Transaction Hash:
Block:
14792933 at May-17-2022 02:03:01 PM +UTC
Transaction Fee:
0.006719935752682986 ETH
$16.92
Gas Used:
192,446 Gas / 34.918552491 Gwei
Emitted Events:
137 |
Vault.Swap( poolId=06DF3B2BBB68ADC8B0E302443692037ED9F91B42000000000000000000000063, tokenIn=Dai, tokenOut=0xA0b86991...E3606eB48, amountIn=43198157440000000000, amountOut=43191755 )
|
138 |
Vault.Swap( poolId=0B6A810796DE16E5DE613DDF19AF7249BA398AB00002000000000000000001A2, tokenIn=0xA0b86991...E3606eB48, tokenOut=StandardERC20, amountIn=43191755, amountOut=1888313939424643032386598 )
|
139 |
Dai.Transfer( src=[Sender] 0xabf1e7d74490284fde9ee26d10d13f46c88bbbb3, dst=[Receiver] Vault, wad=43198157440000000000 )
|
140 |
StandardERC20.Transfer( from=[Receiver] Vault, to=[Sender] 0xabf1e7d74490284fde9ee26d10d13f46c88bbbb3, value=1888313939424643032386598 )
|
Account State Difference:
Address | Before | After | State Difference | ||
---|---|---|---|---|---|
0x6B175474...495271d0F | |||||
0xaBf1e7D7...6c88BBBB3 |
0.096378214536472056 Eth
Nonce: 93
|
0.08965827878378907 Eth
Nonce: 94
| 0.006719935752682986 | ||
0xb53ecF13...cEbcac40f | |||||
0xBA122222...d566BF2C8 | (Balancer: Vault) | ||||
0xEA674fdD...16B898ec8
Miner
| (Ethermine) | 1,244.262050057820737453 Eth | 1,244.262287577370683251 Eth | 0.000237519549945798 |
Execution Trace
Vault.batchSwap( kind=0, swaps=, assets=[0x6B175474E89094C44Da98b954EedeAC495271d0F, 0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48, 0xb53ecF1345caBeE6eA1a65100Ebb153cEbcac40f], funds=[{name:sender, type:address, order:1, indexed:false, value:0xaBf1e7D74490284Fde9EE26D10d13f46c88BBBB3, valueString:0xaBf1e7D74490284Fde9EE26D10d13f46c88BBBB3}, {name:fromInternalBalance, type:bool, order:2, indexed:false, value:false, valueString:False}, {name:recipient, type:address, order:3, indexed:false, value:0xaBf1e7D74490284Fde9EE26D10d13f46c88BBBB3, valueString:0xaBf1e7D74490284Fde9EE26D10d13f46c88BBBB3}, {name:toInternalBalance, type:bool, order:4, indexed:false, value:false, valueString:False}], limits=[43198157440000000000, 0, -1882305723629702970297029], deadline=115792089237316195423570985008687907853269984665640564039457584007913129639935 ) => ( assetDeltas=[43198157440000000000, 0, -1888313939424643032386598] )
-
StablePool.onSwap( swapRequest=[{name:kind, type:uint8, order:1, indexed:false, value:0, valueString:0}, {name:tokenIn, type:address, order:2, indexed:false, value:0x6B175474E89094C44Da98b954EedeAC495271d0F, valueString:0x6B175474E89094C44Da98b954EedeAC495271d0F}, {name:tokenOut, type:address, order:3, indexed:false, value:0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48, valueString:0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48}, {name:amount, type:uint256, order:4, indexed:false, value:43198157440000000000, valueString:43198157440000000000}, {name:poolId, type:bytes32, order:5, indexed:false, value:06DF3B2BBB68ADC8B0E302443692037ED9F91B42000000000000000000000063, valueString:06DF3B2BBB68ADC8B0E302443692037ED9F91B42000000000000000000000063}, {name:lastChangeBlock, type:uint256, order:6, indexed:false, value:14792904, valueString:14792904}, {name:from, type:address, order:7, indexed:false, value:0xaBf1e7D74490284Fde9EE26D10d13f46c88BBBB3, valueString:0xaBf1e7D74490284Fde9EE26D10d13f46c88BBBB3}, {name:to, type:address, order:8, indexed:false, value:0xaBf1e7D74490284Fde9EE26D10d13f46c88BBBB3, valueString:0xaBf1e7D74490284Fde9EE26D10d13f46c88BBBB3}, {name:userData, type:bytes, order:9, indexed:false, value:0x, valueString:0x}], balances=[13172411707200016375847284, 12520151430956, 39796334036750], indexIn=0, indexOut=1 ) => ( 43191755 )
-
Balancer v2: O_LBP Pool.9d2c110c( )
-
Dai.transferFrom( src=0xaBf1e7D74490284Fde9EE26D10d13f46c88BBBB3, dst=0xBA12222222228d8Ba445958a75a0704d566BF2C8, wad=43198157440000000000 ) => ( True )
-
StandardERC20.transfer( recipient=0xaBf1e7D74490284Fde9EE26D10d13f46c88BBBB3, amount=1888313939424643032386598 ) => ( True )
batchSwap[Swaps (ln:418)]
_require[Swaps (ln:436)]
ensureInputLengthMatch[Swaps (ln:437)]
_require[InputHelpers (ln:2428)]
_swapWithPools[Swaps (ln:439)]
_require[Swaps (ln:523)]
_translateToIERC20[Swaps (ln:524)]
_translateToIERC20[Swaps (ln:525)]
_require[Swaps (ln:526)]
_require[Swaps (ln:532)]
_tokenGiven[Swaps (ln:533)]
_require[Swaps (ln:534)]
_swapWithPool[Swaps (ln:549)]
_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)]
_tokenCalculated[Swaps (ln:550)]
add[Swaps (ln:552)]
toInt256[Swaps (ln:552)]
sub[Swaps (ln:553)]
toInt256[Swaps (ln:554)]
_require[Swaps (ln:446)]
_receiveAsset[Swaps (ln:449)]
_isETH[Swaps (ln:450)]
add[Swaps (ln:451)]
_sendAsset[Swaps (ln:455)]
_handleRemainingEth[Swaps (ln:459)]
File 1 of 4: Vault
File 2 of 4: Dai
File 3 of 4: StandardERC20
File 4 of 4: StablePool
// SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; pragma experimental ABIEncoderV2; import "./interfaces/IAuthorizer.sol"; import "./interfaces/IWETH.sol"; import "./VaultAuthorization.sol"; import "./FlashLoans.sol"; import "./Swaps.sol"; /** * @dev The `Vault` is Balancer V2's core contract. A single instance of it exists for the entire network, and it is the * entity used to interact with Pools by Liquidity Providers who join and exit them, Traders who swap, and Asset * Managers who withdraw and deposit tokens. * * The `Vault`'s source code is split among a number of sub-contracts, with the goal of improving readability and making * understanding the system easier. Most sub-contracts have been marked as `abstract` to explicitly indicate that only * the full `Vault` is meant to be deployed. * * Roughly speaking, these are the contents of each sub-contract: * * - `AssetManagers`: Pool token Asset Manager registry, and Asset Manager interactions. * - `Fees`: set and compute protocol fees. * - `FlashLoans`: flash loan transfers and fees. * - `PoolBalances`: Pool joins and exits. * - `PoolRegistry`: Pool registration, ID management, and basic queries. * - `PoolTokens`: Pool token registration and registration, and balance queries. * - `Swaps`: Pool swaps. * - `UserBalance`: manage user balances (Internal Balance operations and external balance transfers) * - `VaultAuthorization`: access control, relayers and signature validation. * * Additionally, the different Pool specializations are handled by the `GeneralPoolsBalance`, * `MinimalSwapInfoPoolsBalance` and `TwoTokenPoolsBalance` sub-contracts, which in turn make use of the * `BalanceAllocation` library. * * The most important goal of the `Vault` is to make token swaps use as little gas as possible. This is reflected in a * multitude of design decisions, from minor things like the format used to store Pool IDs, to major features such as * the different Pool specialization settings. * * Finally, the large number of tasks carried out by the Vault means its bytecode is very large, close to exceeding * the contract size limit imposed by EIP 170 (https://eips.ethereum.org/EIPS/eip-170). Manual tuning of the source code * was required to improve code generation and bring the bytecode size below this limit. This includes extensive * utilization of `internal` functions (particularly inside modifiers), usage of named return arguments, dedicated * storage access methods, dynamic revert reason generation, and usage of inline assembly, to name a few. */ contract Vault is VaultAuthorization, FlashLoans, Swaps { constructor( IAuthorizer authorizer, IWETH weth, uint256 pauseWindowDuration, uint256 bufferPeriodDuration ) VaultAuthorization(authorizer) AssetHelpers(weth) TemporarilyPausable(pauseWindowDuration, bufferPeriodDuration) { // solhint-disable-previous-line no-empty-blocks } function setPaused(bool paused) external override nonReentrant authenticate { _setPaused(paused); } // solhint-disable-next-line func-name-mixedcase function WETH() external view override returns (IWETH) { return _WETH(); } } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; interface IAuthorizer { /** * @dev Returns true if `account` can perform the action described by `actionId` in the contract `where`. */ function canPerform( bytes32 actionId, address account, address where ) external view returns (bool); } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; import "../../lib/openzeppelin/IERC20.sol"; /** * @dev Interface for the WETH token contract used internally for wrapping and unwrapping, to support * sending and receiving ETH in joins, swaps, and internal balance deposits and withdrawals. */ interface IWETH is IERC20 { function deposit() external payable; function withdraw(uint256 amount) external; } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; pragma experimental ABIEncoderV2; import "../lib/helpers/BalancerErrors.sol"; import "../lib/helpers/Authentication.sol"; import "../lib/helpers/TemporarilyPausable.sol"; import "../lib/helpers/BalancerErrors.sol"; import "../lib/helpers/SignaturesValidator.sol"; import "../lib/openzeppelin/ReentrancyGuard.sol"; import "./interfaces/IVault.sol"; import "./interfaces/IAuthorizer.sol"; /** * @dev Manages access control of Vault permissioned functions by relying on the Authorizer and signature validation. * * Additionally handles relayer access and approval. */ abstract contract VaultAuthorization is IVault, ReentrancyGuard, Authentication, SignaturesValidator, TemporarilyPausable { // Ideally, we'd store the type hashes as immutable state variables to avoid computing the hash at runtime, but // unfortunately immutable variables cannot be used in assembly, so we just keep the precomputed hashes instead. // _JOIN_TYPE_HASH = keccak256("JoinPool(bytes calldata,address sender,uint256 nonce,uint256 deadline)"); bytes32 private constant _JOIN_TYPE_HASH = 0x3f7b71252bd19113ff48c19c6e004a9bcfcca320a0d74d58e85877cbd7dcae58; // _EXIT_TYPE_HASH = keccak256("ExitPool(bytes calldata,address sender,uint256 nonce,uint256 deadline)"); bytes32 private constant _EXIT_TYPE_HASH = 0x8bbc57f66ea936902f50a71ce12b92c43f3c5340bb40c27c4e90ab84eeae3353; // _SWAP_TYPE_HASH = keccak256("Swap(bytes calldata,address sender,uint256 nonce,uint256 deadline)"); bytes32 private constant _SWAP_TYPE_HASH = 0xe192dcbc143b1e244ad73b813fd3c097b832ad260a157340b4e5e5beda067abe; // _BATCH_SWAP_TYPE_HASH = keccak256("BatchSwap(bytes calldata,address sender,uint256 nonce,uint256 deadline)"); bytes32 private constant _BATCH_SWAP_TYPE_HASH = 0x9bfc43a4d98313c6766986ffd7c916c7481566d9f224c6819af0a53388aced3a; // _SET_RELAYER_TYPE_HASH = // keccak256("SetRelayerApproval(bytes calldata,address sender,uint256 nonce,uint256 deadline)"); bytes32 private constant _SET_RELAYER_TYPE_HASH = 0xa3f865aa351e51cfeb40f5178d1564bb629fe9030b83caf6361d1baaf5b90b5a; IAuthorizer private _authorizer; mapping(address => mapping(address => bool)) private _approvedRelayers; /** * @dev Reverts unless `user` is the caller, or the caller is approved by the Authorizer to call this function (that * is, it is a relayer for that function), and either: * a) `user` approved the caller as a relayer (via `setRelayerApproval`), or * b) a valid signature from them was appended to the calldata. * * Should only be applied to external functions. */ modifier authenticateFor(address user) { _authenticateFor(user); _; } constructor(IAuthorizer authorizer) // The Vault is a singleton, so it simply uses its own address to disambiguate action identifiers. Authentication(bytes32(uint256(address(this)))) SignaturesValidator("Balancer V2 Vault") { _setAuthorizer(authorizer); } function setAuthorizer(IAuthorizer newAuthorizer) external override nonReentrant authenticate { _setAuthorizer(newAuthorizer); } function _setAuthorizer(IAuthorizer newAuthorizer) private { emit AuthorizerChanged(newAuthorizer); _authorizer = newAuthorizer; } function getAuthorizer() external view override returns (IAuthorizer) { return _authorizer; } function setRelayerApproval( address sender, address relayer, bool approved ) external override nonReentrant whenNotPaused authenticateFor(sender) { _approvedRelayers[sender][relayer] = approved; emit RelayerApprovalChanged(relayer, sender, approved); } function hasApprovedRelayer(address user, address relayer) external view override returns (bool) { return _hasApprovedRelayer(user, relayer); } /** * @dev Reverts unless `user` is the caller, or the caller is approved by the Authorizer to call the entry point * function (that is, it is a relayer for that function) and either: * a) `user` approved the caller as a relayer (via `setRelayerApproval`), or * b) a valid signature from them was appended to the calldata. */ function _authenticateFor(address user) internal { if (msg.sender != user) { // In this context, 'permission to call a function' means 'being a relayer for a function'. _authenticateCaller(); // Being a relayer is not sufficient: `user` must have also approved the caller either via // `setRelayerApproval`, or by providing a signature appended to the calldata. if (!_hasApprovedRelayer(user, msg.sender)) { _validateSignature(user, Errors.USER_DOESNT_ALLOW_RELAYER); } } } /** * @dev Returns true if `user` approved `relayer` to act as a relayer for them. */ function _hasApprovedRelayer(address user, address relayer) internal view returns (bool) { return _approvedRelayers[user][relayer]; } function _canPerform(bytes32 actionId, address user) internal view override returns (bool) { // Access control is delegated to the Authorizer. return _authorizer.canPerform(actionId, user, address(this)); } function _typeHash() internal pure override returns (bytes32 hash) { // This is a simple switch-case statement, trivially written in Solidity by chaining else-if statements, but the // assembly implementation results in much denser bytecode. // solhint-disable-next-line no-inline-assembly assembly { // The function selector is located at the first 4 bytes of calldata. We copy the first full calldata // 256 word, and then perform a logical shift to the right, moving the selector to the least significant // 4 bytes. let selector := shr(224, calldataload(0)) // With the selector in the least significant 4 bytes, we can use 4 byte literals with leading zeros, // resulting in dense bytecode (PUSH4 opcodes). switch selector case 0xb95cac28 { hash := _JOIN_TYPE_HASH } case 0x8bdb3913 { hash := _EXIT_TYPE_HASH } case 0x52bbbe29 { hash := _SWAP_TYPE_HASH } case 0x945bcec9 { hash := _BATCH_SWAP_TYPE_HASH } case 0xfa6e671d { hash := _SET_RELAYER_TYPE_HASH } default { hash := 0x0000000000000000000000000000000000000000000000000000000000000000 } } } } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. // This flash loan provider was based on the Aave protocol's open source // implementation and terminology and interfaces are intentionally kept // similar pragma solidity ^0.7.0; pragma experimental ABIEncoderV2; import "../lib/helpers/BalancerErrors.sol"; import "../lib/openzeppelin/IERC20.sol"; import "../lib/openzeppelin/ReentrancyGuard.sol"; import "../lib/openzeppelin/SafeERC20.sol"; import "./Fees.sol"; import "./interfaces/IFlashLoanRecipient.sol"; /** * @dev Handles Flash Loans through the Vault. Calls the `receiveFlashLoan` hook on the flash loan recipient * contract, which implements the `IFlashLoanRecipient` interface. */ abstract contract FlashLoans is Fees, ReentrancyGuard, TemporarilyPausable { using SafeERC20 for IERC20; function flashLoan( IFlashLoanRecipient recipient, IERC20[] memory tokens, uint256[] memory amounts, bytes memory userData ) external override nonReentrant whenNotPaused { InputHelpers.ensureInputLengthMatch(tokens.length, amounts.length); uint256[] memory feeAmounts = new uint256[](tokens.length); uint256[] memory preLoanBalances = new uint256[](tokens.length); // Used to ensure `tokens` is sorted in ascending order, which ensures token uniqueness. IERC20 previousToken = IERC20(0); for (uint256 i = 0; i < tokens.length; ++i) { IERC20 token = tokens[i]; uint256 amount = amounts[i]; _require(token > previousToken, token == IERC20(0) ? Errors.ZERO_TOKEN : Errors.UNSORTED_TOKENS); previousToken = token; preLoanBalances[i] = token.balanceOf(address(this)); feeAmounts[i] = _calculateFlashLoanFeeAmount(amount); _require(preLoanBalances[i] >= amount, Errors.INSUFFICIENT_FLASH_LOAN_BALANCE); token.safeTransfer(address(recipient), amount); } recipient.receiveFlashLoan(tokens, amounts, feeAmounts, userData); for (uint256 i = 0; i < tokens.length; ++i) { IERC20 token = tokens[i]; uint256 preLoanBalance = preLoanBalances[i]; // Checking for loan repayment first (without accounting for fees) makes for simpler debugging, and results // in more accurate revert reasons if the flash loan protocol fee percentage is zero. uint256 postLoanBalance = token.balanceOf(address(this)); _require(postLoanBalance >= preLoanBalance, Errors.INVALID_POST_LOAN_BALANCE); // No need for checked arithmetic since we know the loan was fully repaid. uint256 receivedFeeAmount = postLoanBalance - preLoanBalance; _require(receivedFeeAmount >= feeAmounts[i], Errors.INSUFFICIENT_FLASH_LOAN_FEE_AMOUNT); _payFeeAmount(token, receivedFeeAmount); emit FlashLoan(recipient, token, amounts[i], receivedFeeAmount); } } } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; pragma experimental ABIEncoderV2; import "../lib/math/Math.sol"; import "../lib/helpers/BalancerErrors.sol"; import "../lib/helpers/InputHelpers.sol"; import "../lib/openzeppelin/EnumerableMap.sol"; import "../lib/openzeppelin/EnumerableSet.sol"; import "../lib/openzeppelin/IERC20.sol"; import "../lib/openzeppelin/ReentrancyGuard.sol"; import "../lib/openzeppelin/SafeCast.sol"; import "../lib/openzeppelin/SafeERC20.sol"; import "./PoolBalances.sol"; import "./interfaces/IPoolSwapStructs.sol"; import "./interfaces/IGeneralPool.sol"; import "./interfaces/IMinimalSwapInfoPool.sol"; import "./balances/BalanceAllocation.sol"; /** * Implements the Vault's high-level swap functionality. * * Users can swap tokens with Pools by calling the `swap` and `batchSwap` functions. They need not trust the Pool * contracts to do this: all security checks are made by the Vault. * * The `swap` function executes a single swap, while `batchSwap` can perform multiple swaps in sequence. * In each individual swap, tokens of one kind are sent from the sender to the Pool (this is the 'token in'), * and tokens of another kind are sent