if (x & type(uint16).max > 0) { r -= 16; } else { x >>= 16; } if (x & type(uint8).max > 0) { r -= 8; } else { x >>= 8; } if (x & 0xf > 0) { r -= 4; } else { x >>= 4; } if (x & 0x3 > 0) { r -= 2; } else { x >>= 2; } if (x & 0x1 > 0) r -= 1; } } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; /// @title Math functions that do not check inputs or outputs /// @notice Contains methods that perform common math functions but do not do any overflow or underflow checks library UnsafeMath { /// @notice Returns ceil(x / y) /// @dev division by 0 has unspecified behavior, and must be checked externally /// @param x The dividend /// @param y The divisor /// @return z The quotient, ceil(x / y) function divRoundingUp(uint256 x, uint256 y) internal pure returns (uint256 z) { assembly { z := add(div(x, y), gt(mod(x, y), 0)) } } } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.4.0; /// @title FixedPoint96 /// @notice A library for handling binary fixed point numbers, see https://en.wikipedia.org/wiki/Q_(number_format) /// @dev Used in SqrtPriceMath.sol library FixedPoint96 { uint8 internal constant RESOLUTION = 96; uint256 internal constant Q96 = 0x1000000000000000000000000; }
File 7 of 11: WETH9
// Copyright (C) 2015, 2016, 2017 Dapphub // 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 ^0.4.18; contract WETH9 { string public name = "Wrapped Ether"; string public symbol = "WETH"; uint8 public decimals = 18; event Approval(address indexed src, address indexed guy, uint wad); event Transfer(address indexed src, address indexed dst, uint wad); event Deposit(address indexed dst, uint wad); event Withdrawal(address indexed src, uint wad); mapping (address => uint) public balanceOf; mapping (address => mapping (address => uint)) public allowance; function() public payable { deposit(); } function deposit() public payable { balanceOf[msg.sender] += msg.value; Deposit(msg.sender, msg.value); } function withdraw(uint wad) public { require(balanceOf[msg.sender] >= wad); balanceOf[msg.sender] -= wad; msg.sender.transfer(wad); Withdrawal(msg.sender, wad); } function totalSupply() public view returns (uint) { return this.balance; } function approve(address guy, uint wad) public returns (bool) { allowance[msg.sender][guy] = wad; Approval(msg.sender, guy, wad); return true; } function transfer(address dst, uint wad) public returns (bool) { return transferFrom(msg.sender, dst, wad); } function transferFrom(address src, address dst, uint wad) public returns (bool) { require(balanceOf[src] >= wad); if (src != msg.sender && allowance[src][msg.sender] != uint(-1)) { require(allowance[src][msg.sender] >= wad); allowance[src][msg.sender] -= wad; } balanceOf[src] -= wad; balanceOf[dst] += wad; Transfer(src, dst, wad); return true; } } /* GNU GENERAL PUBLIC LICENSE Version 3, 29 June 2007 Copyright (C) 2007 Free Software Foundation, Inc. <http://fsf.org/> Everyone is permitted to copy and distribute verbatim copies of this license document, but changing it is not allowed. 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File 8 of 11: Vyper_contract
# @version 0.3.1 # (c) Curve.Fi, 2021 # Pool for two crypto assets # Universal implementation which can use both ETH and ERC20s from vyper.interfaces import ERC20 interface Factory: def admin() -> address: view def fee_receiver() -> address: view interface CurveToken: def totalSupply() -> uint256: view def mint(_to: address, _value: uint256) -> bool: nonpayable def mint_relative(_to: address, frac: uint256) -> uint256: nonpayable def burnFrom(_to: address, _value: uint256) -> bool: nonpayable interface WETH: def deposit(): payable def withdraw(_amount: uint256): nonpayable # Events event TokenExchange: buyer: indexed(address) sold_id: uint256 tokens_sold: uint256 bought_id: uint256 tokens_bought: uint256 event AddLiquidity: provider: indexed(address) token_amounts: uint256[N_COINS] fee: uint256 token_supply: uint256 event RemoveLiquidity: provider: indexed(address) token_amounts: uint256[N_COINS] token_supply: uint256 event RemoveLiquidityOne: provider: indexed(address) token_amount: uint256 coin_index: uint256 coin_amount: uint256 event CommitNewParameters: deadline: indexed(uint256) admin_fee: uint256 mid_fee: uint256 out_fee: uint256 fee_gamma: uint256 allowed_extra_profit: uint256 adjustment_step: uint256 ma_half_time: uint256 event NewParameters: admin_fee: uint256 mid_fee: uint256 out_fee: uint256 fee_gamma: uint256 allowed_extra_profit: uint256 adjustment_step: uint256 ma_half_time: uint256 event RampAgamma: initial_A: uint256 future_A: uint256 initial_gamma: uint256 future_gamma: uint256 initial_time: uint256 future_time: uint256 event StopRampA: current_A: uint256 current_gamma: uint256 time: uint256 event ClaimAdminFee: admin: indexed(address) tokens: uint256 ADMIN_ACTIONS_DELAY: constant(uint256) = 3 * 86400 MIN_RAMP_TIME: constant(uint256) = 86400 MAX_ADMIN_FEE: constant(uint256) = 10 * 10 ** 9 MIN_FEE: constant(uint256) = 5 * 10 ** 5 # 0.5 bps MAX_FEE: constant(uint256) = 10 * 10 ** 9 MAX_A_CHANGE: constant(uint256) = 10 NOISE_FEE: constant(uint256) = 10**5 # 0.1 bps MIN_GAMMA: constant(uint256) = 10**10 MAX_GAMMA: constant(uint256) = 2 * 10**16 MIN_A: constant(uint256) = N_COINS**N_COINS * A_MULTIPLIER / 10 MAX_A: constant(uint256) = N_COINS**N_COINS * A_MULTIPLIER * 100000 EXP_PRECISION: constant(uint256) = 10**10 N_COINS: constant(int128) = 2 PRECISION: constant(uint256) = 10 ** 18 # The precision to convert to A_MULTIPLIER: constant(uint256) = 10000 # Implementation can be changed by changing this constant WETH20: immutable(address) token: public(address) coins: public(address[N_COINS]) price_scale: public(uint256) # Internal price scale _price_oracle: uint256 # Price target given by MA last_prices: public(uint256) last_prices_timestamp: public(uint256) initial_A_gamma: public(uint256) future_A_gamma: public(uint256) initial_A_gamma_time: public(uint256) future_A_gamma_time: public(uint256) allowed_extra_profit: public(uint256) # 2 * 10**12 - recommended value future_allowed_extra_profit: public(uint256) fee_gamma: public(uint256) future_fee_gamma: public(uint256) adjustment_step: public(uint256) future_adjustment_step: public(uint256) ma_half_time: public(uint256) future_ma_half_time: public(uint256) mid_fee: public(uint256) out_fee: public(uint256) admin_fee: public(uint256) future_mid_fee: public(uint256) future_out_fee: public(uint256) future_admin_fee: public(uint256) balances: public(uint256[N_COINS]) D: public(uint256) factory: public(address) xcp_profit: public(uint256) xcp_profit_a: public(uint256) # Full profit at last claim of admin fees virtual_price: public(uint256) # Cached (fast to read) virtual price also used internally not_adjusted: bool admin_actions_deadline: public(uint256) # This must be changed for different N_COINS # For example: # N_COINS = 3 -> 1 (10**18 -> 10**18) # N_COINS = 4 -> 10**8 (10**18 -> 10**10) # PRICE_PRECISION_MUL: constant(uint256) = 1 PRECISIONS: uint256 # packed @external def __init__(_weth: address): WETH20 = _weth self.mid_fee = 22022022 @payable @external def __default__(): pass # Internal Functions @internal @view def _get_precisions() -> uint256[2]: p0: uint256 = self.PRECISIONS p1: uint256 = 10 ** shift(p0, -8) p0 = 10 ** bitwise_and(p0, 255) return [p0, p1] @internal @view def xp() -> uint256[N_COINS]: precisions: uint256[2] = self._get_precisions() return [self.balances[0] * precisions[0], self.balances[1] * precisions[1] * self.price_scale / PRECISION] @view @internal def _A_gamma() -> uint256[2]: t1: uint256 = self.future_A_gamma_time A_gamma_1: uint256 = self.future_A_gamma gamma1: uint256 = bitwise_and(A_gamma_1, 2**128-1) A1: uint256 = shift(A_gamma_1, -128) if block.timestamp < t1: # handle ramping up and down of A A_gamma_0: uint256 = self.initial_A_gamma t0: uint256 = self.initial_A_gamma_time # Less readable but more compact way of writing and converting to uint256 # gamma0: uint256 = bitwise_and(A_gamma_0, 2**128-1) # A0: uint256 = shift(A_gamma_0, -128) # A1 = A0 + (A1 - A0) * (block.timestamp - t0) / (t1 - t0) # gamma1 = gamma0 + (gamma1 - gamma0) * (block.timestamp - t0) / (t1 - t0) t1 -= t0 t0 = block.timestamp - t0 t2: uint256 = t1 - t0 A1 = (shift(A_gamma_0, -128) * t2 + A1 * t0) / t1 gamma1 = (bitwise_and(A_gamma_0, 2**128-1) * t2 + gamma1 * t0) / t1 return [A1, gamma1] @internal @view def _fee(xp: uint256[N_COINS]) -> uint256: """ f = fee_gamma / (fee_gamma + (1 - K)) where K = prod(x) / (sum(x) / N)**N (all normalized to 1e18) """ fee_gamma: uint256 = self.fee_gamma f: uint256 = xp[0] + xp[1] # sum f = fee_gamma * 10**18 / ( fee_gamma + 10**18 - (10**18 * N_COINS**N_COINS) * xp[0] / f * xp[1] / f ) return (self.mid_fee * f + self.out_fee * (10**18 - f)) / 10**18 ### Math functions @internal @pure def geometric_mean(unsorted_x: uint256[N_COINS], sort: bool) -> uint256: """ (x[0] * x[1] * ...) ** (1/N) """ x: uint256[N_COINS] = unsorted_x if sort and x[0] < x[1]: x = [unsorted_x[1], unsorted_x[0]] D: uint256 = x[0] diff: uint256 = 0 for i in range(255): D_prev: uint256 = D # tmp: uint256 = 10**18 # for _x in x: # tmp = tmp * _x / D # D = D * ((N_COINS - 1) * 10**18 + tmp) / (N_COINS * 10**18) # line below makes it for 2 coins D = (D + x[0] * x[1] / D) / N_COINS if D > D_prev: diff = D - D_prev else: diff = D_prev - D if diff <= 1 or diff * 10**18 < D: return D raise "Did not converge" @internal @view def newton_D(ANN: uint256, gamma: uint256, x_unsorted: uint256[N_COINS]) -> uint256: """ Finding the invariant using Newton method. ANN is higher by the factor A_MULTIPLIER ANN is already A * N**N Currently uses 60k gas """ # Safety checks assert ANN > MIN_A - 1 and ANN < MAX_A + 1 # dev: unsafe values A assert gamma > MIN_GAMMA - 1 and gamma < MAX_GAMMA + 1 # dev: unsafe values gamma # Initial value of invariant D is that for constant-product invariant x: uint256[N_COINS] = x_unsorted if x[0] < x[1]: x = [x_unsorted[1], x_unsorted[0]] assert x[0] > 10**9 - 1 and x[0] < 10**15 * 10**18 + 1 # dev: unsafe values x[0] assert x[1] * 10**18 / x[0] > 10**14-1 # dev: unsafe values x[i] (input) D: uint256 = N_COINS * self.geometric_mean(x, False) S: uint256 = x[0] + x[1] for i in range(255): D_prev: uint256 = D # K0: uint256 = 10**18 # for _x in x: # K0 = K0 * _x * N_COINS / D # collapsed for 2 coins K0: uint256 = (10**18 * N_COINS**2) * x[0] / D * x[1] / D _g1k0: uint256 = gamma + 10**18 if _g1k0 > K0: _g1k0 = _g1k0 - K0 + 1 else: _g1k0 = K0 - _g1k0 + 1 # D / (A * N**N) * _g1k0**2 / gamma**2 mul1: uint256 = 10**18 * D / gamma * _g1k0 / gamma * _g1k0 * A_MULTIPLIER / ANN # 2*N*K0 / _g1k0 mul2: uint256 = (2 * 10**18) * N_COINS * K0 / _g1k0 neg_fprime: uint256 = (S + S * mul2 / 10**18) + mul1 * N_COINS / K0 - mul2 * D / 10**18 # D -= f / fprime D_plus: uint256 = D * (neg_fprime + S) / neg_fprime D_minus: uint256 = D*D / neg_fprime if 10**18 > K0: D_minus += D * (mul1 / neg_fprime) / 10**18 * (10**18 - K0) / K0 else: D_minus -= D * (mul1 / neg_fprime) / 10**18 * (K0 - 10**18) / K0 if D_plus > D_minus: D = D_plus - D_minus else: D = (D_minus - D_plus) / 2 diff: uint256 = 0 if D > D_prev: diff = D - D_prev else: diff = D_prev - D if diff * 10**14 < max(10**16, D): # Could reduce precision for gas efficiency here # Test that we are safe with the next newton_y for _x in x: frac: uint256 = _x * 10**18 / D assert (frac > 10**16 - 1) and (frac < 10**20 + 1) # dev: unsafe values x[i] return D raise "Did not converge" @internal @pure def newton_y(ANN: uint256, gamma: uint256, x: uint256[N_COINS], D: uint256, i: uint256) -> uint256: """ Calculating x[i] given other balances x[0..N_COINS-1] and invariant D ANN = A * N**N """ # Safety checks assert ANN > MIN_A - 1 and ANN < MAX_A + 1 # dev: unsafe values A assert gamma > MIN_GAMMA - 1 and gamma < MAX_GAMMA + 1 # dev: unsafe values gamma assert D > 10**17 - 1 and D < 10**15 * 10**18 + 1 # dev: unsafe values D x_j: uint256 = x[1 - i] y: uint256 = D**2 / (x_j * N_COINS**2) K0_i: uint256 = (10**18 * N_COINS) * x_j / D # S_i = x_j # frac = x_j * 1e18 / D => frac = K0_i / N_COINS assert (K0_i > 10**16*N_COINS - 1) and (K0_i < 10**20*N_COINS + 1) # dev: unsafe values x[i] # x_sorted: uint256[N_COINS] = x # x_sorted[i] = 0 # x_sorted = self.sort(x_sorted) # From high to low # x[not i] instead of x_sorted since x_soted has only 1 element convergence_limit: uint256 = max(max(x_j / 10**14, D / 10**14), 100) for j in range(255): y_prev: uint256 = y K0: uint256 = K0_i * y * N_COINS / D S: uint256 = x_j + y _g1k0: uint256 = gamma + 10**18 if _g1k0 > K0: _g1k0 = _g1k0 - K0 + 1 else: _g1k0 = K0 - _g1k0 + 1 # D / (A * N**N) * _g1k0**2 / gamma**2 mul1: uint256 = 10**18 * D / gamma * _g1k0 / gamma * _g1k0 * A_MULTIPLIER / ANN # 2*K0 / _g1k0 mul2: uint256 = 10**18 + (2 * 10**18) * K0 / _g1k0 yfprime: uint256 = 10**18 * y + S * mul2 + mul1 _dyfprime: uint256 = D * mul2 if yfprime < _dyfprime: y = y_prev / 2 continue else: yfprime -= _dyfprime fprime: uint256 = yfprime / y # y -= f / f_prime; y = (y * fprime - f) / fprime # y = (yfprime + 10**18 * D - 10**18 * S) // fprime + mul1 // fprime * (10**18 - K0) // K0 y_minus: uint256 = mul1 / fprime y_plus: uint256 = (yfprime + 10**18 * D) / fprime + y_minus * 10**18 / K0 y_minus += 10**18 * S / fprime if y_plus < y_minus: y = y_prev / 2 else: y = y_plus - y_minus diff: uint256 = 0 if y > y_prev: diff = y - y_prev else: diff = y_prev - y if diff < max(convergence_limit, y / 10**14): frac: uint256 = y * 10**18 / D assert (frac > 10**16 - 1) and (frac < 10**20 + 1) # dev: unsafe value for y return y raise "Did not converge" @internal @pure def halfpow(power: uint256) -> uint256: """ 1e18 * 0.5 ** (power/1e18) Inspired by: https://github.com/balancer-labs/balancer-core/blob/master/contracts/BNum.sol#L128 """ intpow: uint256 = power / 10**18 otherpow: uint256 = power - intpow * 10**18 if intpow > 59: return 0 result: uint256 = 10**18 / (2**intpow) if otherpow == 0: return result term: uint256 = 10**18 x: uint256 = 5 * 10**17 S: uint256 = 10**18 neg: bool = False for i in range(1, 256): K: uint256 = i * 10**18 c: uint256 = K - 10**18 if otherpow > c: c = otherpow - c neg = not neg else: c -= otherpow term = term * (c * x / 10**18) / K if neg: S -= term else: S += term if term < EXP_PRECISION: return result * S / 10**18 raise "Did not converge" ### end of Math functions @internal @view def get_xcp(D: uint256) -> uint256: x: uint256[N_COINS] = [D / N_COINS, D * PRECISION / (self.price_scale * N_COINS)] return self.geometric_mean(x, True) @internal def _claim_admin_fees(): A_gamma: uint256[2] = self._A_gamma() xcp_profit: uint256 = self.xcp_profit xcp_profit_a: uint256 = self.xcp_profit_a # Gulp here for i in range(N_COINS): coin: address = self.coins[i] if coin == WETH20: self.balances[i] = self.balance else: self.balances[i] = ERC20(coin).balanceOf(self) vprice: uint256 = self.virtual_price if xcp_profit > xcp_profit_a: fees: uint256 = (xcp_profit - xcp_profit_a) * self.admin_fee / (2 * 10**10) if fees > 0: receiver: address = Factory(self.factory).fee_receiver() if receiver != ZERO_ADDRESS: frac: uint256 = vprice * 10**18 / (vprice - fees) - 10**18 claimed: uint256 = CurveToken(self.token).mint_relative(receiver, frac) xcp_profit -= fees*2 self.xcp_profit = xcp_profit log ClaimAdminFee(receiver, claimed) total_supply: uint256 = CurveToken(self.token).totalSupply() # Recalculate D b/c we gulped D: uint256 = self.newton_D(A_gamma[0], A_gamma[1], self.xp()) self.D = D self.virtual_price = 10**18 * self.get_xcp(D) / total_supply if xcp_profit > xcp_profit_a: self.xcp_profit_a = xcp_profit @internal @view def internal_price_oracle() -> uint256: price_oracle: uint256 = self._price_oracle last_prices_timestamp: uint256 = self.last_prices_timestamp if last_prices_timestamp < block.timestamp: ma_half_time: uint256 = self.ma_half_time last_prices: uint256 = self.last_prices alpha: uint256 = self.halfpow((block.timestamp - last_prices_timestamp) * 10**18 / ma_half_time) return (last_prices * (10**18 - alpha) + price_oracle * alpha) / 10**18 else: return price_oracle @internal def tweak_price(A_gamma: uint256[2],_xp: uint256[N_COINS], p_i: uint256, new_D: uint256): price_oracle: uint256 = self._price_oracle last_prices: uint256 = self.last_prices price_scale: uint256 = self.price_scale last_prices_timestamp: uint256 = self.last_prices_timestamp p_new: uint256 = 0 if last_prices_timestamp < block.timestamp: # MA update required ma_half_time: uint256 = self.ma_half_time alpha: uint256 = self.halfpow((block.timestamp - last_prices_timestamp) * 10**18 / ma_half_time) price_oracle = (last_prices * (10**18 - alpha) + price_oracle * alpha) / 10**18 self._price_oracle = price_oracle self.last_prices_timestamp = block.timestamp D_unadjusted: uint256 = new_D # Withdrawal methods know new D already if new_D == 0: # We will need this a few times (35k gas) D_unadjusted = self.newton_D(A_gamma[0], A_gamma[1], _xp) if p_i > 0: last_prices = p_i else: # calculate real prices __xp: uint256[N_COINS] = _xp dx_price: uint256 = __xp[0] / 10**6 __xp[0] += dx_price last_prices = price_scale * dx_price / (_xp[1] - self.newton_y(A_gamma[0], A_gamma[1], __xp, D_unadjusted, 1)) self.last_prices = last_prices total_supply: uint256 = CurveToken(self.token).totalSupply() old_xcp_profit: uint256 = self.xcp_profit old_virtual_price: uint256 = self.virtual_price # Update profit numbers without price adjustment first xp: uint256[N_COINS] = [D_unadjusted / N_COINS, D_unadjusted * PRECISION / (N_COINS * price_scale)] xcp_profit: uint256 = 10**18 virtual_price: uint256 = 10**18 if old_virtual_price > 0: xcp: uint256 = self.geometric_mean(xp, True) virtual_price = 10**18 * xcp / total_supply xcp_profit = old_xcp_profit * virtual_price / old_virtual_price t: uint256 = self.future_A_gamma_time if virtual_price < old_virtual_price and t == 0: raise "Loss" if t == 1: self.future_A_gamma_time = 0 self.xcp_profit = xcp_profit norm: uint256 = price_oracle * 10**18 / price_scale if norm > 10**18: norm -= 10**18 else: norm = 10**18 - norm adjustment_step: uint256 = max(self.adjustment_step, norm / 5) needs_adjustment: bool = self.not_adjusted # if not needs_adjustment and (virtual_price-10**18 > (xcp_profit-10**18)/2 + self.allowed_extra_profit): # (re-arrange for gas efficiency) if not needs_adjustment and (virtual_price * 2 - 10**18 > xcp_profit + 2*self.allowed_extra_profit) and (norm > adjustment_step) and (old_virtual_price > 0): needs_adjustment = True self.not_adjusted = True if needs_adjustment: if norm > adjustment_step and old_virtual_price > 0: p_new = (price_scale * (norm - adjustment_step) + adjustment_step * price_oracle) / norm # Calculate balances*prices xp = [_xp[0], _xp[1] * p_new / price_scale] # Calculate "extended constant product" invariant xCP and virtual price D: uint256 = self.newton_D(A_gamma[0], A_gamma[1], xp) xp = [D / N_COINS, D * PRECISION / (N_COINS * p_new)] # We reuse old_virtual_price here but it's not old anymore old_virtual_price = 10**18 * self.geometric_mean(xp, True) / total_supply # Proceed if we've got enough profit # if (old_virtual_price > 10**18) and (2 * (old_virtual_price - 10**18) > xcp_profit - 10**18): if (old_virtual_price > 10**18) and (2 * old_virtual_price - 10**18 > xcp_profit): self.price_scale = p_new self.D = D self.virtual_price = old_virtual_price return else: self.not_adjusted = False # Can instead do another flag variable if we want to save bytespace self.D = D_unadjusted self.virtual_price = virtual_price self._claim_admin_fees() return # If we are here, the price_scale adjustment did not happen # Still need to update the profit counter and D self.D = D_unadjusted self.virtual_price = virtual_price # norm appeared < adjustment_step after if needs_adjustment: self.not_adjusted = False self._claim_admin_fees() @internal def _exchange(sender: address, mvalue: uint256, i: uint256, j: uint256, dx: uint256, min_dy: uint256, use_eth: bool, receiver: address, callbacker: address, callback_sig: bytes32) -> uint256: assert i != j # dev: coin index out of range assert i < N_COINS # dev: coin index out of range assert j < N_COINS # dev: coin index out of range assert dx > 0 # dev: do not exchange 0 coins A_gamma: uint256[2] = self._A_gamma() xp: uint256[N_COINS] = self.balances p: uint256 = 0 dy: uint256 = 0 in_coin: address = self.coins[i] out_coin: address = self.coins[j] y: uint256 = xp[j] x0: uint256 = xp[i] xp[i] = x0 + dx self.balances[i] = xp[i] price_scale: uint256 = self.price_scale precisions: uint256[2] = self._get_precisions() xp = [xp[0] * precisions[0], xp[1] * price_scale * precisions[1] / PRECISION] prec_i: uint256 = precisions[0] prec_j: uint256 = precisions[1] if i == 1: prec_i = precisions[1] prec_j = precisions[0] # In case ramp is happening t: uint256 = self.future_A_gamma_time if t > 0: x0 *= prec_i if i > 0: x0 = x0 * price_scale / PRECISION x1: uint256 = xp[i] # Back up old value in xp xp[i] = x0 self.D = self.newton_D(A_gamma[0], A_gamma[1], xp) xp[i] = x1 # And restore if block.timestamp >= t: self.future_A_gamma_time = 1 dy = xp[j] - self.newton_y(A_gamma[0], A_gamma[1], xp, self.D, j) # Not defining new "y" here to have less variables / make subsequent calls cheaper xp[j] -= dy dy -= 1 if j > 0: dy = dy * PRECISION / price_scale dy /= prec_j dy -= self._fee(xp) * dy / 10**10 assert dy >= min_dy, "Slippage" y -= dy self.balances[j] = y # Do transfers in and out together # XXX coin vs ETH if use_eth and in_coin == WETH20: assert mvalue == dx # dev: incorrect eth amount else: assert mvalue == 0 # dev: nonzero eth amount if callback_sig == EMPTY_BYTES32: response: Bytes[32] = raw_call( in_coin, _abi_encode( sender, self, dx, method_id=method_id("transferFrom(address,address,uint256)") ), max_outsize=32, ) if len(response) != 0: assert convert(response, bool) # dev: failed transfer else: b: uint256 = ERC20(in_coin).balanceOf(self) raw_call( callbacker, concat(slice(callback_sig, 0, 4), _abi_encode(sender, receiver, in_coin, dx, dy)) ) assert ERC20(in_coin).balanceOf(self) - b == dx # dev: callback didn't give us coins if in_coin == WETH20: WETH(WETH20).withdraw(dx) if use_eth and out_coin == WETH20: raw_call(receiver, b"", value=dy) else: if out_coin == WETH20: WETH(WETH20).deposit(value=dy) response: Bytes[32] = raw_call( out_coin, _abi_encode(receiver, dy, method_id=method_id("transfer(address,uint256)")), max_outsize=32, ) if len(response) != 0: assert convert(response, bool) y *= prec_j if j > 0: y = y * price_scale / PRECISION xp[j] = y # Calculate price if dx > 10**5 and dy > 10**5: _dx: uint256 = dx * prec_i _dy: uint256 = dy * prec_j if i == 0: p = _dx * 10**18 / _dy else: # j == 0 p = _dy * 10**18 / _dx self.tweak_price(A_gamma, xp, p, 0) log TokenExchange(sender, i, dx, j, dy) return dy @view @internal def _calc_token_fee(amounts: uint256[N_COINS], xp: uint256[N_COINS]) -> uint256: # fee = sum(amounts_i - avg(amounts)) * fee' / sum(amounts) fee: uint256 = self._fee(xp) * N_COINS / (4 * (N_COINS-1)) S: uint256 = 0 for _x in amounts: S += _x avg: uint256 = S / N_COINS Sdiff: uint256 = 0 for _x in amounts: if _x > avg: Sdiff += _x - avg else: Sdiff += avg - _x return fee * Sdiff / S + NOISE_FEE @internal @view def _calc_withdraw_one_coin(A_gamma: uint256[2], token_amount: uint256, i: uint256, update_D: bool, calc_price: bool) -> (uint256, uint256, uint256, uint256[N_COINS]): token_supply: uint256 = CurveToken(self.token).totalSupply() assert token_amount <= token_supply # dev: token amount more than supply assert i < N_COINS # dev: coin out of range xx: uint256[N_COINS] = self.balances D0: uint256 = 0 precisions: uint256[2] = self._get_precisions() price_scale_i: uint256 = self.price_scale * precisions[1] xp: uint256[N_COINS] = [xx[0] * precisions[0], xx[1] * price_scale_i / PRECISION] if i == 0: price_scale_i = PRECISION * precisions[0] if update_D: D0 = self.newton_D(A_gamma[0], A_gamma[1], xp) else: D0 = self.D D: uint256 = D0 # Charge the fee on D, not on y, e.g. reducing invariant LESS than charging the user fee: uint256 = self._fee(xp) dD: uint256 = token_amount * D / token_supply D -= (dD - (fee * dD / (2 * 10**10) + 1)) y: uint256 = self.newton_y(A_gamma[0], A_gamma[1], xp, D, i) dy: uint256 = (xp[i] - y) * PRECISION / price_scale_i xp[i] = y # Price calc p: uint256 = 0 if calc_price and dy > 10**5 and token_amount > 10**5: # p_i = dD / D0 * sum'(p_k * x_k) / (dy - dD / D0 * y0) S: uint256 = 0 precision: uint256 = precisions[0] if i == 1: S = xx[0] * precisions[0] precision = precisions[1] else: S = xx[1] * precisions[1] S = S * dD / D0 p = S * PRECISION / (dy * precision - dD * xx[i] * precision / D0) if i == 0: p = (10**18)**2 / p return dy, p, D, xp @internal @pure def sqrt_int(x: uint256) -> uint256: """ Originating from: https://github.com/vyperlang/vyper/issues/1266 """ if x == 0: return 0 z: uint256 = (x + 10**18) / 2 y: uint256 = x for i in range(256): if z == y: return y y = z z = (x * 10**18 / z + z) / 2 raise "Did not converge" # External Functions @payable @external @nonreentrant('lock') def exchange(i: uint256, j: uint256, dx: uint256, min_dy: uint256, use_eth: bool = False, receiver: address = msg.sender) -> uint256: """ Exchange using WETH by default """ return self._exchange(msg.sender, msg.value, i, j, dx, min_dy, use_eth, receiver, ZERO_ADDRESS, EMPTY_BYTES32) @payable @external @nonreentrant('lock') def exchange_underlying(i: uint256, j: uint256, dx: uint256, min_dy: uint256, receiver: address = msg.sender) -> uint256: """ Exchange using ETH """ return self._exchange(msg.sender, msg.value, i, j, dx, min_dy, True, receiver, ZERO_ADDRESS, EMPTY_BYTES32) @payable @external @nonreentrant('lock') def exchange_extended(i: uint256, j: uint256, dx: uint256, min_dy: uint256, use_eth: bool, sender: address, receiver: address, cb: bytes32) -> uint256: assert cb != EMPTY_BYTES32 # dev: No callback specified return self._exchange(sender, msg.value, i, j, dx, min_dy, use_eth, receiver, msg.sender, cb) @payable @external @nonreentrant('lock') def add_liquidity(amounts: uint256[N_COINS], min_mint_amount: uint256, use_eth: bool = False, receiver: address = msg.sender) -> uint256: assert amounts[0] > 0 or amounts[1] > 0 # dev: no coins to add A_gamma: uint256[2] = self._A_gamma() xp: uint256[N_COINS] = self.balances amountsp: uint256[N_COINS] = empty(uint256[N_COINS]) xx: uint256[N_COINS] = empty(uint256[N_COINS]) d_token: uint256 = 0 d_token_fee: uint256 = 0 old_D: uint256 = 0 xp_old: uint256[N_COINS] = xp for i in range(N_COINS): bal: uint256 = xp[i] + amounts[i] xp[i] = bal self.balances[i] = bal xx = xp precisions: uint256[2] = self._get_precisions() price_scale: uint256 = self.price_scale * precisions[1] xp = [xp[0] * precisions[0], xp[1] * price_scale / PRECISION] xp_old = [xp_old[0] * precisions[0], xp_old[1] * price_scale / PRECISION] if not use_eth: assert msg.value == 0 # dev: nonzero eth amount for i in range(N_COINS): coin: address = self.coins[i] if use_eth and coin == WETH20: assert msg.value == amounts[i] # dev: incorrect eth amount if amounts[i] > 0: if (not use_eth) or (coin != WETH20): response: Bytes[32] = raw_call( coin, _abi_encode( msg.sender, self, amounts[i], method_id=method_id("transferFrom(address,address,uint256)"), ), max_outsize=32, ) if len(response) != 0: assert convert(response, bool) # dev: failed transfer if coin == WETH20: WETH(WETH20).withdraw(amounts[i]) amountsp[i] = xp[i] - xp_old[i] t: uint256 = self.future_A_gamma_time if t > 0: old_D = self.newton_D(A_gamma[0], A_gamma[1], xp_old) if block.timestamp >= t: self.future_A_gamma_time = 1 else: old_D = self.D D: uint256 = self.newton_D(A_gamma[0], A_gamma[1], xp) lp_token: address = self.token token_supply: uint256 = CurveToken(lp_token).totalSupply() if old_D > 0: d_token = token_supply * D / old_D - token_supply else: d_token = self.get_xcp(D) # making initial virtual price equal to 1 assert d_token > 0 # dev: nothing minted if old_D > 0: d_token_fee = self._calc_token_fee(amountsp, xp) * d_token / 10**10 + 1 d_token -= d_token_fee token_supply += d_token CurveToken(lp_token).mint(receiver, d_token) # Calculate price # p_i * (dx_i - dtoken / token_supply * xx_i) = sum{k!=i}(p_k * (dtoken / token_supply * xx_k - dx_k)) # Simplified for 2 coins p: uint256 = 0 if d_token > 10**5: if amounts[0] == 0 or amounts[1] == 0: S: uint256 = 0 precision: uint256 = 0 ix: uint256 = 0 if amounts[0] == 0: S = xx[0] * precisions[0] precision = precisions[1] ix = 1 else: S = xx[1] * precisions[1] precision = precisions[0] S = S * d_token / token_supply p = S * PRECISION / (amounts[ix] * precision - d_token * xx[ix] * precision / token_supply) if ix == 0: p = (10**18)**2 / p self.tweak_price(A_gamma, xp, p, D) else: self.D = D self.virtual_price = 10**18 self.xcp_profit = 10**18 CurveToken(lp_token).mint(receiver, d_token) assert d_token >= min_mint_amount, "Slippage" log AddLiquidity(receiver, amounts, d_token_fee, token_supply) return d_token @external @nonreentrant('lock') def remove_liquidity(_amount: uint256, min_amounts: uint256[N_COINS], use_eth: bool = False, receiver: address = msg.sender): """ This withdrawal method is very safe, does no complex math """ lp_token: address = self.token total_supply: uint256 = CurveToken(lp_token).totalSupply() CurveToken(lp_token).burnFrom(msg.sender, _amount) balances: uint256[N_COINS] = self.balances amount: uint256 = _amount - 1 # Make rounding errors favoring other LPs a tiny bit for i in range(N_COINS): d_balance: uint256 = balances[i] * amount / total_supply assert d_balance >= min_amounts[i] self.balances[i] = balances[i] - d_balance balances[i] = d_balance # now it's the amounts going out coin: address = self.coins[i] if use_eth and coin == WETH20: raw_call(receiver, b"", value=d_balance) else: if coin == WETH20: WETH(WETH20).deposit(value=d_balance) response: Bytes[32] = raw_call( coin, _abi_encode(receiver, d_balance, method_id=method_id("transfer(address,uint256)")), max_outsize=32, ) if len(response) != 0: assert convert(response, bool) D: uint256 = self.D self.D = D - D * amount / total_supply log RemoveLiquidity(msg.sender, balances, total_supply - _amount) @external @nonreentrant('lock') def remove_liquidity_one_coin(token_amount: uint256, i: uint256, min_amount: uint256, use_eth: bool = False, receiver: address = msg.sender) -> uint256: A_gamma: uint256[2] = self._A_gamma() dy: uint256 = 0 D: uint256 = 0 p: uint256 = 0 xp: uint256[N_COINS] = empty(uint256[N_COINS]) future_A_gamma_time: uint256 = self.future_A_gamma_time dy, p, D, xp = self._calc_withdraw_one_coin(A_gamma, token_amount, i, (future_A_gamma_time > 0), True) assert dy >= min_amount, "Slippage" if block.timestamp >= future_A_gamma_time: self.future_A_gamma_time = 1 self.balances[i] -= dy CurveToken(self.token).burnFrom(msg.sender, token_amount) coin: address = self.coins[i] if use_eth and coin == WETH20: raw_call(receiver, b"", value=dy) else: if coin == WETH20: WETH(WETH20).deposit(value=dy) response: Bytes[32] = raw_call( coin, _abi_encode(receiver, dy, method_id=method_id("transfer(address,uint256)")), max_outsize=32, ) if len(response) != 0: assert convert(response, bool) self.tweak_price(A_gamma, xp, p, D) log RemoveLiquidityOne(msg.sender, token_amount, i, dy) return dy @external @nonreentrant('lock') def claim_admin_fees(): self._claim_admin_fees() # Admin parameters @external def ramp_A_gamma(future_A: uint256, future_gamma: uint256, future_time: uint256): assert msg.sender == Factory(self.factory).admin() # dev: only owner assert block.timestamp > self.initial_A_gamma_time + (MIN_RAMP_TIME-1) assert future_time > block.timestamp + (MIN_RAMP_TIME-1) # dev: insufficient time A_gamma: uint256[2] = self._A_gamma() initial_A_gamma: uint256 = shift(A_gamma[0], 128) initial_A_gamma = bitwise_or(initial_A_gamma, A_gamma[1]) assert future_A > MIN_A-1 assert future_A < MAX_A+1 assert future_gamma > MIN_GAMMA-1 assert future_gamma < MAX_GAMMA+1 ratio: uint256 = 10**18 * future_A / A_gamma[0] assert ratio < 10**18 * MAX_A_CHANGE + 1 assert ratio > 10**18 / MAX_A_CHANGE - 1 ratio = 10**18 * future_gamma / A_gamma[1] assert ratio < 10**18 * MAX_A_CHANGE + 1 assert ratio > 10**18 / MAX_A_CHANGE - 1 self.initial_A_gamma = initial_A_gamma self.initial_A_gamma_time = block.timestamp future_A_gamma: uint256 = shift(future_A, 128) future_A_gamma = bitwise_or(future_A_gamma, future_gamma) self.future_A_gamma_time = future_time self.future_A_gamma = future_A_gamma log RampAgamma(A_gamma[0], future_A, A_gamma[1], future_gamma, block.timestamp, future_time) @external def stop_ramp_A_gamma(): assert msg.sender == Factory(self.factory).admin() # dev: only owner A_gamma: uint256[2] = self._A_gamma() current_A_gamma: uint256 = shift(A_gamma[0], 128) current_A_gamma = bitwise_or(current_A_gamma, A_gamma[1]) self.initial_A_gamma = current_A_gamma self.future_A_gamma = current_A_gamma self.initial_A_gamma_time = block.timestamp self.future_A_gamma_time = block.timestamp # now (block.timestamp < t1) is always False, so we return saved A log StopRampA(A_gamma[0], A_gamma[1], block.timestamp) @external def commit_new_parameters( _new_mid_fee: uint256, _new_out_fee: uint256, _new_admin_fee: uint256, _new_fee_gamma: uint256, _new_allowed_extra_profit: uint256, _new_adjustment_step: uint256, _new_ma_half_time: uint256, ): assert msg.sender == Factory(self.factory).admin() # dev: only owner assert self.admin_actions_deadline == 0 # dev: active action new_mid_fee: uint256 = _new_mid_fee new_out_fee: uint256 = _new_out_fee new_admin_fee: uint256 = _new_admin_fee new_fee_gamma: uint256 = _new_fee_gamma new_allowed_extra_profit: uint256 = _new_allowed_extra_profit new_adjustment_step: uint256 = _new_adjustment_step new_ma_half_time: uint256 = _new_ma_half_time # Fees if new_out_fee < MAX_FEE+1: assert new_out_fee > MIN_FEE-1 # dev: fee is out of range else: new_out_fee = self.out_fee if new_mid_fee > MAX_FEE: new_mid_fee = self.mid_fee assert new_mid_fee <= new_out_fee # dev: mid-fee is too high if new_admin_fee > MAX_ADMIN_FEE: new_admin_fee = self.admin_fee # AMM parameters if new_fee_gamma < 10**18: assert new_fee_gamma > 0 # dev: fee_gamma out of range [1 .. 10**18] else: new_fee_gamma = self.fee_gamma if new_allowed_extra_profit > 10**18: new_allowed_extra_profit = self.allowed_extra_profit if new_adjustment_step > 10**18: new_adjustment_step = self.adjustment_step # MA if new_ma_half_time < 7*86400: assert new_ma_half_time > 0 # dev: MA time should be longer than 1 second else: new_ma_half_time = self.ma_half_time _deadline: uint256 = block.timestamp + ADMIN_ACTIONS_DELAY self.admin_actions_deadline = _deadline self.future_admin_fee = new_admin_fee self.future_mid_fee = new_mid_fee self.future_out_fee = new_out_fee self.future_fee_gamma = new_fee_gamma self.future_allowed_extra_profit = new_allowed_extra_profit self.future_adjustment_step = new_adjustment_step self.future_ma_half_time = new_ma_half_time log CommitNewParameters(_deadline, new_admin_fee, new_mid_fee, new_out_fee, new_fee_gamma, new_allowed_extra_profit, new_adjustment_step, new_ma_half_time) @external @nonreentrant('lock') def apply_new_parameters(): assert msg.sender == Factory(self.factory).admin() # dev: only owner assert block.timestamp >= self.admin_actions_deadline # dev: insufficient time assert self.admin_actions_deadline != 0 # dev: no active action self.admin_actions_deadline = 0 admin_fee: uint256 = self.future_admin_fee if self.admin_fee != admin_fee: self._claim_admin_fees() self.admin_fee = admin_fee mid_fee: uint256 = self.future_mid_fee self.mid_fee = mid_fee out_fee: uint256 = self.future_out_fee self.out_fee = out_fee fee_gamma: uint256 = self.future_fee_gamma self.fee_gamma = fee_gamma allowed_extra_profit: uint256 = self.future_allowed_extra_profit self.allowed_extra_profit = allowed_extra_profit adjustment_step: uint256 = self.future_adjustment_step self.adjustment_step = adjustment_step ma_half_time: uint256 = self.future_ma_half_time self.ma_half_time = ma_half_time log NewParameters(admin_fee, mid_fee, out_fee, fee_gamma, allowed_extra_profit, adjustment_step, ma_half_time) @external def revert_new_parameters(): assert msg.sender == Factory(self.factory).admin() # dev: only owner self.admin_actions_deadline = 0 # View Methods @external @view def get_dy(i: uint256, j: uint256, dx: uint256) -> uint256: assert i != j # dev: same input and output coin assert i < N_COINS # dev: coin index out of range assert j < N_COINS # dev: coin index out of range precisions: uint256[2] = self._get_precisions() price_scale: uint256 = self.price_scale * precisions[1] xp: uint256[N_COINS] = self.balances A_gamma: uint256[2] = self._A_gamma() D: uint256 = self.D if self.future_A_gamma_time > 0: D = self.newton_D(A_gamma[0], A_gamma[1], self.xp()) xp[i] += dx xp = [xp[0] * precisions[0], xp[1] * price_scale / PRECISION] y: uint256 = self.newton_y(A_gamma[0], A_gamma[1], xp, D, j) dy: uint256 = xp[j] - y - 1 xp[j] = y if j > 0: dy = dy * PRECISION / price_scale else: dy /= precisions[0] dy -= self._fee(xp) * dy / 10**10 return dy @view @external def calc_token_amount(amounts: uint256[N_COINS]) -> uint256: token_supply: uint256 = CurveToken(self.token).totalSupply() precisions: uint256[2] = self._get_precisions() price_scale: uint256 = self.price_scale * precisions[1] A_gamma: uint256[2] = self._A_gamma() xp: uint256[N_COINS] = self.xp() amountsp: uint256[N_COINS] = [ amounts[0] * precisions[0], amounts[1] * price_scale / PRECISION] D0: uint256 = self.D if self.future_A_gamma_time > 0: D0 = self.newton_D(A_gamma[0], A_gamma[1], xp) xp[0] += amountsp[0] xp[1] += amountsp[1] D: uint256 = self.newton_D(A_gamma[0], A_gamma[1], xp) d_token: uint256 = token_supply * D / D0 - token_supply d_token -= self._calc_token_fee(amountsp, xp) * d_token / 10**10 + 1 return d_token @view @external def calc_withdraw_one_coin(token_amount: uint256, i: uint256) -> uint256: return self._calc_withdraw_one_coin(self._A_gamma(), token_amount, i, True, False)[0] @external @view def lp_price() -> uint256: """ Approximate LP token price """ return 2 * self.virtual_price * self.sqrt_int(self.internal_price_oracle()) / 10**18 @view @external def A() -> uint256: return self._A_gamma()[0] @view @external def gamma() -> uint256: return self._A_gamma()[1] @external @view def fee() -> uint256: return self._fee(self.xp()) @external @view def get_virtual_price() -> uint256: return 10**18 * self.get_xcp(self.D) / CurveToken(self.token).totalSupply() @external @view def price_oracle() -> uint256: return self.internal_price_oracle() # Initializer @external def initialize( A: uint256, gamma: uint256, mid_fee: uint256, out_fee: uint256, allowed_extra_profit: uint256, fee_gamma: uint256, adjustment_step: uint256, admin_fee: uint256, ma_half_time: uint256, initial_price: uint256, _token: address, _coins: address[N_COINS], _precisions: uint256, ): assert self.mid_fee == 0 # dev: check that we call it from factory self.factory = msg.sender # Pack A and gamma: # shifted A + gamma A_gamma: uint256 = shift(A, 128) A_gamma = bitwise_or(A_gamma, gamma) self.initial_A_gamma = A_gamma self.future_A_gamma = A_gamma self.mid_fee = mid_fee self.out_fee = out_fee self.allowed_extra_profit = allowed_extra_profit self.fee_gamma = fee_gamma self.adjustment_step = adjustment_step self.admin_fee = admin_fee self.price_scale = initial_price self._price_oracle = initial_price self.last_prices = initial_price self.last_prices_timestamp = block.timestamp self.ma_half_time = ma_half_time self.xcp_profit_a = 10**18 self.token = _token self.coins = _coins self.PRECISIONS = _precisions
File 9 of 11: UniswapV3Pool
