Transaction Hash:
Block:
13880836 at Dec-26-2021 12:32:58 PM +UTC
Transaction Fee:
0.002019050092311222 ETH
$3.67
Gas Used:
45,447 Gas / 44.426476826 Gwei
Account State Difference:
Address | Before | After | State Difference | ||
---|---|---|---|---|---|
0x4069e799...03e8B837d
Miner
| (666 Mining Pool) | 194.60405965542921714 Eth | 194.60412782592921714 Eth | 0.0000681705 | |
0x7Df6A605...9c8e25D51 |
0.455955731379962477 Eth
Nonce: 54
|
0.453936681287651255 Eth
Nonce: 55
| 0.002019050092311222 |
Execution Trace
Vault.swap( singleSwap=[{name:poolId, type:bytes32, order:1, indexed:false, value:C065798F227B49C150BCDC6CDC43149A12C4D75700020000000000000000010B, valueString:C065798F227B49C150BCDC6CDC43149A12C4D75700020000000000000000010B}, {name:kind, type:uint8, order:2, indexed:false, value:0, valueString:0}, {name:assetIn, type:address, order:3, indexed:false, value:0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48, valueString:0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48}, {name:assetOut, type:address, order:4, indexed:false, value:0x3301Ee63Fb29F863f2333Bd4466acb46CD8323E6, valueString:0x3301Ee63Fb29F863f2333Bd4466acb46CD8323E6}, {name:amount, type:uint256, order:5, indexed:false, value:1000000, valueString:1000000}, {name:userData, type:bytes, order:6, indexed:false, value:0x, valueString:0x}], funds=[{name:sender, type:address, order:1, indexed:false, value:0x7Df6A605569051a21f77d4992F005B39c8e25D51, valueString:0x7Df6A605569051a21f77d4992F005B39c8e25D51}, {name:fromInternalBalance, type:bool, order:2, indexed:false, value:false, valueString:False}, {name:recipient, type:address, order:3, indexed:false, value:0x7Df6A605569051a21f77d4992F005B39c8e25D51, valueString:0x7Df6A605569051a21f77d4992F005B39c8e25D51}, {name:toInternalBalance, type:bool, order:4, indexed:false, value:false, valueString:False}], limit=600000000000000000000000, deadline=115792089237316195423570985008687907853269984665640564039457584007913129639935 ) => ( amountCalculated=3963877391197344453575983046348115674221700746820753546331534351508065746944 )
swap[Swaps (ln:375)]
_require[Swaps (ln:391)]
_require[Swaps (ln:394)]
_translateToIERC20[Swaps (ln:395)]
_translateToIERC20[Swaps (ln:396)]
_require[Swaps (ln:397)]
_swapWithPool[Swaps (ln:411)]
_getPoolAddress[Swaps (ln:573)]
_getPoolSpecialization[Swaps (ln:574)]
_processTwoTokenPoolSwapRequest[Swaps (ln:576)]
_getTwoTokenPoolSharedBalances[Swaps (ln:596)]
_callMinimalSwapInfoPoolOnSwapHook[Swaps (ln:611)]
total[Swaps (ln:655)]
total[Swaps (ln:656)]
max[Swaps (ln:657)]
lastChangeBlock[Swaps (ln:657)]
lastChangeBlock[Swaps (ln:657)]
onSwap[Swaps (ln:659)]
_getAmounts[Swaps (ln:660)]
increaseCash[Swaps (ln:661)]
decreaseCash[Swaps (ln:662)]
toSharedCash[Swaps (ln:619)]
max[BalanceAllocation (ln:4141)]
lastChangeBlock[BalanceAllocation (ln:4141)]
lastChangeBlock[BalanceAllocation (ln:4141)]
_pack[BalanceAllocation (ln:4142)]
cash[BalanceAllocation (ln:4142)]
cash[BalanceAllocation (ln:4142)]
toSharedCash[Swaps (ln:620)]
max[BalanceAllocation (ln:4141)]
lastChangeBlock[BalanceAllocation (ln:4141)]
lastChangeBlock[BalanceAllocation (ln:4141)]
_pack[BalanceAllocation (ln:4142)]
cash[BalanceAllocation (ln:4142)]
cash[BalanceAllocation (ln:4142)]
_processMinimalSwapInfoPoolSwapRequest[Swaps (ln:578)]
_getMinimalSwapInfoPoolBalance[Swaps (ln:626)]
_getMinimalSwapInfoPoolBalance[Swaps (ln:627)]
_callMinimalSwapInfoPoolOnSwapHook[Swaps (ln:629)]
total[Swaps (ln:655)]
total[Swaps (ln:656)]
max[Swaps (ln:657)]
lastChangeBlock[Swaps (ln:657)]
lastChangeBlock[Swaps (ln:657)]
onSwap[Swaps (ln:659)]
_getAmounts[Swaps (ln:660)]
increaseCash[Swaps (ln:661)]
decreaseCash[Swaps (ln:662)]
_processGeneralPoolSwapRequest[Swaps (ln:581)]
unchecked_indexOf[Swaps (ln:672)]
unchecked_indexOf[Swaps (ln:673)]
_ensureRegisteredPool[Swaps (ln:677)]
_revert[Swaps (ln:678)]
length[Swaps (ln:684)]
unchecked_valueAt[Swaps (ln:690)]
total[Swaps (ln:691)]
max[Swaps (ln:692)]
lastChangeBlock[Swaps (ln:692)]
onSwap[Swaps (ln:700)]
_getAmounts[Swaps (ln:701)]
increaseCash[Swaps (ln:702)]
decreaseCash[Swaps (ln:703)]
unchecked_setAt[Swaps (ln:706)]
unchecked_setAt[Swaps (ln:707)]
_getAmounts[Swaps (ln:583)]
Swap[Swaps (ln:584)]
_require[Swaps (ln:412)]
_receiveAsset[Swaps (ln:413)]
_sendAsset[Swaps (ln:414)]
_handleRemainingEth[Swaps (ln:416)]
_isETH[Swaps (ln:416)]
// 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); } }