from the Pool to the recipient in exchange (this is the 'token out'). * More complex swaps, such as one 'token in' to multiple tokens out can be achieved by batching together * individual swaps. */ abstract contract Swaps is ReentrancyGuard, PoolBalances { using SafeERC20 for IERC20; using EnumerableSet for EnumerableSet.AddressSet; using EnumerableMap for EnumerableMap.IERC20ToBytes32Map; using Math for int256; using Math for uint256; using SafeCast for uint256; using BalanceAllocation for bytes32; function swap( SingleSwap memory singleSwap, FundManagement memory funds, uint256 limit, uint256 deadline ) external payable override nonReentrant whenNotPaused authenticateFor(funds.sender) returns (uint256 amountCalculated) { // The deadline is timestamp-based: it should not be relied upon for sub-minute accuracy. // solhint-disable-next-line not-rely-on-time _require(block.timestamp <= deadline, Errors.SWAP_DEADLINE); // This revert reason is for consistency with `batchSwap`: an equivalent `swap` performed using that function // would result in this error. _require(singleSwap.amount > 0, Errors.UNKNOWN_AMOUNT_IN_FIRST_SWAP); IERC20 tokenIn = _translateToIERC20(singleSwap.assetIn); IERC20 tokenOut = _translateToIERC20(singleSwap.assetOut); _require(tokenIn != tokenOut, Errors.CANNOT_SWAP_SAME_TOKEN); // Initializing each struct field one-by-one uses less gas than setting all at once. IPoolSwapStructs.SwapRequest memory poolRequest; poolRequest.poolId = singleSwap.poolId; poolRequest.kind = singleSwap.kind; poolRequest.tokenIn = tokenIn; poolRequest.tokenOut = tokenOut; poolRequest.amount = singleSwap.amount; poolRequest.userData = singleSwap.userData; poolRequest.from = funds.sender; poolRequest.to = funds.recipient; // The lastChangeBlock field is left uninitialized. uint256 amountIn; uint256 amountOut; (amountCalculated, amountIn, amountOut) = _swapWithPool(poolRequest); _require(singleSwap.kind == SwapKind.GIVEN_IN ? amountOut >= limit : amountIn <= limit, Errors.SWAP_LIMIT); _receiveAsset(singleSwap.assetIn, amountIn, funds.sender, funds.fromInternalBalance); _sendAsset(singleSwap.assetOut, amountOut, funds.recipient, funds.toInternalBalance); // If the asset in is ETH, then `amountIn` ETH was wrapped into WETH. _handleRemainingEth(_isETH(singleSwap.assetIn) ? amountIn : 0); } function batchSwap( SwapKind kind, BatchSwapStep[] memory swaps, IAsset[] memory assets, FundManagement memory funds, int256[] memory limits, uint256 deadline ) external payable override nonReentrant whenNotPaused authenticateFor(funds.sender) returns (int256[] memory assetDeltas) { // The deadline is timestamp-based: it should not be relied upon for sub-minute accuracy. // solhint-disable-next-line not-rely-on-time _require(block.timestamp <= deadline, Errors.SWAP_DEADLINE); InputHelpers.ensureInputLengthMatch(assets.length, limits.length); // Perform the swaps, updating the Pool token balances and computing the net Vault asset deltas. assetDeltas = _swapWithPools(swaps, assets, funds, kind); // Process asset deltas, by either transferring assets from the sender (for positive deltas) or to the recipient // (for negative deltas). uint256 wrappedEth = 0; for (uint256 i = 0; i < assets.length; ++i) { IAsset asset = assets[i]; int256 delta = assetDeltas[i]; _require(delta <= limits[i], Errors.SWAP_LIMIT); if (delta > 0) { uint256 toReceive = uint256(delta); _receiveAsset(asset, toReceive, funds.sender, funds.fromInternalBalance); if (_isETH(asset)) { wrappedEth = wrappedEth.add(toReceive); } } else if (delta < 0) { uint256 toSend = uint256(-delta); _sendAsset(asset, toSend, funds.recipient, funds.toInternalBalance); } } // Handle any used and remaining ETH. _handleRemainingEth(wrappedEth); } // For `_swapWithPools` to handle both 'given in' and 'given out' swaps, it internally tracks the 'given' amount // (supplied by the caller), and the 'calculated' amount (returned by the Pool in response to the swap request). /** * @dev Given the two swap tokens and the swap kind, returns which one is the 'given' token (the token whose * amount is supplied by the caller). */ function _tokenGiven( SwapKind kind, IERC20 tokenIn, IERC20 tokenOut ) private pure returns (IERC20) { return kind == SwapKind.GIVEN_IN ? tokenIn : tokenOut; } /** * @dev Given the two swap tokens and the swap kind, returns which one is the 'calculated' token (the token whose * amount is calculated by the Pool). */ function _tokenCalculated( SwapKind kind, IERC20 tokenIn, IERC20 tokenOut ) private pure returns (IERC20) { return kind == SwapKind.GIVEN_IN ? tokenOut : tokenIn; } /** * @dev Returns an ordered pair (amountIn, amountOut) given the 'given' and 'calculated' amounts, and the swap kind. */ function _getAmounts( SwapKind kind, uint256 amountGiven, uint256 amountCalculated ) private pure returns (uint256 amountIn, uint256 amountOut) { if (kind == SwapKind.GIVEN_IN) { (amountIn, amountOut) = (amountGiven, amountCalculated); } else { // SwapKind.GIVEN_OUT (amountIn, amountOut) = (amountCalculated, amountGiven); } } /** * @dev Performs all `swaps`, calling swap hooks on the Pool contracts and updating their balances. Does not cause * any transfer of tokens - instead it returns the net Vault token deltas: positive if the Vault should receive * tokens, and negative if it should send them. */ function _swapWithPools( BatchSwapStep[] memory swaps, IAsset[] memory assets, FundManagement memory funds, SwapKind kind ) private returns (int256[] memory assetDeltas) { assetDeltas = new int256[](assets.length); // These variables could be declared inside the loop, but that causes the compiler to allocate memory on each // loop iteration, increasing gas costs. BatchSwapStep memory batchSwapStep; IPoolSwapStructs.SwapRequest memory poolRequest; // These store data about the previous swap here to implement multihop logic across swaps. IERC20 previousTokenCalculated; uint256 previousAmountCalculated; for (uint256 i = 0; i < swaps.length; ++i) { batchSwapStep = swaps[i]; bool withinBounds = batchSwapStep.assetInIndex < assets.length && batchSwapStep.assetOutIndex < assets.length; _require(withinBounds, Errors.OUT_OF_BOUNDS); IERC20 tokenIn = _translateToIERC20(assets[batchSwapStep.assetInIndex]); IERC20 tokenOut = _translateToIERC20(assets[batchSwapStep.assetOutIndex]); _require(tokenIn != tokenOut, Errors.CANNOT_SWAP_SAME_TOKEN); // Sentinel value for multihop logic if (batchSwapStep.amount == 0) { // When the amount given is zero, we use the calculated amount for the previous swap, as long as the // current swap's given token is the previous calculated token. This makes it possible to swap a // given amount of token A for token B, and then use the resulting token B amount to swap for token C. _require(i > 0, Errors.UNKNOWN_AMOUNT_IN_FIRST_SWAP); bool usingPreviousToken = previousTokenCalculated == _tokenGiven(kind, tokenIn, tokenOut); _require(usingPreviousToken, Errors.MALCONSTRUCTED_MULTIHOP_SWAP); batchSwapStep.amount = previousAmountCalculated; } // Initializing each struct field one-by-one uses less gas than setting all at once poolRequest.poolId = batchSwapStep.poolId; poolRequest.kind = kind; poolRequest.tokenIn = tokenIn; poolRequest.tokenOut = tokenOut; poolRequest.amount = batchSwapStep.amount; poolRequest.userData = batchSwapStep.userData; poolRequest.from = funds.sender; poolRequest.to = funds.recipient; // The lastChangeBlock field is left uninitialized uint256 amountIn; uint256 amountOut; (previousAmountCalculated, amountIn, amountOut) = _swapWithPool(poolRequest); previousTokenCalculated = _tokenCalculated(kind, tokenIn, tokenOut); // Accumulate Vault deltas across swaps assetDeltas[batchSwapStep.assetInIndex] = assetDeltas[batchSwapStep.assetInIndex].add(amountIn.toInt256()); assetDeltas[batchSwapStep.assetOutIndex] = assetDeltas[batchSwapStep.assetOutIndex].sub( amountOut.toInt256() ); } } /** * @dev Performs a swap according to the parameters specified in `request`, calling the Pool's contract hook and * updating the Pool's balance. * * Returns the amount of tokens going into or out of the Vault as a result of this swap, depending on the swap kind. */ function _swapWithPool(IPoolSwapStructs.SwapRequest memory request) private returns ( uint256 amountCalculated, uint256 amountIn, uint256 amountOut ) { // Get the calculated amount from the Pool and update its balances address pool = _getPoolAddress(request.poolId); PoolSpecialization specialization = _getPoolSpecialization(request.poolId); if (specialization == PoolSpecialization.TWO_TOKEN) { amountCalculated = _processTwoTokenPoolSwapRequest(request, IMinimalSwapInfoPool(pool)); } else if (specialization == PoolSpecialization.MINIMAL_SWAP_INFO) { amountCalculated = _processMinimalSwapInfoPoolSwapRequest(request, IMinimalSwapInfoPool(pool)); } else { // PoolSpecialization.GENERAL amountCalculated = _processGeneralPoolSwapRequest(request, IGeneralPool(pool)); } (amountIn, amountOut) = _getAmounts(request.kind, request.amount, amountCalculated); emit Swap(request.poolId, request.tokenIn, request.tokenOut, amountIn, amountOut); } function _processTwoTokenPoolSwapRequest(IPoolSwapStructs.SwapRequest memory request, IMinimalSwapInfoPool pool) private returns (uint256 amountCalculated) { // For gas efficiency reasons, this function uses low-level knowledge of how Two Token Pool balances are // stored internally, instead of using getters and setters for all operations. ( bytes32 tokenABalance, bytes32 tokenBBalance, TwoTokenPoolBalances storage poolBalances ) = _getTwoTokenPoolSharedBalances(request.poolId, request.tokenIn, request.tokenOut); // We have the two Pool balances, but we don't know which one is 'token in' or 'token out'. bytes32 tokenInBalance; bytes32 tokenOutBalance; // In Two Token Pools, token A has a smaller address than token B if (request.tokenIn < request.tokenOut) { // in is A, out is B tokenInBalance = tokenABalance; tokenOutBalance = tokenBBalance; } else { // in is B, out is A tokenOutBalance = tokenABalance; tokenInBalance = tokenBBalance; } // Perform the swap request and compute the new balances for 'token in' and 'token out' after the swap (tokenInBalance, tokenOutBalance, amountCalculated) = _callMinimalSwapInfoPoolOnSwapHook( request, pool, tokenInBalance, tokenOutBalance ); // We check the token ordering again to create the new shared cash packed struct poolBalances.sharedCash = request.tokenIn < request.tokenOut ? BalanceAllocation.toSharedCash(tokenInBalance, tokenOutBalance) // in is A, out is B : BalanceAllocation.toSharedCash(tokenOutBalance, tokenInBalance); // in is B, out is A } function _processMinimalSwapInfoPoolSwapRequest( IPoolSwapStructs.SwapRequest memory request, IMinimalSwapInfoPool pool ) private returns (uint256 amountCalculated) { bytes32 tokenInBalance = _getMinimalSwapInfoPoolBalance(request.poolId, request.tokenIn); bytes32 tokenOutBalance = _getMinimalSwapInfoPoolBalance(request.poolId, request.tokenOut); // Perform the swap request and compute the new balances for 'token in' and 'token out' after the swap (tokenInBalance, tokenOutBalance, amountCalculated) = _callMinimalSwapInfoPoolOnSwapHook( request, pool, tokenInBalance, tokenOutBalance ); _minimalSwapInfoPoolsBalances[request.poolId][request.tokenIn] = tokenInBalance; _minimalSwapInfoPoolsBalances[request.poolId][request.tokenOut] = tokenOutBalance; } /** * @dev Calls the onSwap hook for a Pool that implements IMinimalSwapInfoPool: both Minimal Swap Info and Two Token * Pools do this. */ function _callMinimalSwapInfoPoolOnSwapHook( IPoolSwapStructs.SwapRequest memory request, IMinimalSwapInfoPool pool, bytes32 tokenInBalance, bytes32 tokenOutBalance ) internal returns ( bytes32 newTokenInBalance, bytes32 newTokenOutBalance, uint256 amountCalculated ) { uint256 tokenInTotal = tokenInBalance.total(); uint256 tokenOutTotal = tokenOutBalance.total(); request.lastChangeBlock = Math.max(tokenInBalance.lastChangeBlock(), tokenOutBalance.lastChangeBlock()); // Perform the swap request callback, and compute the new balances for 'token in' and 'token out' after the swap amountCalculated = pool.onSwap(request, tokenInTotal, tokenOutTotal); (uint256 amountIn, uint256 amountOut) = _getAmounts(request.kind, request.amount, amountCalculated); newTokenInBalance = tokenInBalance.increaseCash(amountIn); newTokenOutBalance = tokenOutBalance.decreaseCash(amountOut); } function _processGeneralPoolSwapRequest(IPoolSwapStructs.SwapRequest memory request, IGeneralPool pool) private returns (uint256 amountCalculated) { bytes32 tokenInBalance; bytes32 tokenOutBalance; // We access both token indexes without checking existence, because we will do it manually immediately after. EnumerableMap.IERC20ToBytes32Map storage poolBalances = _generalPoolsBalances[request.poolId]; uint256 indexIn = poolBalances.unchecked_indexOf(request.tokenIn); uint256 indexOut = poolBalances.unchecked_indexOf(request.tokenOut); if (indexIn == 0 || indexOut == 0) { // The tokens might not be registered because the Pool itself is not registered. We check this to provide a // more accurate revert reason. _ensureRegisteredPool(request.poolId); _revert(Errors.TOKEN_NOT_REGISTERED); } // EnumerableMap stores indices *plus one* to use the zero index as a sentinel value - because these are valid, // we can undo this. indexIn -= 1; indexOut -= 1; uint256 tokenAmount = poolBalances.length(); uint256[] memory currentBalances = new uint256[](tokenAmount); request.lastChangeBlock = 0; for (uint256 i = 0; i < tokenAmount; i++) { // Because the iteration is bounded by `tokenAmount`, and no tokens are registered or deregistered here, we // know `i` is a valid token index and can use `unchecked_valueAt` to save storage reads. bytes32 balance = poolBalances.unchecked_valueAt(i); currentBalances[i] = balance.total(); request.lastChangeBlock = Math.max(request.lastChangeBlock, balance.lastChangeBlock()); if (i == indexIn) { tokenInBalance = balance; } else if (i == indexOut) { tokenOutBalance = balance; } } // Perform the swap request callback and compute the new balances for 'token in' and 'token out' after the swap amountCalculated = pool.onSwap(request, currentBalances, indexIn, indexOut); (uint256 amountIn, uint256 amountOut) = _getAmounts(request.kind, request.amount, amountCalculated); tokenInBalance = tokenInBalance.increaseCash(amountIn); tokenOutBalance = tokenOutBalance.decreaseCash(amountOut); // Because no tokens were registered or deregistered between now or when we retrieved the indexes for // 'token in' and 'token out', we can use `unchecked_setAt` to save storage reads. poolBalances.unchecked_setAt(indexIn, tokenInBalance); poolBalances.unchecked_setAt(indexOut, tokenOutBalance); } // This function is not marked as `nonReentrant` because the underlying mechanism relies on reentrancy function queryBatchSwap( SwapKind kind, BatchSwapStep[] memory swaps, IAsset[] memory assets, FundManagement memory funds ) external override returns (int256[] memory) { // In order to accurately 'simulate' swaps, this function actually does perform the swaps, including calling the // Pool hooks and updating balances in storage. However, once it computes the final Vault Deltas, it // reverts unconditionally, returning this array as the revert data. // // By wrapping this reverting call, we can decode the deltas 'returned' and return them as a normal Solidity // function would. The only caveat is the function becomes non-view, but off-chain clients can still call it // via eth_call to get the expected result. // // This technique was inspired by the work from the Gnosis team in the Gnosis Safe contract: // https://github.com/gnosis/safe-contracts/blob/v1.2.0/contracts/GnosisSafe.sol#L265 // // Most of this function is implemented using inline assembly, as the actual work it needs to do is not // significant, and Solidity is not particularly well-suited to generate this behavior, resulting in a large // amount of generated bytecode. if (msg.sender != address(this)) { // We perform an external call to ourselves, forwarding the same calldata. In this call, the else clause of // the preceding if statement will be executed instead. // solhint-disable-next-line avoid-low-level-calls (bool success, ) = address(this).call(msg.data); // solhint-disable-next-line no-inline-assembly assembly { // This call should always revert to decode the actual asset deltas from the revert reason switch success case 0 { // Note we are manually writing the memory slot 0. We can safely overwrite whatever is // stored there as we take full control of the execution and then immediately return. // We copy the first 4 bytes to check if it matches with the expected signature, otherwise // there was another revert reason and we should forward it. returndatacopy(0, 0, 0x04) let error := and(mload(0), 0xffffffff00000000000000000000000000000000000000000000000000000000) // If the first 4 bytes don't match with the expected signature, we forward the revert reason. if eq(eq(error, 0xfa61cc1200000000000000000000000000000000000000000000000000000000), 0) { returndatacopy(0, 0, returndatasize()) revert(0, returndatasize()) } // The returndata contains the signature, followed by the raw memory representation of an array: // length + data. We need to return an ABI-encoded representation of this array. // An ABI-encoded array contains an additional field when compared to its raw memory // representation: an offset to the location of the length. The offset itself is 32 bytes long, // so the smallest value we can use is 32 for the data to be located immediately after it. mstore(0, 32) // We now copy the raw memory array from returndata into memory. Since the offset takes up 32 // bytes, we start copying at address 0x20. We also get rid of the error signature, which takes // the first four bytes of returndata. let size := sub(returndatasize(), 0x04) returndatacopy(0x20, 0x04, size) // We finally return the ABI-encoded array, which has a total length equal to that of the array // (returndata), plus the 32 bytes for the offset. return(0, add(size, 32)) } default { // This call should always revert, but we fail nonetheless if that didn't happen invalid() } } } else { int256[] memory deltas = _swapWithPools(swaps, assets, funds, kind); // solhint-disable-next-line