// SPDX-License-Identifier: BUSL-1.1 pragma solidity =0.7.6; import './interfaces/IUniswapV3Pool.sol'; import './NoDelegateCall.sol'; import './libraries/LowGasSafeMath.sol'; import './libraries/SafeCast.sol'; import './libraries/Tick.sol'; import './libraries/TickBitmap.sol'; import './libraries/Position.sol'; import './libraries/Oracle.sol'; import './libraries/FullMath.sol'; import './libraries/FixedPoint128.sol'; import './libraries/TransferHelper.sol'; import './libraries/TickMath.sol'; import './libraries/LiquidityMath.sol'; import './libraries/SqrtPriceMath.sol'; import './libraries/SwapMath.sol'; import './interfaces/IUniswapV3PoolDeployer.sol'; import './interfaces/IUniswapV3Factory.sol'; import './interfaces/IERC20Minimal.sol'; import './interfaces/callback/IUniswapV3MintCallback.sol'; import './interfaces/callback/IUniswapV3SwapCallback.sol'; import './interfaces/callback/IUniswapV3FlashCallback.sol'; contract UniswapV3Pool is IUniswapV3Pool, NoDelegateCall { using LowGasSafeMath for uint256; using LowGasSafeMath for int256; using SafeCast for uint256; using SafeCast for int256; using Tick for mapping(int24 => Tick.Info); using TickBitmap for mapping(int16 => uint256); using Position for mapping(bytes32 => Position.Info); using Position for Position.Info; using Oracle for Oracle.Observation[65535]; /// @inheritdoc IUniswapV3PoolImmutables address public immutable override factory; /// @inheritdoc IUniswapV3PoolImmutables address public immutable override token0; /// @inheritdoc IUniswapV3PoolImmutables address public immutable override token1; /// @inheritdoc IUniswapV3PoolImmutables uint24 public immutable override fee; /// @inheritdoc IUniswapV3PoolImmutables int24 public immutable override tickSpacing; /// @inheritdoc IUniswapV3PoolImmutables uint128 public immutable override maxLiquidityPerTick; struct Slot0 { // the current price uint160 sqrtPriceX96; // the current tick int24 tick; // the most-recently updated index of the observations array uint16 observationIndex; // the current maximum number of observations that are being stored uint16 observationCardinality; // the next maximum number of observations to store, triggered in observations.write uint16 observationCardinalityNext; // the current protocol fee as a percentage of the swap fee taken on withdrawal // represented as an integer denominator (1/x)% uint8 feeProtocol; // whether the pool is locked bool unlocked; } /// @inheritdoc IUniswapV3PoolState Slot0 public override slot0; /// @inheritdoc IUniswapV3PoolState uint256 public override feeGrowthGlobal0X128; /// @inheritdoc IUniswapV3PoolState uint256 public override feeGrowthGlobal1X128; // accumulated protocol fees in token0/token1 units struct ProtocolFees { uint128 token0; uint128 token1; } /// @inheritdoc IUniswapV3PoolState ProtocolFees public override protocolFees; /// @inheritdoc IUniswapV3PoolState uint128 public override liquidity; /// @inheritdoc IUniswapV3PoolState mapping(int24 => Tick.Info) public override ticks; /// @inheritdoc IUniswapV3PoolState mapping(int16 => uint256) public override tickBitmap; /// @inheritdoc IUniswapV3PoolState mapping(bytes32 => Position.Info) public override positions; /// @inheritdoc IUniswapV3PoolState Oracle.Observation[65535] public override observations; /// @dev Mutually exclusive reentrancy protection into the pool to/from a method. This method also prevents entrance /// to a function before the pool is initialized. The reentrancy guard is required throughout the contract because /// we use balance checks to determine the payment status of interactions such as mint, swap and flash. modifier lock() { require(slot0.unlocked, 'LOK'); slot0.unlocked = false; _; slot0.unlocked = true; } /// @dev Prevents calling a function from anyone except the address returned by IUniswapV3Factory#owner() modifier onlyFactoryOwner() { require(msg.sender == IUniswapV3Factory(factory).owner()); _; } constructor() { int24 _tickSpacing; (factory, token0, token1, fee, _tickSpacing) = IUniswapV3PoolDeployer(msg.sender).parameters(); tickSpacing = _tickSpacing; maxLiquidityPerTick = Tick.tickSpacingToMaxLiquidityPerTick(_tickSpacing); } /// @dev Common checks for valid tick inputs. function checkTicks(int24 tickLower, int24 tickUpper) private pure { require(tickLower < tickUpper, 'TLU'); require(tickLower >= TickMath.MIN_TICK, 'TLM'); require(tickUpper <= TickMath.MAX_TICK, 'TUM'); } /// @dev Returns the block timestamp truncated to 32 bits, i.e. mod 2**32. This method is overridden in tests. function _blockTimestamp() internal view virtual returns (uint32) { return uint32(block.timestamp); // truncation is desired } /// @dev Get the pool's balance of token0 /// @dev This function is gas optimized to avoid a redundant extcodesize check in addition to the returndatasize /// check function balance0() private view returns (uint256) { (bool success, bytes memory data) = token0.staticcall(abi.encodeWithSelector(IERC20Minimal.balanceOf.selector, address(this))); require(success && data.length >= 32); return abi.decode(data, (uint256)); } /// @dev Get the pool's balance of token1 /// @dev This function is gas optimized to avoid a redundant extcodesize check in addition to the returndatasize /// check function balance1() private view returns (uint256) { (bool success, bytes memory data) = token1.staticcall(abi.encodeWithSelector(IERC20Minimal.balanceOf.selector, address(this))); require(success && data.length >= 32); return abi.decode(data, (uint256)); } /// @inheritdoc IUniswapV3PoolDerivedState function snapshotCumulativesInside(int24 tickLower, int24 tickUpper) external view override noDelegateCall returns ( int56 tickCumulativeInside, uint160 secondsPerLiquidityInsideX128, uint32 secondsInside ) { checkTicks(tickLower, tickUpper); int56 tickCumulativeLower; int56 tickCumulativeUpper; uint160 secondsPerLiquidityOutsideLowerX128; uint160 secondsPerLiquidityOutsideUpperX128; uint32 secondsOutsideLower; uint32 secondsOutsideUpper; { Tick.Info storage lower = ticks[tickLower]; Tick.Info storage upper = ticks[tickUpper]; bool initializedLower; (tickCumulativeLower, secondsPerLiquidityOutsideLowerX128, secondsOutsideLower, initializedLower) = ( lower.tickCumulativeOutside, lower.secondsPerLiquidityOutsideX128, lower.secondsOutside, lower.initialized ); require(initializedLower); bool initializedUpper; (tickCumulativeUpper, secondsPerLiquidityOutsideUpperX128, secondsOutsideUpper, initializedUpper) = ( upper.tickCumulativeOutside, upper.secondsPerLiquidityOutsideX128, upper.secondsOutside, upper.initialized ); require(initializedUpper); } Slot0 memory _slot0 = slot0; if (_slot0.tick < tickLower) { return ( tickCumulativeLower - tickCumulativeUpper, secondsPerLiquidityOutsideLowerX128 - secondsPerLiquidityOutsideUpperX128, secondsOutsideLower - secondsOutsideUpper ); } else if (_slot0.tick < tickUpper) { uint32 time = _blockTimestamp(); (int56 tickCumulative, uint160 secondsPerLiquidityCumulativeX128) = observations.observeSingle( time, 0, _slot0.tick, _slot0.observationIndex, liquidity, _slot0.observationCardinality ); return ( tickCumulative - tickCumulativeLower - tickCumulativeUpper, secondsPerLiquidityCumulativeX128 - secondsPerLiquidityOutsideLowerX128 - secondsPerLiquidityOutsideUpperX128, time - secondsOutsideLower - secondsOutsideUpper ); } else { return ( tickCumulativeUpper - tickCumulativeLower, secondsPerLiquidityOutsideUpperX128 - secondsPerLiquidityOutsideLowerX128, secondsOutsideUpper - secondsOutsideLower ); } } /// @inheritdoc IUniswapV3PoolDerivedState function observe(uint32[] calldata secondsAgos) external view override noDelegateCall returns (int56[] memory tickCumulatives, uint160[] memory secondsPerLiquidityCumulativeX128s) { return observations.observe( _blockTimestamp(), secondsAgos, slot0.tick, slot0.observationIndex, liquidity, slot0.observationCardinality ); } /// @inheritdoc IUniswapV3PoolActions function increaseObservationCardinalityNext(uint16 observationCardinalityNext) external override lock noDelegateCall { uint16 observationCardinalityNextOld = slot0.observationCardinalityNext; // for the event uint16 observationCardinalityNextNew = observations.grow(observationCardinalityNextOld, observationCardinalityNext); slot0.observationCardinalityNext = observationCardinalityNextNew; if (observationCardinalityNextOld != observationCardinalityNextNew) emit IncreaseObservationCardinalityNext(observationCardinalityNextOld, observationCardinalityNextNew); } /// @inheritdoc IUniswapV3PoolActions /// @dev not locked because it initializes unlocked function initialize(uint160 sqrtPriceX96) external override { require(slot0.sqrtPriceX96 == 0, 'AI'); int24 tick = TickMath.getTickAtSqrtRatio(sqrtPriceX96); (uint16 cardinality, uint16 cardinalityNext) = observations.initialize(_blockTimestamp()); slot0 = Slot0({ sqrtPriceX96: sqrtPriceX96, tick: tick, observationIndex: 0, observationCardinality: cardinality, observationCardinalityNext: cardinalityNext, feeProtocol: 0, unlocked: true }); emit Initialize(sqrtPriceX96, tick); } struct ModifyPositionParams { // the address that owns the position address owner; // the lower and upper tick of the position int24 tickLower; int24 tickUpper; // any change in liquidity int128 liquidityDelta; } /// @dev Effect some changes to a position /// @param params the position details and the change to the position's liquidity to effect /// @return position a storage pointer referencing the position with the given owner and tick range /// @return amount0 the amount of token0 owed to the pool, negative if the pool should pay the recipient /// @return amount1 the amount of token1 owed to the pool, negative if the pool should pay the recipient function _modifyPosition(ModifyPositionParams memory params) private noDelegateCall returns ( Position.Info storage position, int256 amount0, int256 amount1 ) { checkTicks(params.tickLower, params.tickUpper); Slot0 memory _slot0 = slot0; // SLOAD for gas optimization position = _updatePosition( params.owner, params.tickLower, params.tickUpper, params.liquidityDelta, _slot0.tick ); if (params.liquidityDelta != 0) { if (_slot0.tick < params.tickLower) { // current tick is below the passed range; liquidity can only become in range by crossing from left to // right, when we'll need _more_ token0 (it's becoming more valuable) so user must provide it amount0 = SqrtPriceMath.getAmount0Delta( TickMath.getSqrtRatioAtTick(params.tickLower), TickMath.getSqrtRatioAtTick(params.tickUpper), params.liquidityDelta ); } else if (_slot0.tick < params.tickUpper) { // current tick is inside the passed range uint128 liquidityBefore = liquidity; // SLOAD for gas optimization // write an oracle entry (slot0.observationIndex, slot0.observationCardinality) = observations.write( _slot0.observationIndex, _blockTimestamp(), _slot0.tick, liquidityBefore, _slot0.observationCardinality, _slot0.observationCardinalityNext ); amount0 = SqrtPriceMath.getAmount0Delta( _slot0.sqrtPriceX96, TickMath.getSqrtRatioAtTick(params.tickUpper), params.liquidityDelta ); amount1 = SqrtPriceMath.getAmount1Delta( TickMath.getSqrtRatioAtTick(params.tickLower), _slot0.sqrtPriceX96, params.liquidityDelta ); liquidity = LiquidityMath.addDelta(liquidityBefore, params.liquidityDelta); } else { // current tick is above the passed range; liquidity can only become in range by crossing from right to // left, when we'll need _more_ token1 (it's becoming more valuable) so user must provide it amount1 = SqrtPriceMath.getAmount1Delta( TickMath.getSqrtRatioAtTick(params.tickLower), TickMath.getSqrtRatioAtTick(params.tickUpper), params.liquidityDelta ); } } } /// @dev Gets and updates a position with the given liquidity delta /// @param owner the owner of the position /// @param tickLower the lower tick of the position's tick range /// @param tickUpper the upper tick of the position's tick range /// @param tick the current tick, passed to avoid sloads function _updatePosition( address owner, int24 tickLower, int24 tickUpper, int128 liquidityDelta, int24 tick ) private returns (Position.Info storage position) { position = positions.get(owner, tickLower, tickUpper); uint256 _feeGrowthGlobal0X128 = feeGrowthGlobal0X128; // SLOAD for gas optimization uint256 _feeGrowthGlobal1X128 = feeGrowthGlobal1X128; // SLOAD for gas optimization // if we need to update the ticks, do it bool flippedLower; bool flippedUpper; if (liquidityDelta != 0) { uint32 time = _blockTimestamp(); (int56 tickCumulative, uint160 secondsPerLiquidityCumulativeX128) = observations.observeSingle( time, 0, slot0.tick, slot0.observationIndex, liquidity, slot0.observationCardinality ); flippedLower = ticks.update( tickLower, tick, liquidityDelta, _feeGrowthGlobal0X128, _feeGrowthGlobal1X128, secondsPerLiquidityCumulativeX128, tickCumulative, time, false, maxLiquidityPerTick ); flippedUpper = ticks.update( tickUpper, tick, liquidityDelta, _feeGrowthGlobal0X128, _feeGrowthGlobal1X128, secondsPerLiquidityCumulativeX128, tickCumulative, time, true, maxLiquidityPerTick ); if (flippedLower) { tickBitmap.flipTick(tickLower, tickSpacing); } if (flippedUpper) { tickBitmap.flipTick(tickUpper, tickSpacing); } } (uint256 feeGrowthInside0X128, uint256 feeGrowthInside1X128) = ticks.getFeeGrowthInside(tickLower, tickUpper, tick, _feeGrowthGlobal0X128, _feeGrowthGlobal1X128); position.update(liquidityDelta, feeGrowthInside0X128, feeGrowthInside1X128); // clear any tick data that is no longer needed if (liquidityDelta < 0) { if (flippedLower) { ticks.clear(tickLower); } if (flippedUpper) { ticks.clear(tickUpper); } } } /// @inheritdoc IUniswapV3PoolActions /// @dev noDelegateCall is applied indirectly via _modifyPosition function mint( address recipient, int24 tickLower, int24 tickUpper, uint128 amount, bytes calldata data ) external override lock returns (uint256 amount0, uint256 amount1) { require(amount > 0); (, int256 amount0Int, int256 amount1Int) = _modifyPosition( ModifyPositionParams({ owner: recipient, tickLower: tickLower, tickUpper: tickUpper, liquidityDelta: int256(amount).toInt128() }) ); amount0 = uint256(amount0Int); amount1 = uint256(amount1Int); uint256 balance0Before; uint256 balance1Before; if (amount0 > 0) balance0Before = balance0(); if (amount1 > 0) balance1Before = balance1(); IUniswapV3MintCallback(msg.sender).uniswapV3MintCallback(amount0, amount1, data); if (amount0 > 0) require(balance0Before.add(amount0) <= balance0(), 'M0'); if (amount1 > 0) require(balance1Before.add(amount1) <= balance1(), 'M1'); emit Mint(msg.sender, recipient, tickLower, tickUpper, amount, amount0, amount1); } /// @inheritdoc IUniswapV3PoolActions function collect( address recipient, int24 tickLower, int24 tickUpper, uint128 amount0Requested, uint128 amount1Requested ) external override lock returns (uint128 amount0, uint128 amount1) { // we don't need to checkTicks here, because invalid positions will never have non-zero tokensOwed{0,1} Position.Info storage position = positions.get(msg.sender, tickLower, tickUpper); amount0 = amount0Requested > position.tokensOwed0 ? position.tokensOwed0 : amount0Requested; amount1 = amount1Requested > position.tokensOwed1 ? position.tokensOwed1 : amount1Requested; if (amount0 > 0) { position.tokensOwed0 -= amount0; TransferHelper.safeTransfer(token0, recipient, amount0); } if (amount1 > 0) { position.tokensOwed1 -= amount1; TransferHelper.safeTransfer(token1, recipient, amount1); } emit Collect(msg.sender, recipient, tickLower, tickUpper, amount0, amount1); } /// @inheritdoc IUniswapV3PoolActions /// @dev noDelegateCall is applied indirectly via _modifyPosition function burn( int24 tickLower, int24 tickUpper, uint128 amount ) external override lock returns (uint256 amount0, uint256 amount1) { (Position.Info storage position, int256 amount0Int, int256 amount1Int) = _modifyPosition( ModifyPositionParams({ owner: msg.sender, tickLower: tickLower, tickUpper: tickUpper, liquidityDelta: -int256(amount).toInt128() }) ); amount0 = uint256(-amount0Int); amount1 = uint256(-amount1Int); if (amount0 > 0 || amount1 > 0) { (position.tokensOwed0, position.tokensOwed1) = ( position.tokensOwed0 + uint128(amount0), position.tokensOwed1 + uint128(amount1) ); } emit Burn(msg.sender, tickLower, tickUpper, amount, amount0, amount1); } struct SwapCache { // the protocol fee for the input token uint8 feeProtocol; // liquidity at the beginning of the swap uint128 liquidityStart; // the timestamp of the current block uint32 blockTimestamp; // the current value of the tick accumulator, computed only if we cross an initialized tick int56 tickCumulative; // the current value of seconds per liquidity accumulator, computed only if we cross an initialized tick uint160 secondsPerLiquidityCumulativeX128; // whether we've computed and cached the above two accumulators bool computedLatestObservation; } // the top level state of the swap, the results of which are recorded in storage at the end struct SwapState { // the amount remaining to be swapped in/out of the input/output asset int256 amountSpecifiedRemaining; // the amount already swapped out/in of the output/input asset int256 amountCalculated; // current sqrt(price) uint160 sqrtPriceX96; // the tick associated with the current price int24 tick; // the global fee growth of the input token uint256 feeGrowthGlobalX128; // amount of input token paid as protocol fee uint128 protocolFee; // the current liquidity in range uint128 liquidity; } struct StepComputations { // the price at the beginning of the step uint160 sqrtPriceStartX96; // the next tick to swap to from the current tick in the swap direction int24 tickNext; // whether tickNext is initialized or not bool initialized; // sqrt(price) for the next tick (1/0) uint160 sqrtPriceNextX96; // how much is being swapped in in this step uint256 amountIn; // how much is being swapped out uint256 amountOut; // how much fee is being paid in uint256 feeAmount; } /// @inheritdoc IUniswapV3PoolActions function swap( address recipient, bool zeroForOne, int256 amountSpecified, uint160 sqrtPriceLimitX96, bytes calldata data ) external override noDelegateCall returns (int256 amount0, int256 amount1) { require(amountSpecified != 0, 'AS'); Slot0 memory slot0Start = slot0; require(slot0Start.unlocked, 'LOK'); require( zeroForOne ? sqrtPriceLimitX96 < slot0Start.sqrtPriceX96 && sqrtPriceLimitX96 > TickMath.MIN_SQRT_RATIO : sqrtPriceLimitX96 > slot0Start.sqrtPriceX96 && sqrtPriceLimitX96 < TickMath.MAX_SQRT_RATIO, 'SPL' ); slot0.unlocked = false; SwapCache memory cache = SwapCache({ liquidityStart: liquidity, blockTimestamp: _blockTimestamp(), feeProtocol: zeroForOne ? (slot0Start.feeProtocol % 16) : (slot0Start.feeProtocol >> 4), secondsPerLiquidityCumulativeX128: 0, tickCumulative: 0, computedLatestObservation: false }); bool exactInput = amountSpecified > 0; SwapState memory state = SwapState({ amountSpecifiedRemaining: amountSpecified, amountCalculated: 0, sqrtPriceX96: slot0Start.sqrtPriceX96, tick: slot0Start.tick, feeGrowthGlobalX128: zeroForOne ? feeGrowthGlobal0X128 : feeGrowthGlobal1X128, protocolFee: 0, liquidity: cache.liquidityStart }); // continue swapping as long as we haven't used the entire input/output and haven't reached the price limit while (state.amountSpecifiedRemaining != 0 && state.sqrtPriceX96 != sqrtPriceLimitX96) { StepComputations memory step; step.sqrtPriceStartX96 = state.sqrtPriceX96; (step.tickNext, step.initialized) = tickBitmap.nextInitializedTickWithinOneWord( state.tick, tickSpacing, zeroForOne ); // ensure that we do not overshoot the min/max tick, as the tick bitmap is not aware of these bounds if (step.tickNext < TickMath.MIN_TICK) { step.tickNext = TickMath.MIN_TICK; } else if (step.tickNext > TickMath.MAX_TICK) { step.tickNext = TickMath.MAX_TICK; } // get the price for the next tick step.sqrtPriceNextX96 = TickMath.getSqrtRatioAtTick(step.tickNext); // compute values to swap to the target tick, price limit, or point where input/output amount is exhausted (state.sqrtPriceX96, step.amountIn, step.amountOut, step.feeAmount) = SwapMath.computeSwapStep( state.sqrtPriceX96, (zeroForOne ? step.sqrtPriceNextX96 < sqrtPriceLimitX96 : step.sqrtPriceNextX96 > sqrtPriceLimitX96) ? sqrtPriceLimitX96 : step.sqrtPriceNextX96, state.liquidity, state.amountSpecifiedRemaining, fee ); if (exactInput) { state.amountSpecifiedRemaining -= (step.amountIn + step.feeAmount).toInt256(); state.amountCalculated = state.amountCalculated.sub(step.amountOut.toInt256()); } else { state.amountSpecifiedRemaining += step.amountOut.toInt256(); state.amountCalculated = state.amountCalculated.add((step.amountIn + step.feeAmount).toInt256()); } // if the protocol fee is on, calculate how much is owed, decrement feeAmount, and increment protocolFee if (cache.feeProtocol > 0) { uint256 delta = step.feeAmount / cache.feeProtocol; step.feeAmount -= delta; state.protocolFee += uint128(delta); } // update global fee tracker if (state.liquidity > 0) state.feeGrowthGlobalX128 += FullMath.mulDiv(step.feeAmount, FixedPoint128.Q128, state.liquidity); // shift tick if we reached the next price if (state.sqrtPriceX96 == step.sqrtPriceNextX96) { // if the tick is initialized, run the tick transition if (step.initialized) { // check for the placeholder value, which we replace with the actual value the first time the swap // crosses an initialized tick if (!cache.computedLatestObservation) { (cache.tickCumulative, cache.secondsPerLiquidityCumulativeX128) = observations.observeSingle( cache.blockTimestamp, 0, slot0Start.tick, slot0Start.observationIndex, cache.liquidityStart, slot0Start.observationCardinality ); cache.computedLatestObservation = true; } int128 liquidityNet = ticks.cross( step.tickNext, (zeroForOne ? state.feeGrowthGlobalX128 : feeGrowthGlobal0X128), (zeroForOne ? feeGrowthGlobal1X128 : state.feeGrowthGlobalX128), cache.secondsPerLiquidityCumulativeX128, cache.tickCumulative, cache.blockTimestamp ); // if we're moving leftward, we interpret liquidityNet as the opposite sign // safe because liquidityNet cannot be type(int128).min if (zeroForOne) liquidityNet = -liquidityNet; state.liquidity = LiquidityMath.addDelta(state.liquidity, liquidityNet); } state.tick = zeroForOne ? step.tickNext - 1 : step.tickNext; } else if (state.sqrtPriceX96 != step.sqrtPriceStartX96) { // recompute unless we're on a lower tick boundary (i.e. already transitioned ticks), and haven't moved state.tick = TickMath.getTickAtSqrtRatio(state.sqrtPriceX96); } } // update tick and write an oracle entry if the tick change if (state.tick != slot0Start.tick) { (uint16 observationIndex, uint16 observationCardinality) = observations.write( slot0Start.observationIndex, cache.blockTimestamp, slot0Start.tick, cache.liquidityStart, slot0Start.observationCardinality, slot0Start.observationCardinalityNext ); (slot0.sqrtPriceX96, slot0.tick, slot0.observationIndex, slot0.observationCardinality) = ( state.sqrtPriceX96, state.tick, observationIndex, observationCardinality ); } else { // otherwise just update the price slot0.sqrtPriceX96 = state.sqrtPriceX96; } // update liquidity if it changed if (cache.liquidityStart != state.liquidity) liquidity = state.liquidity; // update fee growth global and, if necessary, protocol fees // overflow is acceptable, protocol has to withdraw before it hits type(uint128).max fees if (zeroForOne) { feeGrowthGlobal0X128 = state.feeGrowthGlobalX128; if (state.protocolFee > 0) protocolFees.token0 += state.protocolFee; } else { feeGrowthGlobal1X128 = state.feeGrowthGlobalX128; if (state.protocolFee > 0) protocolFees.token1 += state.protocolFee; } (amount0, amount1) = zeroForOne == exactInput ? (amountSpecified - state.amountSpecifiedRemaining, state.amountCalculated) : (state.amountCalculated, amountSpecified - state.amountSpecifiedRemaining); // do the transfers and collect payment if (zeroForOne) { if (amount1 < 0) TransferHelper.safeTransfer(token1, recipient, uint256(-amount1)); uint256 balance0Before = balance0(); IUniswapV3SwapCallback(msg.sender).uniswapV3SwapCallback(amount0, amount1, data); require(balance0Before.add(uint256(amount0)) <= balance0(), 'IIA'); } else { if (amount0 < 0) TransferHelper.safeTransfer(token0, recipient, uint256(-amount0)); uint256 balance1Before = balance1(); IUniswapV3SwapCallback(msg.sender).uniswapV3SwapCallback(amount0, amount1, data); require(balance1Before.add(uint256(amount1)) <= balance1(), 'IIA'); } emit Swap(msg.sender, recipient, amount0, amount1, state.sqrtPriceX96, state.liquidity, state.tick); slot0.unlocked = true; } /// @inheritdoc IUniswapV3PoolActions function flash( address recipient, uint256 amount0, uint256 amount1, bytes calldata data ) external override lock noDelegateCall { uint128 _liquidity = liquidity; require(_liquidity > 0, 'L'); uint256 fee0 = FullMath.mulDivRoundingUp(amount0, fee, 1e6); uint256 fee1 = FullMath.mulDivRoundingUp(amount1, fee, 1e6); uint256 balance0Before = balance0(); uint256 balance1Before = balance1(); if (amount0 > 0) TransferHelper.safeTransfer(token0, recipient, amount0); if (amount1 > 0) TransferHelper.safeTransfer(token1, recipient, amount1); IUniswapV3FlashCallback(msg.sender).uniswapV3FlashCallback(fee0, fee1, data); uint256 balance0After = balance0(); uint256 balance1After = balance1(); require(balance0Before.add(fee0) <= balance0After, 'F0'); require(balance1Before.add(fee1) <= balance1After, 'F1'); // sub is safe because we know balanceAfter is gt balanceBefore by at least fee uint256 paid0 = balance0After - balance0Before; uint256 paid1 = balance1After - balance1Before; if (paid0 > 0) { uint8 feeProtocol0 = slot0.feeProtocol % 16; uint256 fees0 = feeProtocol0 == 0 ? 0 : paid0 / feeProtocol0; if (uint128(fees0) > 0) protocolFees.token0 += uint128(fees0); feeGrowthGlobal0X128 += FullMath.mulDiv(paid0 - fees0, FixedPoint128.Q128, _liquidity); } if (paid1 > 0) { uint8 feeProtocol1 = slot0.feeProtocol >> 4; uint256 fees1 = feeProtocol1 == 0 ? 0 : paid1 / feeProtocol1; if (uint128(fees1) > 0) protocolFees.token1 += uint128(fees1); feeGrowthGlobal1X128 += FullMath.mulDiv(paid1 - fees1, FixedPoint128.Q128, _liquidity); } emit Flash(msg.sender, recipient, amount0, amount1, paid0, paid1); } /// @inheritdoc IUniswapV3PoolOwnerActions function setFeeProtocol(uint8 feeProtocol0, uint8 feeProtocol1) external override lock onlyFactoryOwner { require( (feeProtocol0 == 0 || (feeProtocol0 >= 4 && feeProtocol0 <= 10)) && (feeProtocol1 == 0 || (feeProtocol1 >= 4 && feeProtocol1 <= 10)) ); uint8 feeProtocolOld = slot0.feeProtocol; slot0.feeProtocol = feeProtocol0 + (feeProtocol1 << 4); emit SetFeeProtocol(feeProtocolOld % 16, feeProtocolOld >> 4, feeProtocol0, feeProtocol1); } /// @inheritdoc IUniswapV3PoolOwnerActions function collectProtocol( address recipient, uint128 amount0Requested, uint128 amount1Requested ) external override lock onlyFactoryOwner returns (uint128 amount0, uint128 amount1) { amount0 = amount0Requested > protocolFees.token0 ? protocolFees.token0 : amount0Requested; amount1 = amount1Requested > protocolFees.token1 ? protocolFees.token1 : amount1Requested; if (amount0 > 0) { if (amount0 == protocolFees.token0) amount0--; // ensure that the slot is not cleared, for gas savings protocolFees.token0 -= amount0; TransferHelper.safeTransfer(token0, recipient, amount0); } if (amount1 > 0) { if (amount1 == protocolFees.token1) amount1--; // ensure that the slot is not cleared, for gas savings protocolFees.token1 -= amount1; TransferHelper.safeTransfer(token1, recipient, amount1); } emit CollectProtocol(msg.sender, recipient, amount0, amount1); } } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; import './pool/IUniswapV3PoolImmutables.sol'; import './pool/IUniswapV3PoolState.sol'; import './pool/IUniswapV3PoolDerivedState.sol'; import './pool/IUniswapV3PoolActions.sol'; import './pool/IUniswapV3PoolOwnerActions.sol'; import './pool/IUniswapV3PoolEvents.sol'; /// @title The interface for a Uniswap V3 Pool /// @notice A Uniswap pool facilitates swapping and automated market making between any two assets that strictly conform /// to the ERC20 specification /// @dev The pool interface is broken up into many smaller pieces interface IUniswapV3Pool is IUniswapV3PoolImmutables, IUniswapV3PoolState, IUniswapV3PoolDerivedState, IUniswapV3PoolActions, IUniswapV3PoolOwnerActions, IUniswapV3PoolEvents { } // SPDX-License-Identifier: BUSL-1.1 pragma solidity =0.7.6; /// @title Prevents delegatecall to a contract /// @notice Base contract that provides a modifier for preventing delegatecall to methods in a child contract abstract contract NoDelegateCall { /// @dev The original address of this contract address private immutable original; constructor() { // Immutables are computed in the init code of the contract, and then inlined into the deployed bytecode. // In other words, this variable won't change when it's checked at runtime. original = address(this); } /// @dev Private method is used instead of inlining into modifier because modifiers are copied into each method, /// and the use of immutable means the address bytes are copied in every place the modifier is used. function checkNotDelegateCall() private view { require(address(this) == original); } /// @notice Prevents delegatecall into the modified method modifier noDelegateCall() { checkNotDelegateCall(); _; } } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.7.0; /// @title Optimized overflow and underflow safe math operations /// @notice Contains methods for doing math operations that revert on overflow or underflow for minimal gas cost library LowGasSafeMath { /// @notice Returns x + y, reverts if sum overflows uint256 /// @param x The augend /// @param y The addend /// @return z The sum of x and y function add(uint256 x, uint256 y) internal pure returns (uint256 z) { require((z = x + y) >= x); } /// @notice Returns x - y, reverts if underflows /// @param x The minuend /// @param y The subtrahend /// @return z The difference of x and y function sub(uint256 x, uint256 y) internal pure returns (uint256 z) { require((z = x - y) <= x); } /// @notice Returns x * y, reverts if overflows /// @param x The multiplicand /// @param y The multiplier /// @return z The product of x and y function mul(uint256 x, uint256 y) internal pure returns (uint256 z) { require(x == 0 || (z = x * y) / x == y); } /// @notice Returns x + y, reverts if overflows or underflows /// @param x The augend /// @param y The addend /// @return z The sum of x and y function add(int256 x, int256 y) internal pure returns (int256 z) { require((z = x + y) >= x == (y >= 0)); } /// @notice Returns x - y, reverts if overflows or underflows /// @param x The minuend /// @param y The subtrahend /// @return z The difference of x and y function sub(int256 x, int256 y) internal pure returns (int256 z) { require((z = x - y) <= x == (y >= 0)); } } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; /// @title Safe casting methods /// @notice Contains methods for safely casting between types library SafeCast { /// @notice Cast a uint256 to a uint160, revert on overflow /// @param y The uint256 to be downcasted /// @return z The downcasted integer, now type uint160 function toUint160(uint256 y) internal pure returns (uint160 z) { require((z = uint160(y)) == y); } /// @notice Cast a int256 to a int128, revert on overflow or underflow /// @param y The int256 to be downcasted /// @return z The downcasted integer, now type int128 function toInt128(int256 y) internal pure returns (int128 z) { require((z = int128(y)) == y); } /// @notice Cast a uint256 to a int256, revert on overflow /// @param y The uint256 to be casted /// @return z The casted integer, now type int256 function toInt256(uint256 y) internal pure returns (int256 z) { require(y < 2**255); z = int256(y); } } // SPDX-License-Identifier: BUSL-1.1 pragma solidity >=0.5.0; import './LowGasSafeMath.sol'; import './SafeCast.sol'; import './TickMath.sol'; import './LiquidityMath.sol'; /// @title Tick /// @notice Contains functions for managing tick processes and relevant calculations library Tick { using LowGasSafeMath for int256; using SafeCast for int256; // info stored for each initialized individual tick struct Info { // the total position liquidity that references this tick uint128 liquidityGross; // amount of net liquidity added (subtracted) when tick is crossed from left to right (right to left), int128 liquidityNet; // fee growth per unit of liquidity on the _other_ side of this tick (relative to the current tick) // only has relative meaning, not absolute — the value depends on when the tick is initialized uint256 feeGrowthOutside0X128; uint256 feeGrowthOutside1X128; // the cumulative tick value on the other side of the tick int56 tickCumulativeOutside; // the seconds per unit of liquidity on the _other_ side of this tick (relative to the current tick) // only has relative meaning, not absolute — the value depends on when the tick is initialized uint160 secondsPerLiquidityOutsideX128; // the seconds spent on the other side of the tick (relative to the current tick) // only has relative meaning, not absolute — the value depends on when the tick is initialized uint32 secondsOutside; // true iff the tick is initialized, i.e. the value is exactly equivalent to the expression liquidityGross != 0 // these 8 bits are set to prevent fresh sstores when crossing newly initialized ticks bool initialized; } /// @notice Derives max liquidity per tick from given tick spacing /// @dev Executed within the pool constructor /// @param tickSpacing The amount of required tick separation, realized in multiples of `tickSpacing` /// e.g., a tickSpacing of 3 requires ticks to be initialized every 3rd tick i.e., ..., -6, -3, 0, 3, 6, ... /// @return The max liquidity per tick function tickSpacingToMaxLiquidityPerTick(int24 tickSpacing) internal pure returns (uint128) { int24 minTick = (TickMath.MIN_TICK / tickSpacing) * tickSpacing; int24 maxTick = (TickMath.MAX_TICK / tickSpacing) * tickSpacing; uint24 numTicks = uint24((maxTick - minTick) / tickSpacing) + 1; return type(uint128).max / numTicks; } /// @notice Retrieves fee growth data /// @param self The mapping containing all tick information for initialized ticks /// @param tickLower The lower tick boundary of the position /// @param tickUpper The upper tick boundary of the position /// @param tickCurrent The current tick /// @param feeGrowthGlobal0X128 The all-time global fee growth, per unit of liquidity, in token0 /// @param feeGrowthGlobal1X128 The all-time global fee growth, per unit of liquidity, in token1 /// @return feeGrowthInside0X128 The all-time fee growth in token0, per unit of liquidity, inside the position's tick boundaries /// @return feeGrowthInside1X128 The all-time fee growth in token1, per unit of liquidity, inside the position's tick boundaries function getFeeGrowthInside( mapping(int24 => Tick.Info) storage self, int24 tickLower, int24 tickUpper, int24 tickCurrent, uint256 feeGrowthGlobal0X128, uint256 feeGrowthGlobal1X128 ) internal view returns (uint256 feeGrowthInside0X128, uint256 feeGrowthInside1X128) { Info storage lower = self[tickLower]; Info storage upper = self[tickUpper]; // calculate fee growth below uint256 feeGrowthBelow0X128; uint256 feeGrowthBelow1X128; if (tickCurrent >= tickLower) { feeGrowthBelow0X128 = lower.feeGrowthOutside0X128; feeGrowthBelow1X128 = lower.feeGrowthOutside1X128; } else { feeGrowthBelow0X128 = feeGrowthGlobal0X128 - lower.feeGrowthOutside0X128; feeGrowthBelow1X128 = feeGrowthGlobal1X128 - lower.feeGrowthOutside1X128; } // calculate fee growth above uint256 feeGrowthAbove0X128; uint256 feeGrowthAbove1X128; if (tickCurrent < tickUpper) { feeGrowthAbove0X128 = upper.feeGrowthOutside0X128; feeGrowthAbove1X128 = upper.feeGrowthOutside1X128; } else { feeGrowthAbove0X128 = feeGrowthGlobal0X128 - upper.feeGrowthOutside0X128; feeGrowthAbove1X128 = feeGrowthGlobal1X128 - upper.feeGrowthOutside1X128; } feeGrowthInside0X128 = feeGrowthGlobal0X128 - feeGrowthBelow0X128 - feeGrowthAbove0X128; feeGrowthInside1X128 = feeGrowthGlobal1X128 - feeGrowthBelow1X128 - feeGrowthAbove1X128; } /// @notice Updates a tick and returns true if the tick was flipped from initialized to uninitialized, or vice versa /// @param self The mapping containing all tick information for initialized ticks /// @param tick The tick that will be updated /// @param tickCurrent The current tick /// @param liquidityDelta A new amount of liquidity to be added (subtracted) when tick is crossed from left to right (right to left) /// @param feeGrowthGlobal0X128 The all-time global fee growth, per unit of liquidity, in token0 /// @param feeGrowthGlobal1X128 The all-time global fee growth, per unit of liquidity, in token1 /// @param secondsPerLiquidityCumulativeX128 The all-time seconds per max(1, liquidity) of the pool /// @param time The current block timestamp cast to a uint32 /// @param upper true for updating a position's upper tick, or false for updating a position's lower tick /// @param maxLiquidity The maximum liquidity allocation for a single tick /// @return flipped Whether the tick was flipped from initialized to uninitialized, or vice versa function update( mapping(int24 => Tick.Info) storage self, int24 tick, int24 tickCurrent, int128 liquidityDelta, uint256 feeGrowthGlobal0X128, uint256 feeGrowthGlobal1X128, uint160 secondsPerLiquidityCumulativeX128, int56 tickCumulative, uint32 time, bool upper, uint128 maxLiquidity ) internal returns (bool flipped) { Tick.Info storage info = self[tick]; uint128 liquidityGrossBefore = info.liquidityGross; uint128 liquidityGrossAfter = LiquidityMath.addDelta(liquidityGrossBefore, liquidityDelta); require(liquidityGrossAfter <= maxLiquidity, 'LO'); flipped = (liquidityGrossAfter == 0) != (liquidityGrossBefore == 0); if (liquidityGrossBefore == 0) { // by convention, we assume that all growth before a tick was initialized happened _below_ the tick if (tick <= tickCurrent) { info.feeGrowthOutside0X128 = feeGrowthGlobal0X128; info.feeGrowthOutside1X128 = feeGrowthGlobal1X128; info.secondsPerLiquidityOutsideX128 = secondsPerLiquidityCumulativeX128; info.tickCumulativeOutside = tickCumulative; info.secondsOutside = time; } info.initialized = true; } info.liquidityGross = liquidityGrossAfter; // when the lower (upper) tick is crossed left to right (right to left), liquidity must be added (removed) info.liquidityNet = upper ? int256(info.liquidityNet).sub(liquidityDelta).toInt128() : int256(info.liquidityNet).add(liquidityDelta).toInt128(); } /// @notice Clears tick data /// @param self The mapping containing all initialized tick information for initialized ticks /// @param tick The tick that will be cleared function clear(mapping(int24 => Tick.Info) storage self, int24 tick) internal { delete self[tick]; } /// @notice Transitions to next tick as needed by price movement /// @param self The mapping containing all tick information for initialized ticks /// @param tick The destination tick of the transition /// @param feeGrowthGlobal0X128 The all-time global fee growth, per unit of liquidity, in token0 /// @param feeGrowthGlobal1X128 The all-time global fee growth, per unit of liquidity, in token1 /// @param secondsPerLiquidityCumulativeX128 The current seconds per liquidity /// @param time The current block.timestamp /// @return liquidityNet The amount of liquidity added (subtracted) when tick is crossed from left to right (right to left) function cross( mapping(int24 => Tick.Info) storage self, int24 tick, uint256 feeGrowthGlobal0X128, uint256 feeGrowthGlobal1X128, uint160 secondsPerLiquidityCumulativeX128, int56 tickCumulative, uint32 time ) internal returns (int128 liquidityNet) { Tick.Info storage info = self[tick]; info.feeGrowthOutside0X128 = feeGrowthGlobal0X128 - info.feeGrowthOutside0X128; info.feeGrowthOutside1X128 = feeGrowthGlobal1X128 - info.feeGrowthOutside1X128; info.secondsPerLiquidityOutsideX128 = secondsPerLiquidityCumulativeX128 - info.secondsPerLiquidityOutsideX128; info.tickCumulativeOutside = tickCumulative - info.tickCumulativeOutside; info.secondsOutside = time - info.secondsOutside; liquidityNet = info.liquidityNet; } } // SPDX-License-Identifier: BUSL-1.1 pragma solidity >=0.5.0; import './BitMath.sol'; /// @title Packed tick initialized state library /// @notice Stores a packed mapping of tick index to its initialized state /// @dev The mapping uses int16 for keys since ticks are represented as int24 and there are 256 (2^8) values per word. library TickBitmap { /// @notice Computes the position in the mapping where the initialized bit for a tick lives /// @param tick The tick for which to compute the position /// @return wordPos The key in the mapping containing the word in which the bit is stored /// @return bitPos The bit position in the word where the flag is stored function position(int24 tick) private pure returns (int16 wordPos, uint8 bitPos) { wordPos = int16(tick >> 8); bitPos = uint8(tick % 256); } /// @notice Flips the initialized state for a given tick from false to true, or vice versa /// @param self The mapping in which to flip the tick /// @param tick The tick to flip /// @param tickSpacing The spacing between usable ticks function flipTick( mapping(int16 => uint256) storage self, int24 tick, int24 tickSpacing ) internal { require(tick % tickSpacing == 0); // ensure that the tick is spaced (int16 wordPos, uint8 bitPos) = position(tick / tickSpacing); uint256 mask = 1 << bitPos; self[wordPos] ^= mask; } /// @notice Returns the next initialized tick contained in the same word (or adjacent word) as the tick that is either /// to the left (less than or equal to) or right (greater than) of the given tick /// @param self The mapping in which to compute the next initialized tick /// @param tick The starting tick /// @param tickSpacing The spacing between usable ticks /// @param lte Whether to search for the next initialized tick to the left (less than or equal to the starting tick) /// @return next The next initialized or uninitialized tick up to 256 ticks away from the current tick /// @return initialized Whether the next tick is initialized, as the function only searches within up to 256 ticks function nextInitializedTickWithinOneWord( mapping(int16 => uint256) storage self, int24 tick, int24 tickSpacing, bool lte ) internal view returns (int24 next, bool initialized) { int24 compressed = tick / tickSpacing; if (tick < 0 && tick % tickSpacing != 0) compressed--; // round towards negative infinity if (lte) { (int16 wordPos, uint8 bitPos) = position(compressed); // all the 1s at or to the right of the current bitPos uint256 mask = (1 << bitPos) - 1 + (1 << bitPos); uint256 masked = self[wordPos] & mask; // if there are no initialized ticks to the right of or at the current tick, return rightmost in the word initialized = masked != 0; // overflow/underflow is possible, but prevented externally by limiting both tickSpacing and tick next = initialized ? (compressed - int24(bitPos - BitMath.mostSignificantBit(masked))) * tickSpacing : (compressed - int24(bitPos)) * tickSpacing; } else { // start from the word of the next tick, since the current tick state doesn't matter (int16 wordPos, uint8 bitPos) = position(compressed + 1); // all the 1s at or to the left of the bitPos uint256 mask = ~((1 << bitPos) - 1); uint256 masked = self[wordPos] & mask; // if there are no initialized ticks to the left of the current tick, return leftmost in the word initialized = masked != 0; // overflow/underflow is possible, but prevented externally by limiting both tickSpacing and tick next = initialized ? (compressed + 1 + int24(BitMath.leastSignificantBit(masked) - bitPos)) * tickSpacing : (compressed + 1 + int24(type(uint8).max - bitPos)) * tickSpacing; } } } // SPDX-License-Identifier: BUSL-1.1 pragma solidity >=0.5.0; import './FullMath.sol'; import './FixedPoint128.sol'; import './LiquidityMath.sol'; /// @title Position /// @notice Positions represent an owner address' liquidity between a lower and upper tick boundary /// @dev Positions store additional state for tracking fees owed to the position library Position { // info stored for each user's position struct Info { // the amount of liquidity owned by this position uint128 liquidity; // fee growth per unit of liquidity as of the last update to liquidity or fees owed uint256 feeGrowthInside0LastX128; uint256 feeGrowthInside1LastX128; // the fees owed to the position owner in token0/token1 uint128 tokensOwed0; uint128 tokensOwed1; } /// @notice Returns the Info struct of a position, given an owner and position boundaries /// @param self The mapping containing all user positions /// @param owner The address of the position owner /// @param tickLower The lower tick boundary of the position /// @param tickUpper The upper tick boundary of the position /// @return position The position info struct of the given owners' position function get( mapping(bytes32 => Info) storage self, address owner, int24 tickLower, int24 