no-inline-assembly assembly { // We will return a raw representation of the array in memory, which is composed of a 32 byte length, // followed by the 32 byte int256 values. Because revert expects a size in bytes, we multiply the array // length (stored at `deltas`) by 32. let size := mul(mload(deltas), 32) // We send one extra value for the error signature "QueryError(int256[])" which is 0xfa61cc12. // We store it in the previous slot to the `deltas` array. We know there will be at least one available // slot due to how the memory scratch space works. // We can safely overwrite whatever is stored in this slot as we will revert immediately after that. mstore(sub(deltas, 0x20), 0x00000000000000000000000000000000000000000000000000000000fa61cc12) let start := sub(deltas, 0x04) // When copying from `deltas` into returndata, we copy an additional 36 bytes to also return the array's // length and the error signature. revert(start, add(size, 36)) } } } } // SPDX-License-Identifier: MIT pragma solidity ^0.7.0; /** * @dev Interface of the ERC20 standard as defined in the EIP. */ interface IERC20 { /** * @dev Returns the amount of tokens in existence. */ function totalSupply() external view returns (uint256); /** * @dev Returns the amount of tokens owned by `account`. */ function balanceOf(address account) external view returns (uint256); /** * @dev Moves `amount` tokens from the caller's account to `recipient`. * * Returns a boolean value indicating whether the operation succeeded. * * Emits a {Transfer} event. */ function transfer(address recipient, uint256 amount) external returns (bool); /** * @dev Returns the remaining number of tokens that `spender` will be * allowed to spend on behalf of `owner` through {transferFrom}. This is * zero by default. * * This value changes when {approve} or {transferFrom} are called. */ function allowance(address owner, address spender) external view returns (uint256); /** * @dev Sets `amount` as the allowance of `spender` over the caller's tokens. * * Returns a boolean value indicating whether the operation succeeded. * * IMPORTANT: Beware that changing an allowance with this method brings the risk * that someone may use both the old and the new allowance by unfortunate * transaction ordering. One possible solution to mitigate this race * condition is to first reduce the spender's allowance to 0 and set the * desired value afterwards: * https://github.com/ethereum/EIPs/issues/20#issuecomment-263524729 * * Emits an {Approval} event. */ function approve(address spender, uint256 amount) external returns (bool); /** * @dev Moves `amount` tokens from `sender` to `recipient` using the * allowance mechanism. `amount` is then deducted from the caller's * allowance. * * Returns a boolean value indicating whether the operation succeeded. * * Emits a {Transfer} event. */ function transferFrom( address sender, address recipient, uint256 amount ) external returns (bool); /** * @dev Emitted when `value` tokens are moved from one account (`from`) to * another (`to`). * * Note that `value` may be zero. */ event Transfer(address indexed from, address indexed to, uint256 value); /** * @dev Emitted when the allowance of a `spender` for an `owner` is set by * a call to {approve}. `value` is the new allowance. */ event Approval(address indexed owner, address indexed spender, uint256 value); } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; // solhint-disable /** * @dev Reverts if `condition` is false, with a revert reason containing `errorCode`. Only codes up to 999 are * supported. */ function _require(bool condition, uint256 errorCode) pure { if (!condition) _revert(errorCode); } /** * @dev Reverts with a revert reason containing `errorCode`. Only codes up to 999 are supported. */ function _revert(uint256 errorCode) pure { // We're going to dynamically create a revert string based on the error code, with the following format: // 'BAL#{errorCode}' // where the code is left-padded with zeroes to three digits (so they range from 000 to 999). // // We don't have revert strings embedded in the contract to save bytecode size: it takes much less space to store a // number (8 to 16 bits) than the individual string characters. // // The dynamic string creation algorithm that follows could be implemented in Solidity, but assembly allows for a // much denser implementation, again saving bytecode size. Given this function unconditionally reverts, this is a // safe place to rely on it without worrying about how its usage might affect e.g. memory contents. assembly { // First, we need to compute the ASCII representation of the error code. We assume that it is in the 0-999 // range, so we only need to convert three digits. To convert the digits to ASCII, we add 0x30, the value for // the '0' character. let units := add(mod(errorCode, 10), 0x30) errorCode := div(errorCode, 10) let tenths := add(mod(errorCode, 10), 0x30) errorCode := div(errorCode, 10) let hundreds := add(mod(errorCode, 10), 0x30) // With the individual characters, we can now construct the full string. The "BAL#" part is a known constant // (0x42414c23): we simply shift this by 24 (to provide space for the 3 bytes of the error code), and add the // characters to it, each shifted by a multiple of 8. // The revert reason is then shifted left by 200 bits (256 minus the length of the string, 7 characters * 8 bits // per character = 56) to locate it in the most significant part of the 256 slot (the beginning of a byte // array). let revertReason := shl(200, add(0x42414c23000000, add(add(units, shl(8, tenths)), shl(16, hundreds)))) // We can now encode the reason in memory, which can be safely overwritten as we're about to revert. The encoded // message will have the following layout: // [ revert reason identifier ] [ string location offset ] [ string length ] [ string contents ] // The Solidity revert reason identifier is 0x08c739a0, the function selector of the Error(string) function. We // also write zeroes to the next 28 bytes of memory, but those are about to be overwritten. mstore(0x0, 0x08c379a000000000000000000000000000000000000000000000000000000000) // Next is the offset to the location of the string, which will be placed immediately after (20 bytes away). mstore(0x04, 0x0000000000000000000000000000000000000000000000000000000000000020) // The string length is fixed: 7 characters. mstore(0x24, 7) // Finally, the string itself is stored. mstore(0x44, revertReason) // Even if the string is only 7 bytes long, we need to return a full 32 byte slot containing it. The length of // the encoded message is therefore 4 + 32 + 32 + 32 = 100. revert(0, 100) } } library Errors { // Math uint256 internal constant ADD_OVERFLOW = 0; uint256 internal constant SUB_OVERFLOW = 1; uint256 internal constant SUB_UNDERFLOW = 2; uint256 internal constant MUL_OVERFLOW = 3; uint256 internal constant ZERO_DIVISION = 4; uint256 internal constant DIV_INTERNAL = 5; uint256 internal constant X_OUT_OF_BOUNDS = 6; uint256 internal constant Y_OUT_OF_BOUNDS = 7; uint256 internal constant PRODUCT_OUT_OF_BOUNDS = 8; uint256 internal constant INVALID_EXPONENT = 9; // Input uint256 internal constant OUT_OF_BOUNDS = 100; uint256 internal constant UNSORTED_ARRAY = 101; uint256 internal constant UNSORTED_TOKENS = 102; uint256 internal constant INPUT_LENGTH_MISMATCH = 103; uint256 internal constant ZERO_TOKEN = 104; // Shared pools uint256 internal constant MIN_TOKENS = 200; uint256 internal constant MAX_TOKENS = 201; uint256 internal constant MAX_SWAP_FEE_PERCENTAGE = 202; uint256 internal constant MIN_SWAP_FEE_PERCENTAGE = 203; uint256 internal constant MINIMUM_BPT = 204; uint256 internal constant CALLER_NOT_VAULT = 205; uint256 internal constant UNINITIALIZED = 206; uint256 internal constant BPT_IN_MAX_AMOUNT = 207; uint256 internal constant BPT_OUT_MIN_AMOUNT = 208; uint256 internal constant EXPIRED_PERMIT = 209; // Pools uint256 internal constant MIN_AMP = 300; uint256 internal constant MAX_AMP = 301; uint256 internal constant MIN_WEIGHT = 302; uint256 internal constant MAX_STABLE_TOKENS = 303; uint256 internal constant MAX_IN_RATIO = 304; uint256 internal constant MAX_OUT_RATIO = 305; uint256 internal constant MIN_BPT_IN_FOR_TOKEN_OUT = 306; uint256 internal constant MAX_OUT_BPT_FOR_TOKEN_IN = 307; uint256 internal constant NORMALIZED_WEIGHT_INVARIANT = 308; uint256 internal constant INVALID_TOKEN = 309; uint256 internal constant UNHANDLED_JOIN_KIND = 310; uint256 internal constant ZERO_INVARIANT = 311; // Lib uint256 internal constant REENTRANCY = 400; uint256 internal constant SENDER_NOT_ALLOWED = 401; uint256 internal constant PAUSED = 402; uint256 internal constant PAUSE_WINDOW_EXPIRED = 403; uint256 internal constant MAX_PAUSE_WINDOW_DURATION = 404; uint256 internal constant MAX_BUFFER_PERIOD_DURATION = 405; uint256 internal constant INSUFFICIENT_BALANCE = 406; uint256 internal constant INSUFFICIENT_ALLOWANCE = 407; uint256 internal constant ERC20_TRANSFER_FROM_ZERO_ADDRESS = 408; uint256 internal constant ERC20_TRANSFER_TO_ZERO_ADDRESS = 409; uint256 internal constant ERC20_MINT_TO_ZERO_ADDRESS = 410; uint256 internal constant ERC20_BURN_FROM_ZERO_ADDRESS = 411; uint256 internal constant ERC20_APPROVE_FROM_ZERO_ADDRESS = 412; uint256 internal constant ERC20_APPROVE_TO_ZERO_ADDRESS = 413; uint256 internal constant ERC20_TRANSFER_EXCEEDS_ALLOWANCE = 414; uint256 internal constant ERC20_DECREASED_ALLOWANCE_BELOW_ZERO = 415; uint256 internal constant ERC20_TRANSFER_EXCEEDS_BALANCE = 416; uint256 internal constant ERC20_BURN_EXCEEDS_ALLOWANCE = 417; uint256 internal constant SAFE_ERC20_CALL_FAILED = 418; uint256 internal constant ADDRESS_INSUFFICIENT_BALANCE = 419; uint256 internal constant ADDRESS_CANNOT_SEND_VALUE = 420; uint256 internal constant SAFE_CAST_VALUE_CANT_FIT_INT256 = 421; uint256 internal constant GRANT_SENDER_NOT_ADMIN = 422; uint256 internal constant REVOKE_SENDER_NOT_ADMIN = 423; uint256 internal constant RENOUNCE_SENDER_NOT_ALLOWED = 424; uint256 internal constant BUFFER_PERIOD_EXPIRED = 425; // Vault uint256 internal constant INVALID_POOL_ID = 500; uint256 internal constant CALLER_NOT_POOL = 501; uint256 internal constant SENDER_NOT_ASSET_MANAGER = 502; uint256 internal constant USER_DOESNT_ALLOW_RELAYER = 503; uint256 internal constant INVALID_SIGNATURE = 504; uint256 internal constant EXIT_BELOW_MIN = 505; uint256 internal constant JOIN_ABOVE_MAX = 506; uint256 internal constant SWAP_LIMIT = 507; uint256 internal constant SWAP_DEADLINE = 508; uint256 internal constant CANNOT_SWAP_SAME_TOKEN = 509; uint256 internal constant UNKNOWN_AMOUNT_IN_FIRST_SWAP = 510; uint256 internal constant MALCONSTRUCTED_MULTIHOP_SWAP = 511; uint256 internal constant INTERNAL_BALANCE_OVERFLOW = 512; uint256 internal constant INSUFFICIENT_INTERNAL_BALANCE = 513; uint256 internal constant INVALID_ETH_INTERNAL_BALANCE = 514; uint256 internal constant INVALID_POST_LOAN_BALANCE = 515; uint256 internal constant INSUFFICIENT_ETH = 516; uint256 internal constant UNALLOCATED_ETH = 517; uint256 internal constant ETH_TRANSFER = 518; uint256 internal constant CANNOT_USE_ETH_SENTINEL = 519; uint256 internal constant TOKENS_MISMATCH = 520; uint256 internal constant TOKEN_NOT_REGISTERED = 521; uint256 internal constant TOKEN_ALREADY_REGISTERED = 522; uint256 internal constant TOKENS_ALREADY_SET = 523; uint256 internal constant TOKENS_LENGTH_MUST_BE_2 = 524; uint256 internal constant NONZERO_TOKEN_BALANCE = 525; uint256 internal constant BALANCE_TOTAL_OVERFLOW = 526; uint256 internal constant POOL_NO_TOKENS = 527; uint256 internal constant INSUFFICIENT_FLASH_LOAN_BALANCE = 528; // Fees uint256 internal constant SWAP_FEE_PERCENTAGE_TOO_HIGH = 600; uint256 internal constant FLASH_LOAN_FEE_PERCENTAGE_TOO_HIGH = 601; uint256 internal constant INSUFFICIENT_FLASH_LOAN_FEE_AMOUNT = 602; } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; import "./BalancerErrors.sol"; import "./IAuthentication.sol"; /** * @dev Building block for performing access control on external functions. * * This contract is used via the `authenticate` modifier (or the `_authenticateCaller` function), which can be applied * to external functions to only make them callable by authorized accounts. * * Derived contracts must implement the `_canPerform` function, which holds the actual access control logic. */ abstract contract Authentication is IAuthentication { bytes32 private immutable _actionIdDisambiguator; /** * @dev The main purpose of the `actionIdDisambiguator` is to prevent accidental function selector collisions in * multi contract systems. * * There are two main uses for it: * - if the contract is a singleton, any unique identifier can be used to make the associated action identifiers * unique. The contract's own address is a good option. * - if the contract belongs to a family that shares action identifiers for the same functions, an identifier * shared by the entire family (and no other contract) should be used instead. */ constructor(bytes32 actionIdDisambiguator) { _actionIdDisambiguator = actionIdDisambiguator; } /** * @dev Reverts unless the caller is allowed to call this function. Should only be applied to external functions. */ modifier authenticate() { _authenticateCaller(); _; } /** * @dev Reverts unless the caller is allowed to call the entry point function. */ function _authenticateCaller() internal view { bytes32 actionId = getActionId(msg.sig); _require(_canPerform(actionId, msg.sender), Errors.SENDER_NOT_ALLOWED); } function getActionId(bytes4 selector) public view override returns (bytes32) { // Each external function is dynamically assigned an action identifier as the hash of the disambiguator and the // function selector. Disambiguation is necessary to avoid potential collisions in the function selectors of // multiple contracts. return keccak256(abi.encodePacked(_actionIdDisambiguator, selector)); } function _canPerform(bytes32 actionId, address user) internal view virtual returns (bool); } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; import "./BalancerErrors.sol"; import "./ITemporarilyPausable.sol"; /** * @dev Allows for a contract to be paused during an initial period after deployment, disabling functionality. Can be * used as an emergency switch in case a security vulnerability or threat is identified. * * The contract can only be paused during the Pause Window, a period that starts at deployment. It can also be * unpaused and repaused any number of times during this period. This is intended to serve as a safety measure: it lets * system managers react quickly to potentially dangerous situations, knowing that this action is reversible if careful * analysis later determines there was a false alarm. * * If the contract is paused when the Pause Window finishes, it will remain in the paused state through an additional * Buffer Period, after which it will be automatically unpaused forever. This is to ensure there is always enough time * to react to an emergency, even if the threat is discovered shortly before the Pause Window expires. * * Note that since the contract can only be paused within the Pause Window, unpausing during the Buffer Period is * irreversible. */ abstract contract TemporarilyPausable is ITemporarilyPausable { // The Pause Window and Buffer Period are timestamp-based: they should not be relied upon for sub-minute accuracy. // solhint-disable not-rely-on-time uint256 private constant _MAX_PAUSE_WINDOW_DURATION = 90 days; uint256 private constant _MAX_BUFFER_PERIOD_DURATION = 30 days; uint256 private immutable _pauseWindowEndTime; uint256 private immutable _bufferPeriodEndTime; bool private _paused; constructor(uint256 pauseWindowDuration, uint256 bufferPeriodDuration) { _require(pauseWindowDuration <= _MAX_PAUSE_WINDOW_DURATION, Errors.MAX_PAUSE_WINDOW_DURATION); _require(bufferPeriodDuration <= _MAX_BUFFER_PERIOD_DURATION, Errors.MAX_BUFFER_PERIOD_DURATION); uint256 pauseWindowEndTime = block.timestamp + pauseWindowDuration; _pauseWindowEndTime = pauseWindowEndTime; _bufferPeriodEndTime = pauseWindowEndTime + bufferPeriodDuration; } /** * @dev Reverts if the contract is paused. */ modifier whenNotPaused() { _ensureNotPaused(); _; } /** * @dev Returns the current contract pause status, as well as the end times of the Pause Window and Buffer * Period. */ function getPausedState() external view override returns ( bool paused, uint256 pauseWindowEndTime, uint256 bufferPeriodEndTime ) { paused = !_isNotPaused(); pauseWindowEndTime = _getPauseWindowEndTime(); bufferPeriodEndTime = _getBufferPeriodEndTime(); } /** * @dev Sets the pause state to `paused`. The contract can only be paused until the end of the Pause Window, and * unpaused until the end of the Buffer Period. * * Once the Buffer Period expires, this function reverts unconditionally. */ function _setPaused(bool paused) internal { if (paused) { _require(block.timestamp < _getPauseWindowEndTime(), Errors.PAUSE_WINDOW_EXPIRED); } else { _require(block.timestamp < _getBufferPeriodEndTime(), Errors.BUFFER_PERIOD_EXPIRED); } _paused = paused; emit PausedStateChanged(paused); } /** * @dev Reverts if the contract is paused. */ function _ensureNotPaused() internal view { _require(_isNotPaused(), Errors.PAUSED); } /** * @dev Returns true if the contract is unpaused. * * Once the Buffer Period expires, the gas cost of calling this function is reduced dramatically, as storage is no * longer accessed. */ function _isNotPaused() internal view returns (bool) { // After the Buffer Period, the (inexpensive) timestamp check short-circuits the storage access. return block.timestamp > _getBufferPeriodEndTime() || !_paused; } // These getters lead to reduced bytecode size by inlining the immutable variables in a single place. function _getPauseWindowEndTime() private view returns (uint256) { return _pauseWindowEndTime; } function _getBufferPeriodEndTime() private view returns (uint256) { return _bufferPeriodEndTime; } } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; import "./BalancerErrors.sol"; import "./ISignaturesValidator.sol"; import "../openzeppelin/EIP712.sol"; /** * @dev Utility for signing Solidity function calls. * * This contract relies on the fact that Solidity contracts can be called with extra calldata, and enables * meta-transaction schemes by appending an EIP712 signature of the original calldata at the end. * * Derived contracts must implement the `_typeHash` function to map function selectors to EIP712 structs. */ abstract contract SignaturesValidator is ISignaturesValidator, EIP712 { // The appended data consists of a deadline, plus the [v,r,s] signature. For simplicity, we use a full 256 bit slot // for each of these values, even if 'v' is typically an 8 bit value. uint256 internal constant _EXTRA_CALLDATA_LENGTH = 4 * 32; // Replay attack prevention for each user. mapping(address => uint256) internal _nextNonce; constructor(string memory name) EIP712(name, "1") { // solhint-disable-previous-line no-empty-blocks } function getDomainSeparator() external view override returns (bytes32) { return _domainSeparatorV4(); } function getNextNonce(address user) external view override returns (uint256) { return _nextNonce[user]; } /** * @dev Reverts with `errorCode` unless a valid signature for `user` was appended to the calldata. */ function _validateSignature(address user, uint256 errorCode) internal { uint256 nextNonce = _nextNonce[user]++; _require(_isSignatureValid(user, nextNonce), errorCode); } function _isSignatureValid(address user, uint256 nonce) private view returns (bool) { uint256 deadline = _deadline(); // The deadline is timestamp-based: it should not be relied upon for sub-minute accuracy. // solhint-disable-next-line not-rely-on-time if (deadline < block.timestamp) { return false; } bytes32 typeHash = _typeHash(); if (typeHash == bytes32(0)) { // Prevent accidental signature validation for functions that don't have an associated type hash. return false; } // All type hashes have this format: (bytes calldata, address sender, uint256 nonce, uint256 deadline). bytes32 structHash = keccak256(abi.encode(typeHash, keccak256(_calldata()), msg.sender, nonce, deadline)); bytes32 digest = _hashTypedDataV4(structHash); (uint8 v, bytes32 r, bytes32 s) = _signature(); address recoveredAddress = ecrecover(digest, v, r, s); // ecrecover returns the zero address on recover failure, so we need to handle that explicitly. return recoveredAddress != address(0) && recoveredAddress == user; } /** * @dev Returns the EIP712 type hash for the current entry point function, which can be identified by its function * selector (available as `msg.sig`). * * The type hash must conform to the following format: * <name>(bytes calldata, address sender, uint256 nonce, uint256 deadline) * * If 0x00, all signatures will be considered invalid. */ function _typeHash() internal view virtual returns (bytes32); /** * @dev Extracts the signature deadline from extra calldata. * * This function returns bogus data if no signature is included. */ function _deadline() internal pure returns (uint256) { // The deadline is the first extra argument at the end of the original calldata. return uint256(_decodeExtraCalldataWord(0)); } /** * @dev Extracts the signature parameters from extra calldata. * * This function returns bogus data if no signature is included. This is not a security risk, as that data would not * be considered a valid signature in the first place. */ function _signature() internal pure returns ( uint8 v, bytes32 r, bytes32 s ) { // v, r and s are appended after the signature deadline, in that order. v = uint8(uint256(_decodeExtraCalldataWord(0x20))); r = _decodeExtraCalldataWord(0x40); s = _decodeExtraCalldataWord(0x60); } /** * @dev Returns the original calldata, without the extra bytes containing the signature. * * This function returns bogus data if no signature is included. */ function _calldata() internal pure returns (bytes memory result) { result = msg.data; // A calldata to memory assignment results in memory allocation and copy of contents. if (result.length > _EXTRA_CALLDATA_LENGTH) { // solhint-disable-next-line no-inline-assembly assembly { // We simply overwrite the array length with the reduced one. mstore(result, sub(calldatasize(), _EXTRA_CALLDATA_LENGTH)) } } } /** * @dev Returns a 256 bit word from 'extra' calldata, at some offset from the expected end of the original calldata. * * This function returns bogus data if no signature is included. */ function _decodeExtraCalldataWord(uint256 offset) private pure returns (bytes32 result) { // solhint-disable-next-line no-inline-assembly assembly { result := calldataload(add(sub(calldatasize(), _EXTRA_CALLDATA_LENGTH), offset)) } } } // SPDX-License-Identifier: MIT pragma solidity ^0.7.0; import "../helpers/BalancerErrors.sol"; // Based on the ReentrancyGuard library from OpenZeppelin contracts, altered to reduce bytecode size. // Modifier code is inlined by the compiler, which causes its code to appear multiple times in the codebase. By using // private functions, we achieve the same end result with slightly higher runtime gas costs but reduced bytecode size. /** * @dev Contract module that helps prevent reentrant calls to a function. * * Inheriting from `ReentrancyGuard` will make the {nonReentrant} modifier * available, which can be applied to functions to make sure there are no nested * (reentrant) calls to them. * * Note that because there is a single `nonReentrant` guard, functions marked as * `nonReentrant` may not call one another. This can be worked around by making * those functions `private`, and then adding `external` `nonReentrant` entry * points to them. * * TIP: If you would like to learn more about reentrancy and alternative ways * to protect against it, check out our blog post * https://blog.openzeppelin.com/reentrancy-after-istanbul/[Reentrancy After Istanbul]. */ abstract contract ReentrancyGuard { // Booleans are more expensive than uint256 or any type that takes up a full // word because each write operation emits an extra SLOAD to first read the // slot's contents, replace the bits taken up by the boolean, and then write // back. This is the compiler's defense against contract upgrades and // pointer aliasing, and it cannot be disabled. // The values being non-zero value makes deployment a bit more expensive, // but in exchange the refund on every call to nonReentrant will be lower in // amount. Since refunds are capped to a percentage of the total // transaction's gas, it is best to keep them low in cases like this one, to // increase the likelihood of the full refund coming into effect. uint256 private constant _NOT_ENTERED = 1; uint256 private constant _ENTERED = 2; uint256 private _status; constructor() { _status = _NOT_ENTERED; } /** * @dev Prevents a contract from calling itself, directly or indirectly. * Calling a `nonReentrant` function from another `nonReentrant` * function is not supported. It is possible to prevent this from happening * by making the `nonReentrant` function external, and make it call a * `private` function that does the actual work. */ modifier nonReentrant() { _enterNonReentrant(); _; _exitNonReentrant(); } function _enterNonReentrant() private { // On the first call to nonReentrant, _status will be _NOT_ENTERED _require(_status != _ENTERED, Errors.REENTRANCY); // Any calls to nonReentrant after this point will fail _status = _ENTERED; } function _exitNonReentrant() private { // By storing the original value once again, a refund is triggered (see // https://eips.ethereum.org/EIPS/eip-2200) _status = _NOT_ENTERED; } } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma experimental ABIEncoderV2; import "../../lib/openzeppelin/IERC20.sol"; import "./IWETH.sol"; import "./IAsset.sol"; import "./IAuthorizer.sol"; import "./IFlashLoanRecipient.sol"; import "../ProtocolFeesCollector.sol"; import "../../lib/helpers/ISignaturesValidator.sol"; import "../../lib/helpers/ITemporarilyPausable.sol"; pragma solidity ^0.7.0; /** * @dev Full external interface for the Vault core contract - no external or public methods exist in the contract that * don't override one of these declarations. */ interface IVault is ISignaturesValidator, ITemporarilyPausable { // Generalities about the Vault: // // - Whenever documentation refers to 'tokens', it strictly refers to ERC20-compliant token contracts. Tokens are // transferred out of the Vault by calling the `IERC20.transfer` function, and transferred in by calling // `IERC20.transferFrom`. In these cases, the sender must have previously allowed the Vault to use their tokens by // calling `IERC20.approve`. The only deviation from the ERC20 standard that is supported is functions not returning // a boolean value: in these scenarios, a non-reverting call is assumed to be successful. // // - All non-view functions in the Vault are non-reentrant: calling them while another one is mid-execution (e.g. // while execution control is transferred to a token contract during a swap) will result in a revert. View // functions can be called in a re-reentrant way, but doing so might cause them to return inconsistent results. // Contracts calling view functions in the Vault must make sure the Vault has not already been entered. // // - View functions revert if referring to either unregistered Pools, or unregistered tokens for registered Pools. // Authorizer // // Some system actions are permissioned, like setting and collecting protocol fees. This permissioning system exists // outside of the Vault in the Authorizer contract: the Vault simply calls the Authorizer to check if the caller // can perform a given action. /** * @dev Returns the Vault's Authorizer. */ function getAuthorizer() external view returns (IAuthorizer); /** * @dev Sets a new Authorizer for the Vault. The caller must be allowed by the current Authorizer to do this. * * Emits an `AuthorizerChanged` event. */ function setAuthorizer(IAuthorizer newAuthorizer) external; /** * @dev Emitted when a new authorizer is set by `setAuthorizer`. */ event AuthorizerChanged(IAuthorizer indexed newAuthorizer); // Relayers // // Additionally, it is possible for an account to perform certain actions on behalf of another one, using their // Vault ERC20 allowance and Internal Balance. These accounts are said to be 'relayers' for these Vault functions, // and are expected to be smart contracts with sound authentication mechanisms. For an account to be able to wield // this power, two things must occur: // - The Authorizer must grant the account the permission to be a relayer for the relevant Vault function. This // means that Balancer governance must approve each individual contract to act as a relayer for the intended // functions. // - Each user must approve the relayer to act on their behalf. // This double protection means users cannot be tricked into approving malicious relayers (because they will not // have been allowed by the Authorizer via governance), nor can malicious relayers approved by a compromised // Authorizer or governance drain user funds, since they would also need to be approved by each individual user. /** * @dev Returns true if `user` has approved `relayer` to act as a relayer for them. */ function hasApprovedRelayer(address user, address relayer) external view returns (bool); /** * @dev Allows `relayer` to act as a relayer for `sender` if `approved` is true, and disallows it otherwise. * * Emits a `RelayerApprovalChanged` event. */ function setRelayerApproval( address sender, address relayer, bool approved ) external; /** * @dev Emitted every time a relayer is approved or disapproved by `setRelayerApproval`. */ event RelayerApprovalChanged(address indexed relayer, address indexed sender, bool approved); // Internal Balance // // Users can deposit tokens into the Vault, where they are allocated to their Internal Balance, and later // transferred or withdrawn. It can also be used as a source of tokens when joining Pools, as a destination // when exiting them, and as either when performing swaps. This usage of Internal Balance results in greatly reduced // gas costs when compared to relying on plain ERC20 transfers, leading to large savings for frequent users. // // Internal Balance management features batching, which means a single contract call can be used to perform multiple // operations of different kinds, with different senders and recipients, at once. /** * @dev Returns `user`'s Internal Balance for a set of tokens. */ function getInternalBalance(address user, IERC20[] memory tokens) external view returns (uint256[] memory); /** * @dev Performs a set of user balance operations, which involve Internal Balance (deposit, withdraw or transfer) * and plain ERC20 transfers using the Vault's allowance. This last feature is particularly useful for relayers, as * it lets integrators reuse a user's Vault allowance. * * For each operation, if the caller is not `sender`, it must be an authorized relayer for them. */ function manageUserBalance(UserBalanceOp[] memory ops) external payable; /** * @dev Data for `manageUserBalance` operations, which include the possibility for ETH to be sent and received without manual WETH wrapping or unwrapping. */ struct UserBalanceOp { UserBalanceOpKind kind; IAsset asset; uint256 amount; address sender; address payable recipient; } // There are four possible operations in `manageUserBalance`: // // - DEPOSIT_INTERNAL // Increases the Internal Balance of the `recipient` account by transferring tokens from the corresponding // `sender`. The sender must have allowed the Vault to use their tokens via `IERC20.approve()`. // // ETH can be used by passing the ETH sentinel value as the asset and forwarding ETH in the call: it will be wrapped // and deposited as WETH. Any ETH amount remaining will be sent back to the caller (not the sender, which is // relevant for relayers). // // Emits an `InternalBalanceChanged` event. // // // - WITHDRAW_INTERNAL // Decreases the Internal Balance of the `sender` account by transferring tokens to the `recipient`. // // ETH can be used by passing the ETH sentinel value as the asset. This will deduct WETH instead, unwrap it and send // it to the recipient as ETH. // // Emits an `InternalBalanceChanged` event. // // // - TRANSFER_INTERNAL // Transfers tokens from the Internal Balance of the `sender` account to the Internal Balance of `recipient`. // // Reverts if the ETH sentinel value is passed. // // Emits an `InternalBalanceChanged` event. // // // - TRANSFER_EXTERNAL // Transfers tokens from `sender` to `recipient`, using the Vault's ERC20 allowance. This is typically used by // relayers, as it lets them reuse a user's Vault allowance. // // Reverts if the ETH sentinel value is passed. // // Emits an `ExternalBalanceTransfer` event. enum UserBalanceOpKind { DEPOSIT_INTERNAL, WITHDRAW_INTERNAL, TRANSFER_INTERNAL, TRANSFER_EXTERNAL } /** * @dev Emitted when a user's Internal Balance changes, either from calls to `manageUserBalance`, or through * interacting with Pools using Internal Balance. * * Because Internal Balance works exclusively with ERC20 tokens, ETH deposits and withdrawals will use the WETH * address. */ event InternalBalanceChanged(address indexed user, IERC20 indexed token, int256 delta); /** * @dev Emitted when a user's Vault ERC20 allowance is used by the Vault to transfer tokens to an external account. */ event ExternalBalanceTransfer(IERC20 indexed token, address indexed sender, address recipient, uint256 amount); // Pools // // There are three specialization settings for Pools, which allow for cheaper swaps at the cost of reduced // functionality: // // - General: no specialization, suited for all Pools. IGeneralPool is used for swap request callbacks, passing the // balance of all tokens in the Pool. These Pools have the largest swap costs (because of the extra storage reads), // which increase with the number of registered tokens. // // - Minimal Swap Info: IMinimalSwapInfoPool is used instead of IGeneralPool, which saves gas by only passing the // balance of the two tokens involved in the swap. This is suitable for some pricing algorithms, like the weighted // constant product one popularized by Balancer V1. Swap costs are smaller compared to general Pools, and are // independent of the number of registered tokens. // // - Two Token: only allows two tokens to be registered. This achieves the lowest possible swap gas cost. Like // minimal swap info Pools, these are called via IMinimalSwapInfoPool. enum PoolSpecialization { GENERAL, MINIMAL_SWAP_INFO, TWO_TOKEN } /** * @dev Registers the caller account as a Pool with a given specialization setting. Returns the Pool's ID, which * is used in all Pool-related functions. Pools cannot be deregistered, nor can the Pool's specialization be * changed. * * The caller is expected to be a smart contract that implements either `IGeneralPool` or `IMinimalSwapInfoPool`, * depending on the chosen specialization setting. This contract is known as the Pool's contract. * * Note that the same contract may register itself as multiple Pools with unique Pool IDs, or in other words, * multiple Pools may share the same contract. * * Emits a `PoolRegistered` event. */ function registerPool(PoolSpecialization specialization) external returns (bytes32); /** * @dev Emitted when a Pool is registered by calling `registerPool`. */ event PoolRegistered(bytes32 indexed poolId, address indexed poolAddress, PoolSpecialization specialization); /** * @dev Returns a Pool's contract address and specialization setting. */ function getPool(bytes32 poolId) external view returns (address, PoolSpecialization); /** * @dev Registers `tokens` for the `poolId` Pool. Must be called by the Pool's contract. * * Pools can only interact with tokens they have registered. Users join a Pool by transferring registered tokens, * exit by receiving registered tokens, and can only swap registered tokens. * * Each token can only be registered once. For Pools with the Two Token specialization, `tokens` must have a length * of two, that is, both tokens must be registered in the same `registerTokens` call, and they must be sorted in * ascending order. * * The `tokens` and `assetManagers` arrays must have the same length, and each entry in these indicates the Asset * Manager for the corresponding token. Asset Managers can manage a Pool's tokens via `managePoolBalance`, * depositing and withdrawing them directly, and can even set their balance to arbitrary amounts. They are therefore * expected