tickUpper ) internal view returns (Position.Info storage position) { position = self[keccak256(abi.encodePacked(owner, tickLower, tickUpper))]; } /// @notice Credits accumulated fees to a user's position /// @param self The individual position to update /// @param liquidityDelta The change in pool liquidity as a result of the position update /// @param feeGrowthInside0X128 The all-time fee growth in token0, per unit of liquidity, inside the position's tick boundaries /// @param feeGrowthInside1X128 The all-time fee growth in token1, per unit of liquidity, inside the position's tick boundaries function update( Info storage self, int128 liquidityDelta, uint256 feeGrowthInside0X128, uint256 feeGrowthInside1X128 ) internal { Info memory _self = self; uint128 liquidityNext; if (liquidityDelta == 0) { require(_self.liquidity > 0, 'NP'); // disallow pokes for 0 liquidity positions liquidityNext = _self.liquidity; } else { liquidityNext = LiquidityMath.addDelta(_self.liquidity, liquidityDelta); } // calculate accumulated fees uint128 tokensOwed0 = uint128( FullMath.mulDiv( feeGrowthInside0X128 - _self.feeGrowthInside0LastX128, _self.liquidity, FixedPoint128.Q128 ) ); uint128 tokensOwed1 = uint128( FullMath.mulDiv( feeGrowthInside1X128 - _self.feeGrowthInside1LastX128, _self.liquidity, FixedPoint128.Q128 ) ); // update the position if (liquidityDelta != 0) self.liquidity = liquidityNext; self.feeGrowthInside0LastX128 = feeGrowthInside0X128; self.feeGrowthInside1LastX128 = feeGrowthInside1X128; if (tokensOwed0 > 0 || tokensOwed1 > 0) { // overflow is acceptable, have to withdraw before you hit type(uint128).max fees self.tokensOwed0 += tokensOwed0; self.tokensOwed1 += tokensOwed1; } } } // SPDX-License-Identifier: BUSL-1.1 pragma solidity >=0.5.0; /// @title Oracle /// @notice Provides price and liquidity data useful for a wide variety of system designs /// @dev Instances of stored oracle data, "observations", are collected in the oracle array /// Every pool is initialized with an oracle array length of 1. Anyone can pay the SSTOREs to increase the /// maximum length of the oracle array. New slots will be added when the array is fully populated. /// Observations are overwritten when the full length of the oracle array is populated. /// The most recent observation is available, independent of the length of the oracle array, by passing 0 to observe() library Oracle { struct Observation { // the block timestamp of the observation uint32 blockTimestamp; // the tick accumulator, i.e. tick * time elapsed since the pool was first initialized int56 tickCumulative; // the seconds per liquidity, i.e. seconds elapsed / max(1, liquidity) since the pool was first initialized uint160 secondsPerLiquidityCumulativeX128; // whether or not the observation is initialized bool initialized; } /// @notice Transforms a previous observation into a new observation, given the passage of time and the current tick and liquidity values /// @dev blockTimestamp _must_ be chronologically equal to or greater than last.blockTimestamp, safe for 0 or 1 overflows /// @param last The specified observation to be transformed /// @param blockTimestamp The timestamp of the new observation /// @param tick The active tick at the time of the new observation /// @param liquidity The total in-range liquidity at the time of the new observation /// @return Observation The newly populated observation function transform( Observation memory last, uint32 blockTimestamp, int24 tick, uint128 liquidity ) private pure returns (Observation memory) { uint32 delta = blockTimestamp - last.blockTimestamp; return Observation({ blockTimestamp: blockTimestamp, tickCumulative: last.tickCumulative + int56(tick) * delta, secondsPerLiquidityCumulativeX128: last.secondsPerLiquidityCumulativeX128 + ((uint160(delta) << 128) / (liquidity > 0 ? liquidity : 1)), initialized: true }); } /// @notice Initialize the oracle array by writing the first slot. Called once for the lifecycle of the observations array /// @param self The stored oracle array /// @param time The time of the oracle initialization, via block.timestamp truncated to uint32 /// @return cardinality The number of populated elements in the oracle array /// @return cardinalityNext The new length of the oracle array, independent of population function initialize(Observation[65535] storage self, uint32 time) internal returns (uint16 cardinality, uint16 cardinalityNext) { self[0] = Observation({ blockTimestamp: time, tickCumulative: 0, secondsPerLiquidityCumulativeX128: 0, initialized: true }); return (1, 1); } /// @notice Writes an oracle observation to the array /// @dev Writable at most once per block. Index represents the most recently written element. cardinality and index must be tracked externally. /// If the index is at the end of the allowable array length (according to cardinality), and the next cardinality /// is greater than the current one, cardinality may be increased. This restriction is created to preserve ordering. /// @param self The stored oracle array /// @param index The index of the observation that was most recently written to the observations array /// @param blockTimestamp The timestamp of the new observation /// @param tick The active tick at the time of the new observation /// @param liquidity The total in-range liquidity at the time of the new observation /// @param cardinality The number of populated elements in the oracle array /// @param cardinalityNext The new length of the oracle array, independent of population /// @return indexUpdated The new index of the most recently written element in the oracle array /// @return cardinalityUpdated The new cardinality of the oracle array function write( Observation[65535] storage self, uint16 index, uint32 blockTimestamp, int24 tick, uint128 liquidity, uint16 cardinality, uint16 cardinalityNext ) internal returns (uint16 indexUpdated, uint16 cardinalityUpdated) { Observation memory last = self[index]; // early return if we've already written an observation this block if (last.blockTimestamp == blockTimestamp) return (index, cardinality); // if the conditions are right, we can bump the cardinality if (cardinalityNext > cardinality && index == (cardinality - 1)) { cardinalityUpdated = cardinalityNext; } else { cardinalityUpdated = cardinality; } indexUpdated = (index + 1) % cardinalityUpdated; self[indexUpdated] = transform(last, blockTimestamp, tick, liquidity); } /// @notice Prepares the oracle array to store up to `next` observations /// @param self The stored oracle array /// @param current The current next cardinality of the oracle array /// @param next The proposed next cardinality which will be populated in the oracle array /// @return next The next cardinality which will be populated in the oracle array function grow( Observation[65535] storage self, uint16 current, uint16 next ) internal returns (uint16) { require(current > 0, 'I'); // no-op if the passed next value isn't greater than the current next value if (next <= current) return current; // store in each slot to prevent fresh SSTOREs in swaps // this data will not be used because the initialized boolean is still false for (uint16 i = current; i < next; i++) self[i].blockTimestamp = 1; return next; } /// @notice comparator for 32-bit timestamps /// @dev safe for 0 or 1 overflows, a and b _must_ be chronologically before or equal to time /// @param time A timestamp truncated to 32 bits /// @param a A comparison timestamp from which to determine the relative position of `time` /// @param b From which to determine the relative position of `time` /// @return bool Whether `a` is chronologically <= `b` function lte( uint32 time, uint32 a, uint32 b ) private pure returns (bool) { // if there hasn't been overflow, no need to adjust if (a <= time && b <= time) return a <= b; uint256 aAdjusted = a > time ? a : a + 2**32; uint256 bAdjusted = b > time ? b : b + 2**32; return aAdjusted <= bAdjusted; } /// @notice Fetches the observations beforeOrAt and atOrAfter a target, i.e. where [beforeOrAt, atOrAfter] is satisfied. /// The result may be the same observation, or adjacent observations. /// @dev The answer must be contained in the array, used when the target is located within the stored observation /// boundaries: older than the most recent observation and younger, or the same age as, the oldest observation /// @param self The stored oracle array /// @param time The current block.timestamp /// @param target The timestamp at which the reserved observation should be for /// @param index The index of the observation that was most recently written to the observations array /// @param cardinality The number of populated elements in the oracle array /// @return beforeOrAt The observation recorded before, or at, the target /// @return atOrAfter The observation recorded at, or after, the target function binarySearch( Observation[65535] storage self, uint32 time, uint32 target, uint16 index, uint16 cardinality ) private view returns (Observation memory beforeOrAt, Observation memory atOrAfter) { uint256 l = (index + 1) % cardinality; // oldest observation uint256 r = l + cardinality - 1; // newest observation uint256 i; while (true) { i = (l + r) / 2; beforeOrAt = self[i % cardinality]; // we've landed on an uninitialized tick, keep searching higher (more recently) if (!beforeOrAt.initialized) { l = i + 1; continue; } atOrAfter = self[(i + 1) % cardinality]; bool targetAtOrAfter = lte(time, beforeOrAt.blockTimestamp, target); // check if we've found the answer! if (targetAtOrAfter && lte(time, target, atOrAfter.blockTimestamp)) break; if (!targetAtOrAfter) r = i - 1; else l = i + 1; } } /// @notice Fetches the observations beforeOrAt and atOrAfter a given target, i.e. where [beforeOrAt, atOrAfter] is satisfied /// @dev Assumes there is at least 1 initialized observation. /// Used by observeSingle() to compute the counterfactual accumulator values as of a given block timestamp. /// @param self The stored oracle array /// @param time The current block.timestamp /// @param target The timestamp at which the reserved observation should be for /// @param tick The active tick at the time of the returned or simulated observation /// @param index The index of the observation that was most recently written to the observations array /// @param liquidity The total pool liquidity at the time of the call /// @param cardinality The number of populated elements in the oracle array /// @return beforeOrAt The observation which occurred at, or before, the given timestamp /// @return atOrAfter The observation which occurred at, or after, the given timestamp function getSurroundingObservations( Observation[65535] storage self, uint32 time, uint32 target, int24 tick, uint16 index, uint128 liquidity, uint16 cardinality ) private view returns (Observation memory beforeOrAt, Observation memory atOrAfter) { // optimistically set before to the newest observation beforeOrAt = self[index]; // if the target is chronologically at or after the newest observation, we can early return if (lte(time, beforeOrAt.blockTimestamp, target)) { if (beforeOrAt.blockTimestamp == target) { // if newest observation equals target, we're in the same block, so we can ignore atOrAfter return (beforeOrAt, atOrAfter); } else { // otherwise, we need to transform return (beforeOrAt, transform(beforeOrAt, target, tick, liquidity)); } } // now, set before to the oldest observation beforeOrAt = self[(index + 1) % cardinality]; if (!beforeOrAt.initialized) beforeOrAt = self[0]; // ensure that the target is chronologically at or after the oldest observation require(lte(time, beforeOrAt.blockTimestamp, target), 'OLD'); // if we've reached this point, we have to binary search return binarySearch(self, time, target, index, cardinality); } /// @dev Reverts if an observation at or before the desired observation timestamp does not exist. /// 0 may be passed as `secondsAgo' to return the current cumulative values. /// If called with a timestamp falling between two observations, returns the counterfactual accumulator values /// at exactly the timestamp between the two observations. /// @param self The stored oracle array /// @param time The current block timestamp /// @param secondsAgo The amount of time to look back, in seconds, at which point to return an observation /// @param tick The current tick /// @param index The index of the observation that was most recently written to the observations array /// @param liquidity The current in-range pool liquidity /// @param cardinality The number of populated elements in the oracle array /// @return tickCumulative The tick * time elapsed since the pool was first initialized, as of `secondsAgo` /// @return secondsPerLiquidityCumulativeX128 The time elapsed / max(1, liquidity) since the pool was first initialized, as of `secondsAgo` function observeSingle( Observation[65535] storage self, uint32 time, uint32 secondsAgo, int24 tick, uint16 index, uint128 liquidity, uint16 cardinality ) internal view returns (int56 tickCumulative, uint160 secondsPerLiquidityCumulativeX128) { if (secondsAgo == 0) { Observation memory last = self[index]; if (last.blockTimestamp != time) last = transform(last, time, tick, liquidity); return (last.tickCumulative, last.secondsPerLiquidityCumulativeX128); } uint32 target = time - secondsAgo; (Observation memory beforeOrAt, Observation memory atOrAfter) = getSurroundingObservations(self, time, target, tick, index, liquidity, cardinality); if (target == beforeOrAt.blockTimestamp) { // we're at the left boundary return (beforeOrAt.tickCumulative, beforeOrAt.secondsPerLiquidityCumulativeX128); } else if (target == atOrAfter.blockTimestamp) { // we're at the right boundary return (atOrAfter.tickCumulative, atOrAfter.secondsPerLiquidityCumulativeX128); } else { // we're in the middle uint32 observationTimeDelta = atOrAfter.blockTimestamp - beforeOrAt.blockTimestamp; uint32 targetDelta = target - beforeOrAt.blockTimestamp; return ( beforeOrAt.tickCumulative + ((atOrAfter.tickCumulative - beforeOrAt.tickCumulative) / observationTimeDelta) * targetDelta, beforeOrAt.secondsPerLiquidityCumulativeX128 + uint160( (uint256( atOrAfter.secondsPerLiquidityCumulativeX128 - beforeOrAt.secondsPerLiquidityCumulativeX128 ) * targetDelta) / observationTimeDelta ) ); } } /// @notice Returns the accumulator values as of each time seconds ago from the given time in the array of `secondsAgos` /// @dev Reverts if `secondsAgos` > oldest observation /// @param self The stored oracle array /// @param time The current block.timestamp /// @param secondsAgos Each amount of time to look back, in seconds, at which point to return an observation /// @param tick The current tick /// @param index The index of the observation that was most recently written to the observations array /// @param liquidity The current in-range pool liquidity /// @param cardinality The number of populated elements in the oracle array /// @return tickCumulatives The tick * time elapsed since the pool was first initialized, as of each `secondsAgo` /// @return secondsPerLiquidityCumulativeX128s The cumulative seconds / max(1, liquidity) since the pool was first initialized, as of each `secondsAgo` function observe( Observation[65535] storage self, uint32 time, uint32[] memory secondsAgos, int24 tick, uint16 index, uint128 liquidity, uint16 cardinality ) internal view returns (int56[] memory tickCumulatives, uint160[] memory secondsPerLiquidityCumulativeX128s) { require(cardinality > 0, 'I'); tickCumulatives = new int56[](secondsAgos.length); secondsPerLiquidityCumulativeX128s = new uint160[](secondsAgos.length); for (uint256 i = 0; i < secondsAgos.length; i++) { (tickCumulatives[i], secondsPerLiquidityCumulativeX128s[i]) = observeSingle( self, time, secondsAgos[i], tick, index, liquidity, cardinality ); } } } // SPDX-License-Identifier: MIT pragma solidity >=0.4.0; /// @title Contains 512-bit math functions /// @notice Facilitates multiplication and division that can have overflow of an intermediate value without any loss of precision /// @dev Handles "phantom overflow" i.e., allows multiplication and division where an intermediate value overflows 256 bits library FullMath { /// @notice Calculates floor(a×b÷denominator) with full precision. Throws if result overflows a uint256 or denominator == 0 /// @param a The multiplicand /// @param b The multiplier /// @param denominator The divisor /// @return result The 256-bit result /// @dev Credit to Remco Bloemen under MIT license https://xn--2-umb.com/21/muldiv function mulDiv( uint256 a, uint256 b, uint256 denominator ) internal pure returns (uint256 result) { // 512-bit multiply [prod1 prod0] = a * b // Compute the product mod 2**256 and mod 2**256 - 1 // then use the Chinese Remainder Theorem to reconstruct // the 512 bit result. The result is stored in two 256 // variables such that product = prod1 * 2**256 + prod0 uint256 prod0; // Least significant 256 bits of the product uint256 prod1; // Most significant 256 bits of the product assembly { let mm := mulmod(a, b, not(0)) prod0 := mul(a, b) prod1 := sub(sub(mm, prod0), lt(mm, prod0)) } // Handle non-overflow cases, 256 by 256 division if (prod1 == 0) { require(denominator > 0); assembly { result := div(prod0, denominator) } return result; } // Make sure the result is less than 2**256. // Also prevents denominator == 0 require(denominator > prod1); /////////////////////////////////////////////// // 512 by 256 division. /////////////////////////////////////////////// // Make division exact by subtracting the remainder from [prod1 prod0] // Compute remainder using mulmod uint256 remainder; assembly { remainder := mulmod(a, b, denominator) } // Subtract 256 bit number from 512 bit number assembly { prod1 := sub(prod1, gt(remainder, prod0)) prod0 := sub(prod0, remainder) } // Factor powers of two out of denominator // Compute largest power of two divisor of denominator. // Always >= 1. uint256 twos = -denominator & denominator; // Divide denominator by power of two assembly { denominator := div(denominator, twos) } // Divide [prod1 prod0] by the factors of two assembly { prod0 := div(prod0, twos) } // Shift in bits from prod1 into prod0. For this we need // to flip `twos` such that it is 2**256 / twos. // If twos is zero, then it becomes one assembly { twos := add(div(sub(0, twos), twos), 1) } prod0 |= prod1 * twos; // Invert denominator mod 2**256 // Now that denominator is an odd number, it has an inverse // modulo 2**256 such that denominator * inv = 1 mod 2**256. // Compute the inverse by starting with a seed that is correct // correct for four bits. That is, denominator * inv = 1 mod 2**4 uint256 inv = (3 * denominator) ^ 2; // Now use Newton-Raphson iteration to improve the precision. // Thanks to Hensel's lifting lemma, this also works in modular // arithmetic, doubling the correct bits in each step. inv *= 2 - denominator * inv; // inverse mod 2**8 inv *= 2 - denominator * inv; // inverse mod 2**16 inv *= 2 - denominator * inv; // inverse mod 2**32 inv *= 2 - denominator * inv; // inverse mod 2**64 inv *= 2 - denominator * inv; // inverse mod 2**128 inv *= 2 - denominator * inv; // inverse mod 2**256 // Because the division is now exact we can divide by multiplying // with the modular inverse of denominator. This will give us the // correct result modulo 2**256. Since the precoditions guarantee // that the outcome is less than 2**256, this is the final result. // We don't need to compute the high bits of the result and prod1 // is no longer required. result = prod0 * inv; return result; } /// @notice Calculates ceil(a×b÷denominator) with full precision. Throws if result overflows a uint256 or denominator == 0 /// @param a The multiplicand /// @param b The multiplier /// @param denominator The divisor /// @return result The 256-bit result function mulDivRoundingUp( uint256 a, uint256 b, uint256 denominator ) internal pure returns (uint256 result) { result = mulDiv(a, b, denominator); if (mulmod(a, b, denominator) > 0) { require(result < type(uint256).max); result++; } } } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.4.0; /// @title FixedPoint128 /// @notice A library for handling binary fixed point numbers, see https://en.wikipedia.org/wiki/Q_(number_format) library FixedPoint128 { uint256 internal constant Q128 = 0x100000000000000000000000000000000; } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.6.0; import '../interfaces/IERC20Minimal.sol'; /// @title TransferHelper /// @notice Contains helper methods for interacting with ERC20 tokens that do not consistently return true/false library TransferHelper { /// @notice Transfers tokens from msg.sender to a recipient /// @dev Calls transfer on token contract, errors with TF if transfer fails /// @param token The contract address of the token which will be transferred /// @param to The recipient of the transfer /// @param value The value of the transfer function safeTransfer( address token, address to, uint256 value ) internal { (bool success, bytes memory data) = token.call(abi.encodeWithSelector(IERC20Minimal.transfer.selector, to, value)); require(success && (data.length == 0 || abi.decode(data, (bool))), 'TF'); } } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; /// @title Math library for computing sqrt prices from ticks and vice versa /// @notice Computes sqrt price for ticks of size 1.0001, i.e. sqrt(1.0001^tick) as fixed point Q64.96 numbers. Supports /// prices between 2**-128 and 2**128 library TickMath { /// @dev The minimum tick that may be passed to #getSqrtRatioAtTick computed from log base 1.0001 of 2**-128 int24 internal constant MIN_TICK = -887272; /// @dev The maximum tick that may be passed to #getSqrtRatioAtTick computed from log base 1.0001 of 2**128 int24 internal constant MAX_TICK = -MIN_TICK; /// @dev The minimum value that can be returned from #getSqrtRatioAtTick. Equivalent to getSqrtRatioAtTick(MIN_TICK) uint160 internal constant MIN_SQRT_RATIO = 4295128739; /// @dev The maximum value that can be returned from #getSqrtRatioAtTick. Equivalent to getSqrtRatioAtTick(MAX_TICK) uint160 internal constant MAX_SQRT_RATIO = 1461446703485210103287273052203988822378723970342; /// @notice Calculates sqrt(1.0001^tick) * 2^96 /// @dev Throws if |tick| > max tick /// @param tick The input tick for the above formula /// @return sqrtPriceX96 A Fixed point Q64.96 number representing the sqrt of the ratio of the two assets (token1/token0) /// at the given tick function getSqrtRatioAtTick(int24 tick) internal pure returns (uint160 sqrtPriceX96) { uint256 absTick = tick < 0 ? uint256(-int256(tick)) : uint256(int256(tick)); require(absTick <= uint256(MAX_TICK), 'T'); uint256 ratio = absTick & 0x1 != 0 ? 0xfffcb933bd6fad37aa2d162d1a594001 : 0x100000000000000000000000000000000; if (absTick & 0x2 != 0) ratio = (ratio * 0xfff97272373d413259a46990580e213a) >> 128; if (absTick & 0x4 != 0) ratio = (ratio * 0xfff2e50f5f656932ef12357cf3c7fdcc) >> 128; if (absTick & 0x8 != 0) ratio = (ratio * 0xffe5caca7e10e4e61c3624eaa0941cd0) >> 128; if (absTick & 0x10 != 0) ratio = (ratio * 0xffcb9843d60f6159c9db58835c926644) >> 128; if (absTick & 0x20 != 0) ratio = (ratio * 0xff973b41fa98c081472e6896dfb254c0) >> 128; if (absTick & 0x40 != 0) ratio = (ratio * 0xff2ea16466c96a3843ec78b326b52861) >> 128; if (absTick & 0x80 != 0) ratio = (ratio * 0xfe5dee046a99a2a811c461f1969c3053) >> 128; if (absTick & 0x100 != 0) ratio = (ratio * 0xfcbe86c7900a88aedcffc83b479aa3a4) >> 128; if (absTick & 0x200 != 0) ratio = (ratio * 0xf987a7253ac413176f2b074cf7815e54) >> 128; if (absTick & 0x400 != 0) ratio = (ratio * 0xf3392b0822b70005940c7a398e4b70f3) >> 128; if (absTick & 0x800 != 0) ratio = (ratio * 0xe7159475a2c29b7443b29c7fa6e889d9) >> 128; if (absTick & 0x1000 != 0) ratio = (ratio * 0xd097f3bdfd2022b8845ad8f792aa5825) >> 128; if (absTick & 0x2000 != 0) ratio = (ratio * 0xa9f746462d870fdf8a65dc1f90e061e5) >> 128; if (absTick & 0x4000 != 0) ratio = (ratio * 0x70d869a156d2a1b890bb3df62baf32f7) >> 128; if (absTick & 0x8000 != 0) ratio = (ratio * 0x31be135f97d08fd981231505542fcfa6) >> 128; if (absTick & 0x10000 != 0) ratio = (ratio * 0x9aa508b5b7a84e1c677de54f3e99bc9) >> 128; if (absTick & 0x20000 != 0) ratio = (ratio * 0x5d6af8dedb81196699c329225ee604) >> 128; if (absTick & 0x40000 != 0) ratio = (ratio * 0x2216e584f5fa1ea926041bedfe98) >> 128; if (absTick & 0x80000 != 0) ratio = (ratio * 0x48a170391f7dc42444e8fa2) >> 128; if (tick > 0) ratio = type(uint256).max / ratio; // this divides by 1<<32 rounding up to go from a Q128.128 to a Q128.96. // we then downcast because we know the result always fits within 160 bits due to our tick input constraint // we round up in the division so getTickAtSqrtRatio of the output price is always consistent sqrtPriceX96 = uint160((ratio >> 32) + (ratio % (1 << 32) == 0 ? 0 : 1)); } /// @notice Calculates the greatest tick value such that getRatioAtTick(tick) <= ratio /// @dev Throws in case sqrtPriceX96 < MIN_SQRT_RATIO, as MIN_SQRT_RATIO is the lowest value getRatioAtTick may /// ever return. /// @param sqrtPriceX96 The sqrt ratio for which to compute the tick as a Q64.96 /// @return tick The greatest tick for which the ratio is less than or equal to the input ratio function getTickAtSqrtRatio(uint160 sqrtPriceX96) internal pure returns (int24 tick) { // second inequality must be < because the price can never reach the price at the max tick require(sqrtPriceX96 >= MIN_SQRT_RATIO && sqrtPriceX96 < MAX_SQRT_RATIO, 'R'); uint256 ratio = uint256(sqrtPriceX96) << 32; uint256 r = ratio; uint256 msb = 0; assembly { let f := shl(7, gt(r, 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF)) msb := or(msb, f) r := shr(f, r) } assembly { let f := shl(6, gt(r, 0xFFFFFFFFFFFFFFFF)) msb := or(msb, f) r := shr(f, r) } assembly { let f := shl(5, gt(r, 0xFFFFFFFF)) msb := or(msb, f) r := shr(f, r) } assembly { let f := shl(4, gt(r, 0xFFFF)) msb := or(msb, f) r := shr(f, r) } assembly { let f := shl(3, gt(r, 0xFF)) msb := or(msb, f) r := shr(f, r) } assembly { let f := shl(2, gt(r, 0xF)) msb := or(msb, f) r := shr(f, r) } assembly { let f := shl(1, gt(r, 0x3)) msb := or(msb, f) r := shr(f, r) } assembly { let f := gt(r, 0x1) msb := or(msb, f) } if (msb >= 128) r = ratio >> (msb - 127); else r = ratio << (127 - msb); int256 log_2 = (int256(msb) - 128) << 64; assembly { r := shr(127, mul(r, r)) let f := shr(128, r) log_2 := or(log_2, shl(63, f)) r := shr(f, r) } assembly { r := shr(127, mul(r, r)) let f := shr(128, r) log_2 := or(log_2, shl(62, f)) r := shr(f, r) } assembly { r := shr(127, mul(r, r)) let f := shr(128, r) log_2 := or(log_2, shl(61, f)) r := shr(f, r) } assembly { r := shr(127, mul(r, r)) let f := shr(128, r) log_2 := or(log_2, shl(60, f)) r := shr(f, r) } assembly { r := shr(127, mul(r, r)) let f := shr(128, r) log_2 := or(log_2, shl(59, f)) r := shr(f, r) } assembly { r := shr(127, mul(r, r)) let f := shr(128, r) log_2 := or(log_2, shl(58, f)) r := shr(f, r) } assembly { r := shr(127, mul(r, r)) let f := shr(128, r) log_2 := or(log_2, shl(57, f)) r := shr(f, r) } assembly { r := shr(127, mul(r, r)) let f := shr(128, r) log_2 := or(log_2, shl(56, f)) r := shr(f, r) } assembly { r := shr(127, mul(r, r)) let f := shr(128, r) log_2 := or(log_2, shl(55, f)) r := shr(f, r) } assembly { r := shr(127, mul(r, r)) let f := shr(128, r) log_2 := or(log_2, shl(54, f)) r := shr(f, r) } assembly { r := shr(127, mul(r, r)) let f := shr(128, r) log_2 := or(log_2, shl(53, f)) r := shr(f, r) } assembly { r := shr(127, mul(r, r)) let f := shr(128, r) log_2 := or(log_2, shl(52, f)) r := shr(f, r) } assembly { r := shr(127, mul(r, r)) let f := shr(128, r) log_2 := or(log_2, shl(51, f)) r := shr(f, r) } assembly { r := shr(127, mul(r, r)) let f := shr(128, r) log_2 := or(log_2, shl(50, f)) } int256 log_sqrt10001 = log_2 * 255738958999603826347141; // 128.128 number int24 tickLow = int24((log_sqrt10001 - 3402992956809132418596140100660247210) >> 128); int24 tickHi = int24((log_sqrt10001 + 291339464771989622907027621153398088495) >> 128); tick = tickLow == tickHi ? tickLow : getSqrtRatioAtTick(tickHi) <= sqrtPriceX96 ? tickHi : tickLow; } } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; /// @title Math library for liquidity library LiquidityMath { /// @notice Add a signed liquidity delta to liquidity and revert if it overflows or underflows /// @param x The liquidity before change /// @param y The delta by which liquidity should be changed /// @return z The liquidity delta function addDelta(uint128 x, int128 y) internal pure returns (uint128 z) { if (y < 0) { require((z = x - uint128(-y)) < x, 'LS'); } else { require((z = x + uint128(y)) >= x, 'LA'); } } } // SPDX-License-Identifier: BUSL-1.1 pragma solidity >=0.5.0; import './LowGasSafeMath.sol'; import './SafeCast.sol'; import './FullMath.sol'; import './UnsafeMath.sol'; import './FixedPoint96.sol'; /// @title Functions based on Q64.96 sqrt price and liquidity /// @notice Contains the math that uses square root of price as a Q64.96 and liquidity to compute deltas library SqrtPriceMath { using LowGasSafeMath for uint256; using SafeCast for uint256; /// @notice Gets the next sqrt price given a delta of token0 /// @dev Always rounds up, because in the exact output case (increasing price) we need to move the price at least /// far enough to get the desired output amount, and in the exact input case (decreasing price) we need to move the /// price less in order to not send too much output. /// The most precise formula for this is liquidity * sqrtPX96 / (liquidity +- amount * sqrtPX96), /// if this is impossible because of overflow, we calculate liquidity / (liquidity / sqrtPX96 +- amount). /// @param sqrtPX96 The starting price, i.e. before accounting for the token0 delta /// @param liquidity The amount of usable liquidity /// @param amount How much of token0 to add or remove from virtual reserves /// @param add Whether to add or remove the amount of token0 /// @return The price after adding or removing amount, depending on add function getNextSqrtPriceFromAmount0RoundingUp( uint160 sqrtPX96, uint128 liquidity, uint256 amount, bool add ) internal pure returns (uint160) { // we short circuit amount == 0 because the result is otherwise not guaranteed to equal the input price if (amount == 0) return sqrtPX96; uint256 numerator1 = uint256(liquidity) << FixedPoint96.RESOLUTION; if (add) { uint256 product; if ((product = amount * sqrtPX96) / amount == sqrtPX96) { uint256 denominator = numerator1 + product; if (denominator >= numerator1) // always fits in 160 bits return uint160(FullMath.mulDivRoundingUp(numerator1, sqrtPX96, denominator)); } return uint160(UnsafeMath.divRoundingUp(numerator1, (numerator1 / sqrtPX96).add(amount))); } else { uint256 product; // if the product overflows, we know the denominator underflows // in addition, we must check that the denominator does not underflow require((product = amount * sqrtPX96) / amount == sqrtPX96 && numerator1 > product); uint256 denominator = numerator1 - product; return FullMath.mulDivRoundingUp(numerator1, sqrtPX96, denominator).toUint160(); } } /// @notice Gets the next sqrt price given a delta of token1 /// @dev Always rounds down, because in the exact output case (decreasing price) we need to move the price at least /// far enough to get the desired output amount, and in the exact input case (increasing price) we need to move the /// price less in order to not send too much output. /// The formula we compute is within <1 wei of the lossless version: sqrtPX96 +- amount / liquidity /// @param sqrtPX96 The starting price, i.e., before accounting for the token1 delta /// @param liquidity The amount of usable liquidity /// @param amount How much of token1 to add, or remove, from virtual reserves /// @param add Whether to add, or remove, the amount of token1 /// @return The price after adding or removing `amount` function getNextSqrtPriceFromAmount1RoundingDown( uint160 sqrtPX96, uint128 liquidity, uint256 amount, bool add ) internal pure returns (uint160) { // if we're adding (subtracting), rounding down requires rounding the quotient down (up) // in both cases, avoid a mulDiv for most inputs if (add) { uint256 quotient = ( amount <= type(uint160).max ? (amount << FixedPoint96.RESOLUTION) / liquidity : FullMath.mulDiv(amount, FixedPoint96.Q96, liquidity) ); return uint256(sqrtPX96).add(quotient).toUint160(); } else { uint256 quotient = ( amount <= type(uint160).max ? UnsafeMath.divRoundingUp(amount << FixedPoint96.RESOLUTION, liquidity) : FullMath.mulDivRoundingUp(amount, FixedPoint96.Q96, liquidity) ); require(sqrtPX96 > quotient); // always fits 160 bits return uint160(sqrtPX96 - quotient); } } /// @notice Gets the next sqrt price given an input amount of token0 or token1 /// @dev Throws if price or liquidity are 0, or if the next price is out of bounds /// @param sqrtPX96 The starting price, i.e., before accounting for the input amount /// @param liquidity The amount of usable liquidity /// @param amountIn How much of token0, or token1, is being swapped in /// @param zeroForOne Whether the amount in is token0 or token1 /// @return sqrtQX96 The price after adding the input amount to token0 or token1 function getNextSqrtPriceFromInput( uint160 sqrtPX96, uint128 liquidity, uint256 amountIn, bool zeroForOne ) internal pure returns (uint160 sqrtQX96) { require(sqrtPX96 > 0); require(liquidity > 0); // round to make sure that we don't pass the target price return zeroForOne ? getNextSqrtPriceFromAmount0RoundingUp(sqrtPX96, liquidity, amountIn, true) : getNextSqrtPriceFromAmount1RoundingDown(sqrtPX96, liquidity, amountIn, true); } /// @notice Gets the next sqrt price given an output amount of token0 or token1 /// @dev Throws if price or liquidity are 0 or the next price is out of bounds /// @param sqrtPX96 The starting price before accounting for the output amount /// @param liquidity The amount of usable liquidity /// @param amountOut How much of token0, or token1, is being swapped out /// @param zeroForOne Whether the amount out is token0 or token1 /// @return sqrtQX96 The price after removing the output amount of token0 or token1 function getNextSqrtPriceFromOutput( uint160 sqrtPX96, uint128 liquidity, uint256 amountOut, bool zeroForOne ) internal pure returns (uint160 sqrtQX96) { require(sqrtPX96 > 0); require(liquidity > 0); // round to make sure that we pass the target price return zeroForOne ? getNextSqrtPriceFromAmount1RoundingDown(sqrtPX96, liquidity, amountOut, false) : getNextSqrtPriceFromAmount0RoundingUp(sqrtPX96, liquidity, amountOut, false); } /// @notice Gets the amount0 delta between two prices /// @dev Calculates liquidity / sqrt(lower) - liquidity / sqrt(upper), /// i.e. liquidity * (sqrt(upper) - sqrt(lower)) / (sqrt(upper) * sqrt(lower)) /// @param sqrtRatioAX96 A sqrt price /// @param sqrtRatioBX96 Another sqrt price /// @param liquidity The amount of usable liquidity /// @param roundUp Whether to round the amount up or down /// @return amount0 Amount of token0 required to cover a position of size liquidity between the two passed prices function getAmount0Delta( uint160 sqrtRatioAX96, uint160 sqrtRatioBX96, uint128 liquidity, bool roundUp ) internal pure returns (uint256 amount0) { if (sqrtRatioAX96 > sqrtRatioBX96) (sqrtRatioAX96, sqrtRatioBX96) = (sqrtRatioBX96, sqrtRatioAX96); uint256 numerator1 = uint256(liquidity) << FixedPoint96.RESOLUTION; uint256 numerator2 = sqrtRatioBX96 - sqrtRatioAX96; require(sqrtRatioAX96 > 0); return roundUp ? UnsafeMath.divRoundingUp( FullMath.mulDivRoundingUp(numerator1, numerator2, sqrtRatioBX96), sqrtRatioAX96 ) : FullMath.mulDiv(numerator1, numerator2, sqrtRatioBX96) / sqrtRatioAX96; } /// @notice Gets the amount1 delta between two prices /// @dev Calculates liquidity * (sqrt(upper) - sqrt(lower)) /// @param sqrtRatioAX96 A sqrt price /// @param sqrtRatioBX96 Another sqrt price /// @param liquidity The amount of usable liquidity /// @param roundUp Whether to round the amount up, or down /// @return amount1 Amount of token1 required to cover a position of size liquidity between the two passed prices function getAmount1Delta( uint160 sqrtRatioAX96, uint160 sqrtRatioBX96, uint128 liquidity, bool roundUp ) internal pure returns (uint256 amount1) { if (sqrtRatioAX96 > sqrtRatioBX96) (sqrtRatioAX96, sqrtRatioBX96) = (sqrtRatioBX96, sqrtRatioAX96); return roundUp ? FullMath.mulDivRoundingUp(liquidity, sqrtRatioBX96 - sqrtRatioAX96, FixedPoint96.Q96) : FullMath.mulDiv(liquidity, sqrtRatioBX96 - sqrtRatioAX96, FixedPoint96.Q96); } /// @notice Helper that gets signed token0 delta /// @param sqrtRatioAX96 A sqrt price /// @param sqrtRatioBX96 Another sqrt price /// @param liquidity The change in liquidity for which to compute the amount0 delta /// @return amount0 Amount of token0 corresponding to the passed liquidityDelta between the two prices function getAmount0Delta( uint160 sqrtRatioAX96, uint160 sqrtRatioBX96, int128 liquidity ) internal pure returns (int256 amount0) { return liquidity < 0 ? -getAmount0Delta(sqrtRatioAX96, sqrtRatioBX96, uint128(-liquidity), false).toInt256() : getAmount0Delta(sqrtRatioAX96, sqrtRatioBX96, uint128(liquidity), true).toInt256(); } /// @notice Helper that gets signed token1 delta /// @param sqrtRatioAX96 A sqrt price /// @param sqrtRatioBX96 Another sqrt price /// @param liquidity The change in liquidity for which to compute the amount1 delta /// @return amount1 Amount of token1 corresponding to the passed liquidityDelta between the two prices function getAmount1Delta( uint160 sqrtRatioAX96, uint160 sqrtRatioBX96, int128 liquidity ) internal pure returns (int256 amount1) { return liquidity < 0 ? -getAmount1Delta(sqrtRatioAX96, sqrtRatioBX96, uint128(-liquidity), false).toInt256() : getAmount1Delta(sqrtRatioAX96, sqrtRatioBX96, uint128(liquidity), true).toInt256(); } } // SPDX-License-Identifier: BUSL-1.1 pragma solidity >=0.5.0; import './FullMath.sol'; import './SqrtPriceMath.sol'; /// @title Computes the result of a swap within ticks /// @notice Contains methods for computing the result of a swap within a single tick price range, i.e., a single tick. library SwapMath { /// @notice Computes the result of swapping some amount in, or amount out, given the parameters of the swap /// @dev The fee, plus the amount in, will never exceed the amount remaining if the swap's `amountSpecified` is positive /// @param sqrtRatioCurrentX96 The current sqrt price of the pool /// @param sqrtRatioTargetX96 The price that cannot be exceeded, from which the direction of the swap is inferred /// @param liquidity The usable liquidity /// @param amountRemaining How much input or output amount is remaining to be swapped in/out /// @param feePips The fee taken from the input amount, expressed in hundredths of a bip /// @return sqrtRatioNextX96 The price after swapping the amount in/out, not to exceed the price target /// @return amountIn The amount to be swapped in, of either token0 or token1, based on the direction of the swap /// @return amountOut The amount to be received, of either token0 or token1, based on the direction of the swap /// @return feeAmount The amount of input that will be taken as a fee function computeSwapStep( uint160 sqrtRatioCurrentX96, uint160 sqrtRatioTargetX96, uint128 liquidity, int256 amountRemaining, uint24 feePips ) internal pure returns ( uint160 sqrtRatioNextX96, uint256 amountIn, uint256 amountOut, uint256 feeAmount ) { bool zeroForOne = sqrtRatioCurrentX96 >= sqrtRatioTargetX96; bool exactIn = amountRemaining >= 0; if (exactIn) { uint256 amountRemainingLessFee = FullMath.mulDiv(uint256(amountRemaining), 1e6 - feePips, 1e6); amountIn = zeroForOne ? SqrtPriceMath.getAmount0Delta(sqrtRatioTargetX96, sqrtRatioCurrentX96, liquidity, true) : SqrtPriceMath.getAmount1Delta(sqrtRatioCurrentX96, sqrtRatioTargetX96, liquidity, true); if (amountRemainingLessFee >= amountIn) sqrtRatioNextX96 = sqrtRatioTargetX96; else sqrtRatioNextX96 = SqrtPriceMath.getNextSqrtPriceFromInput( sqrtRatioCurrentX96, liquidity, amountRemainingLessFee, zeroForOne ); } else { amountOut = zeroForOne ? SqrtPriceMath.getAmount1Delta(sqrtRatioTargetX96, sqrtRatioCurrentX96, liquidity, false) : SqrtPriceMath.getAmount0Delta(sqrtRatioCurrentX96, sqrtRatioTargetX96, liquidity, false); if (uint256(-amountRemaining) >= amountOut) sqrtRatioNextX96 = sqrtRatioTargetX96; else sqrtRatioNextX96 = SqrtPriceMath.getNextSqrtPriceFromOutput( sqrtRatioCurrentX96, liquidity, uint256(-amountRemaining), zeroForOne ); } bool max = sqrtRatioTargetX96 == sqrtRatioNextX96; // get the input/output amounts if (zeroForOne) { amountIn = max && exactIn ? amountIn : SqrtPriceMath.getAmount0Delta(sqrtRatioNextX96, sqrtRatioCurrentX96, liquidity, true); amountOut = max && !exactIn ? amountOut : SqrtPriceMath.getAmount1Delta(sqrtRatioNextX96, sqrtRatioCurrentX96, liquidity, false); } else { amountIn = max && exactIn ? amountIn : SqrtPriceMath.getAmount1Delta(sqrtRatioCurrentX96, sqrtRatioNextX96, liquidity, true); amountOut = max && !exactIn ? amountOut : SqrtPriceMath.getAmount0Delta(sqrtRatioCurrentX96, sqrtRatioNextX96, liquidity, false); } // cap the output amount to not exceed the remaining output amount if (!exactIn && amountOut > uint256(-amountRemaining)) { amountOut = uint256(-amountRemaining); } if (exactIn && sqrtRatioNextX96 != sqrtRatioTargetX96) { // we didn't reach the target, so take the remainder of the maximum input as fee feeAmount = uint256(amountRemaining) - amountIn; } else { feeAmount = FullMath.mulDivRoundingUp(amountIn, feePips, 1e6 - feePips); } } } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; /// @title An interface for a contract that is capable of deploying Uniswap V3 Pools /// @notice A contract that constructs a pool must implement this to pass arguments to the pool /// @dev This is used to avoid having constructor arguments in the pool contract, which results in the init code hash /// of the pool being constant allowing the CREATE2 address of the pool to be cheaply computed on-chain interface IUniswapV3PoolDeployer { /// @notice Get the parameters to be used in constructing the pool, set transiently during pool creation. /// @dev Called by the pool constructor to fetch the