to be highly secured smart contracts with sound design principles, and the decision to register an * Asset Manager should not be made lightly. * * Pools can choose not to assign an Asset Manager to a given token by passing in the zero address. Once an Asset * Manager is set, it cannot be changed except by deregistering the associated token and registering again with a * different Asset Manager. * * Emits a `TokensRegistered` event. */ function registerTokens( bytes32 poolId, IERC20[] memory tokens, address[] memory assetManagers ) external; /** * @dev Emitted when a Pool registers tokens by calling `registerTokens`. */ event TokensRegistered(bytes32 indexed poolId, IERC20[] tokens, address[] assetManagers); /** * @dev Deregisters `tokens` for the `poolId` Pool. Must be called by the Pool's contract. * * Only registered tokens (via `registerTokens`) can be deregistered. Additionally, they must have zero total * balance. For Pools with the Two Token specialization, `tokens` must have a length of two, that is, both tokens * must be deregistered in the same `deregisterTokens` call. * * A deregistered token can be re-registered later on, possibly with a different Asset Manager. * * Emits a `TokensDeregistered` event. */ function deregisterTokens(bytes32 poolId, IERC20[] memory tokens) external; /** * @dev Emitted when a Pool deregisters tokens by calling `deregisterTokens`. */ event TokensDeregistered(bytes32 indexed poolId, IERC20[] tokens); /** * @dev Returns detailed information for a Pool's registered token. * * `cash` is the number of tokens the Vault currently holds for the Pool. `managed` is the number of tokens * withdrawn and held outside the Vault by the Pool's token Asset Manager. The Pool's total balance for `token` * equals the sum of `cash` and `managed`. * * Internally, `cash` and `managed` are stored using 112 bits. No action can ever cause a Pool's token `cash`, * `managed` or `total` balance to be greater than 2^112 - 1. * * `lastChangeBlock` is the number of the block in which `token`'s total balance was last modified (via either a * join, exit, swap, or Asset Manager update). This value is useful to avoid so-called 'sandwich attacks', for * example when developing price oracles. A change of zero (e.g. caused by a swap with amount zero) is considered a * change for this purpose, and will update `lastChangeBlock`. * * `assetManager` is the Pool's token Asset Manager. */ function getPoolTokenInfo(bytes32 poolId, IERC20 token) external view returns ( uint256 cash, uint256 managed, uint256 lastChangeBlock, address assetManager ); /** * @dev Returns a Pool's registered tokens, the total balance for each, and the latest block when *any* of * the tokens' `balances` changed. * * The order of the `tokens` array is the same order that will be used in `joinPool`, `exitPool`, as well as in all * Pool hooks (where applicable). Calls to `registerTokens` and `deregisterTokens` may change this order. * * If a Pool only registers tokens once, and these are sorted in ascending order, they will be stored in the same * order as passed to `registerTokens`. * * Total balances include both tokens held by the Vault and those withdrawn by the Pool's Asset Managers. These are * the amounts used by joins, exits and swaps. For a detailed breakdown of token balances, use `getPoolTokenInfo` * instead. */ function getPoolTokens(bytes32 poolId) external view returns ( IERC20[] memory tokens, uint256[] memory balances, uint256 lastChangeBlock ); /** * @dev Called by users to join a Pool, which transfers tokens from `sender` into the Pool's balance. This will * trigger custom Pool behavior, which will typically grant something in return to `recipient` - often tokenized * Pool shares. * * If the caller is not `sender`, it must be an authorized relayer for them. * * The `assets` and `maxAmountsIn` arrays must have the same length, and each entry indicates the maximum amount * to send for each asset. The amounts to send are decided by the Pool and not the Vault: it just enforces * these maximums. * * If joining a Pool that holds WETH, it is possible to send ETH directly: the Vault will do the wrapping. To enable * this mechanism, the IAsset sentinel value (the zero address) must be passed in the `assets` array instead of the * WETH address. Note that it is not possible to combine ETH and WETH in the same join. Any excess ETH will be sent * back to the caller (not the sender, which is important for relayers). * * `assets` must have the same length and order as the array returned by `getPoolTokens`. This prevents issues when * interacting with Pools that register and deregister tokens frequently. If sending ETH however, the array must be * sorted *before* replacing the WETH address with the ETH sentinel value (the zero address), which means the final * `assets` array might not be sorted. Pools with no registered tokens cannot be joined. * * If `fromInternalBalance` is true, the caller's Internal Balance will be preferred: ERC20 transfers will only * be made for the difference between the requested amount and Internal Balance (if any). Note that ETH cannot be * withdrawn from Internal Balance: attempting to do so will trigger a revert. * * This causes the Vault to call the `IBasePool.onJoinPool` hook on the Pool's contract, where Pools implement * their own custom logic. This typically requires additional information from the user (such as the expected number * of Pool shares). This can be encoded in the `userData` argument, which is ignored by the Vault and passed * directly to the Pool's contract, as is `recipient`. * * Emits a `PoolBalanceChanged` event. */ function joinPool( bytes32 poolId, address sender, address recipient, JoinPoolRequest memory request ) external payable; struct JoinPoolRequest { IAsset[] assets; uint256[] maxAmountsIn; bytes userData; bool fromInternalBalance; } /** * @dev Called by users to exit a Pool, which transfers tokens from the Pool's balance to `recipient`. This will * trigger custom Pool behavior, which will typically ask for something in return from `sender` - often tokenized * Pool shares. The amount of tokens that can be withdrawn is limited by the Pool's `cash` balance (see * `getPoolTokenInfo`). * * If the caller is not `sender`, it must be an authorized relayer for them. * * The `tokens` and `minAmountsOut` arrays must have the same length, and each entry in these indicates the minimum * token amount to receive for each token contract. The amounts to send are decided by the Pool and not the Vault: * it just enforces these minimums. * * If exiting a Pool that holds WETH, it is possible to receive ETH directly: the Vault will do the unwrapping. To * enable this mechanism, the IAsset sentinel value (the zero address) must be passed in the `assets` array instead * of the WETH address. Note that it is not possible to combine ETH and WETH in the same exit. * * `assets` must have the same length and order as the array returned by `getPoolTokens`. This prevents issues when * interacting with Pools that register and deregister tokens frequently. If receiving ETH however, the array must * be sorted *before* replacing the WETH address with the ETH sentinel value (the zero address), which means the * final `assets` array might not be sorted. Pools with no registered tokens cannot be exited. * * If `toInternalBalance` is true, the tokens will be deposited to `recipient`'s Internal Balance. Otherwise, * an ERC20 transfer will be performed. Note that ETH cannot be deposited to Internal Balance: attempting to * do so will trigger a revert. * * `minAmountsOut` is the minimum amount of tokens the user expects to get out of the Pool, for each token in the * `tokens` array. This array must match the Pool's registered tokens. * * This causes the Vault to call the `IBasePool.onExitPool` hook on the Pool's contract, where Pools implement * their own custom logic. This typically requires additional information from the user (such as the expected number * of Pool shares to return). This can be encoded in the `userData` argument, which is ignored by the Vault and * passed directly to the Pool's contract. * * Emits a `PoolBalanceChanged` event. */ function exitPool( bytes32 poolId, address sender, address payable recipient, ExitPoolRequest memory request ) external; struct ExitPoolRequest { IAsset[] assets; uint256[] minAmountsOut; bytes userData; bool toInternalBalance; } /** * @dev Emitted when a user joins or exits a Pool by calling `joinPool` or `exitPool`, respectively. */ event PoolBalanceChanged( bytes32 indexed poolId, address indexed liquidityProvider, IERC20[] tokens, int256[] deltas, uint256[] protocolFeeAmounts ); enum PoolBalanceChangeKind { JOIN, EXIT } // Swaps // // Users can swap tokens with Pools by calling the `swap` and `batchSwap` functions. To do this, // they need not trust Pool contracts in any way: all security checks are made by the Vault. They must however be // aware of the Pools' pricing algorithms in order to estimate the prices Pools will quote. // // The `swap` function executes a single swap, while `batchSwap` can perform multiple swaps in sequence. // In each individual swap, tokens of one kind are sent from the sender to the Pool (this is the 'token in'), // and tokens of another kind are sent from the Pool to the recipient in exchange (this is the 'token out'). // More complex swaps, such as one token in to multiple tokens out can be achieved by batching together // individual swaps. // // There are two swap kinds: // - 'given in' swaps, where the amount of tokens in (sent to the Pool) is known, and the Pool determines (via the // `onSwap` hook) the amount of tokens out (to send to the recipient). // - 'given out' swaps, where the amount of tokens out (received from the Pool) is known, and the Pool determines // (via the `onSwap` hook) the amount of tokens in (to receive from the sender). // // Additionally, it is possible to chain swaps using a placeholder input amount, which the Vault replaces with // the calculated output of the previous swap. If the previous swap was 'given in', this will be the calculated // tokenOut amount. If the previous swap was 'given out', it will use the calculated tokenIn amount. These extended // swaps are known as 'multihop' swaps, since they 'hop' through a number of intermediate tokens before arriving at // the final intended token. // // In all cases, tokens are only transferred in and out of the Vault (or withdrawn from and deposited into Internal // Balance) after all individual swaps have been completed, and the net token balance change computed. This makes // certain swap patterns, such as multihops, or swaps that interact with the same token pair in multiple Pools, cost // much less gas than they would otherwise. // // It also means that under certain conditions it is possible to perform arbitrage by swapping with multiple // Pools in a way that results in net token movement out of the Vault (profit), with no tokens being sent in (only // updating the Pool's internal accounting). // // To protect users from front-running or the market changing rapidly, they supply a list of 'limits' for each token // involved in the swap, where either the maximum number of tokens to send (by passing a positive value) or the // minimum amount of tokens to receive (by passing a negative value) is specified. // // Additionally, a 'deadline' timestamp can also be provided, forcing the swap to fail if it occurs after // this point in time (e.g. if the transaction failed to be included in a block promptly). // // If interacting with Pools that hold WETH, it is possible to both send and receive ETH directly: the Vault will do // the wrapping and unwrapping. To enable this mechanism, the IAsset sentinel value (the zero address) must be // passed in the `assets` array instead of the WETH address. Note that it is possible to combine ETH and WETH in the // same swap. Any excess ETH will be sent back to the caller (not the sender, which is relevant for relayers). // // Finally, Internal Balance can be used when either sending or receiving tokens. enum SwapKind { GIVEN_IN, GIVEN_OUT } /** * @dev Performs a swap with a single Pool. * * If the swap is 'given in' (the number of tokens to send to the Pool is known), it returns the amount of tokens * taken from the Pool, which must be greater than or equal to `limit`. * * If the swap is 'given out' (the number of tokens to take from the Pool is known), it returns the amount of tokens * sent to the Pool, which must be less than or equal to `limit`. * * Internal Balance usage and the recipient are determined by the `funds` struct. * * Emits a `Swap` event. */ function swap( SingleSwap memory singleSwap, FundManagement memory funds, uint256 limit, uint256 deadline ) external payable returns (uint256); /** * @dev Data for a single swap executed by `swap`. `amount` is either `amountIn` or `amountOut` depending on * the `kind` value. * * `assetIn` and `assetOut` are either token addresses, or the IAsset sentinel value for ETH (the zero address). * Note that Pools never interact with ETH directly: it will be wrapped to or unwrapped from WETH by the Vault. * * The `userData` field is ignored by the Vault, but forwarded to the Pool in the `onSwap` hook, and may be * used to extend swap behavior. */ struct SingleSwap { bytes32 poolId; SwapKind kind; IAsset assetIn; IAsset assetOut; uint256 amount; bytes userData; } /** * @dev Performs a series of swaps with one or multiple Pools. In each individual swap, the caller determines either * the amount of tokens sent to or received from the Pool, depending on the `kind` value. * * Returns an array with the net Vault asset balance deltas. Positive amounts represent tokens (or ETH) sent to the * Vault, and negative amounts represent tokens (or ETH) sent by the Vault. Each delta corresponds to the asset at * the same index in the `assets` array. * * Swaps are executed sequentially, in the order specified by the `swaps` array. Each array element describes a * Pool, the token to be sent to this Pool, the token to receive from it, and an amount that is either `amountIn` or * `amountOut` depending on the swap kind. * * Multihop swaps can be executed by passing an `amount` value of zero for a swap. This will cause the amount in/out * of the previous swap to be used as the amount in for the current one. In a 'given in' swap, 'tokenIn' must equal * the previous swap's `tokenOut`. For a 'given out' swap, `tokenOut` must equal the previous swap's `tokenIn`. * * The `assets` array contains the addresses of all assets involved in the swaps. These are either token addresses, * or the IAsset sentinel value for ETH (the zero address). Each entry in the `swaps` array specifies tokens in and * out by referencing an index in `assets`. Note that Pools never interact with ETH directly: it will be wrapped to * or unwrapped from WETH by the Vault. * * Internal Balance usage, sender, and recipient are determined by the `funds` struct. The `limits` array specifies * the minimum or maximum amount of each token the vault is allowed to transfer. * * `batchSwap` can be used to make a single swap, like `swap` does, but doing so requires more gas than the * equivalent `swap` call. * * Emits `Swap` events. */ function batchSwap( SwapKind kind, BatchSwapStep[] memory swaps, IAsset[] memory assets, FundManagement memory funds, int256[] memory limits, uint256 deadline ) external payable returns (int256[] memory); /** * @dev Data for each individual swap executed by `batchSwap`. The asset in and out fields are indexes into the * `assets` array passed to that function, and ETH assets are converted to WETH. * * If `amount` is zero, the multihop mechanism is used to determine the actual amount based on the amount in/out * from the previous swap, depending on the swap kind. * * The `userData` field is ignored by the Vault, but forwarded to the Pool in the `onSwap` hook, and may be * used to extend swap behavior. */ struct BatchSwapStep { bytes32 poolId; uint256 assetInIndex; uint256 assetOutIndex; uint256 amount; bytes userData; } /** * @dev Emitted for each individual swap performed by `swap` or `batchSwap`. */ event Swap( bytes32 indexed poolId, IERC20 indexed tokenIn, IERC20 indexed tokenOut, uint256 amountIn, uint256 amountOut ); /** * @dev All tokens in a swap are either sent from the `sender` account to the Vault, or from the Vault to the * `recipient` account. * * If the caller is not `sender`, it must be an authorized relayer for them. * * If `fromInternalBalance` is true, the `sender`'s Internal Balance will be preferred, performing an ERC20 * transfer for the difference between the requested amount and the User's Internal Balance (if any). The `sender` * must have allowed the Vault to use their tokens via `IERC20.approve()`. This matches the behavior of * `joinPool`. * * If `toInternalBalance` is true, tokens will be deposited to `recipient`'s internal balance instead of * transferred. This matches the behavior of `exitPool`. * * Note that ETH cannot be deposited to or withdrawn from Internal Balance: attempting to do so will trigger a * revert. */ struct FundManagement { address sender; bool fromInternalBalance; address payable recipient; bool toInternalBalance; } /** * @dev Simulates a call to `batchSwap`, returning an array of Vault asset deltas. Calls to `swap` cannot be * simulated directly, but an equivalent `batchSwap` call can and will yield the exact same result. * * Each element in the array corresponds to the asset at the same index, and indicates the number of tokens (or ETH) * the Vault would take from the sender (if positive) or send to the recipient (if negative). The arguments it * receives are the same that an equivalent `batchSwap` call would receive. * * Unlike `batchSwap`, this function performs no checks on the sender or recipient field in the `funds` struct. * This makes it suitable to be called by off-chain applications via eth_call without needing to hold tokens, * approve them for the Vault, or even know a user's address. * * Note that this function is not 'view' (due to implementation details): the client code must explicitly execute * eth_call instead of eth_sendTransaction. */ function queryBatchSwap( SwapKind