parameters of the pool /// Returns factory The factory address /// Returns token0 The first token of the pool by address sort order /// Returns token1 The second token of the pool by address sort order /// Returns fee The fee collected upon every swap in the pool, denominated in hundredths of a bip /// Returns tickSpacing The minimum number of ticks between initialized ticks function parameters() external view returns ( address factory, address token0, address token1, uint24 fee, int24 tickSpacing ); } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; /// @title The interface for the Uniswap V3 Factory /// @notice The Uniswap V3 Factory facilitates creation of Uniswap V3 pools and control over the protocol fees interface IUniswapV3Factory { /// @notice Emitted when the owner of the factory is changed /// @param oldOwner The owner before the owner was changed /// @param newOwner The owner after the owner was changed event OwnerChanged(address indexed oldOwner, address indexed newOwner); /// @notice Emitted when a pool is created /// @param token0 The first token of the pool by address sort order /// @param token1 The second token of the pool by address sort order /// @param fee The fee collected upon every swap in the pool, denominated in hundredths of a bip /// @param tickSpacing The minimum number of ticks between initialized ticks /// @param pool The address of the created pool event PoolCreated( address indexed token0, address indexed token1, uint24 indexed fee, int24 tickSpacing, address pool ); /// @notice Emitted when a new fee amount is enabled for pool creation via the factory /// @param fee The enabled fee, denominated in hundredths of a bip /// @param tickSpacing The minimum number of ticks between initialized ticks for pools created with the given fee event FeeAmountEnabled(uint24 indexed fee, int24 indexed tickSpacing); /// @notice Returns the current owner of the factory /// @dev Can be changed by the current owner via setOwner /// @return The address of the factory owner function owner() external view returns (address); /// @notice Returns the tick spacing for a given fee amount, if enabled, or 0 if not enabled /// @dev A fee amount can never be removed, so this value should be hard coded or cached in the calling context /// @param fee The enabled fee, denominated in hundredths of a bip. Returns 0 in case of unenabled fee /// @return The tick spacing function feeAmountTickSpacing(uint24 fee) external view returns (int24); /// @notice Returns the pool address for a given pair of tokens and a fee, or address 0 if it does not exist /// @dev tokenA and tokenB may be passed in either token0/token1 or token1/token0 order /// @param tokenA The contract address of either token0 or token1 /// @param tokenB The contract address of the other token /// @param fee The fee collected upon every swap in the pool, denominated in hundredths of a bip /// @return pool The pool address function getPool( address tokenA, address tokenB, uint24 fee ) external view returns (address pool); /// @notice Creates a pool for the given two tokens and fee /// @param tokenA One of the two tokens in the desired pool /// @param tokenB The other of the two tokens in the desired pool /// @param fee The desired fee for the pool /// @dev tokenA and tokenB may be passed in either order: token0/token1 or token1/token0. tickSpacing is retrieved /// from the fee. The call will revert if the pool already exists, the fee is invalid, or the token arguments /// are invalid. /// @return pool The address of the newly created pool function createPool( address tokenA, address tokenB, uint24 fee ) external returns (address pool); /// @notice Updates the owner of the factory /// @dev Must be called by the current owner /// @param _owner The new owner of the factory function setOwner(address _owner) external; /// @notice Enables a fee amount with the given tickSpacing /// @dev Fee amounts may never be removed once enabled /// @param fee The fee amount to enable, denominated in hundredths of a bip (i.e. 1e-6) /// @param tickSpacing The spacing between ticks to be enforced for all pools created with the given fee amount function enableFeeAmount(uint24 fee, int24 tickSpacing) external; } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; /// @title Minimal ERC20 interface for Uniswap /// @notice Contains a subset of the full ERC20 interface that is used in Uniswap V3 interface IERC20Minimal { /// @notice Returns the balance of a token /// @param account The account for which to look up the number of tokens it has, i.e. its balance /// @return The number of tokens held by the account function balanceOf(address account) external view returns (uint256); /// @notice Transfers the amount of token from the `msg.sender` to the recipient /// @param recipient The account that will receive the amount transferred /// @param amount The number of tokens to send from the sender to the recipient /// @return Returns true for a successful transfer, false for an unsuccessful transfer function transfer(address recipient, uint256 amount) external returns (bool); /// @notice Returns the current allowance given to a spender by an owner /// @param owner The account of the token owner /// @param spender The account of the token spender /// @return The current allowance granted by `owner` to `spender` function allowance(address owner, address spender) external view returns (uint256); /// @notice Sets the allowance of a spender from the `msg.sender` to the value `amount` /// @param spender The account which will be allowed to spend a given amount of the owners tokens /// @param amount The amount of tokens allowed to be used by `spender` /// @return Returns true for a successful approval, false for unsuccessful function approve(address spender, uint256 amount) external returns (bool); /// @notice Transfers `amount` tokens from `sender` to `recipient` up to the allowance given to the `msg.sender` /// @param sender The account from which the transfer will be initiated /// @param recipient The recipient of the transfer /// @param amount The amount of the transfer /// @return Returns true for a successful transfer, false for unsuccessful function transferFrom( address sender, address recipient, uint256 amount ) external returns (bool); /// @notice Event emitted when tokens are transferred from one address to another, either via `#transfer` or `#transferFrom`. /// @param from The account from which the tokens were sent, i.e. the balance decreased /// @param to The account to which the tokens were sent, i.e. the balance increased /// @param value The amount of tokens that were transferred event Transfer(address indexed from, address indexed to, uint256 value); /// @notice Event emitted when the approval amount for the spender of a given owner's tokens changes. /// @param owner The account that approved spending of its tokens /// @param spender The account for which the spending allowance was modified /// @param value The new allowance from the owner to the spender event Approval(address indexed owner, address indexed spender, uint256 value); } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; /// @title Callback for IUniswapV3PoolActions#mint /// @notice Any contract that calls IUniswapV3PoolActions#mint must implement this interface interface IUniswapV3MintCallback { /// @notice Called to `msg.sender` after minting liquidity to a position from IUniswapV3Pool#mint. /// @dev In the implementation you must pay the pool tokens owed for the minted liquidity. /// The caller of this method must be checked to be a UniswapV3Pool deployed by the canonical UniswapV3Factory. /// @param amount0Owed The amount of token0 due to the pool for the minted liquidity /// @param amount1Owed The amount of token1 due to the pool for the minted liquidity /// @param data Any data passed through by the caller via the IUniswapV3PoolActions#mint call function uniswapV3MintCallback( uint256 amount0Owed, uint256 amount1Owed, bytes calldata data ) external; } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; /// @title Callback for IUniswapV3PoolActions#swap /// @notice Any contract that calls IUniswapV3PoolActions#swap must implement this interface interface IUniswapV3SwapCallback { /// @notice Called to `msg.sender` after executing a swap via IUniswapV3Pool#swap. /// @dev In the implementation you must pay the pool tokens owed for the swap. /// The caller of this method must be checked to be a UniswapV3Pool deployed by the canonical UniswapV3Factory. /// amount0Delta and amount1Delta can both be 0 if no tokens were swapped. /// @param amount0Delta The amount of token0 that was sent (negative) or must be received (positive) by the pool by /// the end of the swap. If positive, the callback must send that amount of token0 to the pool. /// @param amount1Delta The amount of token1 that was sent (negative) or must be received (positive) by the pool by /// the end of the swap. If positive, the callback must send that amount of token1 to the pool. /// @param data Any data passed through by the caller via the IUniswapV3PoolActions#swap call function uniswapV3SwapCallback( int256 amount0Delta, int256 amount1Delta, bytes calldata data ) external; } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; /// @title Callback for IUniswapV3PoolActions#flash /// @notice Any contract that calls IUniswapV3PoolActions#flash must implement this interface interface IUniswapV3FlashCallback { /// @notice Called to `msg.sender` after transferring to the recipient from IUniswapV3Pool#flash. /// @dev In the implementation you must repay the pool the tokens sent by flash plus the computed fee amounts. /// The caller of this method must be checked to be a UniswapV3Pool deployed by the canonical UniswapV3Factory. /// @param fee0 The fee amount in token0 due to the pool by the end of the flash /// @param fee1 The fee amount in token1 due to the pool by the end of the flash /// @param data Any data passed through by the caller via the IUniswapV3PoolActions#flash call function uniswapV3FlashCallback( uint256 fee0, uint256 fee1, bytes calldata data ) external; } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; /// @title Pool state that never changes /// @notice These parameters are fixed for a pool forever, i.e., the methods will always return the same values interface IUniswapV3PoolImmutables { /// @notice The contract that deployed the pool, which must adhere to the IUniswapV3Factory interface /// @return The contract address function factory() external view returns (address); /// @notice The first of the two tokens of the pool, sorted by address /// @return The token contract address function token0() external view returns (address); /// @notice The second of the two tokens of the pool, sorted by address /// @return The token contract address function token1() external view returns (address); /// @notice The pool's fee in hundredths of a bip, i.e. 1e-6 /// @return The fee function fee() external view returns (uint24); /// @notice The pool tick spacing /// @dev Ticks can only be used at multiples of this value, minimum of 1 and always positive /// e.g.: a tickSpacing of 3 means ticks can be initialized every 3rd tick, i.e., ..., -6, -3, 0, 3, 6, ... /// This value is an int24 to avoid casting even though it is always positive. /// @return The tick spacing function tickSpacing() external view returns (int24); /// @notice The maximum amount of position liquidity that can use any tick in the range /// @dev This parameter is enforced per tick to prevent liquidity from overflowing a uint128 at any point, and /// also prevents out-of-range liquidity from being used to prevent adding in-range liquidity to a pool /// @return The max amount of liquidity per tick function maxLiquidityPerTick() external view returns (uint128); } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; /// @title Pool state that can change /// @notice These methods compose the pool's state, and can change with any frequency including multiple times /// per transaction interface IUniswapV3PoolState { /// @notice The 0th storage slot in the pool stores many values, and is exposed as a single method to save gas /// when accessed externally. /// @return sqrtPriceX96 The current price of the pool as a sqrt(token1/token0) Q64.96 value /// tick The current tick of the pool, i.e. according to the last tick transition that was run. /// This value may not always be equal to SqrtTickMath.getTickAtSqrtRatio(sqrtPriceX96) if the price is on a tick /// boundary. /// observationIndex The index of the last oracle observation that was written, /// observationCardinality The current maximum number of observations stored in the pool, /// observationCardinalityNext The next maximum number of observations, to be updated when the observation. /// feeProtocol The protocol fee for both tokens of the pool. /// Encoded as two 4 bit values, where the protocol fee of token1 is shifted 4 bits and the protocol fee of token0 /// is the lower 4 bits. Used as the denominator of a fraction of the swap fee, e.g. 4 means 1/4th of the swap fee. /// unlocked Whether the pool is currently locked to reentrancy function slot0() external view returns ( uint160 sqrtPriceX96, int24 tick, uint16 observationIndex, uint16 observationCardinality, uint16 observationCardinalityNext, uint8 feeProtocol, bool unlocked ); /// @notice The fee growth as a Q128.128 fees of token0 collected per unit of liquidity for the entire life of the pool /// @dev This value can overflow the uint256 function feeGrowthGlobal0X128() external view returns (uint256); /// @notice The fee growth as a Q128.128 fees of token1 collected per unit of liquidity for the entire life of the pool /// @dev This value can overflow the uint256 function feeGrowthGlobal1X128() external view returns (uint256); /// @notice The amounts of token0 and token1 that are owed to the protocol /// @dev Protocol fees will never exceed uint128 max in either token function protocolFees() external view returns (uint128 token0, uint128 token1); /// @notice The currently in range liquidity available to the pool /// @dev This value has no relationship to the total liquidity across all ticks function liquidity() external view returns (uint128); /// @notice Look up information about a specific tick in the pool /// @param tick The tick to look up /// @return liquidityGross the total amount of position liquidity that uses the pool either as tick lower or /// tick upper, /// liquidityNet how much liquidity changes when the pool price crosses the tick, /// feeGrowthOutside0X128 the fee growth on the other side of the tick from the current tick in token0, /// feeGrowthOutside1X128 the fee growth on the other side of the tick from the current tick in token1, /// tickCumulativeOutside the cumulative tick value on the other side of the tick from the current tick /// secondsPerLiquidityOutsideX128 the seconds spent per liquidity on the other side of the tick from the current tick, /// secondsOutside the seconds spent on the other side of the tick from the current tick, /// initialized Set to true if the tick is initialized, i.e. liquidityGross is greater than 0, otherwise equal to false. /// Outside values can only be used if the tick is initialized, i.e. if liquidityGross is greater than 0. /// In addition, these values are only relative and must be used only in comparison to previous snapshots for /// a specific position. function ticks(int24 tick) external view returns ( uint128 liquidityGross, int128 liquidityNet, uint256 feeGrowthOutside0X128, uint256 feeGrowthOutside1X128, int56 tickCumulativeOutside, uint160 secondsPerLiquidityOutsideX128, uint32 secondsOutside, bool initialized ); /// @notice Returns 256 packed tick initialized boolean values. See TickBitmap for more information function tickBitmap(int16 wordPosition) external view returns (uint256); /// @notice Returns the information about a position by the position's key /// @param key The position's key is a hash of a preimage composed by the owner, tickLower and tickUpper /// @return _liquidity The amount of liquidity in the position, /// Returns feeGrowthInside0LastX128 fee growth of token0 inside the tick range as of the last mint/burn/poke, /// Returns feeGrowthInside1LastX128 fee growth of token1 inside the tick range as of the last mint/burn/poke, /// Returns tokensOwed0 the computed amount of token0 owed to the position as of the last mint/burn/poke, /// Returns tokensOwed1 the computed amount of token1 owed to the position as of the last mint/burn/poke function positions(bytes32 key) external view returns ( uint128 _liquidity, uint256 feeGrowthInside0LastX128, uint256 feeGrowthInside1LastX128, uint128 tokensOwed0, uint128 tokensOwed1 ); /// @notice Returns data about a specific observation index /// @param index The element of the observations array to fetch /// @dev You most likely want to use #observe() instead of this method to get an observation as of some amount of time /// ago, rather than at a specific index in the array. /// @return blockTimestamp The timestamp of the observation, /// Returns tickCumulative the tick multiplied by seconds elapsed for the life of the pool as of the observation timestamp, /// Returns secondsPerLiquidityCumulativeX128 the seconds per in range liquidity for the life of the pool as of the observation timestamp, /// Returns initialized whether the observation has been initialized and the values are safe to use function observations(uint256 index) external view returns ( uint32 blockTimestamp, int56 tickCumulative, uint160 secondsPerLiquidityCumulativeX128, bool initialized ); } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; /// @title Pool state that is not stored /// @notice Contains view functions to provide information about the pool that is computed rather than stored on the /// blockchain. The functions here may have variable gas costs. interface IUniswapV3PoolDerivedState { /// @notice Returns the cumulative tick and liquidity as of each timestamp `secondsAgo` from the current block timestamp /// @dev To get a time weighted average tick or liquidity-in-range, you must call this with two values, one representing /// the beginning of the period and another for the end of the period. E.g., to get the last hour time-weighted average tick, /// you must call it with secondsAgos = [3600, 0]. /// @dev The time weighted average tick represents the geometric time weighted average price of the pool, in /// log base sqrt(1.0001) of token1 / token0. The TickMath library can be used to go from a tick value to a ratio. /// @param secondsAgos From how long ago each cumulative tick and liquidity value should be returned /// @return tickCumulatives Cumulative tick values as of each `secondsAgos` from the current block timestamp /// @return secondsPerLiquidityCumulativeX128s Cumulative seconds per liquidity-in-range value as of each `secondsAgos` from the current block /// timestamp function observe(uint32[] calldata secondsAgos) external view returns (int56[] memory tickCumulatives, uint160[] memory secondsPerLiquidityCumulativeX128s); /// @notice Returns a snapshot of the tick cumulative, seconds per liquidity and seconds inside a tick range /// @dev Snapshots must only be compared to other snapshots, taken over a period for which a position existed. /// I.e., snapshots cannot be compared if a position is not held for the entire period between when the first /// snapshot is taken and the second snapshot is taken. /// @param tickLower The lower tick of the range /// @param tickUpper The upper tick of the range /// @return tickCumulativeInside The snapshot of the tick accumulator for the range /// @return secondsPerLiquidityInsideX128 The snapshot of seconds per liquidity for the range /// @return secondsInside The snapshot of seconds per liquidity for the range function snapshotCumulativesInside(int24 tickLower, int24 tickUpper) external view returns ( int56 tickCumulativeInside, uint160 secondsPerLiquidityInsideX128, uint32 secondsInside ); } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; /// @title Permissionless pool actions /// @notice Contains pool methods that can be called by anyone interface IUniswapV3PoolActions { /// @notice Sets the initial price for the pool /// @dev Price is represented as a sqrt(amountToken1/amountToken0) Q64.96 value /// @param sqrtPriceX96 the initial sqrt price of the pool as a Q64.96 function initialize(uint160 sqrtPriceX96) external; /// @notice Adds liquidity for the given recipient/tickLower/tickUpper position /// @dev The caller of this method receives a callback in the form of IUniswapV3MintCallback#uniswapV3MintCallback /// in which they must pay any token0 or token1 owed for the liquidity. The amount of token0/token1 due depends /// on tickLower, tickUpper, the amount of liquidity, and the current price. /// @param recipient The address for which the liquidity will be created /// @param tickLower The lower tick of the position in which to add liquidity /// @param tickUpper The upper tick of the position in which to add liquidity /// @param amount The amount of liquidity to mint /// @param data Any data that should be passed through to the callback /// @return amount0 The amount of token0 that was paid to mint the given amount of liquidity. Matches the value in the callback /// @return amount1 The amount of token1 that was paid to mint the given amount of liquidity. Matches the value in the callback function mint( address recipient, int24 tickLower, int24 tickUpper, uint128 amount, bytes calldata data ) external returns (uint256 amount0, uint256 amount1); /// @notice Collects tokens owed to a position /// @dev Does not recompute fees earned, which must be done either via mint or burn of any amount of liquidity. /// Collect must be called by the position owner. To withdraw only token0 or only token1, amount0Requested or /// amount1Requested may be set to zero. To withdraw all tokens owed, caller may pass any value greater than the /// actual tokens owed, e.g. type(uint128).max. Tokens owed may be from accumulated swap fees or burned liquidity. /// @param recipient The address which should receive the fees collected /// @param tickLower The lower tick of the position for which to collect fees /// @param tickUpper The upper tick of the position for which to collect fees /// @param amount0Requested How much token0 should be withdrawn from the fees owed /// @param amount1Requested How much token1 should be withdrawn from the fees owed /// @return amount0 The amount of fees collected in token0 /// @return amount1 The amount of fees collected in token1 function collect( address recipient, int24 tickLower, int24 tickUpper, uint128 amount0Requested, uint128 amount1Requested ) external returns (uint128 amount0, uint128 amount1); /// @notice Burn liquidity from the sender and account tokens owed for the liquidity to the position /// @dev Can be used to trigger a recalculation of fees owed to a position by calling with an amount of 0 /// @dev Fees must be collected separately via a call to #collect /// @param tickLower The lower tick of the position for which to burn liquidity /// @param tickUpper The upper tick of the position for which to burn liquidity /// @param amount How much liquidity to burn /// @return amount0 The amount of token0 sent to the recipient /// @return amount1 The amount of token1 sent to the recipient function burn( int24 tickLower, int24 tickUpper, uint128 amount ) external returns (uint256 amount0, uint256 amount1); /// @notice Swap token0 for token1, or token1 for token0 /// @dev The caller of this method receives a callback in the form of IUniswapV3SwapCallback#uniswapV3SwapCallback /// @param recipient The address to receive the output of the swap /// @param zeroForOne The direction of the swap, true for token0 to token1, false for token1 to token0 /// @param amountSpecified The amount of the swap, which implicitly configures the swap as exact input (positive), or exact output (negative) /// @param sqrtPriceLimitX96 The Q64.96 sqrt price limit. If zero for one, the price cannot be less than this /// value after the swap. If one for zero, the price cannot be greater than this value after the swap /// @param data Any data to be passed through to the callback /// @return amount0 The delta of the balance of token0 of the pool, exact when negative, minimum when positive /// @return amount1 The delta of the balance of token1 of the pool, exact when negative, minimum when positive function swap( address recipient, bool zeroForOne, int256 amountSpecified, uint160 sqrtPriceLimitX96, bytes calldata data ) external returns (int256 amount0, int256 amount1); /// @notice Receive token0 and/or token1 and pay it back, plus a fee, in the callback /// @dev The caller of this method receives a callback in the form of IUniswapV3FlashCallback#uniswapV3FlashCallback /// @dev Can be used to donate underlying tokens pro-rata to currently in-range liquidity providers by calling /// with 0 amount{0,1} and sending the donation amount(s) from the callback /// @param recipient The address which will receive the token0 and token1 amounts /// @param amount0 The amount of token0 to send /// @param amount1 The amount of token1 to send /// @param data Any data to be passed through to the callback function flash( address recipient, uint256 amount0, uint256 amount1, bytes calldata data ) external; /// @notice Increase the maximum number of price and liquidity observations that this pool will store /// @dev This method is no-op if the pool already has an observationCardinalityNext greater than or equal to /// the input observationCardinalityNext. /// @param observationCardinalityNext The desired minimum number of observations for the pool to store function increaseObservationCardinalityNext(uint16 observationCardinalityNext) external; } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; /// @title Permissioned pool actions /// @notice Contains pool methods that may only be called by the factory owner interface IUniswapV3PoolOwnerActions { /// @notice Set the denominator of the protocol's % share of the fees /// @param feeProtocol0 new protocol fee for token0 of the pool /// @param feeProtocol1 new protocol fee for token1 of the pool function setFeeProtocol(uint8 feeProtocol0, uint8 feeProtocol1) external; /// @notice Collect the protocol fee accrued to the pool /// @param recipient The address to which collected protocol fees should be sent /// @param amount0Requested The maximum amount of token0 to send, can be 0 to collect fees in only token1 /// @param amount1Requested The maximum amount of token1 to send, can be 0 to collect fees in only token0 /// @return amount0 The protocol fee collected in token0 /// @return amount1 The protocol fee collected in token1 function collectProtocol( address recipient, uint128 amount0Requested, uint128 amount1Requested ) external returns (uint128 amount0, uint128 amount1); } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; /// @title Events emitted by a pool /// @notice Contains all events emitted by the pool interface IUniswapV3PoolEvents { /// @notice Emitted exactly once by a pool when #initialize is first called on the pool /// @dev Mint/Burn/Swap cannot be emitted by the pool before Initialize /// @param sqrtPriceX96 The initial sqrt price of the pool, as a Q64.96 /// @param tick The initial tick of the pool, i.e. log base 1.0001 of the starting price of the pool event Initialize(uint160 sqrtPriceX96, int24 tick); /// @notice Emitted when liquidity is minted for a given position /// @param sender The address that minted the liquidity /// @param owner The owner of the position and recipient of any minted liquidity /// @param tickLower The lower tick of the position /// @param tickUpper The upper tick of the position /// @param amount The amount of liquidity minted to the position range /// @param amount0 How much token0 was required for the minted liquidity /// @param amount1 How much token1 was required for the minted liquidity event Mint( address sender, address indexed owner, int24 indexed tickLower, int24 indexed tickUpper, uint128 amount, uint256 amount0, uint256 amount1 ); /// @notice Emitted when fees are collected by the owner of a position /// @dev Collect events may be emitted with zero amount0 and amount1 when the caller chooses not to collect fees /// @param owner The owner of the position for which fees are collected /// @param tickLower The lower tick of the position /// @param tickUpper The upper tick of the position /// @param amount0 The amount of token0 fees collected /// @param amount1 The amount of token1 fees collected event Collect( address indexed owner, address recipient, int24 indexed tickLower, int24 indexed tickUpper, uint128 amount0, uint128 amount1 ); /// @notice Emitted when a position's liquidity is removed /// @dev Does not withdraw any fees earned by the liquidity position, which must be withdrawn via #collect /// @param owner The owner of the position for which liquidity is removed /// @param tickLower The lower tick of the position /// @param tickUpper The upper tick of the position /// @param amount The amount of liquidity to remove /// @param amount0 The amount of token0 withdrawn /// @param amount1 The amount of token1 withdrawn event Burn( address indexed owner, int24 indexed tickLower, int24 indexed tickUpper, uint128 amount, uint256 amount0, uint256 amount1 ); /// @notice Emitted by the pool for any swaps between token0 and token1 /// @param sender The address that initiated the swap call, and that received the callback /// @param recipient The address that received the output of the swap /// @param amount0 The delta of the token0 balance of the pool /// @param amount1 The delta of the token1 balance of the pool /// @param sqrtPriceX96 The sqrt(price) of the pool after the swap, as a Q64.96 /// @param liquidity The liquidity of the pool after the swap /// @param tick The log base 1.0001 of price of the pool after the swap event Swap( address indexed sender, address indexed recipient, int256 amount0, int256 amount1, uint160 sqrtPriceX96, uint128 liquidity, int24 tick ); /// @notice Emitted by the pool for any flashes of token0/token1 /// @param sender The address that initiated the swap call, and that received the callback /// @param recipient The address that received the tokens from flash /// @param amount0 The amount of token0 that was flashed /// @param amount1 The amount of token1 that was flashed /// @param paid0 The amount of token0 paid for the flash, which can exceed the amount0 plus the fee /// @param paid1 The amount of token1 paid for the flash, which can exceed the amount1 plus the fee event Flash( address indexed sender, address indexed recipient, uint256 amount0, uint256 amount1, uint256 paid0, uint256 paid1 ); /// @notice Emitted by the pool for increases to the number of observations that can be stored /// @dev observationCardinalityNext is not the observation cardinality until an observation is written at the index /// just before a mint/swap/burn. /// @param observationCardinalityNextOld The previous value of the next observation cardinality /// @param observationCardinalityNextNew The updated value of the next observation cardinality event IncreaseObservationCardinalityNext( uint16 observationCardinalityNextOld, uint16 observationCardinalityNextNew ); /// @notice Emitted when the protocol fee is changed by the pool /// @param feeProtocol0Old The previous value of the token0 protocol fee /// @param feeProtocol1Old The previous value of the token1 protocol fee /// @param feeProtocol0New The updated value of the token0 protocol fee /// @param feeProtocol1New The updated value of the token1 protocol fee event SetFeeProtocol(uint8 feeProtocol0Old, uint8 feeProtocol1Old, uint8 feeProtocol0New, uint8 feeProtocol1New); /// @notice Emitted when the collected protocol fees are withdrawn by the factory owner /// @param sender The address that collects the protocol fees /// @param recipient The address that receives the collected protocol fees /// @param amount0 The amount of token0 protocol fees that is withdrawn /// @param amount0 The amount of token1 protocol fees that is withdrawn event CollectProtocol(address indexed sender, address indexed recipient, uint128 amount0, uint128 amount1); } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; /// @title BitMath /// @dev This library provides functionality for computing bit properties of an unsigned integer library BitMath { /// @notice Returns the index of the most significant bit of the number, /// where the least significant bit is at index 0 and the most significant bit is at index 255 /// @dev The function satisfies the property: /// x >= 2**mostSignificantBit(x) and x < 2**(mostSignificantBit(x)+1) /// @param x the value for which to compute the most significant bit, must be greater than 0 /// @return r the index of the most significant bit function mostSignificantBit(uint256 x) internal pure returns (uint8 r) { require(x > 0); if (x >= 0x100000000000000000000000000000000) { x >>= 128; r += 128; } if (x >= 0x10000000000000000) { x >>= 64; r += 64; } if (x >= 0x100000000) { x >>= 32; r += 32; } if (x >= 0x10000) { x >>= 16; r += 16; } if (x >= 0x100) { x >>= 8; r += 8; } if (x >= 0x10) { x >>= 4; r += 4; } if (x >= 0x4) { x >>= 2; r += 2; } if (x >= 0x2) r += 1; } /// @notice Returns the index of the least significant bit of the number, /// where the least significant bit is at index 0 and the most significant bit is at index 255 /// @dev The function satisfies the property: /// (x & 2**leastSignificantBit(x)) != 0 and (x & (2**(leastSignificantBit(x)) - 1)) == 0) /// @param x the value for which to compute the least significant bit, must be greater than 0 /// @return r the index of the least significant bit function leastSignificantBit(uint256 x) internal pure returns (uint8 r) { require(x > 0); r = 255; if (x & type(uint128).max > 0) { r -= 128; } else { x >>= 128; } if (x & type(uint64).max > 0) { r -= 64; } else { x >>= 64; } if (x & type(uint32).max > 0) { r -= 32; } else { x >>= 32; } if (x & type(uint16).max > 0) { r -= 16; } else { x >>= 16; } if (x & type(uint8).max > 0) { r -= 8; } else { x >>= 8; } if (x & 0xf > 0) { r -= 4; } else { x >>= 4; } if (x & 0x3 > 0) { r -= 2; } else { x >>= 2; } if (x & 0x1 > 0) r -= 1; } } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; /// @title Math functions that do not check inputs or outputs /// @notice Contains methods that perform common math functions but do not do any overflow or underflow checks library UnsafeMath { /// @notice Returns ceil(x / y) /// @dev division by 0 has unspecified behavior, and must be checked externally /// @param x The dividend /// @param y The divisor /// @return z The quotient, ceil(x / y) function divRoundingUp(uint256 x, uint256 y) internal pure returns (uint256 z) { assembly { z := add(div(x, y), gt(mod(x, y), 0)) } } } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.4.0; /// @title FixedPoint96 /// @notice A library for handling binary fixed point numbers, see https://en.wikipedia.org/wiki/Q_(number_format) /// @dev Used in SqrtPriceMath.sol library FixedPoint96 { uint8 internal constant RESOLUTION = 96; uint256 internal constant Q96 = 0x1000000000000000000000000; }
File 10 of 11: UniswapV3Pool
// SPDX-License-Identifier: BUSL-1.1 pragma solidity =0.7.6; import './interfaces/IUniswapV3Pool.sol'; import './NoDelegateCall.sol'; import './libraries/LowGasSafeMath.sol'; import './libraries/SafeCast.sol'; import './libraries/Tick.sol'; import './libraries/TickBitmap.sol'; import './libraries/Position.sol'; import './libraries/Oracle.sol'; import './libraries/FullMath.sol'; import './libraries/FixedPoint128.sol'; import './libraries/TransferHelper.sol'; import './libraries/TickMath.sol'; import './libraries/LiquidityMath.sol'; import './libraries/SqrtPriceMath.sol'; import './libraries/SwapMath.sol'; import './interfaces/IUniswapV3PoolDeployer.sol'; import './interfaces/IUniswapV3Factory.sol'; import './interfaces/IERC20Minimal.sol'; import './interfaces/callback/IUniswapV3MintCallback.sol'; import './interfaces/callback/IUniswapV3SwapCallback.sol'; import './interfaces/callback/IUniswapV3FlashCallback.sol'; contract UniswapV3Pool is IUniswapV3Pool, NoDelegateCall { using LowGasSafeMath for uint256; using LowGasSafeMath for int256; using SafeCast for uint256; using SafeCast for int256; using Tick for mapping(int24 => Tick.Info); using TickBitmap for mapping(int16 => uint256); using Position for mapping(bytes32 => Position.Info); using Position for Position.Info; using Oracle for Oracle.Observation[65535]; /// @inheritdoc IUniswapV3PoolImmutables address public immutable override factory; /// @inheritdoc IUniswapV3PoolImmutables address public immutable override token0; /// @inheritdoc IUniswapV3PoolImmutables address public immutable override token1; /// @inheritdoc IUniswapV3PoolImmutables uint24 public immutable override fee; /// @inheritdoc IUniswapV3PoolImmutables int24 public immutable override tickSpacing; /// @inheritdoc IUniswapV3PoolImmutables uint128 public immutable override maxLiquidityPerTick; struct Slot0 { // the current price uint160 sqrtPriceX96; // the current tick int24 tick; // the most-recently updated index of the observations array uint16 observationIndex; // the current maximum number of observations that are being stored uint16 observationCardinality; // the next maximum number of observations to store, triggered in observations.write uint16 observationCardinalityNext; // the current protocol fee as a percentage of the swap fee taken on withdrawal // represented as an integer denominator (1/x)% uint8 feeProtocol; // whether the pool is locked bool unlocked; } /// @inheritdoc IUniswapV3PoolState Slot0 public override slot0; /// @inheritdoc IUniswapV3PoolState uint256 public override feeGrowthGlobal0X128; /// @inheritdoc IUniswapV3PoolState uint256 public override feeGrowthGlobal1X128; // accumulated protocol fees in token0/token1 units struct ProtocolFees { uint128 token0; uint128 token1; } /// @inheritdoc IUniswapV3PoolState ProtocolFees public override protocolFees; /// @inheritdoc IUniswapV3PoolState uint128 public override liquidity; /// @inheritdoc IUniswapV3PoolState mapping(int24 => Tick.Info) public override ticks; /// @inheritdoc IUniswapV3PoolState mapping(int16 => uint256) public override tickBitmap; /// @inheritdoc IUniswapV3PoolState mapping(bytes32 => Position.Info) public override positions; /// @inheritdoc IUniswapV3PoolState Oracle.Observation[65535] public override observations; /// @dev Mutually exclusive reentrancy protection into the pool to/from a method. This method also prevents entrance /// to a function before the pool is initialized. The reentrancy guard is required throughout the contract because /// we use balance checks to determine the payment status of interactions such as mint, swap and flash. modifier lock() { require(slot0.unlocked, 'LOK'); slot0.unlocked = false; _; slot0.unlocked = true; } /// @dev Prevents calling a function from anyone except the address returned by IUniswapV3Factory#owner() modifier onlyFactoryOwner() { require(msg.sender == IUniswapV3Factory(factory).owner()); _; } constructor() { int24 _tickSpacing; (factory, token0, token1, fee, _tickSpacing) = IUniswapV3PoolDeployer(msg.sender).parameters(); tickSpacing = _tickSpacing; maxLiquidityPerTick = Tick.tickSpacingToMaxLiquidityPerTick(_tickSpacing); } /// @dev Common checks for valid tick inputs. function checkTicks(int24 tickLower, int24 tickUpper) private pure { require(tickLower < tickUpper, 'TLU'); require(tickLower >= TickMath.MIN_TICK, 'TLM'); require(tickUpper <= TickMath.MAX_TICK, 'TUM'); } /// @dev Returns the block timestamp truncated to 32 bits, i.e. mod 2**32. This method is overridden in tests. function _blockTimestamp() internal view virtual returns (uint32) { return uint32(block.timestamp); // truncation is desired } /// @dev Get the pool's balance of token0 /// @dev This function is gas optimized to avoid a redundant extcodesize check in addition to the returndatasize /// check function balance0() private view returns (uint256) { (bool success, bytes memory data) = token0.staticcall(abi.encodeWithSelector(IERC20Minimal.balanceOf.selector, address(this))); require(success && data.length >= 32); return abi.decode(data, (uint256)); } /// @dev Get the pool's balance of token1 /// @dev This function is gas optimized to avoid a redundant extcodesize check in addition to the returndatasize /// check function balance1() private view returns (uint256) { (bool success, bytes memory data) = token1.staticcall(abi.encodeWithSelector(IERC20Minimal.balanceOf.selector, address(this))); require(success && data.length >= 32); return abi.decode(data, (uint256)); } /// @inheritdoc IUniswapV3PoolDerivedState function snapshotCumulativesInside(int24 tickLower, int24 tickUpper) external view override noDelegateCall returns ( int56 tickCumulativeInside, uint160 secondsPerLiquidityInsideX128, uint32 secondsInside ) { checkTicks(tickLower, tickUpper); int56 tickCumulativeLower; int56 tickCumulativeUpper; uint160 secondsPerLiquidityOutsideLowerX128; uint160 secondsPerLiquidityOutsideUpperX128; uint32 secondsOutsideLower; uint32 secondsOutsideUpper; { Tick.Info storage lower = ticks[tickLower]; Tick.Info storage upper = ticks[tickUpper]; bool initializedLower; (tickCumulativeLower, secondsPerLiquidityOutsideLowerX128, secondsOutsideLower, initializedLower) = ( lower.tickCumulativeOutside, lower.secondsPerLiquidityOutsideX128, lower.secondsOutside, lower.initialized ); require(initializedLower); bool initializedUpper; (tickCumulativeUpper, secondsPerLiquidityOutsideUpperX128, secondsOutsideUpper, initializedUpper) = ( upper.tickCumulativeOutside, upper.secondsPerLiquidityOutsideX128, upper.secondsOutside, upper.initialized ); require(initializedUpper); } Slot0 memory _slot0 = slot0; if (_slot0.tick < tickLower) { return ( tickCumulativeLower - tickCumulativeUpper, secondsPerLiquidityOutsideLowerX128 - secondsPerLiquidityOutsideUpperX128, secondsOutsideLower - secondsOutsideUpper ); } else if (_slot0.tick < tickUpper) { uint32 time = _blockTimestamp(); (int56 tickCumulative, uint160 secondsPerLiquidityCumulativeX128) = observations.observeSingle( time, 0, _slot0.tick, _slot0.observationIndex, liquidity, _slot0.observationCardinality ); return ( tickCumulative - tickCumulativeLower - tickCumulativeUpper, secondsPerLiquidityCumulativeX128 - secondsPerLiquidityOutsideLowerX128 - secondsPerLiquidityOutsideUpperX128, time - secondsOutsideLower - secondsOutsideUpper ); } else { return ( tickCumulativeUpper - tickCumulativeLower, secondsPerLiquidityOutsideUpperX128 - secondsPerLiquidityOutsideLowerX128, secondsOutsideUpper - secondsOutsideLower ); } } /// @inheritdoc IUniswapV3PoolDerivedState function observe(uint32[] calldata secondsAgos) external view override noDelegateCall returns (int56[] memory tickCumulatives, uint160[] memory secondsPerLiquidityCumulativeX128s) { return observations.observe( _blockTimestamp(), secondsAgos, slot0.tick, slot0.observationIndex, liquidity, slot0.observationCardinality ); } /// @inheritdoc IUniswapV3PoolActions function increaseObservationCardinalityNext(uint16 observationCardinalityNext) external override lock noDelegateCall { uint16 observationCardinalityNextOld = slot0.observationCardinalityNext; // for the event uint16 observationCardinalityNextNew = observations.grow(observationCardinalityNextOld, observationCardinalityNext); slot0.observationCardinalityNext = observationCardinalityNextNew; if (observationCardinalityNextOld != observationCardinalityNextNew) emit IncreaseObservationCardinalityNext(observationCardinalityNextOld, observationCardinalityNextNew); } /// @inheritdoc IUniswapV3PoolActions /// @dev not locked because it initializes unlocked function initialize(uint160 sqrtPriceX96) external override { require(slot0.sqrtPriceX96 == 0, 'AI'); int24 tick = TickMath.getTickAtSqrtRatio(sqrtPriceX96); (uint16 cardinality, uint16 cardinalityNext) = observations.initialize(_blockTimestamp()); slot0 = Slot0({ sqrtPriceX96: sqrtPriceX96, tick: tick, observationIndex: 0, observationCardinality: cardinality, observationCardinalityNext: cardinalityNext, feeProtocol: 0, unlocked: true }); emit Initialize(sqrtPriceX96, tick); } struct ModifyPositionParams { // the address that owns the position address owner; // the lower and upper tick of the position int24 tickLower; int24 tickUpper; // any change in liquidity int128 liquidityDelta; } /// @dev Effect some changes to a position /// @param params the position details and the change to the position's liquidity to effect /// @return position a storage pointer referencing the position with the given owner and tick range /// @return amount0 the amount of token0 owed to the pool, negative if the pool should pay the recipient /// @return amount1 the amount of token1 owed to the pool, negative if the pool should pay the recipient function _modifyPosition(ModifyPositionParams memory params) private noDelegateCall returns ( Position.Info storage position, int256 amount0, int256 amount1 ) { checkTicks(params.tickLower, params.tickUpper); Slot0 memory _slot0 = slot0; // SLOAD for gas optimization position = _updatePosition( params.owner, params.tickLower, params.tickUpper, params.liquidityDelta, _slot0.tick ); if (params.liquidityDelta != 0) { if (_slot0.tick < params.tickLower) { // current tick is below the passed range; liquidity can only become in range by crossing from left to // right, when we'll need _more_ token0 (it's becoming more valuable) so user must provide it amount0 = SqrtPriceMath.getAmount0Delta( TickMath.getSqrtRatioAtTick(params.tickLower), TickMath.getSqrtRatioAtTick(params.tickUpper), params.liquidityDelta ); } else if (_slot0.tick < params.tickUpper) { // current tick is inside the passed range uint128 liquidityBefore = liquidity; // SLOAD for gas optimization // write an oracle entry (slot0.observationIndex, slot0.observationCardinality) = observations.write( _slot0.observationIndex, _blockTimestamp(), _slot0.tick, liquidityBefore, _slot0.observationCardinality, _slot0.observationCardinalityNext ); amount0 = SqrtPriceMath.getAmount0Delta( _slot0.sqrtPriceX96, TickMath.getSqrtRatioAtTick(params.tickUpper), params.liquidityDelta ); amount1 = SqrtPriceMath.getAmount1Delta( TickMath.getSqrtRatioAtTick(params.tickLower), _slot0.sqrtPriceX96, params.liquidityDelta ); liquidity = LiquidityMath.addDelta(liquidityBefore, params.liquidityDelta); } else { // current tick is above the passed range; liquidity can only become in range by crossing from right to // left, when we'll need _more_ token1 (it's becoming more valuable) so user must provide it amount1 = SqrtPriceMath.getAmount1Delta( TickMath.getSqrtRatioAtTick(params.tickLower), TickMath.getSqrtRatioAtTick(params.tickUpper), params.liquidityDelta ); } } } /// @dev Gets and updates a position with the given liquidity delta /// @param owner the owner of the position /// @param tickLower the lower tick of the position's tick range /// @param tickUpper the upper tick of the position's tick range /// @param tick the current tick, passed to avoid sloads function _updatePosition( address owner, int24 tickLower, int24 tickUpper, int128 liquidityDelta, int24 tick ) private returns (Position.Info storage position) { position = positions.get(owner, tickLower, tickUpper); uint256 _feeGrowthGlobal0X128 = feeGrowthGlobal0X128; // SLOAD for gas optimization uint256 _feeGrowthGlobal1X128 = feeGrowthGlobal1X128; // SLOAD for gas optimization // if we need to update the ticks, do it bool flippedLower; bool flippedUpper; if (liquidityDelta != 0) { uint32 time = _blockTimestamp(); (int56 tickCumulative, uint160 secondsPerLiquidityCumulativeX128) = observations.observeSingle( time, 0, slot0.tick, slot0.observationIndex, liquidity, slot0.observationCardinality ); flippedLower = ticks.update( tickLower, tick, liquidityDelta, _feeGrowthGlobal0X128, _feeGrowthGlobal1X128, secondsPerLiquidityCumulativeX128, tickCumulative, time, false, maxLiquidityPerTick ); flippedUpper = ticks.update( tickUpper, tick, liquidityDelta, _feeGrowthGlobal0X128, _feeGrowthGlobal1X128, secondsPerLiquidityCumulativeX128, tickCumulative, time, true, maxLiquidityPerTick ); if (flippedLower) { tickBitmap.flipTick(tickLower, tickSpacing); } if (flippedUpper) { tickBitmap.flipTick(tickUpper, tickSpacing); } } (uint256 feeGrowthInside0X128, uint256 feeGrowthInside1X128) = ticks.getFeeGrowthInside(tickLower, tickUpper, tick, _feeGrowthGlobal0X128, _feeGrowthGlobal1X128); position.update(liquidityDelta, feeGrowthInside0X128, feeGrowthInside1X128); // clear any tick data that is no longer needed if (liquidityDelta < 0) { if (flippedLower) { ticks.clear(tickLower); } if (flippedUpper) { ticks.clear(tickUpper); } } } /// @inheritdoc IUniswapV3PoolActions /// @dev noDelegateCall is applied indirectly via _modifyPosition function mint( address recipient, int24 tickLower, int24 tickUpper, uint128 amount, bytes calldata data ) external override lock returns (uint256 amount0, uint256 amount1) { require(amount > 0); (, int256 amount0Int, int256 amount1Int) = _modifyPosition( ModifyPositionParams({ owner: recipient, tickLower: tickLower, tickUpper: tickUpper, liquidityDelta: int256(amount).toInt128() }) ); amount0 = uint256(amount0Int); amount1 = uint256(amount1Int); uint256 balance0Before; uint256 balance1Before; if (amount0 > 0) balance0Before = balance0(); if (amount1 > 0) balance1Before = balance1(); IUniswapV3MintCallback(msg.sender).uniswapV3MintCallback(amount0, amount1, data); if (amount0 > 0) require(balance0Before.add(amount0) <= balance0(), 'M0'); if (amount1 > 0) require(balance1Before.add(amount1) <= balance1(), 'M1'); emit Mint(msg.sender, recipient, tickLower, tickUpper, amount, amount0, amount1); } /// @inheritdoc IUniswapV3PoolActions function collect( address recipient, int24 tickLower, int24 tickUpper, uint128 amount0Requested, uint128 amount1Requested ) external override lock returns (uint128 amount0, uint128 amount1) { // we don't need to checkTicks here, because invalid positions will never have non-zero tokensOwed{0,1} Position.Info storage position = positions.get(msg.sender, tickLower, tickUpper); amount0 = amount0Requested > position.tokensOwed0 ? position.tokensOwed0 : amount0Requested; amount1 = amount1Requested > position.tokensOwed1 ? position.tokensOwed1 : amount1Requested; if (amount0 > 0) { position.tokensOwed0 -= amount0; TransferHelper.safeTransfer(token0, recipient, amount0); } if (amount1 > 0) { position.tokensOwed1 -= amount1; TransferHelper.safeTransfer(token1, recipient, amount1); } emit Collect(msg.sender, recipient, tickLower, tickUpper, amount0, amount1); } /// @inheritdoc IUniswapV3PoolActions /// @dev noDelegateCall is applied indirectly via _modifyPosition function burn( int24 tickLower, int24 tickUpper, uint128 amount ) external override lock returns (uint256 amount0, uint256 amount1) { (Position.Info storage position, int256 amount0Int, int256 amount1Int) = _modifyPosition( ModifyPositionParams({ owner: msg.sender, tickLower: tickLower, tickUpper: tickUpper, liquidityDelta: -int256(amount).toInt128() }) ); amount0 = uint256(-amount0Int); amount1 = uint256(-amount1Int); if (amount0 > 0 || amount1 > 0) { (position.tokensOwed0, position.tokensOwed1) = ( position.tokensOwed0 + uint128(amount0), position.tokensOwed1 + uint128(amount1) ); } emit Burn(msg.sender, tickLower, tickUpper, amount, amount0, amount1); } struct SwapCache { // the protocol fee for the input token uint8 feeProtocol; // liquidity at the beginning of the swap uint128 liquidityStart; // the timestamp of the current block uint32 blockTimestamp; // the current value of the tick accumulator, computed only if we cross an initialized tick int56 tickCumulative; // the current value of seconds per liquidity accumulator, computed only if we cross an initialized tick uint160 secondsPerLiquidityCumulativeX128; // whether we've computed and cached the above two accumulators bool computedLatestObservation; } // the top level state of the swap, the results of which are recorded in storage at the end struct SwapState { // the amount remaining to be swapped in/out of the input/output asset int256 amountSpecifiedRemaining; // the amount already swapped out/in of the output/input asset int256 amountCalculated; // current sqrt(price) uint160 sqrtPriceX96; // the tick associated with the current price int24 tick; // the global fee growth of the input token uint256 feeGrowthGlobalX128; // amount of input token paid as protocol fee uint128 protocolFee; // the current liquidity in range uint128 liquidity; } struct StepComputations { // the price at the beginning of the step uint160 sqrtPriceStartX96; // the next tick to swap to from the current tick in the swap direction int24 tickNext; // whether tickNext is initialized or not bool initialized; // sqrt(price) for the next tick (1/0) uint160 sqrtPriceNextX96; // how much is being swapped in in this step uint256 amountIn; // how much is being swapped out uint256 amountOut; // how much fee is being paid in uint256 feeAmount; } /// @inheritdoc IUniswapV3PoolActions function swap( address recipient, bool zeroForOne, int256 amountSpecified, uint160 sqrtPriceLimitX96, bytes calldata data ) external override noDelegateCall returns (int256 amount0, int256 amount1) { require(amountSpecified != 0, 'AS'); Slot0 memory slot0Start = slot0; require(slot0Start.unlocked, 'LOK'); require( zeroForOne ? sqrtPriceLimitX96 < slot0Start.sqrtPriceX96 && sqrtPriceLimitX96 > TickMath.MIN_SQRT_RATIO : sqrtPriceLimitX96 > slot0Start.sqrtPriceX96 && sqrtPriceLimitX96 < TickMath.MAX_SQRT_RATIO, 'SPL' ); slot0.unlocked = false; SwapCache memory cache = SwapCache({ liquidityStart: liquidity, blockTimestamp: _blockTimestamp(), feeProtocol: zeroForOne ? (slot0Start.feeProtocol % 16) : (slot0Start.feeProtocol >> 4), secondsPerLiquidityCumulativeX128: 0, tickCumulative: 0, computedLatestObservation: false }); bool exactInput = amountSpecified > 0; SwapState memory state = SwapState({ amountSpecifiedRemaining: amountSpecified, amountCalculated: 0, sqrtPriceX96: slot0Start.sqrtPriceX96, tick: slot0Start.tick, feeGrowthGlobalX128: zeroForOne ? feeGrowthGlobal0X128 : feeGrowthGlobal1X128, protocolFee: 0, liquidity: cache.liquidityStart }); // continue swapping as long as we haven't used the entire input/output and haven't reached the price limit while (state.amountSpecifiedRemaining != 0 && state.sqrtPriceX96 != sqrtPriceLimitX96) { StepComputations memory step; step.sqrtPriceStartX96 = state.sqrtPriceX96; (step.tickNext, step.initialized) = tickBitmap.nextInitializedTickWithinOneWord( state.tick, tickSpacing, zeroForOne ); // ensure that we do not overshoot the min/max tick, as the tick bitmap is not aware of these bounds if (step.tickNext < TickMath.MIN_TICK) { step.tickNext = TickMath.MIN_TICK; } else if (step.tickNext > TickMath.MAX_TICK) { step.tickNext = TickMath.MAX_TICK; } // get the price for the next tick step.sqrtPriceNextX96 = TickMath.getSqrtRatioAtTick(step.tickNext); // compute values to swap to the target tick, price limit, or point where input/output amount is exhausted (state.sqrtPriceX96, step.amountIn, step.amountOut, step.feeAmount) = SwapMath.computeSwapStep( state.sqrtPriceX96, (zeroForOne ? step.sqrtPriceNextX96 < sqrtPriceLimitX96 : step.sqrtPriceNextX96 > sqrtPriceLimitX96) ? sqrtPriceLimitX96 : step.sqrtPriceNextX96, state.liquidity, state.amountSpecifiedRemaining, fee ); if (exactInput) { state.amountSpecifiedRemaining -= (step.amountIn + step.feeAmount).toInt256(); state.amountCalculated = state.amountCalculated.sub(step.amountOut.toInt256()); } else { state.amountSpecifiedRemaining += step.amountOut.toInt256(); state.amountCalculated = state.amountCalculated.add((step.amountIn + step.feeAmount).toInt256()); } // if the protocol fee is on, calculate how much is owed, decrement feeAmount, and increment protocolFee if (cache.feeProtocol > 0) { uint256 delta = step.feeAmount / cache.feeProtocol; step.feeAmount -= delta; state.protocolFee += uint128(delta); } // update global fee tracker if (state.liquidity > 0) state.feeGrowthGlobalX128 += FullMath.mulDiv(step.feeAmount, FixedPoint128.Q128, state.liquidity); // shift tick if we reached the next price if (state.sqrtPriceX96 == step.sqrtPriceNextX96) { // if the tick is initialized, run the tick transition if (step.initialized) { // check for the placeholder value, which we replace with the actual value the first time the swap // crosses an initialized tick if (!cache.computedLatestObservation) { (cache.tickCumulative, cache.secondsPerLiquidityCumulativeX128) = observations.observeSingle( cache.blockTimestamp, 0, slot0Start.tick, slot0Start.observationIndex, cache.liquidityStart, slot0Start.observationCardinality ); cache.computedLatestObservation = true; } int128 liquidityNet = ticks.cross( step.tickNext, (zeroForOne ? state.feeGrowthGlobalX128 : feeGrowthGlobal0X128), (zeroForOne ? feeGrowthGlobal1X128 : state.feeGrowthGlobalX128), cache.secondsPerLiquidityCumulativeX128, cache.tickCumulative, cache.blockTimestamp ); // if we're moving leftward, we interpret liquidityNet as the opposite sign // safe because liquidityNet cannot be type(int128).min if (zeroForOne) liquidityNet = -liquidityNet; state.liquidity = LiquidityMath.addDelta(state.liquidity, liquidityNet); } state.tick = zeroForOne ? step.tickNext - 1 : step.tickNext; } else if (state.sqrtPriceX96 != step.sqrtPriceStartX96) { // recompute unless we're on a lower tick boundary (i.e. already transitioned ticks), and haven't moved state.tick = TickMath.getTickAtSqrtRatio(state.sqrtPriceX96); } } // update tick and write an oracle entry if the tick change if (state.tick != slot0Start.tick) { (uint16 observationIndex, uint16 observationCardinality) = observations.write( slot0Start.observationIndex, cache.blockTimestamp, slot0Start.tick, cache.liquidityStart, slot0Start.observationCardinality, slot0Start.observationCardinalityNext ); (slot0.sqrtPriceX96, slot0.tick, slot0.observationIndex, slot0.observationCardinality) = ( state.sqrtPriceX96, state.tick, observationIndex, observationCardinality ); } else { // otherwise just update the price slot0.sqrtPriceX96 = state.sqrtPriceX96; } // update liquidity if it changed if (cache.liquidityStart != state.liquidity) liquidity = state.liquidity; // update fee growth global and, if necessary, protocol fees // overflow is acceptable, protocol has to withdraw before it hits type(uint128).max fees if (zeroForOne) { feeGrowthGlobal0X128 = state.feeGrowthGlobalX128; if (state.protocolFee > 0) protocolFees.token0 += state.protocolFee; } else { feeGrowthGlobal1X128 = state.feeGrowthGlobalX128; if (state.protocolFee > 0) protocolFees.token1 += state.protocolFee; } (amount0, amount1) = zeroForOne == exactInput ? (amountSpecified - state.amountSpecifiedRemaining, state.amountCalculated) : (state.amountCalculated, amountSpecified - state.amountSpecifiedRemaining); // do the transfers and collect payment if (zeroForOne) { if (amount1 < 0) TransferHelper.safeTransfer(token1, recipient, uint256(-amount1)); uint256 balance0Before = balance0(); IUniswapV3SwapCallback(msg.sender).uniswapV3SwapCallback(amount0, amount1, data); require(balance0Before.add(uint256(amount0)) <= balance0(), 'IIA'); } else { if (amount0 < 0) TransferHelper.safeTransfer(token0, recipient, uint256(-amount0)); uint256 balance1Before = balance1(); IUniswapV3SwapCallback(msg.sender).uniswapV3SwapCallback(amount0, amount1, data); require(balance1Before.add(uint256(amount1)) <= balance1(), 'IIA'); } emit Swap(msg.sender, recipient, amount0, amount1, state.sqrtPriceX96, state.liquidity, state.tick); slot0.unlocked = true; } /// @inheritdoc IUniswapV3PoolActions function flash( address recipient, uint256 amount0, uint256 amount1, bytes calldata data ) external override lock noDelegateCall { uint128 _liquidity = liquidity; require(_liquidity > 0, 'L'); uint256 fee0 = FullMath.mulDivRoundingUp(amount0, fee, 1e6); uint256 fee1 = FullMath.mulDivRoundingUp(amount1, fee, 1e6); uint256 balance0Before = balance0(); uint256 balance1Before = balance1(); if (amount0 > 0) TransferHelper.safeTransfer(token0, recipient, amount0); if (amount1 > 0) TransferHelper.safeTransfer(token1, recipient, amount1); IUniswapV3FlashCallback(msg.sender).uniswapV3FlashCallback(fee0, fee1, data); uint256 balance0After = balance0(); uint256 balance1After = balance1(); require(balance0Before.add(fee0) <= balance0After, 'F0'); require(balance1Before.add(fee1) <= balance1After, 'F1'); // sub is safe because we know balanceAfter is gt balanceBefore by at least fee uint256 paid0 = balance0After - balance0Before; uint256 paid1 = balance1After - balance1Before; if (paid0 > 0) { uint8 feeProtocol0 = slot0.feeProtocol % 16; uint256 fees0 = feeProtocol0 == 0 ? 0 : paid0 / feeProtocol0; if (uint128(fees0) > 0) protocolFees.token0 += uint128(fees0); feeGrowthGlobal0X128 += FullMath.mulDiv(paid0 - fees0, FixedPoint128.Q128, _liquidity); } if (paid1 > 0) { uint8 feeProtocol1 = slot0.feeProtocol >> 4; uint256 fees1 = feeProtocol1 == 0 ? 0 : paid1 / feeProtocol1; if (uint128(fees1) > 0) protocolFees.token1 += uint128(fees1); feeGrowthGlobal1X128 += FullMath.mulDiv(paid1 - fees1, FixedPoint128.Q128, _liquidity); } emit Flash(msg.sender, recipient, amount0, amount1, paid0, paid1); } /// @inheritdoc IUniswapV3PoolOwnerActions function setFeeProtocol(uint8 feeProtocol0, uint8 feeProtocol1) external override lock onlyFactoryOwner { require( (feeProtocol0 == 0 || (feeProtocol0 >= 4 && feeProtocol0 <= 10)) && (feeProtocol1 == 0 || (feeProtocol1 >= 4 && feeProtocol1 <= 10)) ); uint8 feeProtocolOld = slot0.feeProtocol; slot0.feeProtocol = feeProtocol0 + (feeProtocol1 << 4); emit SetFeeProtocol(feeProtocolOld % 16, feeProtocolOld >> 4, feeProtocol0, feeProtocol1); } /// @inheritdoc IUniswapV3PoolOwnerActions function collectProtocol( address recipient, uint128 amount0Requested, uint128 amount1Requested ) external override lock onlyFactoryOwner returns (uint128 amount0, uint128 amount1) { amount0 = amount0Requested > protocolFees.token0 ? protocolFees.token0 : amount0Requested; amount1 = amount1Requested > protocolFees.token1 ? protocolFees.token1 : amount1Requested; if (amount0 > 0) { if (amount0 == protocolFees.token0) amount0--; // ensure that the slot is not cleared, for gas savings protocolFees.token0 -= amount0; TransferHelper.safeTransfer(token0, recipient, amount0); } if (amount1 > 0) { if (amount1 == protocolFees.token1) amount1--; // ensure that the slot is not cleared, for gas savings protocolFees.token1 -= amount1; TransferHelper.safeTransfer(token1, recipient, amount1); } emit CollectProtocol(msg.sender, recipient, amount0, amount1); } } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; import './pool/IUniswapV3PoolImmutables.sol'; import './pool/IUniswapV3PoolState.sol'; import './pool/IUniswapV3PoolDerivedState.sol'; import './pool/IUniswapV3PoolActions.sol'; import './pool/IUniswapV3PoolOwnerActions.sol'; import './pool/IUniswapV3PoolEvents.sol'; /// @title The interface for a Uniswap V3 Pool /// @notice A Uniswap pool facilitates swapping and automated market making between any two assets that strictly conform /// to the ERC20 specification /// @dev The pool interface is broken up into many smaller pieces interface IUniswapV3Pool is IUniswapV3PoolImmutables, IUniswapV3PoolState, IUniswapV3PoolDerivedState, IUniswapV3PoolActions, IUniswapV3PoolOwnerActions, IUniswapV3PoolEvents { } // SPDX-License-Identifier: BUSL-1.1 pragma solidity =0.7.6; /// @title Prevents delegatecall to a contract /// @notice Base contract that provides a modifier for preventing delegatecall to methods in a child contract abstract contract NoDelegateCall { /// @dev The original address of this contract address private immutable original; constructor() { // Immutables are computed in the init code of the contract, and then inlined into the deployed bytecode. // In other words, this variable won't change when it's checked at runtime. original = address(this); } /// @dev Private method is used instead of inlining into modifier because modifiers are copied into each method, /// and the use of immutable means the address bytes are copied in every place the modifier is used. function checkNotDelegateCall() private view { require(address(this) == original); } /// @notice Prevents delegatecall into the modified method modifier noDelegateCall() { checkNotDelegateCall(); _; } } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.7.0; /// @title Optimized overflow and underflow safe math operations /// @notice Contains methods for doing math operations that revert on overflow or underflow for minimal gas cost library LowGasSafeMath { /// @notice Returns x + y, reverts if sum overflows uint256 /// @param x The augend /// @param y The addend /// @return z The sum of x and y function add(uint256 x, uint256 y) internal pure returns (uint256 z) { require((z = x + y) >= x); } /// @notice Returns x - y, reverts if underflows /// @param x The minuend /// @param y The subtrahend /// @return z The difference of x and y function sub(uint256 x, uint256 y) internal pure returns (uint256 z) { require((z = x - y) <= x); } /// @notice Returns x * y, reverts if overflows /// @param x The multiplicand /// @param y The multiplier /// @return z The product of x and y function mul(uint256 x, uint256 y) internal pure returns (uint256 z) { require(x == 0 || (z = x * y) / x == y); } /// @notice Returns x + y, reverts if overflows or underflows /// @param x The augend /// @param y The addend /// @return z The sum of x and y function add(int256 x, int256 y) internal pure returns (int256 z) { require((z = x + y) >= x == (y >= 0)); } /// @notice Returns x - y, reverts if overflows or underflows /// @param x The minuend /// @param y The subtrahend /// @return z The difference of x and y function sub(int256 x, int256 y) internal pure returns (int256 z) { require((z = x - y) <= x == (y >= 0)); } } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; /// @title Safe casting methods /// @notice Contains methods for safely casting between types library SafeCast { /// @notice Cast a uint256 to a uint160, revert on overflow /// @param y The uint256 to be downcasted /// @return z The downcasted integer, now type uint160 function toUint160(uint256 y) internal pure returns (uint160 z) { require((z = uint160(y)) == y); } /// @notice Cast a int256 to a int128, revert on overflow or underflow /// @param y The int256 to be downcasted /// @return z The downcasted integer, now type int128 function toInt128(int256 y) internal pure returns (int128 z) { require((z = int128(y)) == y); } /// @notice Cast a uint256 to a int256, revert on overflow /// @param y The uint256 to be casted /// @return z The casted integer, now type int256 function toInt256(uint256 y) internal pure returns (int256 z) { require(y < 2**255); z = int256(y); } } // SPDX-License-Identifier: BUSL-1.1 pragma solidity >=0.5.0; import './LowGasSafeMath.sol'; import './SafeCast.sol'; import './TickMath.sol'; import './LiquidityMath.sol'; /// @title Tick /// @notice Contains functions for managing tick processes and relevant calculations library Tick { using LowGasSafeMath for int256; using SafeCast for int256; // info stored for each initialized individual tick struct Info { // the total position liquidity that references this tick uint128 liquidityGross; // amount of net liquidity added (subtracted) when tick is crossed from left to right (right to left), int128 liquidityNet; // fee growth per unit of liquidity on the _other_ side of this tick (relative to the current tick) // only has relative meaning, not absolute — the value depends on when the tick is initialized uint256 feeGrowthOutside0X128; uint256 feeGrowthOutside1X128; // the cumulative tick value on the other side of the tick int56 tickCumulativeOutside; // the seconds per unit of liquidity on the _other_ side of this tick (relative to the current tick) // only has relative meaning, not absolute — the value depends on when the tick is initialized uint160 secondsPerLiquidityOutsideX128; // the seconds spent on the other side of the tick (relative to the current tick) // only has relative meaning, not absolute — the value depends on when the tick is initialized uint32 secondsOutside; // true iff the tick is initialized, i.e. the value is exactly equivalent to the expression liquidityGross != 0 // these 8 bits are set to prevent fresh sstores when crossing newly initialized ticks bool initialized; } /// @notice Derives max liquidity per tick from given tick spacing /// @dev Executed within the pool constructor /// @param tickSpacing The amount of required tick separation, realized in multiples of `tickSpacing` /// e.g., a tickSpacing of 3 requires ticks to be initialized every 3rd tick i.e., ..., -6, -3, 0, 3, 6, ... /// @return The max liquidity per tick function tickSpacingToMaxLiquidityPerTick(int24 tickSpacing) internal pure returns (uint128) { int24 minTick = (TickMath.MIN_TICK / tickSpacing) * tickSpacing; int24 maxTick = (TickMath.MAX_TICK / tickSpacing) * tickSpacing; uint24 numTicks = uint24((maxTick - minTick) / tickSpacing) + 1; return type(uint128).max / numTicks; } /// @notice Retrieves fee growth data /// @param self The mapping containing all tick information for initialized ticks /// @param tickLower The lower tick boundary of the position /// @param tickUpper The upper tick boundary of the position /// @param tickCurrent The current tick /// @param feeGrowthGlobal0X128 The all-time global fee growth, per unit of liquidity, in token0 /// @param feeGrowthGlobal1X128 The all-time global fee growth, per unit of liquidity, in token1 /// @return feeGrowthInside0X128 The all-time fee growth in token0, per unit of liquidity, inside the position's tick boundaries /// @return feeGrowthInside1X128 The all-time fee growth in token1, per unit of liquidity, inside the position's tick boundaries function getFeeGrowthInside( mapping(int24 => Tick.Info) storage self, int24 tickLower, int24 tickUpper, int24 tickCurrent, uint256 feeGrowthGlobal0X128, uint256 feeGrowthGlobal1X128 ) internal view returns (uint256 feeGrowthInside0X128, uint256 feeGrowthInside1X128) { Info storage lower = self[tickLower]; Info storage upper = self[tickUpper]; // calculate fee growth below uint256 feeGrowthBelow0X128; uint256 feeGrowthBelow1X128; if (tickCurrent >= tickLower) { feeGrowthBelow0X128 = lower.feeGrowthOutside0X128; feeGrowthBelow1X128 = lower.feeGrowthOutside1X128; } else { feeGrowthBelow0X128 = feeGrowthGlobal0X128 - lower.feeGrowthOutside0X128; feeGrowthBelow1X128 = feeGrowthGlobal1X128 - lower.feeGrowthOutside1X128; } // calculate fee growth above uint256 feeGrowthAbove0X128; uint256 feeGrowthAbove1X128; if (tickCurrent < tickUpper) { feeGrowthAbove0X128 = upper.feeGrowthOutside0X128; feeGrowthAbove1X128 = upper.feeGrowthOutside1X128; } else { feeGrowthAbove0X128 = feeGrowthGlobal0X128 - upper.feeGrowthOutside0X128; feeGrowthAbove1X128 = feeGrowthGlobal1X128 - upper.feeGrowthOutside1X128; } feeGrowthInside0X128 = feeGrowthGlobal0X128 - feeGrowthBelow0X128 - feeGrowthAbove0X128; feeGrowthInside1X128 = feeGrowthGlobal1X128 - feeGrowthBelow1X128 - feeGrowthAbove1X128; } /// @notice Updates a tick and returns true if the tick was flipped from initialized to uninitialized, or vice versa /// @param self The mapping containing all tick information for initialized ticks /// @param tick The tick that will be updated /// @param tickCurrent The current tick /// @param liquidityDelta A new amount of liquidity to be added (subtracted) when tick is crossed from left to right (right to left) /// @param feeGrowthGlobal0X128 The all-time global fee growth, per unit of liquidity, in token0 /// @param feeGrowthGlobal1X128 The all-time global fee growth, per unit of liquidity, in token1 /// @param secondsPerLiquidityCumulativeX128 The all-time seconds per max(1, liquidity) of the pool /// @param time The current block timestamp cast to a uint32 /// @param upper true for updating a position's upper tick, or false for updating a position's lower tick /// @param maxLiquidity The maximum liquidity allocation for a single tick /// @return flipped Whether the tick was flipped from initialized to uninitialized, or vice versa function update( mapping(int24 => Tick.Info) storage self, int24 tick, int24 tickCurrent, int128 liquidityDelta, uint256 feeGrowthGlobal0X128, uint256 feeGrowthGlobal1X128, uint160 secondsPerLiquidityCumulativeX128, int56 tickCumulative, uint32 time, bool upper, uint128 maxLiquidity ) internal returns (bool flipped) { Tick.Info storage info = self[tick]; uint128 liquidityGrossBefore = info.liquidityGross; uint128 liquidityGrossAfter = LiquidityMath.addDelta(liquidityGrossBefore, liquidityDelta); require(liquidityGrossAfter <= maxLiquidity, 'LO'); flipped = (liquidityGrossAfter == 0) != (liquidityGrossBefore == 0); if (liquidityGrossBefore == 0) { // by convention, we assume that all growth before a tick was initialized happened _below_ the tick if (tick <= tickCurrent) { info.feeGrowthOutside0X128 = feeGrowthGlobal0X128; info.feeGrowthOutside1X128 = feeGrowthGlobal1X128; info.secondsPerLiquidityOutsideX128 = secondsPerLiquidityCumulativeX128; info.tickCumulativeOutside = tickCumulative; info.secondsOutside = time; } info.initialized = true; } info.liquidityGross = liquidityGrossAfter; // when the lower (upper) tick is crossed left to right (right to left), liquidity must be added (removed) info.liquidityNet = upper ? int256(info.liquidityNet).sub(liquidityDelta).toInt128() : int256(info.liquidityNet).add(liquidityDelta).toInt128(); } /// @notice Clears tick data /// @param self The mapping containing all initialized tick information for initialized ticks /// @param tick The tick that will be cleared function clear(mapping(int24 => Tick.Info) storage self, int24 tick) internal { delete self[tick]; } /// @notice Transitions to next tick as needed by price movement /// @param self The mapping containing all tick information for initialized ticks /// @param tick The destination tick of the transition /// @param feeGrowthGlobal0X128 The all-time global fee growth, per unit of liquidity, in token0 /// @param feeGrowthGlobal1X128 The all-time global fee growth, per unit of liquidity, in token1 /// @param secondsPerLiquidityCumulativeX128 The current seconds per liquidity /// @param time The current block.timestamp /// @return liquidityNet The amount of liquidity added (subtracted) when tick is crossed from left to right (right to left) function cross( mapping(int24 => Tick.Info) storage self, int24 tick, uint256 feeGrowthGlobal0X128, uint256 feeGrowthGlobal1X128, uint160 secondsPerLiquidityCumulativeX128, int56 tickCumulative, uint32 time ) internal returns (int128 liquidityNet) { Tick.Info storage info = self[tick]; info.feeGrowthOutside0X128 = feeGrowthGlobal0X128 - info.feeGrowthOutside0X128; info.feeGrowthOutside1X128 = feeGrowthGlobal1X128 - info.feeGrowthOutside1X128; info.secondsPerLiquidityOutsideX128 = secondsPerLiquidityCumulativeX128 - info.secondsPerLiquidityOutsideX128; info.tickCumulativeOutside = tickCumulative - info.tickCumulativeOutside; info.secondsOutside = time - info.secondsOutside; liquidityNet = info.liquidityNet; } } // SPDX-License-Identifier: BUSL-1.1 pragma solidity >=0.5.0; import './BitMath.sol'; /// @title Packed tick initialized state library /// @notice Stores a packed mapping of tick index to its initialized state /// @dev The mapping uses int16 for keys since ticks are represented as int24 and there are 256 (2^8) values per word. library TickBitmap { /// @notice Computes the position in the mapping where the initialized bit for a tick lives /// @param tick The tick for which to compute the position /// @return wordPos The key in the mapping containing the word in which the bit is stored /// @return bitPos The bit position in the word where the flag is stored function position(int24 tick) private pure returns (int16 wordPos, uint8 bitPos) { wordPos = int16(tick >> 8); bitPos = uint8(tick % 256); } /// @notice Flips the initialized state for a given tick from false to true, or vice versa /// @param self The mapping in which to flip the tick /// @param tick The tick to flip /// @param tickSpacing The spacing between usable ticks function flipTick( mapping(int16 => uint256) storage self, int24 tick, int24 tickSpacing ) internal { require(tick % tickSpacing == 0); // ensure that the tick is spaced (int16 wordPos, uint8 bitPos) = position(tick / tickSpacing); uint256 mask = 1 << bitPos; self[wordPos] ^= mask; } /// @notice Returns the next initialized tick contained in the same word (or adjacent word) as the tick that is either /// to the left (less than or equal to) or right (greater than) of the given tick /// @param self The mapping in which to compute the next initialized tick /// @param tick The starting tick /// @param tickSpacing The spacing between usable ticks /// @param lte Whether to search for the next initialized tick to the left (less than or equal to the starting tick) /// @return next The next initialized or uninitialized tick up to 256 ticks away from the current tick /// @return initialized Whether the next tick is initialized, as the function only searches within up to 256 ticks function nextInitializedTickWithinOneWord( mapping(int16 => uint256) storage self, int24 tick, int24 tickSpacing, bool lte ) internal view returns (int24 next, bool initialized) { int24 compressed = tick / tickSpacing; if (tick < 0 && tick % tickSpacing != 0) compressed--; // round towards negative infinity if (lte) { (int16 wordPos, uint8 bitPos) = position(compressed); // all the 1s at or to the right of the current bitPos uint256 mask = (1 << bitPos) - 1 + (1 << bitPos); uint256 masked = self[wordPos] & mask; // if there are no initialized ticks to the right of or at the current tick, return rightmost in the word initialized = masked != 0; // overflow/underflow is possible, but prevented externally by limiting both tickSpacing and tick next = initialized ? (compressed - int24(bitPos - BitMath.mostSignificantBit(masked))) * tickSpacing : (compressed - int24(bitPos)) * tickSpacing; } else { // start from the word of the next tick, since the current tick state doesn't matter (int16 wordPos, uint8 bitPos) = position(compressed + 1); // all the 1s at or to the left of the bitPos uint256 mask = ~((1 << bitPos) - 1); uint256 masked = self[wordPos] & mask; // if there are no initialized ticks to the left of the current tick, return leftmost in the word initialized = masked != 0; // overflow/underflow is possible, but prevented externally by limiting both tickSpacing and tick next = initialized ? (compressed + 1 + int24(BitMath.leastSignificantBit(masked) - bitPos)) * tickSpacing : (compressed + 1 + int24(type(uint8).max - bitPos)) * tickSpacing; } } } // SPDX-License-Identifier: BUSL-1.1 pragma solidity >=0.5.0; import './FullMath.sol'; import './FixedPoint128.sol'; import './LiquidityMath.sol'; /// @title Position /// @notice Positions represent an owner address' liquidity between a lower and upper tick boundary /// @dev Positions store additional state for tracking fees owed to the position library Position { // info stored for each user's position struct Info { // the amount of liquidity owned by this position uint128 liquidity; // fee growth per unit of liquidity as of the last update to liquidity or fees owed uint256 feeGrowthInside0LastX128; uint256 feeGrowthInside1LastX128; // the fees owed to the position owner in token0/token1 uint128 tokensOwed0; uint128 tokensOwed1; } /// @notice Returns the Info struct of a position, given an owner and position boundaries /// @param self The mapping containing all user positions /// @param owner The address of the position owner /// @param tickLower The lower tick boundary of the position /// @param tickUpper The upper tick boundary of the position /// @return position The position info struct of the given owners' position function get( mapping(bytes32 => Info) storage self, address owner, int24 tickLower, int24 tickUpper ) internal view returns (Position.Info storage position) { position = self[keccak256(abi.encodePacked(owner, tickLower, tickUpper))]; } /// @notice Credits accumulated fees to a user's position /// @param self The individual position to update /// @param liquidityDelta The change in pool liquidity as a result of the position update /// @param feeGrowthInside0X128 The all-time fee growth in token0, per unit of liquidity, inside the position's tick boundaries /// @param feeGrowthInside1X128 The all-time fee growth in token1, per unit of liquidity, inside the position's tick boundaries function update( Info storage self, int128 liquidityDelta, uint256 feeGrowthInside0X128, uint256 feeGrowthInside1X128 ) internal { Info memory _self = self; uint128 liquidityNext; if (liquidityDelta == 0) { require(_self.liquidity > 0, 'NP'); // disallow pokes for 0 liquidity positions liquidityNext = _self.liquidity; } else { liquidityNext = LiquidityMath.addDelta(_self.liquidity, liquidityDelta); } // calculate accumulated fees uint128 tokensOwed0 = uint128( FullMath.mulDiv( feeGrowthInside0X128 - _self.feeGrowthInside0LastX128, _self.liquidity, FixedPoint128.Q128 ) ); uint128 tokensOwed1 = uint128( FullMath.mulDiv( feeGrowthInside1X128 - _self.feeGrowthInside1LastX128, _self.liquidity, FixedPoint128.Q128 ) ); // update the position if (liquidityDelta != 0) self.liquidity = liquidityNext; self.feeGrowthInside0LastX128 = feeGrowthInside0X128; self.feeGrowthInside1LastX128 = feeGrowthInside1X128; if (tokensOwed0 > 0 || tokensOwed1 > 0) { // overflow is acceptable, have to withdraw before you hit type(uint128).max fees self.tokensOwed0 += tokensOwed0; self.tokensOwed1 += tokensOwed1; } } } // SPDX-License-Identifier: BUSL-1.1 pragma solidity >=0.5.0; /// @title Oracle /// @notice Provides price and liquidity data useful for a wide variety of system designs /// @dev Instances of stored oracle data, "observations", are collected in the oracle array /// Every pool is initialized with an oracle array length of 1. Anyone can pay the SSTOREs to increase the /// maximum length of the oracle array. New slots will be added when the array is fully populated. /// Observations are overwritten when the full length of the oracle array is populated. /// The most recent observation is available, independent of the length of the oracle array, by passing 0 to observe() library Oracle { struct Observation { // the block timestamp of the observation uint32 blockTimestamp; // the tick accumulator, i.e. tick * time elapsed since the pool was first initialized int56 tickCumulative; // the seconds per liquidity, i.e. seconds elapsed / max(1, liquidity) since the pool was first initialized uint160 secondsPerLiquidityCumulativeX128; // whether or not the observation is initialized bool initialized; } /// @notice Transforms a previous observation into a new observation, given the passage of time and the current tick and liquidity values /// @dev blockTimestamp _must_ be chronologically equal to or greater than last.blockTimestamp, safe for 0 or 1 overflows /// @param last The specified observation to be transformed /// @param blockTimestamp The timestamp of the new observation /// @param tick The active tick at the time of the new observation /// @param liquidity The total in-range liquidity at the time of the new observation /// @return Observation The newly populated observation function transform( Observation memory last, uint32 blockTimestamp, int24 tick, uint128 liquidity ) private pure returns (Observation memory) { uint32 delta = blockTimestamp - last.blockTimestamp; return Observation({ blockTimestamp: blockTimestamp, tickCumulative: last.tickCumulative + int56(tick) * delta, secondsPerLiquidityCumulativeX128: last.secondsPerLiquidityCumulativeX128 + ((uint160(delta) << 128) / (liquidity > 0 ? liquidity : 1)), initialized: true }); } /// @notice Initialize the oracle array by writing the first slot. Called once for the lifecycle of the observations array /// @param self The stored oracle array /// @param time The time of the oracle initialization, via block.timestamp truncated to uint32 /// @return cardinality The number of populated elements in the oracle array /// @return cardinalityNext The new length of the oracle array, independent of population function initialize(Observation[65535] storage self, uint32 time) internal returns (uint16 cardinality, uint16 cardinalityNext) { self[0] = Observation({ blockTimestamp: time, tickCumulative: 0, secondsPerLiquidityCumulativeX128: 0, initialized: true }); return (1, 1); } /// @notice Writes an oracle observation to the array /// @dev Writable at most once per block. Index represents the most recently written element. cardinality and index must be tracked externally. /// If the index is at the end of the allowable array length (according to cardinality), and the next cardinality /// is greater than the current one, cardinality may be increased. This restriction is created to preserve ordering. /// @param self The stored oracle array /// @param index The index of the observation that was most recently written to the observations array /// @param blockTimestamp The timestamp of the new observation /// @param tick The active tick at the time of the new observation /// @param liquidity The total in-range liquidity at the time of the new observation /// @param cardinality The number of populated elements in the oracle array /// @param cardinalityNext The new length of the oracle array, independent of population /// @return indexUpdated The new index of the most recently written element in the oracle array /// @return cardinalityUpdated The new cardinality of the oracle array function write( Observation[65535] storage self, uint16 index, uint32 blockTimestamp, int24 tick, uint128 liquidity, uint16 cardinality, uint16 cardinalityNext ) internal returns (uint16 indexUpdated, uint16 cardinalityUpdated) { Observation memory last = self[index]; // early return if we've already written an observation this block if (last.blockTimestamp == blockTimestamp) return (index, cardinality); // if the conditions are right, we can bump the cardinality if (cardinalityNext > cardinality && index == (cardinality - 1)) { cardinalityUpdated = cardinalityNext; } else { cardinalityUpdated = cardinality; } indexUpdated = (index + 1) % cardinalityUpdated; self[indexUpdated] = transform(last, blockTimestamp, tick, liquidity); } /// @notice Prepares the oracle array to store up to `next` observations /// @param self The stored oracle array /// @param current The current next cardinality of the oracle array /// @param next The proposed next cardinality which will be populated in the oracle array /// @return next The next cardinality which will be populated in the oracle array function grow( Observation[65535] storage self, uint16 current, uint16 next ) internal returns (uint16) { require(current > 0, 'I'); // no-op if the passed next value isn't greater than the current next value if (next <= current) return current; // store in each slot to prevent fresh SSTOREs in swaps // this data will not be used because the initialized boolean is still false for (uint16 i = current; i < next; i++) self[i].blockTimestamp = 1; return next; } /// @notice comparator for 32-bit timestamps /// @dev safe for 0 or 1 overflows, a and b _must_ be chronologically before or equal to time /// @param time A timestamp truncated to 32 bits /// @param a A comparison timestamp from which to determine the relative position of `time` /// @param b From which to determine the relative position of `time` /// @return bool Whether `a` is chronologically <= `b` function lte( uint32 time, uint32 a, uint32 b ) private pure returns (bool) { // if there hasn't been overflow, no need to adjust if (a <= time && b <= time) return a <= b; uint256 aAdjusted = a > time ? a : a + 2**32; uint256 bAdjusted = b > time ? b : b + 2**32; return aAdjusted <= bAdjusted; } /// @notice Fetches the observations beforeOrAt and atOrAfter a target, i.e. where [beforeOrAt, atOrAfter] is satisfied. /// The result may be the same observation, or adjacent observations. /// @dev The answer must be contained in the array, used when the target is located within the stored observation /// boundaries: older than the most recent observation and younger, or the same age as, the oldest observation /// @param self The stored oracle array /// @param time The current block.timestamp /// @param target The timestamp at which the reserved observation should be for /// @param index The index of the observation that was most recently written to the observations array /// @param cardinality The number of populated elements in the oracle array /// @return beforeOrAt The observation recorded before, or at, the target /// @return atOrAfter The observation recorded at, or after, the target function binarySearch( Observation[65535] storage self, uint32 time, uint32 target, uint16 index, uint16 cardinality ) private view returns (Observation memory beforeOrAt, Observation memory atOrAfter) { uint256 l = (index + 1) % cardinality; // oldest observation uint256 r = l + cardinality - 1; // newest observation uint256 i; while (true) { i = (l + r) / 2; beforeOrAt = self[i % cardinality]; // we've landed on an uninitialized tick, keep searching higher (more recently) if (!beforeOrAt.initialized) { l = i + 1; continue; } atOrAfter = self[(i + 1) % cardinality]; bool targetAtOrAfter = lte(time, beforeOrAt.blockTimestamp, target); // check if we've found the answer! if (targetAtOrAfter && lte(time, target, atOrAfter.blockTimestamp)) break; if (!targetAtOrAfter) r = i - 1; else l = i + 1; } } /// @notice Fetches the observations beforeOrAt and atOrAfter a given target, i.e. where [beforeOrAt, atOrAfter] is satisfied /// @dev Assumes there is at least 1 initialized observation. /// Used by observeSingle() to compute the counterfactual accumulator values as of a given block timestamp. /// @param self The stored oracle array /// @param time The current block.timestamp /// @param target The timestamp at which the reserved observation should be for /// @param tick The active tick at the time of the returned or simulated observation /// @param index The index of the observation that was most recently written to the observations array /// @param liquidity The total pool liquidity at the time of the call /// @param cardinality The number of populated elements in the oracle array /// @return beforeOrAt The observation which occurred at, or before, the given timestamp /// @return atOrAfter The observation which occurred at, or after, the given timestamp function getSurroundingObservations( Observation[65535] storage self, uint32 time, uint32 target, int24 tick, uint16 index, uint128 liquidity, uint16 cardinality ) private view returns (Observation memory beforeOrAt, Observation memory atOrAfter) { // optimistically set before to the newest observation beforeOrAt = self[index]; // if the target is chronologically at or after the newest observation, we can early return if (lte(time, beforeOrAt.blockTimestamp, target)) { if (beforeOrAt.blockTimestamp == target) { // if newest observation equals target, we're in the same block, so we can ignore atOrAfter return (beforeOrAt, atOrAfter); } else { // otherwise, we need to transform return (beforeOrAt, transform(beforeOrAt, target, tick, liquidity)); } } // now, set before to the oldest observation beforeOrAt = self[(index + 1) % cardinality]; if (!beforeOrAt.initialized) beforeOrAt = self[0]; // ensure that the target is chronologically at or after the oldest observation require(lte(time, beforeOrAt.blockTimestamp, target), 'OLD'); // if we've reached this point, we have to binary search return binarySearch(self, time, target, index, cardinality); } /// @dev Reverts if an observation at or before the desired observation timestamp does not exist. /// 0 may be passed as `secondsAgo' to return the current cumulative values. /// If called with a timestamp falling between two observations, returns the counterfactual accumulator values /// at exactly the timestamp between the two observations. /// @param self The stored oracle array /// @param time The current block timestamp /// @param secondsAgo The amount of time to look back, in seconds, at which point to return an observation /// @param tick The current tick /// @param index The index of the observation that was most recently written to the observations array /// @param liquidity The current in-range pool liquidity /// @param cardinality The number of populated elements in the oracle array /// @return tickCumulative The tick * time elapsed since the pool was first initialized, as of `secondsAgo` /// @return secondsPerLiquidityCumulativeX128 The time elapsed / max(1, liquidity) since the pool was first initialized, as of `secondsAgo` function observeSingle( Observation[65535] storage self, uint32 time, uint32 secondsAgo, int24 tick, uint16 index, uint128 liquidity, uint16 cardinality ) internal view returns (int56 tickCumulative, uint160 secondsPerLiquidityCumulativeX128) { if (secondsAgo == 0) { Observation memory last = self[index]; if (last.blockTimestamp != time) last = transform(last, time, tick, liquidity); return (last.tickCumulative, last.secondsPerLiquidityCumulativeX128); } uint32 target = time - secondsAgo; (Observation memory beforeOrAt, Observation memory atOrAfter) = getSurroundingObservations(self, time, target, tick, index, liquidity, cardinality); if (target == beforeOrAt.blockTimestamp) { // we're at the left boundary return (beforeOrAt.tickCumulative, beforeOrAt.secondsPerLiquidityCumulativeX128); } else if (target == atOrAfter.blockTimestamp) { // we're at the right boundary return (atOrAfter.tickCumulative, atOrAfter.secondsPerLiquidityCumulativeX128); } else { // we're in the middle uint32 observationTimeDelta = atOrAfter.blockTimestamp - beforeOrAt.blockTimestamp; uint32 targetDelta = target - beforeOrAt.blockTimestamp; return ( beforeOrAt.tickCumulative + ((atOrAfter.tickCumulative - beforeOrAt.tickCumulative) / observationTimeDelta) * targetDelta, beforeOrAt.secondsPerLiquidityCumulativeX128 + uint160( (uint256( atOrAfter.secondsPerLiquidityCumulativeX128 - beforeOrAt.secondsPerLiquidityCumulativeX128 ) * targetDelta) / observationTimeDelta ) ); } } /// @notice Returns the accumulator values as of each time seconds ago from the given time in the array of `secondsAgos` /// @dev Reverts if `secondsAgos` > oldest observation /// @param self The stored oracle array /// @param time The current block.timestamp /// @param secondsAgos Each amount of time to look back, in seconds, at which point to return an observation /// @param tick The current tick /// @param index The index of the observation that was most recently written to the observations array /// @param liquidity The current in-range pool liquidity /// @param cardinality The number of populated elements in the oracle array /// @return tickCumulatives The tick * time elapsed since the pool was first initialized, as of each `secondsAgo` /// @return secondsPerLiquidityCumulativeX128s The cumulative seconds / max(1, liquidity) since the pool was first initialized, as of each `secondsAgo` function observe( Observation[65535] storage self, uint32 time, uint32[] memory secondsAgos, int24 tick, uint16 index, uint128 liquidity, uint16 cardinality ) internal view returns (int56[] memory tickCumulatives, uint160[] memory secondsPerLiquidityCumulativeX128s) { require(cardinality > 0, 'I'); tickCumulatives = new int56[](secondsAgos.length); secondsPerLiquidityCumulativeX128s = new uint160[](secondsAgos.length); for (uint256 i = 0; i < secondsAgos.length; i++) { (tickCumulatives[i], secondsPerLiquidityCumulativeX128s[i]) = observeSingle( self, time, secondsAgos[i], tick, index, liquidity, cardinality ); } } } // SPDX-License-Identifier: MIT pragma solidity >=0.4.0; /// @title Contains 512-bit math functions /// @notice Facilitates multiplication and division that can have overflow of an intermediate value without any loss of precision /// @dev Handles "phantom overflow" i.e., allows multiplication and division where an intermediate value overflows 256 bits library FullMath { /// @notice Calculates floor(a×b÷denominator) with full precision. Throws if result overflows a uint256 or denominator == 0 /// @param a The multiplicand /// @param b The multiplier /// @param denominator The divisor /// @return result The 256-bit result /// @dev Credit to Remco Bloemen under MIT license https://xn--2-umb.com/21/muldiv function mulDiv( uint256 a, uint256 b, uint256 denominator ) internal pure returns (uint256 result) { // 512-bit multiply [prod1 prod0] = a * b // Compute the product mod 2**256 and mod 2**256 - 1 // then use the Chinese Remainder Theorem to reconstruct // the 512 bit result. The result is stored in two 256 // variables such that product = prod1 * 2**256 + prod0 uint256 prod0; // Least significant 256 bits of the product uint256 prod1; // Most significant 256 bits of the product assembly { let mm := mulmod(a, b, not(0)) prod0 := mul(a, b) prod1 := sub(sub(mm, prod0), lt(mm, prod0)) } // Handle non-overflow cases, 256 by 256 division if (prod1 == 0) { require(denominator > 0); assembly { result := div(prod0, denominator) } return result; } // Make sure the result is less than 2**256. // Also prevents denominator == 0 require(denominator > prod1); /////////////////////////////////////////////// // 512 by 256 division. /////////////////////////////////////////////// // Make division exact by subtracting the remainder from [prod1 prod0] // Compute remainder using mulmod uint256 remainder; assembly { remainder := mulmod(a, b, denominator) } // Subtract 256 bit number from 512 bit number assembly { prod1 := sub(prod1, gt(remainder, prod0)) prod0 := sub(prod0, remainder) } // Factor powers of two out of denominator // Compute largest power of two divisor of denominator. // Always >= 1. uint256 twos = -denominator & denominator; // Divide denominator by power of two assembly { denominator := div(denominator, twos) } // Divide [prod1 prod0] by the factors of two assembly { prod0 := div(prod0, twos) } // Shift in bits from prod1 into prod0. For this we need // to flip `twos` such that it is 2**256 / twos. // If twos is zero, then it becomes one assembly { twos := add(div(sub(0, twos), twos), 1) } prod0 |= prod1 * twos; // Invert denominator mod 2**256 // Now that denominator is an odd number, it has an inverse // modulo 2**256 such that denominator * inv = 1 mod 2**256. // Compute the inverse by starting with a seed that is correct // correct for four bits. That is, denominator * inv = 1 mod 2**4 uint256 inv = (3 * denominator) ^ 2; // Now use Newton-Raphson iteration to improve the precision. // Thanks to Hensel's lifting lemma, this also works in modular // arithmetic, doubling the correct bits in each step. inv *= 2 - denominator * inv; // inverse mod 2**8 inv *= 2 - denominator * inv; // inverse mod 2**16 inv *= 2 - denominator * inv; // inverse mod 2**32 inv *= 2 - denominator * inv; // inverse mod 2**64 inv *= 2 - denominator * inv; // inverse mod 2**128 inv *= 2 - denominator * inv; // inverse mod 2**256 // Because the division is now exact we can divide by multiplying // with the modular inverse of denominator. This will give us the // correct result modulo 2**256. Since the precoditions guarantee // that the outcome is less than 2**256, this is the final result. // We don't need to compute the high bits of the result and prod1 // is no longer required. result = prod0 * inv; return result; } /// @notice Calculates ceil(a×b÷denominator) with full precision. Throws if result overflows a uint256 or denominator == 0 /// @param a The multiplicand /// @param b The multiplier /// @param denominator The divisor /// @return result The 256-bit result function mulDivRoundingUp( uint256 a, uint256 b, uint256 denominator ) internal pure returns (uint256 result) { result = mulDiv(a, b, denominator); if (mulmod(a, b, denominator) > 0) { require(result < type(uint256).max); result++; } } } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.4.0; /// @title FixedPoint128 /// @notice A library for handling binary fixed point numbers, see https://en.wikipedia.org/wiki/Q_(number_format) library FixedPoint128 { uint256 internal constant Q128 = 0x100000000000000000000000000000000; } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.6.0; import '../interfaces/IERC20Minimal.sol'; /// @title TransferHelper /// @notice Contains helper methods for interacting with ERC20 tokens that do not consistently return true/false library TransferHelper { /// @notice Transfers tokens from msg.sender to a recipient /// @dev Calls transfer on token contract, errors with TF if transfer fails /// @param token The contract address of the token which will be transferred /// @param to The recipient of the transfer /// @param value The value of the transfer function safeTransfer( address token, address to, uint256 value ) internal { (bool success, bytes memory data) = token.call(abi.encodeWithSelector(IERC20Minimal.transfer.selector, to, value)); require(success && (data.length == 0 || abi.decode(data, (bool))), 'TF'); } } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; /// @title Math library for computing sqrt prices from ticks and vice versa /// @notice Computes sqrt price for ticks of size 1.0001, i.e. sqrt(1.0001^tick) as fixed point Q64.96 numbers. Supports /// prices between 2**-128 and 2**128 library TickMath { /// @dev The minimum tick that may be passed to #getSqrtRatioAtTick computed from log base 1.0001 of 2**-128 int24 internal constant MIN_TICK = -887272; /// @dev The maximum tick that may be passed to #getSqrtRatioAtTick computed from log base 1.0001 of 2**128 int24 internal constant MAX_TICK = -MIN_TICK; /// @dev The minimum value that can be returned from #getSqrtRatioAtTick. Equivalent to getSqrtRatioAtTick(MIN_TICK) uint160 internal constant MIN_SQRT_RATIO = 4295128739; /// @dev The maximum value that can be returned from #getSqrtRatioAtTick. Equivalent to getSqrtRatioAtTick(MAX_TICK) uint160 internal constant MAX_SQRT_RATIO = 1461446703485210103287273052203988822378723970342; /// @notice Calculates sqrt(1.0001^tick) * 2^96 /// @dev Throws if |tick| > max tick /// @param tick The input tick for the above formula /// @return sqrtPriceX96 A Fixed point Q64.96 number representing the sqrt of the ratio of the two assets (token1/token0) /// at the given tick function getSqrtRatioAtTick(int24 tick) internal pure returns (uint160 sqrtPriceX96) { uint256 absTick = tick < 0 ? uint256(-int256(tick)) : uint256(int256(tick)); require(absTick <= uint256(MAX_TICK), 'T'); uint256 ratio = absTick & 0x1 != 0 ? 0xfffcb933bd6fad37aa2d162d1a594001 : 0x100000000000000000000000000000000; if (absTick & 0x2 != 0) ratio = (ratio * 0xfff97272373d413259a46990580e213a) >> 128; if (absTick & 0x4 != 0) ratio = (ratio * 0xfff2e50f5f656932ef12357cf3c7fdcc) >> 128; if (absTick & 0x8 != 0) ratio = (ratio * 0xffe5caca7e10e4e61c3624eaa0941cd0) >> 128; if (absTick & 0x10 != 0) ratio = (ratio * 0xffcb9843d60f6159c9db58835c926644) >> 128; if (absTick & 0x20 != 0) ratio = (ratio * 0xff973b41fa98c081472e6896dfb254c0) >> 128; if (absTick & 0x40 != 0) ratio = (ratio * 0xff2ea16466c96a3843ec78b326b52861) >> 128; if (absTick & 0x80 != 0) ratio = (ratio * 0xfe5dee046a99a2a811c461f1969c3053) >> 128; if (absTick & 0x100 != 0) ratio = (ratio * 0xfcbe86c7900a88aedcffc83b479aa3a4) >> 128; if (absTick & 0x200 != 0) ratio = (ratio * 0xf987a7253ac413176f2b074cf7815e54) >> 128; if (absTick & 0x400 != 0) ratio = (ratio * 0xf3392b0822b70005940c7a398e4b70f3) >> 128; if (absTick & 0x800 != 0) ratio = (ratio * 0xe7159475a2c29b7443b29c7fa6e889d9) >> 128; if (absTick & 0x1000 != 0) ratio = (ratio * 0xd097f3bdfd2022b8845ad8f792aa5825) >> 128; if (absTick & 0x2000 != 0) ratio = (ratio * 0xa9f746462d870fdf8a65dc1f90e061e5) >> 128; if (absTick & 0x4000 != 0) ratio = (ratio * 0x70d869a156d2a1b890bb3df62baf32f7) >> 128; if (absTick & 0x8000 != 0) ratio = (ratio * 0x31be135f97d08fd981231505542fcfa6) >> 128; if (absTick & 0x10000 != 0) ratio = (ratio * 0x9aa508b5b7a84e1c677de54f3e99bc9) >> 128; if (absTick & 0x20000 != 0) ratio = (ratio * 0x5d6af8dedb81196699c329225ee604) >> 128; if (absTick & 0x40000 != 0) ratio = (ratio * 0x2216e584f5fa1ea926041bedfe98) >> 128; if (absTick & 0x80000 != 0) ratio = (ratio * 0x48a170391f7dc42444e8fa2) >> 128; if (tick > 0) ratio = type(uint256).max / ratio; // this divides by 1<<32 rounding up to go from a Q128.128 to a Q128.96. // we then downcast because we know the result always fits within 160 bits due to our tick input constraint // we round up in the division so getTickAtSqrtRatio of the output price is always consistent sqrtPriceX96 = uint160((ratio >> 32) + (ratio % (1 << 32) == 0 ? 0 : 1)); } /// @notice Calculates the greatest tick value such that getRatioAtTick(tick) <= ratio /// @dev Throws in case sqrtPriceX96 < MIN_SQRT_RATIO, as MIN_SQRT_RATIO is the lowest value getRatioAtTick may /// ever return. /// @param sqrtPriceX96 The sqrt ratio for which to compute the tick as a Q64.96 /// @return tick The greatest tick for which the ratio is less than or equal to the input ratio function getTickAtSqrtRatio(uint160 sqrtPriceX96) internal pure returns (int24 tick) { // second inequality must be < because the price can never reach the price at the max tick require(sqrtPriceX96 >= MIN_SQRT_RATIO && sqrtPriceX96 < MAX_SQRT_RATIO, 'R'); uint256 ratio = uint256(sqrtPriceX96) << 32; uint256 r = ratio; uint256 msb = 0; assembly { let f := shl(7, gt(r, 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF)) msb := or(msb, f) r := shr(f, r) } assembly { let f := shl(6, gt(r, 0xFFFFFFFFFFFFFFFF)) msb := or(msb, f) r := shr(f, r) } assembly { let f := shl(5, gt(r, 0xFFFFFFFF)) msb := or(msb, f) r := shr(f, r) } assembly { let f := shl(4, gt(r, 0xFFFF)) msb := or(msb, f) r := shr(f, r) } assembly { let f := shl(3, gt(r, 0xFF)) msb := or(msb, f) r := shr(f, r) } assembly { let f := shl(2, gt(r, 0xF)) msb := or(msb, f) r := shr(f, r) } assembly { let f := shl(1, gt(r, 0x3)) msb := or(msb, f) r := shr(f, r) } assembly { let f := gt(r, 0x1) msb := or(msb, f) } if (msb >= 128) r = ratio >> (msb - 127); else r = ratio << (127 - msb); int256 log_2 = (int256(msb) - 128) << 64; assembly { r := shr(127, mul(r, r)) let f := shr(128, r) log_2 := or(log_2, shl(63, f)) r := shr(f, r) } assembly { r := shr(127, mul(r, r)) let f := shr(128, r) log_2 := or(log_2, shl(62, f)) r := shr(f, r) } assembly { r := shr(127, mul(r, r)) let f := shr(128, r) log_2 := or(log_2, shl(61, f)) r := shr(f, r) } assembly { r := shr(127, mul(r, r)) let f := shr(128, r) log_2 := or(log_2, shl(60, f)) r := shr(f, r) } assembly { r := shr(127, mul(r, r)) let f := shr(128, r) log_2 := or(log_2, shl(59, f)) r := shr(f, r) } assembly { r := shr(127, mul(r, r)) let f := shr(128, r) log_2 := or(log_2, shl(58, f)) r := shr(f, r) } assembly { r := shr(127, mul(r, r)) let f := shr(128, r) log_2 := or(log_2, shl(57, f)) r := shr(f, r) } assembly { r := shr(127, mul(r, r)) let f := shr(128, r) log_2 := or(log_2, shl(56, f)) r := shr(f, r) } assembly { r := shr(127, mul(r, r)) let f := shr(128, r) log_2 := or(log_2, shl(55, f)) r := shr(f, r) } assembly { r := shr(127, mul(r, r)) let f := shr(128, r) log_2 := or(log_2, shl(54, f)) r := shr(f, r) } assembly { r := shr(127, mul(r, r)) let f := shr(128, r) log_2 := or(log_2, shl(53, f)) r := shr(f, r) } assembly { r := shr(127, mul(r, r)) let f := shr(128, r) log_2 := or(log_2, shl(52, f)) r := shr(f, r) } assembly { r := shr(127, mul(r, r)) let f := shr(128, r) log_2 := or(log_2, shl(51, f)) r := shr(f, r) } assembly { r := shr(127, mul(r, r)) let f := shr(128, r) log_2 := or(log_2, shl(50, f)) } int256 log_sqrt10001 = log_2 * 255738958999603826347141; // 128.128 number int24 tickLow = int24((log_sqrt10001 - 3402992956809132418596140100660247210) >> 128); int24 tickHi = int24((log_sqrt10001 + 291339464771989622907027621153398088495) >> 128); tick = tickLow == tickHi ? tickLow : getSqrtRatioAtTick(tickHi) <= sqrtPriceX96 ? tickHi : tickLow; } } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; /// @title Math library for liquidity library LiquidityMath { /// @notice Add a signed liquidity delta to liquidity and revert if it overflows or underflows /// @param x The liquidity before change /// @param y The delta by which liquidity should be changed /// @return z The liquidity delta function addDelta(uint128 x, int128 y) internal pure returns (uint128 z) { if (y < 0) { require((z = x - uint128(-y)) < x, 'LS'); } else { require((z = x + uint128(y)) >= x, 'LA'); } } } // SPDX-License-Identifier: BUSL-1.1 pragma solidity >=0.5.0; import './LowGasSafeMath.sol'; import './SafeCast.sol'; import './FullMath.sol'; import './UnsafeMath.sol'; import './FixedPoint96.sol'; /// @title Functions based on Q64.96 sqrt price and liquidity /// @notice Contains the math that uses square root of price as a Q64.96 and liquidity to compute deltas library SqrtPriceMath { using LowGasSafeMath for uint256; using SafeCast for uint256; /// @notice Gets the next sqrt price given a delta of token0 /// @dev Always rounds up, because in the exact output case (increasing price) we need to move the price at least /// far enough to get the desired output amount, and in the exact input case (decreasing price) we need to move the /// price less in order to not send too much output. /// The most precise formula for this is liquidity * sqrtPX96 / (liquidity +- amount * sqrtPX96), /// if this is impossible because of overflow, we calculate liquidity / (liquidity / sqrtPX96 +- amount). /// @param sqrtPX96 The starting price, i.e. before accounting for the token0 delta /// @param liquidity The amount of usable liquidity /// @param amount How much of token0 to add or remove from virtual reserves /// @param add Whether to add or remove the amount of token0 /// @return The price after adding or removing amount, depending on add function getNextSqrtPriceFromAmount0RoundingUp( uint160 sqrtPX96, uint128 liquidity, uint256 amount, bool add ) internal pure returns (uint160) { // we short circuit amount == 0 because the result is otherwise not guaranteed to equal the input price if (amount == 0) return sqrtPX96; uint256 numerator1 = uint256(liquidity) << FixedPoint96.RESOLUTION; if (add) { uint256 product; if ((product = amount * sqrtPX96) / amount == sqrtPX96) { uint256 denominator = numerator1 + product; if (denominator >= numerator1) // always fits in 160 bits return uint160(FullMath.mulDivRoundingUp(numerator1, sqrtPX96, denominator)); } return uint160(UnsafeMath.divRoundingUp(numerator1, (numerator1 / sqrtPX96).add(amount))); } else { uint256 product; // if the product overflows, we know the denominator underflows // in addition, we must check that the denominator does not underflow require((product = amount * sqrtPX96) / amount == sqrtPX96 && numerator1 > product); uint256 denominator = numerator1 - product; return FullMath.mulDivRoundingUp(numerator1, sqrtPX96, denominator).toUint160(); } } /// @notice Gets the next sqrt price given a delta of token1 /// @dev Always rounds down, because in the exact output case (decreasing price) we need to move the price at least /// far enough to get the desired output amount, and in the exact input case (increasing price) we need to move the /// price less in order to not send too much output. /// The formula we compute is within <1 wei of the lossless version: sqrtPX96 +- amount / liquidity /// @param sqrtPX96 The starting price, i.e., before accounting for the token1 delta /// @param liquidity The amount of usable liquidity /// @param amount How much of token1 to add, or remove, from virtual reserves /// @param add Whether to add, or remove, the amount of token1 /// @return The price after adding or removing `amount` function getNextSqrtPriceFromAmount1RoundingDown( uint160 sqrtPX96, uint128 liquidity, uint256 amount, bool add ) internal pure returns (uint160) { // if we're adding (subtracting), rounding down requires rounding the quotient down (up) // in both cases, avoid a mulDiv for most inputs if (add) { uint256 quotient = ( amount <= type(uint160).max ? (amount << FixedPoint96.RESOLUTION) / liquidity : FullMath.mulDiv(amount, FixedPoint96.Q96, liquidity) ); return uint256(sqrtPX96).add(quotient).toUint160(); } else { uint256 quotient = ( amount <= type(uint160).max ? UnsafeMath.divRoundingUp(amount << FixedPoint96.RESOLUTION, liquidity) : FullMath.mulDivRoundingUp(amount, FixedPoint96.Q96, liquidity) ); require(sqrtPX96 > quotient); // always fits 160 bits return uint160(sqrtPX96 - quotient); } } /// @notice Gets the next sqrt price given an input amount of token0 or token1 /// @dev Throws if price or liquidity are 0, or if the next price is out of bounds /// @param sqrtPX96 The starting price, i.e., before accounting for the input amount /// @param liquidity The amount of usable liquidity /// @param amountIn How much of token0, or token1, is being swapped in /// @param zeroForOne Whether the amount in is token0 or token1 /// @return sqrtQX96 The price after adding the input amount to token0 or token1 function getNextSqrtPriceFromInput( uint160 sqrtPX96, uint128 liquidity, uint256 amountIn, bool zeroForOne ) internal pure returns (uint160 sqrtQX96) { require(sqrtPX96 > 0); require(liquidity > 0); // round to make sure that we don't pass the target price return zeroForOne ? getNextSqrtPriceFromAmount0RoundingUp(sqrtPX96, liquidity, amountIn, true) : getNextSqrtPriceFromAmount1RoundingDown(sqrtPX96, liquidity, amountIn, true); } /// @notice Gets the next sqrt price given an output amount of token0 or token1 /// @dev Throws if price or liquidity are 0 or the next price is out of bounds /// @param sqrtPX96 The starting price before accounting for the output amount /// @param liquidity The amount of usable liquidity /// @param amountOut How much of token0, or token1, is being swapped out /// @param zeroForOne Whether the amount out is token0 or token1 /// @return sqrtQX96 The price after removing the output amount of token0 or token1 function getNextSqrtPriceFromOutput( uint160 sqrtPX96, uint128 liquidity, uint256 amountOut, bool zeroForOne ) internal pure returns (uint160 sqrtQX96) { require(sqrtPX96 > 0); require(liquidity > 0); // round to make sure that we pass the target price return zeroForOne ? getNextSqrtPriceFromAmount1RoundingDown(sqrtPX96, liquidity, amountOut, false) : getNextSqrtPriceFromAmount0RoundingUp(sqrtPX96, liquidity, amountOut, false); } /// @notice Gets the amount0 delta between two prices /// @dev Calculates liquidity / sqrt(lower) - liquidity / sqrt(upper), /// i.e. liquidity * (sqrt(upper) - sqrt(lower)) / (sqrt(upper) * sqrt(lower)) /// @param sqrtRatioAX96 A sqrt price /// @param sqrtRatioBX96 Another sqrt price /// @param liquidity The amount of usable liquidity /// @param roundUp Whether to round the amount up or down /// @return amount0 Amount of token0 required to cover a position of size liquidity between the two passed prices function getAmount0Delta( uint160 sqrtRatioAX96, uint160 sqrtRatioBX96, uint128 liquidity, bool roundUp ) internal pure returns (uint256 amount0) { if (sqrtRatioAX96 > sqrtRatioBX96) (sqrtRatioAX96, sqrtRatioBX96) = (sqrtRatioBX96, sqrtRatioAX96); uint256 numerator1 = uint256(liquidity) << FixedPoint96.RESOLUTION; uint256 numerator2 = sqrtRatioBX96 - sqrtRatioAX96; require(sqrtRatioAX96 > 0); return roundUp ? UnsafeMath.divRoundingUp( FullMath.mulDivRoundingUp(numerator1, numerator2, sqrtRatioBX96), sqrtRatioAX96 ) : FullMath.mulDiv(numerator1, numerator2, sqrtRatioBX96) / sqrtRatioAX96; } /// @notice Gets the amount1 delta between two prices /// @dev Calculates liquidity * (sqrt(upper) - sqrt(lower)) /// @param sqrtRatioAX96 A sqrt price /// @param sqrtRatioBX96 Another sqrt price /// @param liquidity The amount of usable liquidity /// @param roundUp Whether to round the amount up, or down /// @return amount1 Amount of token1 required to cover a position of size liquidity between the two passed prices function getAmount1Delta( uint160 sqrtRatioAX96, uint160 sqrtRatioBX96, uint128 liquidity, bool roundUp ) internal pure returns (uint256 amount1) { if (sqrtRatioAX96 > sqrtRatioBX96) (sqrtRatioAX96, sqrtRatioBX96) = (sqrtRatioBX96, sqrtRatioAX96); return roundUp ? FullMath.mulDivRoundingUp(liquidity, sqrtRatioBX96 - sqrtRatioAX96, FixedPoint96.Q96) : FullMath.mulDiv(liquidity, sqrtRatioBX96 - sqrtRatioAX96, FixedPoint96.Q96); } /// @notice Helper that gets signed token0 delta /// @param sqrtRatioAX96 A sqrt price /// @param sqrtRatioBX96 Another sqrt price /// @param liquidity The change in liquidity for which to compute the amount0 delta /// @return amount0 Amount of token0 corresponding to the passed liquidityDelta between the two prices function getAmount0Delta( uint160 sqrtRatioAX96, uint160 sqrtRatioBX96, int128 liquidity ) internal pure returns (int256 amount0) { return liquidity < 0 ? -getAmount0Delta(sqrtRatioAX96, sqrtRatioBX96, uint128(-liquidity), false).toInt256() : getAmount0Delta(sqrtRatioAX96, sqrtRatioBX96, uint128(liquidity), true).toInt256(); } /// @notice Helper that gets signed token1 delta /// @param sqrtRatioAX96 A sqrt price /// @param sqrtRatioBX96 Another sqrt price /// @param liquidity The change in liquidity for which to compute the amount1 delta /// @return amount1 Amount of token1 corresponding to the passed liquidityDelta between the two prices function getAmount1Delta( uint160 sqrtRatioAX96, uint160 sqrtRatioBX96, int128 liquidity ) internal pure returns (int256 amount1) { return liquidity < 0 ? -getAmount1Delta(sqrtRatioAX96, sqrtRatioBX96, uint128(-liquidity), false).toInt256() : getAmount1Delta(sqrtRatioAX96, sqrtRatioBX96, uint128(liquidity), true).toInt256(); } } // SPDX-License-Identifier: BUSL-1.1 pragma solidity >=0.5.0; import './FullMath.sol'; import './SqrtPriceMath.sol'; /// @title Computes the result of a swap within ticks /// @notice Contains methods for computing the result of a swap within a single tick price range, i.e., a single tick. library SwapMath { /// @notice Computes the result of swapping some amount in, or amount out, given the parameters of the swap /// @dev The fee, plus the amount in, will never exceed the amount remaining if the swap's `amountSpecified` is positive /// @param sqrtRatioCurrentX96 The current sqrt price of the pool /// @param sqrtRatioTargetX96 The price that cannot be exceeded, from which the direction of the swap is inferred /// @param liquidity The usable liquidity /// @param amountRemaining How much input or output amount is remaining to be swapped in/out /// @param feePips The fee taken from the input amount, expressed in hundredths of a bip /// @return sqrtRatioNextX96 The price after swapping the amount in/out, not to exceed the price target /// @return amountIn The amount to be swapped in, of either token0 or token1, based on the direction of the swap /// @return amountOut The amount to be received, of either token0 or token1, based on the direction of the swap /// @return feeAmount The amount of input that will be taken as a fee function computeSwapStep( uint160 sqrtRatioCurrentX96, uint160 sqrtRatioTargetX96, uint128 liquidity, int256 amountRemaining, uint24 feePips ) internal pure returns ( uint160 sqrtRatioNextX96, uint256 amountIn, uint256 amountOut, uint256 feeAmount ) { bool zeroForOne = sqrtRatioCurrentX96 >= sqrtRatioTargetX96; bool exactIn = amountRemaining >= 0; if (exactIn) { uint256 amountRemainingLessFee = FullMath.mulDiv(uint256(amountRemaining), 1e6 - feePips, 1e6); amountIn = zeroForOne ? SqrtPriceMath.getAmount0Delta(sqrtRatioTargetX96, sqrtRatioCurrentX96, liquidity, true) : SqrtPriceMath.getAmount1Delta(sqrtRatioCurrentX96, sqrtRatioTargetX96, liquidity, true); if (amountRemainingLessFee >= amountIn) sqrtRatioNextX96 = sqrtRatioTargetX96; else sqrtRatioNextX96 = SqrtPriceMath.getNextSqrtPriceFromInput( sqrtRatioCurrentX96, liquidity, amountRemainingLessFee, zeroForOne ); } else { amountOut = zeroForOne ? SqrtPriceMath.getAmount1Delta(sqrtRatioTargetX96, sqrtRatioCurrentX96, liquidity, false) : SqrtPriceMath.getAmount0Delta(sqrtRatioCurrentX96, sqrtRatioTargetX96, liquidity, false); if (uint256(-amountRemaining) >= amountOut) sqrtRatioNextX96 = sqrtRatioTargetX96; else sqrtRatioNextX96 = SqrtPriceMath.getNextSqrtPriceFromOutput( sqrtRatioCurrentX96, liquidity, uint256(-amountRemaining), zeroForOne ); } bool max = sqrtRatioTargetX96 == sqrtRatioNextX96; // get the input/output amounts if (zeroForOne) { amountIn = max && exactIn ? amountIn : SqrtPriceMath.getAmount0Delta(sqrtRatioNextX96, sqrtRatioCurrentX96, liquidity, true); amountOut = max && !exactIn ? amountOut : SqrtPriceMath.getAmount1Delta(sqrtRatioNextX96, sqrtRatioCurrentX96, liquidity, false); } else { amountIn = max && exactIn ? amountIn : SqrtPriceMath.getAmount1Delta(sqrtRatioCurrentX96, sqrtRatioNextX96, liquidity, true); amountOut = max && !exactIn ? amountOut : SqrtPriceMath.getAmount0Delta(sqrtRatioCurrentX96, sqrtRatioNextX96, liquidity, false); } // cap the output amount to not exceed the remaining output amount if (!exactIn && amountOut > uint256(-amountRemaining)) { amountOut = uint256(-amountRemaining); } if (exactIn && sqrtRatioNextX96 != sqrtRatioTargetX96) { // we didn't reach the target, so take the remainder of the maximum input as fee feeAmount = uint256(amountRemaining) - amountIn; } else { feeAmount = FullMath.mulDivRoundingUp(amountIn, feePips, 1e6 - feePips); } } } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; /// @title An interface for a contract that is capable of deploying Uniswap V3 Pools /// @notice A contract that constructs a pool must implement this to pass arguments to the pool /// @dev This is used to avoid having constructor arguments in the pool contract, which results in the init code hash /// of the pool being constant allowing the CREATE2 address of the pool to be cheaply computed on-chain interface IUniswapV3PoolDeployer { /// @notice Get the parameters to be used in constructing the pool, set transiently during pool creation. /// @dev Called by the pool constructor to fetch the parameters of the pool /// Returns factory The factory address /// Returns token0 The first token of the pool by address sort order /// Returns token1 The second token of the pool by address sort order /// Returns fee The fee collected upon every swap in the pool, denominated in hundredths of a bip /// Returns tickSpacing The minimum number of ticks between initialized ticks function parameters() external view returns ( address factory, address token0, address token1, uint24 fee, int24 tickSpacing ); } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; /// @title The interface for the Uniswap V3 Factory /// @notice The Uniswap V3 Factory facilitates creation of Uniswap V3 pools and control over the protocol fees interface IUniswapV3Factory { /// @notice Emitted when the owner of the factory is changed /// @param oldOwner The owner before the owner was changed /// @param newOwner The owner after the owner was changed event OwnerChanged(address indexed oldOwner, address indexed newOwner); /// @notice Emitted when a pool is created /// @param token0 The first token of the pool by address sort order /// @param token1 The second token of the pool by address sort order /// @param fee The fee collected upon every swap in the pool, denominated in hundredths of a bip /// @param tickSpacing The minimum number of ticks between initialized ticks /// @param pool The address of the created pool event PoolCreated( address indexed token0, address indexed token1, uint24 indexed fee, int24 tickSpacing, address pool ); /// @notice Emitted when a new fee amount is enabled for pool creation via the factory /// @param fee The enabled fee, denominated in hundredths of a bip /// @param tickSpacing The minimum number of ticks between initialized ticks for pools created with the given fee event FeeAmountEnabled(uint24 indexed fee, int24 indexed tickSpacing); /// @notice Returns the current owner of the factory /// @dev Can be changed by the current owner via setOwner /// @return The address of the factory owner function owner() external view returns (address); /// @notice Returns the tick spacing for a given fee amount, if enabled, or 0 if not enabled /// @dev A fee amount can never be removed, so this value should be hard coded or cached in the calling context /// @param fee The enabled fee, denominated in hundredths of a bip. Returns 0 in case of unenabled fee /// @return The tick spacing function feeAmountTickSpacing(uint24 fee) external view returns (int24); /// @notice Returns the pool address for a given pair of tokens and a fee, or address 0 if it does not exist /// @dev tokenA and tokenB may be passed in either token0/token1 or token1/token0 order /// @param tokenA The contract address of either token0 or token1 /// @param tokenB The contract address of the other token /// @param fee The fee collected upon every swap in the pool, denominated in hundredths of a bip /// @return pool The pool address function getPool( address tokenA, address tokenB, uint24 fee ) external view returns (address pool); /// @notice Creates a pool for the given two tokens and fee /// @param tokenA One of the two tokens in the desired pool /// @param tokenB The other of the two tokens in the desired pool /// @param fee The desired fee for the pool /// @dev tokenA and tokenB may be passed in either order: token0/token1 or token1/token0. tickSpacing is retrieved /// from the fee. The call will revert if the pool already exists, the fee is invalid, or the token arguments /// are invalid. /// @return pool The address of the newly created pool function createPool( address tokenA, address tokenB, uint24 fee ) external returns (address pool); /// @notice Updates the owner of the factory /// @dev Must be called by the current owner /// @param _owner The new owner of the factory function setOwner(address _owner) external; /// @notice Enables a fee amount with the given tickSpacing /// @dev Fee amounts may never be removed once enabled /// @param fee The fee amount to enable, denominated in hundredths of a bip (i.e. 1e-6) /// @param tickSpacing The spacing between ticks to be enforced for all pools created with the given fee amount function enableFeeAmount(uint24 fee, int24 tickSpacing) external; } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; /// @title Minimal ERC20 interface for Uniswap /// @notice Contains a subset of the full ERC20 interface that is used in Uniswap V3 interface IERC20Minimal { /// @notice Returns the balance of a token /// @param account The account for which to look up the number of tokens it has, i.e. its balance /// @return The number of tokens held by the account function balanceOf(address account) external view returns (uint256); /// @notice Transfers the amount of token from the `msg.sender` to the recipient /// @param recipient The account that will receive the amount transferred /// @param amount The number of tokens to send from the sender to the recipient /// @return Returns true for a successful transfer, false for an unsuccessful transfer function transfer(address recipient, uint256 amount) external returns (bool); /// @notice Returns the current allowance given to a spender by an owner /// @param owner The account of the token owner /// @param spender The account of the token spender /// @return The current allowance granted by `owner` to `spender` function allowance(address owner, address spender) external view returns (uint256); /// @notice Sets the allowance of a spender from the `msg.sender` to the value `amount` /// @param spender The account which will be allowed to spend a given amount of the owners tokens /// @param amount The amount of tokens allowed to be used by `spender` /// @return Returns true for a successful approval, false for unsuccessful function approve(address spender, uint256 amount) external returns (bool); /// @notice Transfers `amount` tokens from `sender` to `recipient` up to the allowance given to the `msg.sender` /// @param sender The account from which the transfer will be initiated /// @param recipient The recipient of the transfer /// @param amount The amount of the transfer /// @return Returns true for a successful transfer, false for unsuccessful function transferFrom( address sender, address recipient, uint256 amount ) external returns (bool); /// @notice Event emitted when tokens are transferred from one address to another, either via `#transfer` or `#transferFrom`. /// @param from The account from which the tokens were sent, i.e. the balance decreased /// @param to The account to which the tokens were sent, i.e. the balance increased /// @param value The amount of tokens that were transferred event Transfer(address indexed from, address indexed to, uint256 value); /// @notice Event emitted when the approval amount for the spender of a given owner's tokens changes. /// @param owner The account that approved spending of its tokens /// @param spender The account for which the spending allowance was modified /// @param value The new allowance from the owner to the spender event Approval(address indexed owner, address indexed spender, uint256 value); } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; /// @title Callback for IUniswapV3PoolActions#mint /// @notice Any contract that calls IUniswapV3PoolActions#mint must implement this interface interface IUniswapV3MintCallback { /// @notice Called to `msg.sender` after minting liquidity to a position from IUniswapV3Pool#mint. /// @dev In the implementation you must pay the pool tokens owed for the minted liquidity. /// The caller of this method must be checked to be a UniswapV3Pool deployed by the canonical UniswapV3Factory. /// @param amount0Owed The amount of token0 due to the pool for the minted liquidity /// @param amount1Owed The amount of token1 due to the pool for the minted liquidity /// @param data Any data passed through by the caller via the IUniswapV3PoolActions#mint call function uniswapV3MintCallback( uint256 amount0Owed, uint256 amount1Owed, bytes calldata data ) external; } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; /// @title Callback for IUniswapV3PoolActions#swap /// @notice Any contract that calls IUniswapV3PoolActions#swap must implement this interface interface IUniswapV3SwapCallback { /// @notice Called to `msg.sender` after executing a swap via IUniswapV3Pool#swap. /// @dev In the implementation you must pay the pool tokens owed for the swap. /// The caller of this method must be checked to be a UniswapV3Pool deployed by the canonical UniswapV3Factory. /// amount0Delta and amount1Delta can both be 0 if no tokens were swapped. /// @param amount0Delta The amount of token0 that was sent (negative) or must be received (positive) by the pool by /// the end of the swap. If positive, the callback must send that amount of token0 to the pool. /// @param amount1Delta The amount of token1 that was sent (negative) or must be received (positive) by the pool by /// the end of the swap. If positive, the callback must send that amount of token1 to the pool. /// @param data Any data passed through by the caller via the IUniswapV3PoolActions#swap call function uniswapV3SwapCallback( int256 amount0Delta, int256 amount1Delta, bytes calldata data ) external; } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; /// @title Callback for IUniswapV3PoolActions#flash /// @notice Any contract that calls IUniswapV3PoolActions#flash must implement this interface interface IUniswapV3FlashCallback { /// @notice Called to `msg.sender` after transferring to the recipient from IUniswapV3Pool#flash. /// @dev In the implementation you must repay the pool the tokens sent by flash plus the computed fee amounts. /// The caller of this method must be checked to be a UniswapV3Pool deployed by the canonical UniswapV3Factory. /// @param fee0 The fee amount in token0 due to the pool by the end of the flash /// @param fee1 The fee amount in token1 due to the pool by the end of the flash /// @param data Any data passed through by the caller via the IUniswapV3PoolActions#flash call function uniswapV3FlashCallback( uint256 fee0, uint256 fee1, bytes calldata data ) external; } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; /// @title Pool state that never changes /// @notice These parameters are fixed for a pool forever, i.e., the methods will always return the same values interface IUniswapV3PoolImmutables { /// @notice The contract that deployed the pool, which must adhere to the IUniswapV3Factory interface /// @return The contract address function factory() external view returns (address); /// @notice The first of the two tokens of the pool, sorted by address /// @return The token contract address function token0() external view returns (address); /// @notice The second of the two tokens of the pool, sorted by address /// @return The token contract address function token1() external view returns (address); /// @notice The pool's fee in hundredths of a bip, i.e. 1e-6 /// @return The fee function fee() external view returns (uint24); /// @notice The pool tick spacing /// @dev Ticks can only be used at multiples of this value, minimum of 1 and always positive /// e.g.: a tickSpacing of 3 means ticks can be initialized every 3rd tick, i.e., ..., -6, -3, 0, 3, 6, ... /// This value is an int24 to avoid casting even though it is always positive. /// @return The tick spacing function tickSpacing() external view returns (int24); /// @notice The maximum amount of position liquidity that can use any tick in the range /// @dev This parameter is enforced per tick to prevent liquidity from overflowing a uint128 at any point, and /// also prevents out-of-range liquidity from being used to prevent adding in-range liquidity to a pool /// @return The max amount of liquidity per tick function maxLiquidityPerTick() external view returns (uint128); } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; /// @title Pool state that can change /// @notice These methods compose the pool's state, and can change with any frequency including multiple times /// per transaction interface IUniswapV3PoolState { /// @notice The 0th storage slot in the pool stores many values, and is exposed as a single method to save gas /// when accessed externally. /// @return sqrtPriceX96 The current price of the pool as a sqrt(token1/token0) Q64.96 value /// tick The current tick of the pool, i.e. according to the last tick transition that was run. /// This value may not always be equal to SqrtTickMath.getTickAtSqrtRatio(sqrtPriceX96) if the price is on a tick /// boundary. /// observationIndex The index of the last oracle observation that was written, /// observationCardinality The current maximum number of observations stored in the pool, /// observationCardinalityNext The next maximum number of observations, to be updated when the observation. /// feeProtocol The protocol fee for both tokens of the pool. /// Encoded as two 4 bit values, where the protocol fee of token1 is shifted 4 bits and the protocol fee of token0 /// is the lower 4 bits. Used as the denominator of a fraction of the swap fee, e.g. 4 means 1/4th of the swap fee. /// unlocked Whether the pool is currently locked to reentrancy function slot0() external view returns ( uint160 sqrtPriceX96, int24 tick, uint16 observationIndex, uint16 observationCardinality, uint16 observationCardinalityNext, uint8 feeProtocol, bool unlocked ); /// @notice The fee growth as a Q128.128 fees of token0 collected per unit of liquidity for the entire life of the pool /// @dev This value can overflow the uint256 function feeGrowthGlobal0X128() external view returns (uint256); /// @notice The fee growth as a Q128.128 fees of token1 collected per unit of liquidity for the entire life of the pool /// @dev This value can overflow the uint256 function feeGrowthGlobal1X128() external view returns (uint256); /// @notice The amounts of token0 and token1 that are owed to the protocol /// @dev Protocol fees will never exceed uint128 max in either token function protocolFees() external view returns (uint128 token0, uint128 token1); /// @notice The currently in range liquidity available to the pool /// @dev This value has no relationship to the total liquidity across all ticks function liquidity() external view returns (uint128); /// @notice Look up information about a specific tick in the pool /// @param tick The tick to look up /// @return liquidityGross the total amount of position liquidity that uses the pool either as tick lower or /// tick upper, /// liquidityNet how much liquidity changes when the pool price crosses the tick, /// feeGrowthOutside0X128 the fee growth on the other side of the tick from the current tick in token0, /// feeGrowthOutside1X128 the fee growth on the other side of the tick from the current tick in token1, /// tickCumulativeOutside the cumulative tick value on the other side of the tick from the current tick /// secondsPerLiquidityOutsideX128 the seconds spent per liquidity on the other side of the tick from the current tick, /// secondsOutside the seconds spent on the other side of the tick from the current tick, /// initialized Set to true if the tick is initialized, i.e. liquidityGross is greater than 0, otherwise equal to false. /// Outside values can only be used if the tick is initialized, i.e. if liquidityGross is greater than 0. /// In addition, these values are only relative and must be used only in comparison to previous snapshots for /// a specific position. function ticks(int24 tick) external view returns ( uint128 liquidityGross, int128 liquidityNet, uint256 feeGrowthOutside0X128, uint256 feeGrowthOutside1X128, int56 tickCumulativeOutside, uint160 secondsPerLiquidityOutsideX128, uint32 secondsOutside, bool initialized ); /// @notice Returns 256 packed tick initialized boolean values. See TickBitmap for more information function tickBitmap(int16 wordPosition) external view returns (uint256); /// @notice Returns the information about a position by the position's key /// @param key The position's key is a hash of a preimage composed by the owner, tickLower and tickUpper /// @return _liquidity The amount of liquidity in the position, /// Returns feeGrowthInside0LastX128 fee growth of token0 inside the tick range as of the last mint/burn/poke, /// Returns feeGrowthInside1LastX128 fee growth of token1 inside the tick range as of the last mint/burn/poke, /// Returns tokensOwed0 the computed amount of token0 owed to the position as of the last mint/burn/poke, /// Returns tokensOwed1 the computed amount of token1 owed to the position as of the last mint/burn/poke function positions(bytes32 key) external view returns ( uint128 _liquidity, uint256 feeGrowthInside0LastX128, uint256 feeGrowthInside1LastX128, uint128 tokensOwed0, uint128 tokensOwed1 ); /// @notice Returns data about a specific observation index /// @param index The element of the observations array to fetch /// @dev You most likely want to use #observe() instead of this method to get an observation as of some amount of time /// ago, rather than at a specific index in the array. /// @return blockTimestamp The timestamp of the observation, /// Returns tickCumulative the tick multiplied by seconds elapsed for the life of the pool as of the observation timestamp, /// Returns secondsPerLiquidityCumulativeX128 the seconds per in range liquidity for the life of the pool as of the observation timestamp, /// Returns initialized whether the observation has been initialized and the values are safe to use function observations(uint256 index) external view returns ( uint32 blockTimestamp, int56 tickCumulative, uint160 secondsPerLiquidityCumulativeX128, bool initialized ); } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; /// @title Pool state that is not stored /// @notice Contains view functions to provide information about the pool that is computed rather than stored on the /// blockchain. The functions here may have variable gas costs. interface IUniswapV3PoolDerivedState { /// @notice Returns the cumulative tick and liquidity as of each timestamp `secondsAgo` from the current block timestamp /// @dev To get a time weighted average tick or liquidity-in-range, you must call this with two values, one representing /// the beginning of the period and another for the end of the period. E.g., to get the last hour time-weighted average tick, /// you must call it with secondsAgos = [3600, 0]. /// @dev The time weighted average tick represents the geometric time weighted average price of the pool, in /// log base sqrt(1.0001) of token1 / token0. The TickMath library can be used to go from a tick value to a ratio. /// @param secondsAgos From how long ago each cumulative tick and liquidity value should be returned /// @return tickCumulatives Cumulative tick values as of each `secondsAgos` from the current block timestamp /// @return secondsPerLiquidityCumulativeX128s Cumulative seconds per liquidity-in-range value as of each `secondsAgos` from the current block /// timestamp function observe(uint32[] calldata secondsAgos) external view returns (int56[] memory tickCumulatives, uint160[] memory secondsPerLiquidityCumulativeX128s); /// @notice Returns a snapshot of the tick cumulative, seconds per liquidity and seconds inside a tick range /// @dev Snapshots must only be compared to other snapshots, taken over a period for which a position existed. /// I.e., snapshots cannot be compared if a position is not held for the entire period between when the first /// snapshot is taken and the second snapshot is taken. /// @param tickLower The lower tick of the range /// @param tickUpper The upper tick of the range /// @return tickCumulativeInside The snapshot of the tick accumulator for the range /// @return secondsPerLiquidityInsideX128 The snapshot of seconds per liquidity for the range /// @return secondsInside The snapshot of seconds per liquidity for the range function snapshotCumulativesInside(int24 tickLower, int24 tickUpper) external view returns ( int56 tickCumulativeInside, uint160 secondsPerLiquidityInsideX128, uint32 secondsInside ); } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; /// @title Permissionless pool actions /// @notice Contains pool methods that can be called by anyone interface IUniswapV3PoolActions { /// @notice Sets the initial price for the pool /// @dev Price is represented as a sqrt(amountToken1/amountToken0) Q64.96 value /// @param sqrtPriceX96 the initial sqrt price of the pool as a Q64.96 function initialize(uint160 sqrtPriceX96) external; /// @notice Adds liquidity for the given recipient/tickLower/tickUpper position /// @dev The caller of this method receives a callback in the form of IUniswapV3MintCallback#uniswapV3MintCallback /// in which they must pay any token0 or token1 owed for the liquidity. The amount of token0/token1 due depends /// on tickLower, tickUpper, the amount of liquidity, and the current price. /// @param recipient The address for which the liquidity will be created /// @param tickLower The lower tick of the position in which to add liquidity /// @param tickUpper The upper tick of the position in which to add liquidity /// @param amount The amount of liquidity to mint /// @param data Any data that should be passed through to the callback /// @return amount0 The amount of token0 that was paid to mint the given amount of liquidity. Matches the value in the callback /// @return amount1 The amount of token1 that was paid to mint the given amount of liquidity. Matches the value in the callback function mint( address recipient, int24 tickLower, int24 tickUpper, uint128 amount, bytes calldata data ) external returns (uint256 amount0, uint256 amount1); /// @notice Collects tokens owed to a position /// @dev Does not recompute fees earned, which must be done either via mint or burn of any amount of liquidity. /// Collect must be called by the position owner. To withdraw only token0 or only token1, amount0Requested or /// amount1Requested may be set to zero. To withdraw all tokens owed, caller may pass any value greater than the /// actual tokens owed, e.g. type(uint128).max. Tokens owed may be from accumulated swap fees or burned liquidity. /// @param recipient The address which should receive the fees collected /// @param tickLower The lower tick of the position for which to collect fees /// @param tickUpper The upper tick of the position for which to collect fees /// @param amount0Requested How much token0 should be withdrawn from the fees owed /// @param amount1Requested How much token1 should be withdrawn from the fees owed /// @return amount0 The amount of fees collected in token0 /// @return amount1 The amount of fees collected in token1 function collect( address recipient, int24 tickLower, int24 tickUpper, uint128 amount0Requested, uint128 amount1Requested ) external returns (uint128 amount0, uint128 amount1); /// @notice Burn liquidity from the sender and account tokens owed for the liquidity to the position /// @dev Can be used to trigger a recalculation of fees owed to a position by calling with an amount of 0 /// @dev Fees must be collected separately via a call to #collect /// @param tickLower The lower tick of the position for which to burn liquidity /// @param tickUpper The upper tick of the position for which to burn liquidity /// @param amount How much liquidity to burn /// @return amount0 The amount of token0 sent to the recipient /// @return amount1 The amount of token1 sent to the recipient function burn( int24 tickLower, int24 tickUpper, uint128 amount ) external returns (uint256 amount0, uint256 amount1); /// @notice Swap token0 for token1, or token1 for token0 /// @dev The caller of this method receives a callback in the form of IUniswapV3SwapCallback#uniswapV3SwapCallback /// @param recipient The address to receive the output of the swap /// @param zeroForOne The direction of the swap, true for token0 to token1, false for token1 to token0 /// @param amountSpecified The amount of the swap, which implicitly configures the swap as exact input (positive), or exact output (negative) /// @param sqrtPriceLimitX96 The Q64.96 sqrt price limit. If zero for one, the price cannot be less than this /// value after the swap. If one for zero, the price cannot be greater than this value after the swap /// @param data Any data to be passed through to the callback /// @return amount0 The delta of the balance of token0 of the pool, exact when negative, minimum when positive /// @return amount1 The delta of the balance of token1 of the pool, exact when negative, minimum when positive function swap( address recipient, bool zeroForOne, int256 amountSpecified, uint160 sqrtPriceLimitX96, bytes calldata data ) external returns (int256 amount0, int256 amount1); /// @notice Receive token0 and/or token1 and pay it back, plus a fee, in the callback /// @dev The caller of this method receives a callback in the form of IUniswapV3FlashCallback#uniswapV3FlashCallback /// @dev Can be used to donate underlying tokens pro-rata to currently in-range liquidity providers by calling /// with 0 amount{0,1} and sending the donation amount(s) from the callback /// @param recipient The address which will receive the token0 and token1 amounts /// @param amount0 The amount of token0 to send /// @param amount1 The amount of token1 to send /// @param data Any data to be passed through to the callback function flash( address recipient, uint256 amount0, uint256 amount1, bytes calldata data ) external; /// @notice Increase the maximum number of price and liquidity observations that this pool will store /// @dev This method is no-op if the pool already has an observationCardinalityNext greater than or equal to /// the input observationCardinalityNext. /// @param observationCardinalityNext The desired minimum number of observations for the pool to store function increaseObservationCardinalityNext(uint16 observationCardinalityNext) external; } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; /// @title Permissioned pool actions /// @notice Contains pool methods that may only be called by the factory owner interface IUniswapV3PoolOwnerActions { /// @notice Set the denominator of the protocol's % share of the fees /// @param feeProtocol0 new protocol fee for token0 of the pool /// @param feeProtocol1 new protocol fee for token1 of the pool function setFeeProtocol(uint8 feeProtocol0, uint8 feeProtocol1) external; /// @notice Collect the protocol fee accrued to the pool /// @param recipient The address to which collected protocol fees should be sent /// @param amount0Requested The maximum amount of token0 to send, can be 0 to collect fees in only token1 /// @param amount1Requested The maximum amount of token1 to send, can be 0 to collect fees in only token0 /// @return amount0 The protocol fee collected in token0 /// @return amount1 The protocol fee collected in token1 function collectProtocol( address recipient, uint128 amount0Requested, uint128 amount1Requested ) external returns (uint128 amount0, uint128 amount1); } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; /// @title Events emitted by a pool /// @notice Contains all events emitted by the pool interface IUniswapV3PoolEvents { /// @notice Emitted exactly once by a pool when #initialize is first called on the pool /// @dev Mint/Burn/Swap cannot be emitted by the pool before Initialize /// @param sqrtPriceX96 The initial sqrt price of the pool, as a Q64.96 /// @param tick The initial tick of the pool, i.e. log base 1.0001 of the starting price of the pool event Initialize(uint160 sqrtPriceX96, int24 tick); /// @notice Emitted when liquidity is minted for a given position /// @param sender The address that minted the liquidity /// @param owner The owner of the position and recipient of any minted liquidity /// @param tickLower The lower tick of the position /// @param tickUpper The upper tick of the position /// @param amount The amount of liquidity minted to the position range /// @param amount0 How much token0 was required for the minted liquidity /// @param amount1 How much token1 was required for the minted liquidity event Mint( address sender, address indexed owner, int24 indexed tickLower, int24 indexed tickUpper, uint128 amount, uint256 amount0, uint256 amount1 ); /// @notice Emitted when fees are collected by the owner of a position /// @dev Collect events may be emitted with zero amount0 and amount1 when the caller chooses not to collect fees /// @param owner The owner of the position for which fees are collected /// @param tickLower The lower tick of the position /// @param tickUpper The upper tick of the position /// @param amount0 The amount of token0 fees collected /// @param amount1 The amount of token1 fees collected event Collect( address indexed owner, address recipient, int24 indexed tickLower, int24 indexed tickUpper, uint128 amount0, uint128 amount1 ); /// @notice Emitted when a position's liquidity is removed /// @dev Does not withdraw any fees earned by the liquidity position, which must be withdrawn via #collect /// @param owner The owner of the position for which liquidity is removed /// @param tickLower The lower tick of the position /// @param tickUpper The upper tick of the position /// @param amount The amount of liquidity to remove /// @param amount0 The amount of token0 withdrawn /// @param amount1 The amount of token1 withdrawn event Burn( address indexed owner, int24 indexed tickLower, int24 indexed tickUpper, uint128 amount, uint256 amount0, uint256 amount1 ); /// @notice Emitted by the pool for any swaps between token0 and token1 /// @param sender The address that initiated the swap call, and that received the callback /// @param recipient The address that received the output of the swap /// @param amount0 The delta of the token0 balance of the pool /// @param amount1 The delta of the token1 balance of the pool /// @param sqrtPriceX96 The sqrt(price) of the pool after the swap, as a Q64.96 /// @param liquidity The liquidity of the pool after the swap /// @param tick The log base 1.0001 of price of the pool after the swap event Swap( address indexed sender, address indexed recipient, int256 amount0, int256 amount1, uint160 sqrtPriceX96, uint128 liquidity, int24 tick ); /// @notice Emitted by the pool for any flashes of token0/token1 /// @param sender The address that initiated the swap call, and that received the callback /// @param recipient The address that received the tokens from flash /// @param amount0 The amount of token0 that was flashed /// @param amount1 The amount of token1 that was flashed /// @param paid0 The amount of token0 paid for the flash, which can exceed the amount0 plus the fee /// @param paid1 The amount of token1 paid for the flash, which can exceed the amount1 plus the fee event Flash( address indexed sender, address indexed recipient, uint256 amount0, uint256 amount1, uint256 paid0, uint256 paid1 ); /// @notice Emitted by the pool for increases to the number of observations that can be stored /// @dev observationCardinalityNext is not the observation cardinality until an observation is written at the index /// just before a mint/swap/burn. /// @param observationCardinalityNextOld The previous value of the next observation cardinality /// @param observationCardinalityNextNew The updated value of the next observation cardinality event IncreaseObservationCardinalityNext( uint16 observationCardinalityNextOld, uint16 observationCardinalityNextNew ); /// @notice Emitted when the protocol fee is changed by the pool /// @param feeProtocol0Old The previous value of the token0 protocol fee /// @param feeProtocol1Old The previous value of the token1 protocol fee /// @param feeProtocol0New The updated value of the token0 protocol fee /// @param feeProtocol1New The updated value of the token1 protocol fee event SetFeeProtocol(uint8 feeProtocol0Old, uint8 feeProtocol1Old, uint8 feeProtocol0New, uint8 feeProtocol1New); /// @notice Emitted when the collected protocol fees are withdrawn by the factory owner /// @param sender The address that collects the protocol fees /// @param recipient The address that receives the collected protocol fees /// @param amount0 The amount of token0 protocol fees that is withdrawn /// @param amount0 The amount of token1 protocol fees that is withdrawn event CollectProtocol(address indexed sender, address indexed recipient, uint128 amount0, uint128 amount1); } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; /// @title BitMath /// @dev This library provides functionality for computing bit properties of an unsigned integer library BitMath { /// @notice Returns the index of the most significant bit of the number, /// where the least significant bit is at index 0 and the most significant bit is at index 255 /// @dev The function satisfies the property: /// x >= 2**mostSignificantBit(x) and x < 2**(mostSignificantBit(x)+1) /// @param x the value for which to compute the most significant bit, must be greater than 0 /// @return r the index of the most significant bit function mostSignificantBit(uint256 x) internal pure returns (uint8 r) { require(x > 0); if (x >= 0x100000000000000000000000000000000) { x >>= 128; r += 128; } if (x >= 0x10000000000000000) { x >>= 64; r += 64; } if (x >= 0x100000000) { x >>= 32; r += 32; } if (x >= 0x10000) { x >>= 16; r += 16; } if (x >= 0x100) { x >>= 8; r += 8; } if (x >= 0x10) { x >>= 4; r += 4; } if (x >= 0x4) { x >>= 2; r += 2; } if (x >= 0x2) r += 1; } /// @notice Returns the index of the least significant bit of the number, /// where the least significant bit is at index 0 and the most significant bit is at index 255 /// @dev The function satisfies the property: /// (x & 2**leastSignificantBit(x)) != 0 and (x & (2**(leastSignificantBit(x)) - 1)) == 0) /// @param x the value for which to compute the least significant bit, must be greater than 0 /// @return r the index of the least significant bit function leastSignificantBit(uint256 x) internal pure returns (uint8 r) { require(x > 0); r = 255; if (x & type(uint128).max > 0) { r -= 128; } else { x >>= 128; } if (x & type(uint64).max > 0) { r -= 64; } else { x >>= 64; } if (x & type(uint32).max > 0) { r -= 32; } else { x >>= 32; } if (x & type(uint16).max > 0) { r -= 16; } else { x >>= 16; } if (x & type(uint8).max > 0) { r -= 8; } else { x >>= 8; } if (x & 0xf > 0) { r -= 4; } else { x >>= 4; } if (x & 0x3 > 0) { r -= 2; } else { x >>= 2; } if (x & 0x1 > 0) r -= 1; } } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.5.0; /// @title Math functions that do not check inputs or outputs /// @notice Contains methods that perform common math functions but do not do any overflow or underflow checks library UnsafeMath { /// @notice Returns ceil(x / y) /// @dev division by 0 has unspecified behavior, and must be checked externally /// @param x The dividend /// @param y The divisor /// @return z The quotient, ceil(x / y) function divRoundingUp(uint256 x, uint256 y) internal pure returns (uint256 z) { assembly { z := add(div(x, y), gt(mod(x, y), 0)) } } } // SPDX-License-Identifier: GPL-2.0-or-later pragma solidity >=0.4.0; /// @title FixedPoint96 /// @notice A library for handling binary fixed point numbers, see https://en.wikipedia.org/wiki/Q_(number_format) /// @dev Used in SqrtPriceMath.sol library FixedPoint96 { uint8 internal constant RESOLUTION = 96; uint256 internal constant Q96 = 0x1000000000000000000000000; }
File 11 of 11: StakedTokenV1
/** * SPDX-License-Identifier: MIT * * Copyright (c) 2022 Coinbase, Inc. * * 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 * 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 0.6.12; import { FiatTokenV2_1 } from "centre-tokens/contracts/v2/FiatTokenV2_1.sol"; /** * @title StakedTokenV1 * @notice ERC20 token backed by staked cryptocurrency reserves, version 1 */ contract StakedTokenV1 is FiatTokenV2_1 { /** * @dev Storage slot with the address of the current oracle. * This is the keccak-256 hash of "org.coinbase.stakedToken.exchangeRateOracle" */ bytes32 private constant _EXCHANGE_RATE_ORACLE_POSITION = keccak256( "org.coinbase.stakedToken.exchangeRateOracle" ); /** * @dev Storage slot with the current exchange rate. * This is the keccak-256 hash of "org.coinbase.stakedToken.exchangeRate" */ bytes32 private constant _EXCHANGE_RATE_POSITION = keccak256( "org.coinbase.stakedToken.exchangeRate" ); /** * @dev Emitted when the oracle is updated * @param newOracle The address of the new oracle */ event OracleUpdated(address indexed newOracle); /** * @dev Emitted when the exchange rate is updated * @param oracle The address initiating the exchange rate update * @param newExchangeRate The new exchange rate */ event ExchangeRateUpdated(address indexed oracle, uint256 newExchangeRate); /** * @dev Throws if called by any account other than the oracle */ modifier onlyOracle() { require( msg.sender == oracle(), "StakedTokenV1: caller is not the oracle" ); _; } /** * @dev Function to update the oracle * @param newOracle The new oracle */ function updateOracle(address newOracle) external onlyOwner { require( newOracle != address(0), "StakedTokenV1: oracle is the zero address" ); require( newOracle != oracle(), "StakedTokenV1: new oracle is already the oracle" ); bytes32 position = _EXCHANGE_RATE_ORACLE_POSITION; assembly { sstore(position, newOracle) } emit OracleUpdated(newOracle); } /** * @dev Function to update the exchange rate * @param newExchangeRate The new exchange rate */ function updateExchangeRate(uint256 newExchangeRate) external onlyOracle { require( newExchangeRate > 0, "StakedTokenV1: new exchange rate cannot be 0" ); bytes32 position = _EXCHANGE_RATE_POSITION; assembly { sstore(position, newExchangeRate) } emit ExchangeRateUpdated(msg.sender, newExchangeRate); } /** * @dev Returns the address of the current oracle * @return _oracle The address of the oracle */ function oracle() public view returns (address _oracle) { bytes32 position = _EXCHANGE_RATE_ORACLE_POSITION; assembly { _oracle := sload(position) } } /** * @dev Returns the current exchange rate scaled by by 10**18 * @return _exchangeRate The exchange rate */ function exchangeRate() public view returns (uint256 _exchangeRate) { bytes32 position = _EXCHANGE_RATE_POSITION; assembly { _exchangeRate := sload(position) } } } /** * SPDX-License-Identifier: MIT * * Copyright (c) 2018-2020 CENTRE SECZ * * 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 * 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 0.6.12; import { FiatTokenV2 } from "./FiatTokenV2.sol"; // solhint-disable func-name-mixedcase /** * @title FiatToken V2.1 * @notice ERC20 Token backed by fiat reserves, version 2.1 */ contract FiatTokenV2_1 is FiatTokenV2 { /** * @notice Initialize v2.1 * @param lostAndFound The address to which the locked funds are sent */ function initializeV2_1(address lostAndFound) external { // solhint-disable-next-line reason-string require(_initializedVersion == 1); uint256 lockedAmount = balances[address(this)]; if (lockedAmount > 0) { _transfer(address(this), lostAndFound, lockedAmount); } blacklisted[address(this)] = true; _initializedVersion = 2; } /** * @notice Version string for the EIP712 domain separator * @return Version string */ function version() external view returns (string memory) { return "2"; } } /** * SPDX-License-Identifier: MIT * * Copyright (c) 2018-2020 CENTRE SECZ * * 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 * 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 0.6.12; import { FiatTokenV1_1 } from "../v1.1/FiatTokenV1_1.sol"; import { AbstractFiatTokenV2 } from "./AbstractFiatTokenV2.sol"; import { EIP712 } from "../util/EIP712.sol"; import { EIP712Domain } from "./EIP712Domain.sol"; import { EIP3009 } from "./EIP3009.sol"; import { EIP2612 } from "./EIP2612.sol"; /** * @title FiatToken V2 * @notice ERC20 Token backed by fiat reserves, version 2 */ contract FiatTokenV2 is FiatTokenV1_1, EIP3009, EIP2612 { uint8 internal _initializedVersion; /** * @notice Initialize v2 * @param newName New token name */ function initializeV2(string calldata newName) external { // solhint-disable-next-line reason-string require(initialized && _initializedVersion == 0); name = newName; DOMAIN_SEPARATOR = EIP712.makeDomainSeparator(newName, "2"); _initializedVersion = 1; } /** * @notice Increase the allowance by a given increment * @param spender Spender's address * @param increment Amount of increase in allowance * @return True if successful */ function increaseAllowance(address spender, uint256 increment) external whenNotPaused notBlacklisted(msg.sender) notBlacklisted(spender) returns (bool) { _increaseAllowance(msg.sender, spender, increment); return true; } /** * @notice Decrease the allowance by a given decrement * @param spender Spender's address * @param decrement Amount of decrease in allowance * @return True if successful */ function decreaseAllowance(address spender, uint256 decrement) external whenNotPaused notBlacklisted(msg.sender) notBlacklisted(spender) returns (bool) { _decreaseAllowance(msg.sender, spender, decrement); return true; } /** * @notice Execute a transfer with a signed authorization * @param from Payer's address (Authorizer) * @param to Payee's address * @param value Amount to be transferred * @param validAfter The time after which this is valid (unix time) * @param validBefore The time before which this is valid (unix time) * @param nonce Unique nonce * @param v v of the signature * @param r r of the signature * @param s s of the signature */ function transferWithAuthorization( address from, address to, uint256 value, uint256 validAfter, uint256 validBefore, bytes32 nonce, uint8 v, bytes32 r, bytes32 s ) external whenNotPaused notBlacklisted(from) notBlacklisted(to) { _transferWithAuthorization( from, to, value, validAfter, validBefore, nonce, v, r, s ); } /** * @notice Receive a transfer with a signed authorization from the payer * @dev This has an additional check to ensure that the payee's address * matches the caller of this function to prevent front-running attacks. * @param from Payer's address (Authorizer) * @param to Payee's address * @param value Amount to be transferred * @param validAfter The time after which this is valid (unix time) * @param validBefore The time before which this is valid (unix time) * @param nonce Unique nonce * @param v v of the signature * @param r r of the signature * @param s s of the signature */ function receiveWithAuthorization( address from, address to, uint256 value, uint256 validAfter, uint256 validBefore, bytes32 nonce, uint8 v, bytes32 r, bytes32 s ) external whenNotPaused notBlacklisted(from) notBlacklisted(to) { _receiveWithAuthorization( from, to, value, validAfter, validBefore, nonce, v, r, s ); } /** * @notice Attempt to cancel an authorization * @dev Works only if the authorization is not yet used. * @param authorizer Authorizer's address * @param nonce Nonce of the authorization * @param v v of the signature * @param r r of the signature * @param s s of the signature */ function cancelAuthorization( address authorizer, bytes32 nonce, uint8 v, bytes32 r, bytes32 s ) external whenNotPaused { _cancelAuthorization(authorizer, nonce, v, r, s); } /** * @notice Update allowance with a signed permit * @param owner Token owner's address (Authorizer) * @param spender Spender's address * @param value Amount of allowance * @param deadline Expiration time, seconds since the epoch * @param v v of the signature * @param r r of the signature * @param s s of the signature */ function permit( address owner, address spender, uint256 value, uint256 deadline, uint8 v, bytes32 r, bytes32 s ) external whenNotPaused notBlacklisted(owner) notBlacklisted(spender) { _permit(owner, spender, value, deadline, v, r, s); } /** * @notice Internal function to increase the allowance by a given increment * @param owner Token owner's address * @param spender Spender's address * @param increment Amount of increase */ function _increaseAllowance( address owner, address spender, uint256 increment ) internal override { _approve(owner, spender, allowed[owner][spender].add(increment)); } /** * @notice Internal function to decrease the allowance by a given decrement * @param owner Token owner's address * @param spender Spender's address * @param decrement Amount of decrease */ function _decreaseAllowance( address owner, address spender, uint256 decrement ) internal override { _approve( owner, spender, allowed[owner][spender].sub( decrement, "ERC20: decreased allowance below zero" ) ); } } /** * SPDX-License-Identifier: MIT * * Copyright (c) 2018-2020 CENTRE SECZ * * 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 * 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 0.6.12; import { FiatTokenV1 } from "../v1/FiatTokenV1.sol"; import { Rescuable } from "./Rescuable.sol"; /** * @title FiatTokenV1_1 * @dev ERC20 Token backed by fiat reserves */ contract FiatTokenV1_1 is FiatTokenV1, Rescuable { } /** * SPDX-License-Identifier: MIT * * Copyright (c) 2018-2020 CENTRE SECZ * * 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 * 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 0.6.12; import { AbstractFiatTokenV1 } from "../v1/AbstractFiatTokenV1.sol"; abstract contract AbstractFiatTokenV2 is AbstractFiatTokenV1 { function _increaseAllowance( address owner, address spender, uint256 increment ) internal virtual; function _decreaseAllowance( address owner, address spender, uint256 decrement ) internal virtual; } /** * SPDX-License-Identifier: MIT * * Copyright (c) 2018-2020 CENTRE SECZ * * 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 * 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 0.6.12; import { ECRecover } from "./ECRecover.sol"; /** * @title EIP712 * @notice A library that provides EIP712 helper functions */ library EIP712 { /** * @notice Make EIP712 domain separator * @param name Contract name * @param version Contract version * @return Domain separator */ function makeDomainSeparator(string memory name, string memory version) internal view returns (bytes32) { uint256 chainId; assembly { chainId := chainid() } return keccak256( abi.encode( // keccak256("EIP712Domain(string name,string version,uint256 chainId,address verifyingContract)") 0x8b73c3c69bb8fe3d512ecc4cf759cc79239f7b179b0ffacaa9a75d522b39400f, keccak256(bytes(name)), keccak256(bytes(version)), chainId, address(this) ) ); } /** * @notice Recover signer's address from a EIP712 signature * @param domainSeparator Domain separator * @param v v of the signature * @param r r of the signature * @param s s of the signature * @param typeHashAndData Type hash concatenated with data * @return Signer's address */ function recover( bytes32 domainSeparator, uint8 v, bytes32 r, bytes32 s, bytes memory typeHashAndData ) internal pure returns (address) { bytes32 digest = keccak256( abi.encodePacked( "\\x19\\x01", domainSeparator, keccak256(typeHashAndData) ) ); return ECRecover.recover(digest, v, r, s); } } /** * SPDX-License-Identifier: MIT * * Copyright (c) 2018-2020 CENTRE SECZ * * 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 * 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 0.6.12; /** * @title EIP712 Domain */ contract EIP712Domain { /** * @dev EIP712 Domain Separator */ bytes32 public DOMAIN_SEPARATOR; } /** * SPDX-License-Identifier: MIT * * Copyright (c) 2018-2020 CENTRE SECZ * * 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 * 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 0.6.12; import { AbstractFiatTokenV2 } from "./AbstractFiatTokenV2.sol"; import { EIP712Domain } from "./EIP712Domain.sol"; import { EIP712 } from "../util/EIP712.sol"; /** * @title EIP-3009 * @notice Provide internal implementation for gas-abstracted transfers * @dev Contracts that inherit from this must wrap these with publicly * accessible functions, optionally adding modifiers where necessary */ abstract contract EIP3009 is AbstractFiatTokenV2, EIP712Domain { // keccak256("TransferWithAuthorization(address from,address to,uint256 value,uint256 validAfter,uint256 validBefore,bytes32 nonce)") bytes32 public constant TRANSFER_WITH_AUTHORIZATION_TYPEHASH = 0x7c7c6cdb67a18743f49ec6fa9b35f50d52ed05cbed4cc592e13b44501c1a2267; // keccak256("ReceiveWithAuthorization(address from,address to,uint256 value,uint256 validAfter,uint256 validBefore,bytes32 nonce)") bytes32 public constant RECEIVE_WITH_AUTHORIZATION_TYPEHASH = 0xd099cc98ef71107a616c4f0f941f04c322d8e254fe26b3c6668db87aae413de8; // keccak256("CancelAuthorization(address authorizer,bytes32 nonce)") bytes32 public constant CANCEL_AUTHORIZATION_TYPEHASH = 0x158b0a9edf7a828aad02f63cd515c68ef2f50ba807396f6d12842833a1597429; /** * @dev authorizer address => nonce => bool (true if nonce is used) */ mapping(address => mapping(bytes32 => bool)) private _authorizationStates; event AuthorizationUsed(address indexed authorizer, bytes32 indexed nonce); event AuthorizationCanceled( address indexed authorizer, bytes32 indexed nonce ); /** * @notice Returns the state of an authorization * @dev Nonces are randomly generated 32-byte data unique to the * authorizer's address * @param authorizer Authorizer's address * @param nonce Nonce of the authorization * @return True if the nonce is used */ function authorizationState(address authorizer, bytes32 nonce) external view returns (bool) { return _authorizationStates[authorizer][nonce]; } /** * @notice Execute a transfer with a signed authorization * @param from Payer's address (Authorizer) * @param to Payee's address * @param value Amount to be transferred * @param validAfter The time after which this is valid (unix time) * @param validBefore The time before which this is valid (unix time) * @param nonce Unique nonce * @param v v of the signature * @param r r of the signature * @param s s of the signature */ function _transferWithAuthorization( address from, address to, uint256 value, uint256 validAfter, uint256 validBefore, bytes32 nonce, uint8 v, bytes32 r, bytes32 s ) internal { _requireValidAuthorization(from, nonce, validAfter, validBefore); bytes memory data = abi.encode( TRANSFER_WITH_AUTHORIZATION_TYPEHASH, from, to, value, validAfter, validBefore, nonce ); require( EIP712.recover(DOMAIN_SEPARATOR, v, r, s, data) == from, "FiatTokenV2: invalid signature" ); _markAuthorizationAsUsed(from, nonce); _transfer(from, to, value); } /** * @notice Receive a transfer with a signed authorization from the payer * @dev This has an additional check to ensure that the payee's address * matches the caller of this function to prevent front-running attacks. * @param from Payer's address (Authorizer) * @param to Payee's address * @param value Amount to be transferred * @param validAfter The time after which this is valid (unix time) * @param validBefore The time before which this is valid (unix time) * @param nonce Unique nonce * @param v v of the signature * @param r r of the signature * @param s s of the signature */ function _receiveWithAuthorization( address from, address to, uint256 value, uint256 validAfter, uint256 validBefore, bytes32 nonce, uint8 v, bytes32 r, bytes32 s ) internal { require(to == msg.sender, "FiatTokenV2: caller must be the payee"); _requireValidAuthorization(from, nonce, validAfter, validBefore); bytes memory data = abi.encode( RECEIVE_WITH_AUTHORIZATION_TYPEHASH, from, to, value, validAfter, validBefore, nonce ); require( EIP712.recover(DOMAIN_SEPARATOR, v, r, s, data) == from, "FiatTokenV2: invalid signature" ); _markAuthorizationAsUsed(from, nonce); _transfer(from, to, value); } /** * @notice Attempt to cancel an authorization * @param authorizer Authorizer's address * @param nonce Nonce of the authorization * @param v v of the signature * @param r r of the signature * @param s s of the signature */ function _cancelAuthorization( address authorizer, bytes32 nonce, uint8 v, bytes32 r, bytes32 s ) internal { _requireUnusedAuthorization(authorizer, nonce); bytes memory data = abi.encode( CANCEL_AUTHORIZATION_TYPEHASH, authorizer, nonce ); require( EIP712.recover(DOMAIN_SEPARATOR, v, r, s, data) == authorizer, "FiatTokenV2: invalid signature" ); _authorizationStates[authorizer][nonce] = true; emit AuthorizationCanceled(authorizer, nonce); } /** * @notice Check that an authorization is unused * @param authorizer Authorizer's address * @param nonce Nonce of the authorization */ function _requireUnusedAuthorization(address authorizer, bytes32 nonce) private view { require( !