kind, BatchSwapStep[] memory swaps, IAsset[] memory assets, FundManagement memory funds ) external returns (int256[] memory assetDeltas); // Flash Loans /** * @dev Performs a 'flash loan', sending tokens to `recipient`, executing the `receiveFlashLoan` hook on it, * and then reverting unless the tokens plus a proportional protocol fee have been returned. * * The `tokens` and `amounts` arrays must have the same length, and each entry in these indicates the loan amount * for each token contract. `tokens` must be sorted in ascending order. * * The 'userData' field is ignored by the Vault, and forwarded as-is to `recipient` as part of the * `receiveFlashLoan` call. * * Emits `FlashLoan` events. */ function flashLoan( IFlashLoanRecipient recipient, IERC20[] memory tokens, uint256[] memory amounts, bytes memory userData ) external; /** * @dev Emitted for each individual flash loan performed by `flashLoan`. */ event FlashLoan(IFlashLoanRecipient indexed recipient, IERC20 indexed token, uint256 amount, uint256 feeAmount); // Asset Management // // Each token registered for a Pool can be assigned an Asset Manager, which is able to freely withdraw the Pool's // tokens from the Vault, deposit them, or assign arbitrary values to its `managed` balance (see // `getPoolTokenInfo`). This makes them extremely powerful and dangerous. Even if an Asset Manager only directly // controls one of the tokens in a Pool, a malicious manager could set that token's balance to manipulate the // prices of the other tokens, and then drain the Pool with swaps. The risk of using Asset Managers is therefore // not constrained to the tokens they are managing, but extends to the entire Pool's holdings. // // However, a properly designed Asset Manager smart contract can be safely used for the Pool's benefit, // for example by lending unused tokens out for interest, or using them to participate in voting protocols. // // This concept is unrelated to the IAsset interface. /** * @dev Performs a set of Pool balance operations, which may be either withdrawals, deposits or updates. * * Pool Balance management features batching, which means a single contract call can be used to perform multiple * operations of different kinds, with different Pools and tokens, at once. * * For each operation, the caller must be registered as the Asset Manager for `token` in `poolId`. */ function managePoolBalance(PoolBalanceOp[] memory ops) external; struct PoolBalanceOp { PoolBalanceOpKind kind; bytes32 poolId; IERC20 token; uint256 amount; } /** * Withdrawals decrease the Pool's cash, but increase its managed balance, leaving the total balance unchanged. * * Deposits increase the Pool's cash, but decrease its managed balance, leaving the total balance unchanged. * * Updates don't affect the Pool's cash balance, but because the managed balance changes, it does alter the total. * The external amount can be either increased or decreased by this call (i.e., reporting a gain or a loss). */ enum PoolBalanceOpKind { WITHDRAW, DEPOSIT, UPDATE } /** * @dev Emitted when a Pool's token Asset Manager alters its balance via `managePoolBalance`. */ event PoolBalanceManaged( bytes32 indexed poolId, address indexed assetManager, IERC20 indexed token, int256 cashDelta, int256 managedDelta ); // Protocol Fees // // Some operations cause the Vault to collect tokens in the form of protocol fees, which can then be withdrawn by // permissioned accounts. // // There are two kinds of protocol fees: // // - flash loan fees: charged on all flash loans, as a percentage of the amounts lent. // // - swap fees: a percentage of the fees charged by Pools when performing swaps. For a number of reasons, including // swap gas costs and interface simplicity, protocol swap fees are not charged on each individual swap. Rather, // Pools are expected to keep track of how much they have charged in swap fees, and pay any outstanding debts to the // Vault when they are joined or exited. This prevents users from joining a Pool with unpaid debt, as well as // exiting a Pool in debt without first paying their share. /** * @dev Returns the current protocol fee module. */ function getProtocolFeesCollector() external view returns (ProtocolFeesCollector); /** * @dev Safety mechanism to pause most Vault operations in the event of an emergency - typically detection of an * error in some part of the system. * * The Vault can only be paused during an initial time period, after which pausing is forever disabled. * * While the contract is paused, the following features are disabled: * - depositing and transferring internal balance * - transferring external balance (using the Vault's allowance) * - swaps * - joining Pools * - Asset Manager interactions * * Internal Balance can still be withdrawn, and Pools exited. */ function setPaused(bool paused) external; /** * @dev Returns the Vault's WETH instance. */ function WETH() external view returns (IWETH); // solhint-disable-previous-line func-name-mixedcase } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; interface IAuthentication { /** * @dev Returns the action identifier associated with the external function described by `selector`. */ function getActionId(bytes4 selector) external view returns (bytes32); } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; /** * @dev Interface for the TemporarilyPausable helper. */ interface ITemporarilyPausable { /** * @dev Emitted every time the pause state changes by `_setPaused`. */ event PausedStateChanged(bool paused); /** * @dev Returns the current paused state. */ function getPausedState() external view returns ( bool paused, uint256 pauseWindowEndTime, uint256 bufferPeriodEndTime ); } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; /** * @dev Interface for the SignatureValidator helper, used to support meta-transactions. */ interface ISignaturesValidator { /** * @dev Returns the EIP712 domain separator. */ function getDomainSeparator() external view returns (bytes32); /** * @dev Returns the next nonce used by an address to sign messages. */ function getNextNonce(address user) external view returns (uint256); } // SPDX-License-Identifier: MIT pragma solidity ^0.7.0; /** * @dev https://eips.ethereum.org/EIPS/eip-712[EIP 712] is a standard for hashing and signing of typed structured data. * * The encoding specified in the EIP is very generic, and such a generic implementation in Solidity is not feasible, * thus this contract does not implement the encoding itself. Protocols need to implement the type-specific encoding * they need in their contracts using a combination of `abi.encode` and `keccak256`. * * This contract implements the EIP 712 domain separator ({_domainSeparatorV4}) that is used as part of the encoding * scheme, and the final step of the encoding to obtain the message digest that is then signed via ECDSA * ({_hashTypedDataV4}). * * The implementation of the domain separator was designed to be as efficient as possible while still properly updating * the chain id to protect against replay attacks on an eventual fork of the chain. * * NOTE: This contract implements the version of the encoding known as "v4", as implemented by the JSON RPC method * https://docs.metamask.io/guide/signing-data.html[`eth_signTypedDataV4` in MetaMask]. * * _Available since v3.4._ */ abstract contract EIP712 { /* solhint-disable var-name-mixedcase */ bytes32 private immutable _HASHED_NAME; bytes32 private immutable _HASHED_VERSION; bytes32 private immutable _TYPE_HASH; /* solhint-enable var-name-mixedcase */ /** * @dev Initializes the domain separator and parameter caches. * * The meaning of `name` and `version` is specified in * https://eips.ethereum.org/EIPS/eip-712#definition-of-domainseparator[EIP 712]: * * - `name`: the user readable name of the signing domain, i.e. the name of the DApp or the protocol. * - `version`: the current major version of the signing domain. * * NOTE: These parameters cannot be changed except through a xref:learn::upgrading-smart-contracts.adoc[smart * contract upgrade]. */ constructor(string memory name, string memory version) { _HASHED_NAME = keccak256(bytes(name)); _HASHED_VERSION = keccak256(bytes(version)); _TYPE_HASH = keccak256("EIP712Domain(string name,string version,uint256 chainId,address verifyingContract)"); } /** * @dev Returns the domain separator for the current chain. */ function _domainSeparatorV4() internal view virtual returns (bytes32) { return keccak256(abi.encode(_TYPE_HASH, _HASHED_NAME, _HASHED_VERSION, _getChainId(), address(this))); } /** * @dev Given an already https://eips.ethereum.org/EIPS/eip-712#definition-of-hashstruct[hashed struct], this * function returns the hash of the fully encoded EIP712 message for this domain. * * This hash can be used together with {ECDSA-recover} to obtain the signer of a message. For example: * * ```solidity * bytes32 digest = _hashTypedDataV4(keccak256(abi.encode( * keccak256("Mail(address to,string contents)"), * mailTo, * keccak256(bytes(mailContents)) * ))); * address signer = ECDSA.recover(digest, signature); * ``` */ function _hashTypedDataV4(bytes32 structHash) internal view virtual returns (bytes32) { return keccak256(abi.encodePacked("\\x19\\x01", _domainSeparatorV4(), structHash)); } function _getChainId() private view returns (uint256 chainId) { // Silence state mutability warning without generating bytecode. // See https://github.com/ethereum/solidity/issues/10090#issuecomment-741789128 and // https://github.com/ethereum/solidity/issues/2691 this; // solhint-disable-next-line no-inline-assembly assembly { chainId := chainid() } } } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; /** * @dev This is an empty interface used to represent either ERC20-conforming token contracts or ETH (using the zero * address sentinel value). We're just relying on the fact that `interface` can be used to declare new address-like * types. * * This concept is unrelated to a Pool's Asset Managers. */ interface IAsset { // solhint-disable-previous-line no-empty-blocks } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; // Inspired by Aave Protocol's IFlashLoanReceiver. import "../../lib/openzeppelin/IERC20.sol"; interface IFlashLoanRecipient { /** * @dev When `flashLoan` is called on the Vault, it invokes the `receiveFlashLoan` hook on the recipient. * * At the time of the call, the Vault will have transferred `amounts` for `tokens` to the recipient. Before this * call returns, the recipient must have transferred `amounts` plus `feeAmounts` for each token back to the * Vault, or else the entire flash loan will revert. * * `userData` is the same value passed in the `IVault.flashLoan` call. */ function receiveFlashLoan( IERC20[] memory tokens, uint256[] memory amounts, uint256[] memory feeAmounts, bytes memory userData ) external; } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; pragma experimental ABIEncoderV2; import "../lib/openzeppelin/IERC20.sol"; import "../lib/helpers/InputHelpers.sol"; import "../lib/helpers/Authentication.sol"; import "../lib/openzeppelin/ReentrancyGuard.sol"; import "../lib/openzeppelin/SafeERC20.sol"; import "./interfaces/IVault.sol"; import "./interfaces/IAuthorizer.sol"; /** * @dev This an auxiliary contract to the Vault, deployed by it during construction. It offloads some of the tasks the * Vault performs to reduce its overall bytecode size. * * The current values for all protocol fee percentages are stored here, and any tokens charged as protocol fees are * sent to this contract, where they may be withdrawn by authorized entities. All authorization tasks are delegated * to the Vault's own authorizer. */ contract ProtocolFeesCollector is Authentication, ReentrancyGuard { using SafeERC20 for IERC20; // Absolute maximum fee percentages (1e18 = 100%, 1e16 = 1%). uint256 private constant _MAX_PROTOCOL_SWAP_FEE_PERCENTAGE = 50e16; // 50% uint256 private constant _MAX_PROTOCOL_FLASH_LOAN_FEE_PERCENTAGE = 1e16; // 1% IVault public immutable vault; // All fee percentages are 18-decimal fixed point numbers. // The swap fee is charged whenever a swap occurs, as a percentage of the fee charged by the Pool. These are not // actually charged on each individual swap: the `Vault` relies on the Pools being honest and reporting fees due // when users join and exit them. uint256 private _swapFeePercentage; // The flash loan fee is charged whenever a flash loan occurs, as a percentage of the tokens lent. uint256 private _flashLoanFeePercentage; event SwapFeePercentageChanged(uint256 newSwapFeePercentage); event FlashLoanFeePercentageChanged(uint256 newFlashLoanFeePercentage); constructor(IVault _vault) // The ProtocolFeesCollector is a singleton, so it simply uses its own address to disambiguate action // identifiers. Authentication(bytes32(uint256(address(this)))) { vault = _vault; } function withdrawCollectedFees( IERC20[] calldata tokens, uint256[] calldata amounts, address recipient ) external nonReentrant authenticate { InputHelpers.ensureInputLengthMatch(tokens.length, amounts.length); for (uint256 i = 0; i < tokens.length; ++i) { IERC20 token = tokens[i]; uint256 amount = amounts[i]; token.safeTransfer(recipient, amount); } } function setSwapFeePercentage(uint256 newSwapFeePercentage) external authenticate { _require(newSwapFeePercentage <= _MAX_PROTOCOL_SWAP_FEE_PERCENTAGE, Errors.SWAP_FEE_PERCENTAGE_TOO_HIGH); _swapFeePercentage = newSwapFeePercentage; emit SwapFeePercentageChanged(newSwapFeePercentage); } function setFlashLoanFeePercentage(uint256 newFlashLoanFeePercentage) external authenticate { _require( newFlashLoanFeePercentage <= _MAX_PROTOCOL_FLASH_LOAN_FEE_PERCENTAGE, Errors.FLASH_LOAN_FEE_PERCENTAGE_TOO_HIGH ); _flashLoanFeePercentage = newFlashLoanFeePercentage; emit FlashLoanFeePercentageChanged(newFlashLoanFeePercentage); } function getSwapFeePercentage() external view returns (uint256) { return _swapFeePercentage; } function getFlashLoanFeePercentage() external view returns (uint256) { return _flashLoanFeePercentage; } function getCollectedFeeAmounts(IERC20[] memory tokens) external view returns (uint256[] memory feeAmounts) { feeAmounts = new uint256[](tokens.length); for (uint256 i = 0; i < tokens.length; ++i) { feeAmounts[i] = tokens[i].balanceOf(address(this)); } } function getAuthorizer() external view returns (IAuthorizer) { return _getAuthorizer(); } function _canPerform(bytes32 actionId, address account) internal view override returns (bool) { return _getAuthorizer().canPerform(actionId, account, address(this)); } function _getAuthorizer() internal view returns (IAuthorizer) { return vault.getAuthorizer(); } } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; import "../openzeppelin/IERC20.sol"; import "./BalancerErrors.sol"; import "../../vault/interfaces/IAsset.sol"; library InputHelpers { function ensureInputLengthMatch(uint256 a, uint256 b) internal pure { _require(a == b, Errors.INPUT_LENGTH_MISMATCH); } function ensureInputLengthMatch( uint256 a, uint256 b, uint256 c ) internal pure { _require(a == b && b == c, Errors.INPUT_LENGTH_MISMATCH); } function ensureArrayIsSorted(IAsset[] memory array) internal pure { address[] memory addressArray; // solhint-disable-next-line no-inline-assembly assembly { addressArray := array } ensureArrayIsSorted(addressArray); } function ensureArrayIsSorted(IERC20[] memory array) internal pure { address[] memory addressArray; // solhint-disable-next-line no-inline-assembly assembly { addressArray := array } ensureArrayIsSorted(addressArray); } function ensureArrayIsSorted(address[] memory array) internal pure { if (array.length < 2) { return; } address previous = array[0]; for (uint256 i = 1; i < array.length; ++i) { address current = array[i]; _require(previous < current, Errors.UNSORTED_ARRAY); previous = current; } } } // SPDX-License-Identifier: MIT pragma solidity ^0.7.0; import "../helpers/BalancerErrors.sol"; import "./IERC20.sol"; /** * @title SafeERC20 * @dev Wrappers around ERC20 operations that throw on failure (when the token * contract returns false). Tokens that return no value (and instead revert or * throw on failure) are also supported, non-reverting calls are assumed to be * successful. * To use this library you can add a `using SafeERC20 for IERC20;` statement to your contract, * which allows you to call the safe operations as `token.safeTransfer(...)`, etc. */ library SafeERC20 { function safeTransfer( IERC20 token, address to, uint256 value ) internal { _callOptionalReturn(address(token), abi.encodeWithSelector(token.transfer.selector, to, value)); } function safeTransferFrom( IERC20 token, address from, address to, uint256 value ) internal { _callOptionalReturn(address(token), abi.encodeWithSelector(token.transferFrom.selector, from, to, value)); } /** * @dev Imitates a Solidity high-level call (i.e. a regular function call to a contract), relaxing the requirement * on the return value: the return value is optional (but if data is returned, it must not be false). * * WARNING: `token` is assumed to be a contract: calls to EOAs will *not* revert. */ function _callOptionalReturn(address token, bytes memory data) private { // We need to perform a low level call here, to bypass Solidity's return data size checking mechanism, since // we're implementing it ourselves. (bool success, bytes memory returndata) = token.call(data); // If the low-level call didn't succeed we return whatever was returned from it. assembly { if eq(success, 0) { returndatacopy(0, 0, returndatasize()) revert(0, returndatasize()) } } // Finally we check the returndata size is either zero or true - note that this check will always pass for EOAs _require(returndata.length == 0 || abi.decode(returndata, (bool)), Errors.SAFE_ERC20_CALL_FAILED); } } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; pragma experimental ABIEncoderV2; import "../lib/math/FixedPoint.sol"; import "../lib/helpers/BalancerErrors.sol"; import "../lib/openzeppelin/IERC20.sol"; import "../lib/openzeppelin/ReentrancyGuard.sol"; import "../lib/openzeppelin/SafeERC20.sol"; import "./ProtocolFeesCollector.sol"; import "./VaultAuthorization.sol"; import "./interfaces/IVault.sol"; /** * @dev To reduce the bytecode size of the Vault, most of the protocol fee logic is not here, but in the * ProtocolFeesCollector contract. */ abstract contract Fees is IVault { using SafeERC20 for IERC20; ProtocolFeesCollector private immutable _protocolFeesCollector; constructor() { _protocolFeesCollector = new ProtocolFeesCollector(IVault(this)); } function getProtocolFeesCollector() public view override returns (ProtocolFeesCollector) { return _protocolFeesCollector; } /** * @dev Returns the protocol swap fee percentage. */ function _getProtocolSwapFeePercentage() internal view returns (uint256) { return getProtocolFeesCollector().getSwapFeePercentage(); } /** * @dev Returns the protocol fee amount to charge for a flash loan of `amount`. */ function _calculateFlashLoanFeeAmount(uint256 amount) internal view returns (uint256) { // Fixed point multiplication introduces error: we round up, which means in certain scenarios the charged // percentage can be slightly higher than intended. uint256 percentage = getProtocolFeesCollector().getFlashLoanFeePercentage(); return FixedPoint.mulUp(amount, percentage); } function _payFeeAmount(IERC20 token, uint256 amount) internal { if (amount > 0) { token.safeTransfer(address(getProtocolFeesCollector()), amount); } } } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; import "./LogExpMath.sol"; import "../helpers/BalancerErrors.sol"; /* solhint-disable private-vars-leading-underscore */ library FixedPoint { uint256 internal constant ONE = 1e18; // 18 decimal places uint256 internal constant MAX_POW_RELATIVE_ERROR = 10000; // 10^(-14) // Minimum base for the power function when the exponent is 'free' (larger than ONE). uint256 internal constant MIN_POW_BASE_FREE_EXPONENT = 0.7e18; function add(uint256 a, uint256 b) internal pure returns (uint256) { // Fixed Point addition is the same as regular checked addition uint256 c = a + b; _require(c >= a, Errors.ADD_OVERFLOW); return c; } function sub(uint256 a, uint256 b) internal pure returns (uint256) { // Fixed Point addition is the same as regular checked addition _require(b <= a, Errors.SUB_OVERFLOW); uint256 c = a - b; return c; } function mulDown(uint256 a, uint256 b) internal pure returns (uint256) { uint256 product = a * b; _require(a == 0 || product / a == b, Errors.MUL_OVERFLOW); return product / ONE; } function mulUp(uint256 a, uint256 b) internal pure returns (uint256) { uint256 product = a * b; _require(a == 0 || product / a == b, Errors.MUL_OVERFLOW); if (product == 0) { return 0; } else { // The traditional divUp formula is: // divUp(x, y) := (x + y - 1) / y // To avoid intermediate overflow in the addition, we distribute the division and get: // divUp(x, y) := (x - 1) / y + 1 // Note that this requires x != 0, which we already tested for. return ((product - 1) / ONE) + 1; } } function divDown(uint256 a, uint256 b) internal pure returns (uint256) { _require(b != 0, Errors.ZERO_DIVISION); if (a == 0) { return 0; } else { uint256 aInflated = a * ONE; _require(aInflated / a == ONE, Errors.DIV_INTERNAL); // mul overflow return aInflated / b; } } function divUp(uint256 a, uint256 b) internal pure returns (uint256) { _require(b != 0, Errors.ZERO_DIVISION); if (a == 0) { return 0; } else { uint256 aInflated = a * ONE; _require(aInflated / a == ONE, Errors.DIV_INTERNAL); // mul overflow // The traditional divUp formula is: // divUp(x, y) := (x + y - 1) / y // To avoid intermediate overflow in the addition, we distribute the division and get: // divUp(x, y) := (x - 1) / y + 1 // Note that this requires x != 0, which we already tested for. return ((aInflated - 1) / b) + 1; } } /** * @dev Returns x^y, assuming both are fixed point numbers, rounding down. The result is guaranteed to not be above * the true value (that is, the error function expected - actual is always positive). */ function powDown(uint256 x, uint256 y) internal pure returns (uint256) { uint256 raw = LogExpMath.pow(x, y); uint256 maxError = add(mulUp(raw, MAX_POW_RELATIVE_ERROR), 1); if (raw < maxError) { return 0; } else { return sub(raw, maxError); } } /** * @dev Returns x^y, assuming both are fixed point numbers, rounding up. The result is guaranteed to not be below * the true value (that is, the error function expected - actual is always negative). */ function powUp(uint256 x, uint256 y) internal pure returns (uint256) { uint256 raw = LogExpMath.pow(x, y); uint256 maxError = add(mulUp(raw, MAX_POW_RELATIVE_ERROR), 1); return add(raw, maxError); } /** * @dev Returns the complement of a value (1 - x), capped to 0 if x is larger than 1. * * Useful when computing the complement for values with some level of relative error, as it strips this error and * prevents intermediate negative values. */ function complement(uint256 x) internal pure returns (uint256) { return (x < ONE) ? (ONE - x) : 0; } } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General internal License for more details. // You should have received a copy of the GNU General internal License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; import "../helpers/BalancerErrors.sol"; /* solhint-disable */ /** * @dev Exponentiation and logarithm functions for 18 decimal fixed point numbers (both base and exponent/argument). * * Exponentiation and logarithm with arbitrary bases (x^y and log_x(y)) are implemented by conversion to natural * exponentiation and logarithm (where the base is Euler's number). * * @author Fernando Martinelli - @fernandomartinelli * @author Sergio Yuhjtman - @sergioyuhjtman * @author Daniel Fernandez - @dmf7z */ library LogExpMath { // All fixed point multiplications and divisions are inlined. This means we need to divide by ONE when multiplying // two numbers, and multiply by ONE when dividing them. // All arguments and return values are 18 decimal fixed point numbers. int256 constant ONE_18 = 1e18; // Internally, intermediate values are computed with higher precision as 20 decimal fixed point numbers, and in the // case of ln36, 36 decimals. int256 constant ONE_20 = 1e20; int256 constant ONE_36 = 1e36; // The domain of natural exponentiation is bound by the word size and number of decimals used. // // Because internally the result will be stored using 20 decimals, the largest possible result is // (2^255 - 1) / 10^20, which makes the largest exponent ln((2^255 - 1) / 10^20) = 130.700829182905140221. // The smallest possible result is 10^(-18), which makes largest negative argument // ln(10^(-18)) = -41.446531673892822312. // We use 130.0 and -41.0 to have some safety margin. int256 constant MAX_NATURAL_EXPONENT = 130e18; int256 constant MIN_NATURAL_EXPONENT = -41e18; // Bounds for ln_36's argument. Both ln(0.9) and ln(1.1) can be represented with 36 decimal places in a fixed point // 256 bit integer. int256 constant LN_36_LOWER_BOUND = ONE_18 - 1e17; int256 constant LN_36_UPPER_BOUND = ONE_18 + 1e17; uint256 constant MILD_EXPONENT_BOUND = 2**254 / uint256(ONE_20); // 18 decimal constants int256 constant x0 = 128000000000000000000; // 2ˆ7 int256 constant a0 = 38877084059945950922200000000000000000000000000000000000; // eˆ(x0) (no decimals) int256 constant x1 = 64000000000000000000; // 2ˆ6 int256 constant a1 = 6235149080811616882910000000; // eˆ(x1) (no decimals) // 20 decimal constants int256 constant x2 = 3200000000000000000000; // 2ˆ5 int256 constant a2 = 7896296018268069516100000000000000; // eˆ(x2) int256 constant x3 = 1600000000000000000000; // 2ˆ4 int256 constant a3 = 888611052050787263676000000; // eˆ(x3) int256 constant x4 = 800000000000000000000; // 2ˆ3 int256 constant a4 = 298095798704172827474000; // eˆ(x4) int256 constant x5 = 400000000000000000000; // 2ˆ2 int256 constant a5 = 5459815003314423907810; // eˆ(x5) int256 constant x6 = 200000000000000000000; // 2ˆ1 int256 constant a6 = 738905609893065022723; // eˆ(x6) int256 constant x7 = 100000000000000000000; // 2ˆ0 int256 constant a7 = 271828182845904523536; // eˆ(x7) int256 constant x8 = 50000000000000000000; // 2ˆ-1 int256 constant a8 = 164872127070012814685; // eˆ(x8) int256 constant x9 = 25000000000000000000; // 2ˆ-2 int256 constant a9 = 128402541668774148407; // eˆ(x9) int256 constant x10 = 12500000000000000000; // 2ˆ-3 int256 constant a10 = 113314845306682631683; // eˆ(x10) int256 constant x11 = 6250000000000000000; // 2ˆ-4 int256 constant a11 = 106449445891785942956; // eˆ(x11) /** * @dev Exponentiation (x^y) with unsigned 18 decimal fixed point base and exponent. * * Reverts if ln(x) * y is smaller than `MIN_NATURAL_EXPONENT`, or larger than `MAX_NATURAL_EXPONENT`. */ function pow(uint256 x, uint256 y) internal pure returns (uint256) { if (y == 0) { // We solve the 0^0 indetermination by making it equal one. return uint256(ONE_18); } if (x == 0) { return 0; } // Instead of computing x^y directly, we instead rely on the properties of logarithms and exponentiation to // arrive at that result. In particular, exp(ln(x)) = x, and ln(x^y) = y * ln(x). This means // x^y = exp(y * ln(x)). // The ln function takes a signed value, so we need to make sure x fits in the signed 256 bit range. _require(x < 2**255, Errors.X_OUT_OF_BOUNDS); int256 x_int256 = int256(x); // We will compute y * ln(x) in a single step. Depending on the value of x, we can either use ln or ln_36. In // both cases, we leave the division by ONE_18 (due to fixed point multiplication) to the end. // This prevents y * ln(x) from overflowing, and at the same time guarantees y fits in the signed 256 bit range. _require(y < MILD_EXPONENT_BOUND, Errors.Y_OUT_OF_BOUNDS); int256 y_int256 = int256(y); int256 logx_times_y; if (LN_36_LOWER_BOUND < x_int256 && x_int256 < LN_36_UPPER_BOUND) { int256 ln_36_x = ln_36(x_int256); // ln_36_x has 36 decimal places, so multiplying by y_int256 isn't as straightforward, since we can't just // bring y_int256 to 36 decimal places, as it might overflow. Instead, we perform two 18 decimal // multiplications and add the results: one with the first 18 decimals of ln_36_x, and one with the // (downscaled) last 18 decimals. logx_times_y = ((ln_36_x / ONE_18) * y_int256 + ((ln_36_x % ONE_18) * y_int256) / ONE_18); } else { logx_times_y = ln(x_int256) * y_int256; } logx_times_y /= ONE_18; // Finally, we compute exp(y * ln(x)) to arrive at x^y _require( MIN_NATURAL_EXPONENT <= logx_times_y && logx_times_y <= MAX_NATURAL_EXPONENT, Errors.PRODUCT_OUT_OF_BOUNDS ); return uint256(exp(logx_times_y)); } /** * @dev Natural exponentiation (e^x) with signed 18 decimal fixed point exponent. * * Reverts if `x` is smaller than MIN_NATURAL_EXPONENT, or larger than `MAX_NATURAL_EXPONENT`. */ function exp(int256 x) internal pure returns (int256) { _require(x >= MIN_NATURAL_EXPONENT && x <= MAX_NATURAL_EXPONENT, Errors.INVALID_EXPONENT); if (x < 0) { // We only handle positive exponents: e^(-x) is computed as 1 / e^x. We can safely make x positive since it // fits in the signed 256 bit range (as it is larger than MIN_NATURAL_EXPONENT). // Fixed point division requires multiplying by ONE_18. return ((ONE_18 * ONE_18) / exp(-x)); } // First, we use the fact that e^(x+y) = e^x * e^y to decompose x into a sum of powers of two, which we call x_n, // where x_n == 2^(7 - n), and e^x_n = a_n has been precomputed. We choose the first x_n, x0, to equal 2^7 // because all larger powers are larger than MAX_NATURAL_EXPONENT, and therefore not present in the // decomposition. // At the end of this process we will have the product of all e^x_n = a_n that apply, and the remainder of this // decomposition, which will be lower than the smallest x_n. // exp(x) = k_0 * a_0 * k_1 * a_1 * ... + k_n * a_n * exp(remainder), where each k_n equals either 0 or 1. // We mutate x by subtracting x_n, making it the remainder of the decomposition. // The first two a_n (e^(2^7) and e^(2^6)) are too large if stored as 18 decimal numbers, and could cause // intermediate overflows. Instead we store them as plain integers, with 0 decimals. // Additionally, x0 + x1 is larger than MAX_NATURAL_EXPONENT, which means they will not both be present in the // decomposition. // For each x_n, we test if that term is present in the decomposition (if x is larger than it), and if so deduct // it and compute the accumulated product. int256 firstAN; if (x >= x0) { x -= x0; firstAN = a0; } else if (x >= x1) { x -= x1; firstAN = a1; } else { firstAN = 1; // One with no decimal places } // We now transform x into a 20 decimal fixed point number, to have enhanced precision when computing the // smaller terms. x *= 100; // `product` is the accumulated product of all a_n (except a0 and a1), which starts at 20 decimal fixed point // one. Recall that fixed point multiplication requires dividing by ONE_20. int256 product = ONE_20; if (x >= x2) { x -= x2; product = (product * a2) / ONE_20; } if (x >= x3) { x -= x3; product = (product * a3) / ONE_20; } if (x >= x4) { x -= x4; product = (product * a4) / ONE_20; } if (x >= x5) { x -= x5; product = (product * a5) / ONE_20; } if (x >= x6) { x -= x6; product = (product * a6) / ONE_20; } if (x >= x7) { x -= x7; product = (product * a7) / ONE_20; } if (x >= x8) { x -= x8; product = (product * a8) / ONE_20; } if (x >= x9) { x -= x9; product = (product * a9) / ONE_20; } // x10 and x11 are unnecessary here since we have high enough precision already. // Now we need to compute e^x, where x is small (in particular, it is smaller than x9). We use the Taylor series // expansion for e^x: 1 + x + (x^2 / 2!) + (x^3 / 3!) + ... + (x^n / n!). int256 seriesSum = ONE_20; // The initial one in the sum, with 20 decimal places. int256 term; // Each term in the sum, where the nth term is (x^n / n!). // The first term is simply x. term = x; seriesSum += term; // Each term (x^n / n!) equals the previous one times x, divided by n. Since x is a fixed point number, // multiplying by it requires dividing by ONE_20, but dividing by the non-fixed point n values does not. term = ((term * x) / ONE_20) / 2; seriesSum += term; term = ((term * x) / ONE_20) / 3; seriesSum += term; term = ((term * x) / ONE_20) / 4; seriesSum += term; term = ((term * x) / ONE_20) / 5; seriesSum += term; term = ((term * x) / ONE_20) / 6; seriesSum += term; term = ((term * x) / ONE_20) / 7; seriesSum += term; term = ((term * x) / ONE_20) / 8; seriesSum += term; term = ((term * x) / ONE_20) / 9; seriesSum += term; term = ((term * x) / ONE_20) / 10; seriesSum += term; term = ((term * x) / ONE_20) / 11; seriesSum += term; term = ((term * x) / ONE_20) / 12; seriesSum += term; // 12 Taylor terms are sufficient for 18 decimal precision. // We now have the first a_n (with no decimals), and the product of all other a_n present, and the Taylor // approximation of the exponentiation of the remainder (both with 20 decimals). All that remains is to multiply // all three (one 20 decimal fixed point multiplication, dividing by ONE_20, and one integer multiplication), // and then drop two digits to return an 18 decimal value. return (((product * seriesSum) / ONE_20) * firstAN) / 100; } /** * @dev Natural logarithm (ln(a)) with signed 18 decimal fixed point argument. */ function ln(int256 a) internal pure returns (int256) { // The real natural logarithm is not defined for negative numbers or zero. _require(a > 0, Errors.OUT_OF_BOUNDS); if (a < ONE_18) { // Since ln(a^k) = k * ln(a), we can compute ln(a) as ln(a) = ln((1/a)^(-1)) = - ln((1/a)). If a is less // than one, 1/a will be greater than one, and this if statement will not be entered in the recursive call. // Fixed point division requires multiplying by ONE_18. return (-ln((ONE_18 * ONE_18) / a)); } // First, we use the fact that ln^(a * b) = ln(a) + ln(b) to decompose ln(a) into a sum of powers of two, which // we call x_n, where x_n == 2^(7 - n), which are the natural logarithm of precomputed quantities a_n (that is, // ln(a_n) = x_n). We choose the first x_n, x0, to equal 2^7 because the exponential of all larger powers cannot // be represented as 18 fixed point decimal numbers in 256 bits, and are therefore larger than a. // At the end of this process we will have the sum of all x_n = ln(a_n) that apply, and the remainder of this // decomposition, which will be lower than the smallest a_n. // ln(a) = k_0 * x_0 + k_1 * x_1 + ... + k_n * x_n + ln(remainder), where each k_n equals either 0 or 1. // We mutate a by subtracting a_n, making it the remainder of the decomposition. // For reasons related to how `exp` works, the first two a_n (e^(2^7) and e^(2^6)) are not stored as fixed point // numbers with 18 decimals, but instead as plain integers with 0 decimals, so we need to multiply them by // ONE_18 to convert them to fixed point. // For each a_n, we test if that term is present in the decomposition (if a is larger than it), and if so divide // by it and compute the accumulated sum. int256 sum = 0; if (a >= a0 * ONE_18) { a /= a0; // Integer, not fixed point division sum += x0; } if (a >= a1 * ONE_18) { a /= a1; // Integer, not fixed point division sum += x1; } // All other a_n and x_n are stored as 20 digit fixed point numbers, so we convert the sum and a to this format. sum *= 100; a *= 100; // Because further a_n are 20 digit fixed point numbers, we multiply by ONE_20 when dividing by them. if (a >= a2) { a = (a * ONE_20) / a2; sum += x2; } if (a >= a3) { a = (a * ONE_20) / a3; sum += x3; } if (a >= a4) { a = (a * ONE_20) / a4; sum += x4; } if (a >= a5) { a = (a * ONE_20) / a5; sum += x5; } if (a >= a6) { a = (a * ONE_20) / a6; sum += x6; } if (a >= a7) { a = (a * ONE_20) / a7; sum += x7; } if (a >= a8) { a = (a * ONE_20) / a8; sum += x8; } if (a >= a9) { a = (a * ONE_20) / a9; sum += x9; } if (a >= a10) { a = (a * ONE_20) / a10; sum += x10; } if (a >= a11) { a = (a * ONE_20) / a11; sum += x11; } // a is now a small number (smaller than a_11, which roughly equals 1.06). This means we can use a Taylor series // that converges rapidly for values of `a` close to one - the same one used in ln_36. // Let z = (a - 1) / (a + 1). // ln(a) = 2 * (z + z^3 / 3 + z^5 / 5 + z^7 / 7 + ... + z^(2 * n + 1) / (2 * n + 1)) // Recall that 20 digit fixed point division requires multiplying by ONE_20, and multiplication requires // division by ONE_20. int256 z = ((a - ONE_20) * ONE_20) / (a + ONE_20); int256 z_squared = (z * z) / ONE_20; // num is the numerator of the series: the z^(2 * n + 1) term int256 num = z; // seriesSum holds the accumulated sum of each term in the series, starting with the