_authorizationStates[authorizer][nonce], "FiatTokenV2: authorization is used or canceled" ); } /** * @notice Check that authorization is valid * @param authorizer Authorizer's address * @param nonce Nonce of the authorization * @param validAfter The time after which this is valid (unix time) * @param validBefore The time before which this is valid (unix time) */ function _requireValidAuthorization( address authorizer, bytes32 nonce, uint256 validAfter, uint256 validBefore ) private view { require( now > validAfter, "FiatTokenV2: authorization is not yet valid" ); require(now < validBefore, "FiatTokenV2: authorization is expired"); _requireUnusedAuthorization(authorizer, nonce); } /** * @notice Mark an authorization as used * @param authorizer Authorizer's address * @param nonce Nonce of the authorization */ function _markAuthorizationAsUsed(address authorizer, bytes32 nonce) private { _authorizationStates[authorizer][nonce] = true; emit AuthorizationUsed(authorizer, nonce); } } /** * SPDX-License-Identifier: MIT * * Copyright (c) 2018-2020 CENTRE SECZ * * 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 * 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 0.6.12; import { AbstractFiatTokenV2 } from "./AbstractFiatTokenV2.sol"; import { EIP712Domain } from "./EIP712Domain.sol"; import { EIP712 } from "../util/EIP712.sol"; /** * @title EIP-2612 * @notice Provide internal implementation for gas-abstracted approvals */ abstract contract EIP2612 is AbstractFiatTokenV2, EIP712Domain { // keccak256("Permit(address owner,address spender,uint256 value,uint256 nonce,uint256 deadline)") bytes32 public constant PERMIT_TYPEHASH = 0x6e71edae12b1b97f4d1f60370fef10105fa2faae0126114a169c64845d6126c9; mapping(address => uint256) private _permitNonces; /** * @notice Nonces for permit * @param owner Token owner's address (Authorizer) * @return Next nonce */ function nonces(address owner) external view returns (uint256) { return _permitNonces[owner]; } /** * @notice Verify a signed approval permit and execute if valid * @param owner Token owner's address (Authorizer) * @param spender Spender's address * @param value Amount of allowance * @param deadline The time at which this expires (unix time) * @param v v of the signature * @param r r of the signature * @param s s of the signature */ function _permit( address owner, address spender, uint256 value, uint256 deadline, uint8 v, bytes32 r, bytes32 s ) internal { require(deadline >= now, "FiatTokenV2: permit is expired"); bytes memory data = abi.encode( PERMIT_TYPEHASH, owner, spender, value, _permitNonces[owner]++, deadline ); require( EIP712.recover(DOMAIN_SEPARATOR, v, r, s, data) == owner, "EIP2612: invalid signature" ); _approve(owner, spender, value); } } /** * SPDX-License-Identifier: MIT * * Copyright (c) 2018-2020 CENTRE SECZ * * 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 * 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 0.6.12; import { SafeMath } from "@openzeppelin/contracts/math/SafeMath.sol"; import { AbstractFiatTokenV1 } from "./AbstractFiatTokenV1.sol"; import { Ownable } from "./Ownable.sol"; import { Pausable } from "./Pausable.sol"; import { Blacklistable } from "./Blacklistable.sol"; /** * @title FiatToken * @dev ERC20 Token backed by fiat reserves */ contract FiatTokenV1 is AbstractFiatTokenV1, Ownable, Pausable, Blacklistable { using SafeMath for uint256; string public name; string public symbol; uint8 public decimals; string public currency; address public masterMinter; bool internal initialized; mapping(address => uint256) internal balances; mapping(address => mapping(address => uint256)) internal allowed; uint256 internal totalSupply_ = 0; mapping(address => bool) internal minters; mapping(address => uint256) internal minterAllowed; event Mint(address indexed minter, address indexed to, uint256 amount); event Burn(address indexed burner, uint256 amount); event MinterConfigured(address indexed minter, uint256 minterAllowedAmount); event MinterRemoved(address indexed oldMinter); event MasterMinterChanged(address indexed newMasterMinter); function initialize( string memory tokenName, string memory tokenSymbol, string memory tokenCurrency, uint8 tokenDecimals, address newMasterMinter, address newPauser, address newBlacklister, address newOwner ) public { require(!initialized, "FiatToken: contract is already initialized"); require( newMasterMinter != address(0), "FiatToken: new masterMinter is the zero address" ); require( newPauser != address(0), "FiatToken: new pauser is the zero address" ); require( newBlacklister != address(0), "FiatToken: new blacklister is the zero address" ); require( newOwner != address(0), "FiatToken: new owner is the zero address" ); name = tokenName; symbol = tokenSymbol; currency = tokenCurrency; decimals = tokenDecimals; masterMinter = newMasterMinter; pauser = newPauser; blacklister = newBlacklister; setOwner(newOwner); initialized = true; } /** * @dev Throws if called by any account other than a minter */ modifier onlyMinters() { require(minters[msg.sender], "FiatToken: caller is not a minter"); _; } /** * @dev Function to mint tokens * @param _to The address that will receive the minted tokens. * @param _amount The amount of tokens to mint. Must be less than or equal * to the minterAllowance of the caller. * @return A boolean that indicates if the operation was successful. */ function mint(address _to, uint256 _amount) external whenNotPaused onlyMinters notBlacklisted(msg.sender) notBlacklisted(_to) returns (bool) { require(_to != address(0), "FiatToken: mint to the zero address"); require(_amount > 0, "FiatToken: mint amount not greater than 0"); uint256 mintingAllowedAmount = minterAllowed[msg.sender]; require( _amount <= mintingAllowedAmount, "FiatToken: mint amount exceeds minterAllowance" ); totalSupply_ = totalSupply_.add(_amount); balances[_to] = balances[_to].add(_amount); minterAllowed[msg.sender] = mintingAllowedAmount.sub(_amount); emit Mint(msg.sender, _to, _amount); emit Transfer(address(0), _to, _amount); return true; } /** * @dev Throws if called by any account other than the masterMinter */ modifier onlyMasterMinter() { require( msg.sender == masterMinter, "FiatToken: caller is not the masterMinter" ); _; } /** * @dev Get minter allowance for an account * @param minter The address of the minter */ function minterAllowance(address minter) external view returns (uint256) { return minterAllowed[minter]; } /** * @dev Checks if account is a minter * @param account The address to check */ function isMinter(address account) external view returns (bool) { return minters[account]; } /** * @notice Amount of remaining tokens spender is allowed to transfer on * behalf of the token owner * @param owner Token owner's address * @param spender Spender's address * @return Allowance amount */ function allowance(address owner, address spender) external override view returns (uint256) { return allowed[owner][spender]; } /** * @dev Get totalSupply of token */ function totalSupply() external override view returns (uint256) { return totalSupply_; } /** * @dev Get token balance of an account * @param account address The account */ function balanceOf(address account) external override view returns (uint256) { return balances[account]; } /** * @notice Set spender's allowance over the caller's tokens to be a given * value. * @param spender Spender's address * @param value Allowance amount * @return True if successful */ function approve(address spender, uint256 value) external override whenNotPaused notBlacklisted(msg.sender) notBlacklisted(spender) returns (bool) { _approve(msg.sender, spender, value); return true; } /** * @dev Internal function to set allowance * @param owner Token owner's address * @param spender Spender's address * @param value Allowance amount */ function _approve( address owner, address spender, uint256 value ) internal override { require(owner != address(0), "ERC20: approve from the zero address"); require(spender != address(0), "ERC20: approve to the zero address"); allowed[owner][spender] = value; emit Approval(owner, spender, value); } /** * @notice Transfer tokens by spending allowance * @param from Payer's address * @param to Payee's address * @param value Transfer amount * @return True if successful */ function transferFrom( address from, address to, uint256 value ) external override whenNotPaused notBlacklisted(msg.sender) notBlacklisted(from) notBlacklisted(to) returns (bool) { require( value <= allowed[from][msg.sender], "ERC20: transfer amount exceeds allowance" ); _transfer(from, to, value); allowed[from][msg.sender] = allowed[from][msg.sender].sub(value); return true; } /** * @notice Transfer tokens from the caller * @param to Payee's address * @param value Transfer amount * @return True if successful */ function transfer(address to, uint256 value) external override whenNotPaused notBlacklisted(msg.sender) notBlacklisted(to) returns (bool) { _transfer(msg.sender, to, value); return true; } /** * @notice Internal function to process transfers * @param from Payer's address * @param to Payee's address * @param value Transfer amount */ function _transfer( address from, address to, uint256 value ) internal override { require(from != address(0), "ERC20: transfer from the zero address"); require(to != address(0), "ERC20: transfer to the zero address"); require( value <= balances[from], "ERC20: transfer amount exceeds balance" ); balances[from] = balances[from].sub(value); balances[to] = balances[to].add(value); emit Transfer(from, to, value); } /** * @dev Function to add/update a new minter * @param minter The address of the minter * @param minterAllowedAmount The minting amount allowed for the minter * @return True if the operation was successful. */ function configureMinter(address minter, uint256 minterAllowedAmount) external whenNotPaused onlyMasterMinter returns (bool) { minters[minter] = true; minterAllowed[minter] = minterAllowedAmount; emit MinterConfigured(minter, minterAllowedAmount); return true; } /** * @dev Function to remove a minter * @param minter The address of the minter to remove * @return True if the operation was successful. */ function removeMinter(address minter) external onlyMasterMinter returns (bool) { minters[minter] = false; minterAllowed[minter] = 0; emit MinterRemoved(minter); return true; } /** * @dev allows a minter to burn some of its own tokens * Validates that caller is a minter and that sender is not blacklisted * amount is less than or equal to the minter's account balance * @param _amount uint256 the amount of tokens to be burned */ function burn(uint256 _amount) external whenNotPaused onlyMinters notBlacklisted(msg.sender) { uint256 balance = balances[msg.sender]; require(_amount > 0, "FiatToken: burn amount not greater than 0"); require(balance >= _amount, "FiatToken: burn amount exceeds balance"); totalSupply_ = totalSupply_.sub(_amount); balances[msg.sender] = balance.sub(_amount); emit Burn(msg.sender, _amount); emit Transfer(msg.sender, address(0), _amount); } function updateMasterMinter(address _newMasterMinter) external onlyOwner { require( _newMasterMinter != address(0), "FiatToken: new masterMinter is the zero address" ); masterMinter = _newMasterMinter; emit MasterMinterChanged(masterMinter); } } /** * SPDX-License-Identifier: MIT * * Copyright (c) 2018-2020 CENTRE SECZ * * 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 * 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 0.6.12; import { Ownable } from "../v1/Ownable.sol"; import { IERC20 } from "@openzeppelin/contracts/token/ERC20/IERC20.sol"; import { SafeERC20 } from "@openzeppelin/contracts/token/ERC20/SafeERC20.sol"; contract Rescuable is Ownable { using SafeERC20 for IERC20; address private _rescuer; event RescuerChanged(address indexed newRescuer); /** * @notice Returns current rescuer * @return Rescuer's address */ function rescuer() external view returns (address) { return _rescuer; } /** * @notice Revert if called by any account other than the rescuer. */ modifier onlyRescuer() { require(msg.sender == _rescuer, "Rescuable: caller is not the rescuer"); _; } /** * @notice Rescue ERC20 tokens locked up in this contract. * @param tokenContract ERC20 token contract address * @param to Recipient address * @param amount Amount to withdraw */ function rescueERC20( IERC20 tokenContract, address to, uint256 amount ) external onlyRescuer { tokenContract.safeTransfer(to, amount); } /** * @notice Assign the rescuer role to a given address. * @param newRescuer New rescuer's address */ function updateRescuer(address newRescuer) external onlyOwner { require( newRescuer != address(0), "Rescuable: new rescuer is the zero address" ); _rescuer = newRescuer; emit RescuerChanged(newRescuer); } } // SPDX-License-Identifier: MIT pragma solidity ^0.6.0; /** * @dev Wrappers over Solidity's arithmetic operations with added overflow * checks. * * Arithmetic operations in Solidity wrap on overflow. This can easily result * in bugs, because programmers usually assume that an overflow raises an * error, which is the standard behavior in high level programming languages. * `SafeMath` restores this intuition by reverting the transaction when an * operation overflows. * * Using this library instead of the unchecked operations eliminates an entire * class of bugs, so it's recommended to use it always. */ library SafeMath { /** * @dev Returns the addition of two unsigned integers, reverting on * overflow. * * Counterpart to Solidity's `+` operator. * * Requirements: * * - Addition cannot overflow. */ function add(uint256 a, uint256 b) internal pure returns (uint256) { uint256 c = a + b; require(c >= a, "SafeMath: addition overflow"); return c; } /** * @dev Returns the subtraction of two unsigned integers, reverting on * overflow (when the result is negative). * * Counterpart to Solidity's `-` operator. * * Requirements: * * - Subtraction cannot overflow. */ function sub(uint256 a, uint256 b) internal pure returns (uint256) { return sub(a, b, "SafeMath: subtraction overflow"); } /** * @dev Returns the subtraction of two unsigned integers, reverting with custom message on * overflow (when the result is negative). * * Counterpart to Solidity's `-` operator. * * Requirements: * * - Subtraction cannot overflow. */ function sub(uint256 a, uint256 b, string memory errorMessage) internal pure returns (uint256) { require(b <= a, errorMessage); uint256 c = a - b; return c; } /** * @dev Returns the multiplication of two unsigned integers, reverting on * overflow. * * Counterpart to Solidity's `*` operator. * * Requirements: * * - Multiplication cannot overflow. */ function mul(uint256 a, uint256 b) internal pure returns (uint256) { // Gas optimization: this is cheaper than requiring 'a' not being zero, but the // benefit is lost if 'b' is also tested. // See: https://github.com/OpenZeppelin/openzeppelin-contracts/pull/522 if (a == 0) { return 0; } uint256 c = a * b; require(c / a == b, "SafeMath: multiplication overflow"); return c; } /** * @dev Returns the integer division of two unsigned integers. Reverts on * division by zero. The result is rounded towards zero. * * Counterpart to Solidity's `/` operator. Note: this function uses a * `revert` opcode (which leaves remaining gas untouched) while Solidity * uses an invalid opcode to revert (consuming all remaining gas). * * Requirements: * * - The divisor cannot be zero. */ function div(uint256 a, uint256 b) internal pure returns (uint256) { return div(a, b, "SafeMath: division by zero"); } /** * @dev Returns the integer division of two unsigned integers. Reverts with custom message on * division by zero. The result is rounded towards zero. * * Counterpart to Solidity's `/` operator. Note: this function uses a * `revert` opcode (which leaves remaining gas untouched) while Solidity * uses an invalid opcode to revert (consuming all remaining gas). * * Requirements: * * - The divisor cannot be zero. */ function div(uint256 a, uint256 b, string memory errorMessage) internal pure returns (uint256) { require(b > 0, errorMessage); uint256 c = a / b; // assert(a == b * c + a % b); // There is no case in which this doesn't hold return c; } /** * @dev Returns the remainder of dividing two unsigned integers. (unsigned integer modulo), * Reverts when dividing by zero. * * Counterpart to Solidity's `%` operator. This function uses a `revert` * opcode (which leaves remaining gas untouched) while Solidity uses an * invalid opcode to revert (consuming all remaining gas). * * Requirements: * * - The divisor cannot be zero. */ function mod(uint256 a, uint256 b) internal pure returns (uint256) { return mod(a, b, "SafeMath: modulo by zero"); } /** * @dev Returns the remainder of dividing two unsigned integers. (unsigned integer modulo), * Reverts with custom message when dividing by zero. * * Counterpart to Solidity's `%` operator. This function uses a `revert` * opcode (which leaves remaining gas untouched) while Solidity uses an * invalid opcode to revert (consuming all remaining gas). * * Requirements: * * - The divisor cannot be zero. */ function mod(uint256 a, uint256 b, string memory errorMessage) internal pure returns (uint256) { require(b != 0, errorMessage); return a % b; } } /** * SPDX-License-Identifier: MIT * * Copyright (c) 2018-2020 CENTRE SECZ * * 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 * 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 0.6.12; import { IERC20 } from "@openzeppelin/contracts/token/ERC20/IERC20.sol"; abstract contract AbstractFiatTokenV1 is IERC20 { function _approve( address owner, address spender, uint256 value ) internal virtual; function _transfer( address from, address to, uint256 value ) internal virtual; } /** * SPDX-License-Identifier: MIT * * Copyright (c) 2018 zOS Global Limited. * Copyright (c) 2018-2020 CENTRE SECZ * * 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 * 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 0.6.12; /** * @notice The Ownable contract has an owner address, and provides basic * authorization control functions * @dev Forked from https://github.com/OpenZeppelin/openzeppelin-labs/blob/3887ab77b8adafba4a26ace002f3a684c1a3388b/upgradeability_ownership/contracts/ownership/Ownable.sol * Modifications: * 1. Consolidate OwnableStorage into this contract (7/13/18) * 2. Reformat, conform to Solidity 0.6 syntax, and add error messages (5/13/20) * 3. Make public functions external (5/27/20) */ contract Ownable { // Owner of the contract address private _owner; /** * @dev Event to show ownership has been transferred * @param previousOwner representing the address of the previous owner * @param newOwner representing the address of the new owner */ event OwnershipTransferred(address previousOwner, address newOwner); /** * @dev The constructor sets the original owner of the contract to the sender account. */ constructor() public { setOwner(msg.sender); } /** * @dev Tells the address of the owner * @return the address of the owner */ function owner() external view returns (address) { return _owner; } /** * @dev Sets a new owner address */ function setOwner(address newOwner) internal { _owner = newOwner; } /** * @dev Throws if called by any account other than the owner. */ modifier onlyOwner() { require(msg.sender == _owner, "Ownable: caller is not the owner"); _; } /** * @dev Allows the current owner to transfer control of the contract to a newOwner. * @param newOwner The address to transfer ownership to. */ function transferOwnership(address newOwner) external onlyOwner { require( newOwner != address(0), "Ownable: new owner is the zero address" ); emit OwnershipTransferred(_owner, newOwner); setOwner(newOwner); } } /** * SPDX-License-Identifier: MIT * * Copyright (c) 2016 Smart Contract Solutions, Inc. * Copyright (c) 2018-2020 CENTRE SECZ0 * * 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 * 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 0.6.12; import { Ownable } from "./Ownable.sol"; /** * @notice Base contract which allows children to implement an emergency stop * mechanism * @dev Forked from https://github.com/OpenZeppelin/openzeppelin-contracts/blob/feb665136c0dae9912e08397c1a21c4af3651ef3/contracts/lifecycle/Pausable.sol * Modifications: * 1. Added pauser role, switched pause/unpause to be onlyPauser (6/14/2018) * 2. Removed whenNotPause/whenPaused from pause/unpause (6/14/2018) * 3. Removed whenPaused (6/14/2018) * 4. Switches ownable library to use ZeppelinOS (7/12/18) * 5. Remove constructor (7/13/18) * 6. Reformat, conform to Solidity 0.6 syntax and add error messages (5/13/20) * 7. Make public functions external (5/27/20) */ contract Pausable is Ownable { event Pause(); event Unpause(); event PauserChanged(address indexed newAddress); address public pauser; bool public paused = false; /** * @dev Modifier to make a function callable only when the contract is not paused. */ modifier whenNotPaused() { require(!paused, "Pausable: paused"); _; } /** * @dev throws if called by any account other than the pauser */ modifier onlyPauser() { require(msg.sender == pauser, "Pausable: caller is not the pauser"); _; } /** * @dev called by the owner to pause, triggers stopped state */ function pause() external onlyPauser { paused = true; emit Pause(); } /** * @dev called by the owner to unpause, returns to normal state */ function unpause() external onlyPauser { paused = false; emit Unpause(); } /** * @dev update the pauser role */ function updatePauser(address _newPauser) external onlyOwner { require( _newPauser != address(0), "Pausable: new pauser is the zero address" ); pauser = _newPauser; emit PauserChanged(pauser); } } /** * SPDX-License-Identifier: MIT * * Copyright (c) 2018-2020 CENTRE SECZ * * 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 * 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 0.6.12; import { Ownable } from "./Ownable.sol"; /** * @title Blacklistable Token * @dev Allows accounts to be blacklisted by a "blacklister" role */ contract Blacklistable is Ownable { address public blacklister; mapping(address => bool) internal blacklisted; event Blacklisted(address indexed _account); event UnBlacklisted(address indexed _account); event BlacklisterChanged(address indexed newBlacklister); /** * @dev Throws if called by any account other than the blacklister */ modifier onlyBlacklister() { require( msg.sender == blacklister, "Blacklistable: caller is not the blacklister" ); _; } /** * @dev Throws if argument account is blacklisted * @param _account The address to check */ modifier notBlacklisted(address _account) { require( !blacklisted[_account], "Blacklistable: account is blacklisted" ); _; } /** * @dev Checks if account is blacklisted * @param _account The address to check */ function isBlacklisted(address _account) external view returns (bool) { return blacklisted[_account]; } /** * @dev Adds account to blacklist * @param _account The address to blacklist */ function blacklist(address _account) external onlyBlacklister { blacklisted[_account] = true; emit Blacklisted(_account); } /** * @dev Removes account from blacklist * @param _account The address to remove from the blacklist */ function unBlacklist(address _account) external onlyBlacklister { blacklisted[_account] = false; emit UnBlacklisted(_account); } function updateBlacklister(address _newBlacklister) external onlyOwner { require( _newBlacklister != address(0), "Blacklistable: new blacklister is the zero address" ); blacklister = _newBlacklister; emit BlacklisterChanged(blacklister); } } // SPDX-License-Identifier: MIT pragma solidity ^0.6.0; /** * @dev Interface of the ERC20 standard as defined in the EIP. */ interface IERC20 { /** * @dev Returns the amount of tokens in existence. */ function totalSupply() external view returns (uint256); /** * @dev Returns the amount of tokens owned by `account`. */ function balanceOf(address account) external view returns (uint256); /** * @dev Moves `amount` tokens from the caller's account to `recipient`. * * Returns a boolean value indicating whether the operation succeeded. * * Emits a {Transfer} event. */ function transfer(address recipient, uint256 amount) external returns (bool); /** * @dev Returns the remaining number of tokens that `spender` will be * allowed to spend on behalf of `owner` through {transferFrom}. This is * zero by default. * * This value changes when {approve} or {transferFrom} are called. */ function allowance(address owner, address spender) external view returns (uint256); /** * @dev Sets `amount` as the allowance of `spender` over the caller's tokens. * * Returns a boolean value indicating whether the operation succeeded. * * IMPORTANT: Beware that changing an allowance with this method brings the risk * that someone may use both the old and the new allowance by unfortunate * transaction ordering. One possible solution to mitigate this race * condition is to first reduce the spender's allowance to 0 and set the * desired value afterwards: * https://github.com/ethereum/EIPs/issues/20#issuecomment-263524729 * * Emits an {Approval} event. */ function approve(address spender, uint256 amount) external returns (bool); /** * @dev Moves `amount` tokens from `sender` to `recipient` using the * allowance mechanism. `amount` is then deducted from the caller's * allowance. * * Returns a boolean value indicating whether the operation succeeded. * * Emits a {Transfer} event. */ function transferFrom(address sender, address recipient, uint256 amount) external returns (bool); /** * @dev Emitted when `value` tokens are moved from one account (`from`) to * another (`to`). * * Note that `value` may be zero. */ event Transfer(address indexed from, address indexed to, uint256 value); /** * @dev Emitted when the allowance of a `spender` for an `owner` is set by * a call to {approve}. `value` is the new allowance. */ event Approval(address indexed owner, address indexed spender, uint256 value); } // SPDX-License-Identifier: MIT pragma solidity ^0.6.0; import "./IERC20.sol"; import "../../math/SafeMath.sol"; import "../../utils/Address.sol"; /** * @title SafeERC20 * @dev Wrappers around ERC20 operations that throw on failure (when the token * contract returns false). Tokens that return no value (and instead revert or * throw on failure) are also supported, non-reverting calls are assumed to be * successful. * To use this library you can add a `using SafeERC20 for IERC20;` statement to your contract, * which allows you to call the safe operations as `token.safeTransfer(...)`, etc. */ library SafeERC20 { using SafeMath for uint256; using Address for address; function safeTransfer(IERC20 token, address to, uint256 value) internal { _callOptionalReturn(token, abi.encodeWithSelector(token.transfer.selector, to, value)); } function safeTransferFrom(IERC20 token, address from, address to, uint256 value) internal { _callOptionalReturn(token, abi.encodeWithSelector(token.transferFrom.selector, from, to, value)); } /** * @dev Deprecated. This function has issues similar to the ones found in * {IERC20-approve}, and its usage is discouraged. * * Whenever possible, use {safeIncreaseAllowance} and * {safeDecreaseAllowance} instead. */ function safeApprove(IERC20 token, address spender, uint256 value) internal { // safeApprove should only be called when setting an initial allowance, // or when resetting it to zero. To increase and decrease it, use // 'safeIncreaseAllowance' and 'safeDecreaseAllowance' // solhint-disable-next-line max-line-length require((value == 0) || (token.allowance(address(this), spender) == 0), "SafeERC20: approve from non-zero to non-zero allowance" ); _callOptionalReturn(token, abi.encodeWithSelector(token.approve.selector, spender, value)); } function safeIncreaseAllowance(IERC20 token, address spender, uint256 value) internal { uint256 newAllowance = token.allowance(address(this), spender).add(value); _callOptionalReturn(token, abi.encodeWithSelector(token.approve.selector, spender, newAllowance)); } function safeDecreaseAllowance(IERC20 token, address spender, uint256 value) internal { uint256 newAllowance = token.allowance(address(this), spender).sub(value, "SafeERC20: decreased allowance below zero"); _callOptionalReturn(token, abi.encodeWithSelector(token.approve.selector, spender, newAllowance)); } /** * @dev Imitates a Solidity high-level call (i.e. a regular function call to a contract), relaxing the requirement * on the return value: the return value is optional (but if data is returned, it must not be false). * @param token The token targeted by the call. * @param data The call data (encoded using abi.encode or one of its variants). */ function _callOptionalReturn(IERC20 token, bytes memory data) private { // We need to perform a low level call here, to bypass Solidity's return data size checking mechanism, since // we're implementing it ourselves. We use {Address.functionCall} to perform this call, which verifies that // the target address contains contract code and also asserts for success in the low-level call. bytes memory returndata = address(token).functionCall(data, "SafeERC20: low-level call failed"); if (returndata.length > 0) { // Return data is optional // solhint-disable-next-line max-line-length require(abi.decode(returndata, (bool)), "SafeERC20: ERC20 operation did not succeed"); } } } // SPDX-License-Identifier: MIT pragma solidity ^0.6.2; /** * @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) { // According to EIP-1052, 0x0 is the value returned for not-yet created accounts // and 0xc5d2460186f7233c927e7db2dcc703c0e500b653ca82273b7bfad8045d85a470 is returned // for accounts without code, i.e. `keccak256('')` bytes32 codehash; bytes32 accountHash = 0xc5d2460186f7233c927e7db2dcc703c0e500b653ca82273b7bfad8045d85a470; // solhint-disable-next-line no-inline-assembly assembly { codehash := extcodehash(account) } return (codehash != accountHash && codehash != 0x0); } /** * @dev Replacement for Solidity's `transfer`: sends `amount` wei to * `recipient`, forwarding all available gas and reverting on errors. * * https://eips.ethereum.org/EIPS/eip-1884[EIP1884] increases the gas cost * of certain opcodes, possibly making contracts go over the 2300 gas limit * imposed by `transfer`, making them unable to receive funds via * `transfer`. {sendValue} removes this limitation. * * https://diligence.consensys.net/posts/2019/09/stop-using-soliditys-transfer-now/[Learn more]. * * IMPORTANT: because control is transferred to `recipient`, care must be * taken to not create reentrancy vulnerabilities. Consider using * {ReentrancyGuard} or the * https://solidity.readthedocs.io/en/v0.5.11/security-considerations.html#use-the-checks-effects-interactions-pattern[checks-effects-interactions pattern]. */ function sendValue(address payable recipient, uint256 amount) internal { require(address(this).balance >= amount, "Address: insufficient balance"); // solhint-disable-next-line avoid-low-level-calls, avoid-call-value (bool success, ) = recipient.call{ value: amount }(""); require(success, "Address: unable to send value, recipient may have reverted"); } /** * @dev Performs a Solidity function call using a low level `call`. A * plain`call` is an unsafe replacement for a function call: use this * function instead. * * If `target` reverts with a revert reason, it is bubbled up by this * function (like regular Solidity function calls). * * Returns the raw returned data. To convert to the expected return value, * use https://solidity.readthedocs.io/en/latest/units-and-global-variables.html?highlight=abi.decode#abi-encoding-and-decoding-functions[`abi.decode`]. * * Requirements: * * - `target` must be a contract. * - calling `target` with `data` must not revert. * * _Available since v3.1._ */ function functionCall(address target, bytes memory data) internal returns (bytes memory) { return functionCall(target, data, "Address: low-level call failed"); } /** * @dev Same as {xref-Address-functionCall-address-bytes-}[`functionCall`], but with * `errorMessage` as a fallback revert reason when `target` reverts. * * _Available since v3.1._ */ function functionCall(address target, bytes memory data, string memory errorMessage) internal returns (bytes memory) { return _functionCallWithValue(target, data, 0, errorMessage); } /** * @dev Same as {xref-Address-functionCall-address-bytes-}[`functionCall`], * but also transferring `value` wei to `target`. * * Requirements: * * - the calling contract must have an ETH balance of at least `value`. * - the called Solidity function must be `payable`. * * _Available since v3.1._ */ function functionCallWithValue(address target, bytes memory data, uint256 value) internal returns (bytes memory) { return functionCallWithValue(target, data, value, "Address: low-level call with value failed"); } /** * @dev Same as {xref-Address-functionCallWithValue-address-bytes-uint256-}[`functionCallWithValue`], but * with `errorMessage` as a fallback revert reason when `target` reverts. * * _Available since v3.1._ */ function functionCallWithValue(address target, bytes memory data, uint256 value, string memory errorMessage) internal returns (bytes memory) { require(address(this).balance >= value, "Address: insufficient balance for call"); return _functionCallWithValue(target, data, value, errorMessage); } function _functionCallWithValue(address target, bytes memory data, uint256 weiValue, string memory errorMessage) private returns (bytes memory) { require(isContract(target), "Address: call to non-contract"); // solhint-disable-next-line avoid-low-level-calls (bool success, bytes memory returndata) = target.call{ value: weiValue }(data); if (success) { return returndata; } else { // Look for revert reason and bubble it up if present if (returndata.length > 0) { // The easiest way to bubble the revert reason is using memory via assembly // solhint-disable-next-line no-inline-assembly assembly { let returndata_size := mload(returndata) revert(add(32, returndata), returndata_size) } } else { revert(errorMessage); } } } } /** * SPDX-License-Identifier: MIT * * Copyright (c) 2016-2019 zOS Global Limited * Copyright (c) 2018-2020 CENTRE SECZ * * 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 * 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 0.6.12; /** * @title ECRecover * @notice A library that provides a safe ECDSA recovery function */ library ECRecover { /** * @notice Recover signer's address from a signed message * @dev Adapted from: https://github.com/OpenZeppelin/openzeppelin-contracts/blob/65e4ffde586ec89af3b7e9140bdc9235d1254853/contracts/cryptography/ECDSA.sol * Modifications: Accept v, r, and s as separate arguments * @param digest Keccak-256 hash digest of the signed message * @param v v of the signature * @param r r of the signature * @param s s of the signature * @return Signer address */ function recover( bytes32 digest, uint8 v, bytes32 r, bytes32 s ) internal pure returns (address) { // EIP-2 still allows signature malleability for ecrecover(). Remove this possibility and make the signature // unique. Appendix F in the Ethereum Yellow paper (https://ethereum.github.io/yellowpaper/paper.pdf), defines // the valid range for s in (281): 0 < s < secp256k1n ÷ 2 + 1, and for v in (282): v ∈ {27, 28}. Most // signatures from current libraries generate a unique signature with an s-value in the lower half order. // // If your library generates malleable signatures, such as s-values in the upper range, calculate a new s-value // with 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFEBAAEDCE6AF48A03BBFD25E8CD0364141 - s1 and flip v from 27 to 28 or // vice versa. If your library also generates signatures with 0/1 for v instead 27/28, add 27 to v to accept // these malleable signatures as well. if ( uint256(s) > 0x7FFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF5D576E7357A4501DDFE92F46681B20A0 ) { revert("ECRecover: invalid signature 's' value"); } if (v != 27 && v != 28) { revert("ECRecover: invalid signature 'v' value"); } // If the signature is valid (and not malleable), return the signer address address signer = ecrecover(digest, v, r, s); require(signer != address(0), "ECRecover: invalid signature"); return signer; } }