initial z int256 seriesSum = num; // In each step, the numerator is multiplied by z^2 num = (num * z_squared) / ONE_20; seriesSum += num / 3; num = (num * z_squared) / ONE_20; seriesSum += num / 5; num = (num * z_squared) / ONE_20; seriesSum += num / 7; num = (num * z_squared) / ONE_20; seriesSum += num / 9; num = (num * z_squared) / ONE_20; seriesSum += num / 11; // 6 Taylor terms are sufficient for 36 decimal precision. // Finally, we multiply by 2 (non fixed point) to compute ln(remainder) seriesSum *= 2; // We now have the sum of all x_n present, and the Taylor approximation of the logarithm of the remainder (both // with 20 decimals). All that remains is to sum these two, and then drop two digits to return a 18 decimal // value. return (sum + seriesSum) / 100; } /** * @dev Logarithm (log(arg, base), with signed 18 decimal fixed point base and argument argument. */ function log(int256 arg, int256 base) internal pure returns (int256) { // This performs a simple base change: log(arg, base) = ln(arg) / ln(base). // Both logBase and logArg are computed as 36 decimal fixed point numbers, either by using ln_36, or by // upscaling. int256 logBase; if (LN_36_LOWER_BOUND < base && base < LN_36_UPPER_BOUND) { logBase = ln_36(base); } else { logBase = ln(base) * ONE_18; } int256 logArg; if (LN_36_LOWER_BOUND < arg && arg < LN_36_UPPER_BOUND) { logArg = ln_36(arg); } else { logArg = ln(arg) * ONE_18; } // When dividing, we multiply by ONE_18 to arrive at a result with 18 decimal places return (logArg * ONE_18) / logBase; } /** * @dev High precision (36 decimal places) natural logarithm (ln(x)) with signed 18 decimal fixed point argument, * for x close to one. * * Should only be used if x is between LN_36_LOWER_BOUND and LN_36_UPPER_BOUND. */ function ln_36(int256 x) private pure returns (int256) { // Since ln(1) = 0, a value of x close to one will yield a very small result, which makes using 36 digits // worthwhile. // First, we transform x to a 36 digit fixed point value. x *= ONE_18; // We will use the following Taylor expansion, which converges very rapidly. Let z = (x - 1) / (x + 1). // ln(x) = 2 * (z + z^3 / 3 + z^5 / 5 + z^7 / 7 + ... + z^(2 * n + 1) / (2 * n + 1)) // Recall that 36 digit fixed point division requires multiplying by ONE_36, and multiplication requires // division by ONE_36. int256 z = ((x - ONE_36) * ONE_36) / (x + ONE_36); int256 z_squared = (z * z) / ONE_36; // num is the numerator of the series: the z^(2 * n + 1) term int256 num = z; // seriesSum holds the accumulated sum of each term in the series, starting with the initial z int256 seriesSum = num; // In each step, the numerator is multiplied by z^2 num = (num * z_squared) / ONE_36; seriesSum += num / 3; num = (num * z_squared) / ONE_36; seriesSum += num / 5; num = (num * z_squared) / ONE_36; seriesSum += num / 7; num = (num * z_squared) / ONE_36; seriesSum += num / 9; num = (num * z_squared) / ONE_36; seriesSum += num / 11; num = (num * z_squared) / ONE_36; seriesSum += num / 13; num = (num * z_squared) / ONE_36; seriesSum += num / 15; // 8 Taylor terms are sufficient for 36 decimal precision. // All that remains is multiplying by 2 (non fixed point). return seriesSum * 2; } } // SPDX-License-Identifier: MIT pragma solidity ^0.7.0; import "../helpers/BalancerErrors.sol"; /** * @dev Wrappers over Solidity's arithmetic operations with added overflow checks. * Adapted from OpenZeppelin's SafeMath library */ library Math { /** * @dev Returns the addition of two unsigned integers of 256 bits, reverting on overflow. */ function add(uint256 a, uint256 b) internal pure returns (uint256) { uint256 c = a + b; _require(c >= a, Errors.ADD_OVERFLOW); return c; } /** * @dev Returns the addition of two signed integers, reverting on overflow. */ function add(int256 a, int256 b) internal pure returns (int256) { int256 c = a + b; _require((b >= 0 && c >= a) || (b < 0 && c < a), Errors.ADD_OVERFLOW); return c; } /** * @dev Returns the subtraction of two unsigned integers of 256 bits, reverting on overflow. */ function sub(uint256 a, uint256 b) internal pure returns (uint256) { _require(b <= a, Errors.SUB_OVERFLOW); uint256 c = a - b; return c; } /** * @dev Returns the subtraction of two signed integers, reverting on overflow. */ function sub(int256 a, int256 b) internal pure returns (int256) { int256 c = a - b; _require((b >= 0 && c <= a) || (b < 0 && c > a), Errors.SUB_OVERFLOW); return c; } /** * @dev Returns the largest of two numbers of 256 bits. */ function max(uint256 a, uint256 b) internal pure returns (uint256) { return a >= b ? a : b; } /** * @dev Returns the smallest of two numbers of 256 bits. */ function min(uint256 a, uint256 b) internal pure returns (uint256) { return a < b ? a : b; } function mul(uint256 a, uint256 b) internal pure returns (uint256) { uint256 c = a * b; _require(a == 0 || c / a == b, Errors.MUL_OVERFLOW); return c; } function divDown(uint256 a, uint256 b) internal pure returns (uint256) { _require(b != 0, Errors.ZERO_DIVISION); return a / b; } function divUp(uint256 a, uint256 b) internal pure returns (uint256) { _require(b != 0, Errors.ZERO_DIVISION); if (a == 0) { return 0; } else { return 1 + (a - 1) / b; } } } // SPDX-License-Identifier: MIT pragma solidity ^0.7.0; // Based on the EnumerableMap library from OpenZeppelin contracts, altered to include the following: // * a map from IERC20 to bytes32 // * entries are stored in mappings instead of arrays, reducing implicit storage reads for out-of-bounds checks // * unchecked_at and unchecked_valueAt, which allow for more gas efficient data reads in some scenarios // * unchecked_indexOf and unchecked_setAt, which allow for more gas efficient data writes in some scenarios // // Additionally, the base private functions that work on bytes32 were removed and replaced with a native implementation // for IERC20 keys, to reduce bytecode size and runtime costs. // We're using non-standard casing for the unchecked functions to differentiate them, so we need to turn off that rule // solhint-disable func-name-mixedcase import "./IERC20.sol"; import "../helpers/BalancerErrors.sol"; /** * @dev Library for managing an enumerable variant of Solidity's * https://solidity.readthedocs.io/en/latest/types.html#mapping-types[`mapping`] * type. * * Maps have the following properties: * * - Entries are added, removed, and checked for existence in constant time * (O(1)). * - Entries are enumerated in O(n). No guarantees are made on the ordering. * * ``` * contract Example { * // Add the library methods * using EnumerableMap for EnumerableMap.UintToAddressMap; * * // Declare a set state variable * EnumerableMap.UintToAddressMap private myMap; * } * ``` */ library EnumerableMap { // The original OpenZeppelin implementation uses a generic Map type with bytes32 keys: this was replaced with // IERC20ToBytes32Map, which uses IERC20 keys natively, resulting in more dense bytecode. struct IERC20ToBytes32MapEntry { IERC20 _key; bytes32 _value; } struct IERC20ToBytes32Map { // Number of entries in the map uint256 _length; // Storage of map keys and values mapping(uint256 => IERC20ToBytes32MapEntry) _entries; // Position of the entry defined by a key in the `entries` array, plus 1 // because index 0 means a key is not in the map. mapping(IERC20 => uint256) _indexes; } /** * @dev Adds a key-value pair to a map, or updates the value for an existing * key. O(1). * * Returns true if the key was added to the map, that is if it was not * already present. */ function set( IERC20ToBytes32Map storage map, IERC20 key, bytes32 value ) internal returns (bool) { // We read and store the key's index to prevent multiple reads from the same storage slot uint256 keyIndex = map._indexes[key]; // Equivalent to !contains(map, key) if (keyIndex == 0) { uint256 previousLength = map._length; map._entries[previousLength] = IERC20ToBytes32MapEntry({ _key: key, _value: value }); map._length = previousLength + 1; // The entry is stored at previousLength, but we add 1 to all indexes // and use 0 as a sentinel value map._indexes[key] = previousLength + 1; return true; } else { map._entries[keyIndex - 1]._value = value; return false; } } /** * @dev Updates the value for an entry, given its key's index. The key index can be retrieved via * {unchecked_indexOf}, and it should be noted that key indices may change when calling {set} or {remove}. O(1). * * This function performs one less storage read than {set}, but it should only be used when `index` is known to be * within bounds. */ function unchecked_setAt( IERC20ToBytes32Map storage map, uint256 index, bytes32 value ) internal { map._entries[index]._value = value; } /** * @dev Removes a key-value pair from a map. O(1). * * Returns true if the key was removed from the map, that is if it was present. */ function remove(IERC20ToBytes32Map storage map, IERC20 key) internal returns (bool) { // We read and store the key's index to prevent multiple reads from the same storage slot uint256 keyIndex = map._indexes[key]; // Equivalent to contains(map, key) if (keyIndex != 0) { // To delete a key-value pair from the _entries pseudo-array in O(1), we swap the entry to delete with the // one at the highest index, and then remove this last entry (sometimes called as 'swap and pop'). // This modifies the order of the pseudo-array, as noted in {at}. uint256 toDeleteIndex = keyIndex - 1; uint256 lastIndex = map._length - 1; // When the entry to delete is the last one, the swap operation is unnecessary. However, since this occurs // so rarely, we still do the swap anyway to avoid the gas cost of adding an 'if' statement. IERC20ToBytes32MapEntry storage lastEntry = map._entries[lastIndex]; // Move the last entry to the index where the entry to delete is map._entries[toDeleteIndex] = lastEntry; // Update the index for the moved entry map._indexes[lastEntry._key] = toDeleteIndex + 1; // All indexes are 1-based // Delete the slot where the moved entry was stored delete map._entries[lastIndex]; map._length = lastIndex; // Delete the index for the deleted slot delete map._indexes[key]; return true; } else { return false; } } /** * @dev Returns true if the key is in the map. O(1). */ function contains(IERC20ToBytes32Map storage map, IERC20 key) internal view returns (bool) { return map._indexes[key] != 0; } /** * @dev Returns the number of key-value pairs in the map. O(1). */ function length(IERC20ToBytes32Map storage map) internal view returns (uint256) { return map._length; } /** * @dev Returns the key-value pair stored at position `index` in the map. O(1). * * Note that there are no guarantees on the ordering of entries inside the * array, and it may change when more entries are added or removed. * * Requirements: * * - `index` must be strictly less than {length}. */ function at(IERC20ToBytes32Map storage map, uint256 index) internal view returns (IERC20, bytes32) { _require(map._length > index, Errors.OUT_OF_BOUNDS); return unchecked_at(map, index); } /** * @dev Same as {at}, except this doesn't revert if `index` it outside of the map (i.e. if it is equal or larger * than {length}). O(1). * * This function performs one less storage read than {at}, but should only be used when `index` is known to be * within bounds. */ function unchecked_at(IERC20ToBytes32Map storage map, uint256 index) internal view returns (IERC20, bytes32) { IERC20ToBytes32MapEntry storage entry = map._entries[index]; return (entry._key, entry._value); } /** * @dev Same as {unchecked_At}, except it only returns the value and not the key (performing one less storage * read). O(1). */ function unchecked_valueAt(IERC20ToBytes32Map storage map, uint256 index) internal view returns (bytes32) { return map._entries[index]._value; } /** * @dev Returns the value associated with `key`. O(1). * * Requirements: * * - `key` must be in the map. Reverts with `errorCode` otherwise. */ function get( IERC20ToBytes32Map storage map, IERC20 key, uint256 errorCode ) internal view returns (bytes32) { uint256 index = map._indexes[key]; _require(index > 0, errorCode); return unchecked_valueAt(map, index - 1); } /** * @dev Returns the index for `key` **plus one**. Does not revert if the key is not in the map, and returns 0 * instead. */ function unchecked_indexOf(IERC20ToBytes32Map storage map, IERC20 key) internal view returns (uint256) { return map._indexes[key]; } } // SPDX-License-Identifier: MIT pragma solidity ^0.7.0; import "../helpers/BalancerErrors.sol"; // Based on the EnumerableSet library from OpenZeppelin contracts, altered to remove the base private functions that // work on bytes32, replacing them with a native implementation for address values, to reduce bytecode size and runtime // costs. // The `unchecked_at` function was also added, which allows for more gas efficient data reads in some scenarios. /** * @dev Library for managing * https://en.wikipedia.org/wiki/Set_(abstract_data_type)[sets] of primitive * types. * * Sets have the following properties: * * - Elements are added, removed, and checked for existence in constant time * (O(1)). * - Elements are enumerated in O(n). No guarantees are made on the ordering. * * ``` * contract Example { * // Add the library methods * using EnumerableSet for EnumerableSet.AddressSet; * * // Declare a set state variable * EnumerableSet.AddressSet private mySet; * } * ``` * * As of v3.3.0, sets of type `bytes32` (`Bytes32Set`), `address` (`AddressSet`) * and `uint256` (`UintSet`) are supported. */ library EnumerableSet { // The original OpenZeppelin implementation uses a generic Set type with bytes32 values: this was replaced with // AddressSet, which uses address keys natively, resulting in more dense bytecode. struct AddressSet { // Storage of set values address[] _values; // Position of the value in the `values` array, plus 1 because index 0 // means a value is not in the set. mapping(address => uint256) _indexes; } /** * @dev Add a value to a set. O(1). * * Returns true if the value was added to the set, that is if it was not * already present. */ function add(AddressSet storage set, address value) internal returns (bool) { if (!contains(set, value)) { set._values.push(value); // The value is stored at length-1, but we add 1 to all indexes // and use 0 as a sentinel value set._indexes[value] = set._values.length; return true; } else { return false; } } /** * @dev Removes a value from a set. O(1). * * Returns true if the value was removed from the set, that is if it was * present. */ function remove(AddressSet storage set, address value) internal returns (bool) { // We read and store the value's index to prevent multiple reads from the same storage slot uint256 valueIndex = set._indexes[value]; if (valueIndex != 0) { // Equivalent to contains(set, value) // To delete an element from the _values array in O(1), we swap the element to delete with the last one in // the array, and then remove the last element (sometimes called as 'swap and pop'). // This modifies the order of the array, as noted in {at}. uint256 toDeleteIndex = valueIndex - 1; uint256 lastIndex = set._values.length - 1; // When the value to delete is the last one, the swap operation is unnecessary. However, since this occurs // so rarely, we still do the swap anyway to avoid the gas cost of adding an 'if' statement. address lastValue = set._values[lastIndex]; // Move the last value to the index where the value to delete is set._values[toDeleteIndex] = lastValue; // Update the index for the moved value set._indexes[lastValue] = toDeleteIndex + 1; // All indexes are 1-based // Delete the slot where the moved value was stored set._values.pop(); // Delete the index for the deleted slot delete set._indexes[value]; return true; } else { return false; } } /** * @dev Returns true if the value is in the set. O(1). */ function contains(AddressSet storage set, address value) internal view returns (bool) { return set._indexes[value] != 0; } /** * @dev Returns the number of values on the set. O(1). */ function length(AddressSet storage set) internal view returns (uint256) { return set._values.length; } /** * @dev Returns the value stored at position `index` in the set. O(1). * * Note that there are no guarantees on the ordering of values inside the * array, and it may change when more values are added or removed. * * Requirements: * * - `index` must be strictly less than {length}. */ function at(AddressSet storage set, uint256 index) internal view returns (address) { _require(set._values.length > index, Errors.OUT_OF_BOUNDS); return unchecked_at(set, index); } /** * @dev Same as {at}, except this doesn't revert if `index` it outside of the set (i.e. if it is equal or larger * than {length}). O(1). * * This function performs one less storage read than {at}, but should only be used when `index` is known to be * within bounds. */ function unchecked_at(AddressSet storage set, uint256 index) internal view returns (address) { return set._values[index]; } } // SPDX-License-Identifier: MIT pragma solidity ^0.7.0; import "../helpers/BalancerErrors.sol"; /** * @dev Wrappers over Solidity's uintXX/intXX casting operators with added overflow * checks. * * Downcasting from uint256/int256 in Solidity does not revert on overflow. This can * easily result in undesired exploitation or bugs, since developers usually * assume that overflows raise errors. `SafeCast` restores this intuition by * reverting the transaction when such an operation overflows. * * Using this library instead of the unchecked operations eliminates an entire * class of bugs, so it's recommended to use it always. * * Can be combined with {SafeMath} and {SignedSafeMath} to extend it to smaller types, by performing * all math on `uint256` and `int256` and then downcasting. */ library SafeCast { /** * @dev Converts an unsigned uint256 into a signed int256. * * Requirements: * * - input must be less than or equal to maxInt256. */ function toInt256(uint256 value) internal pure returns (int256) { _require(value < 2**255, Errors.SAFE_CAST_VALUE_CANT_FIT_INT256); return int256(value); } } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; pragma experimental ABIEncoderV2; import "../lib/math/Math.sol"; import "../lib/helpers/BalancerErrors.sol"; import "../lib/helpers/InputHelpers.sol"; import "../lib/openzeppelin/IERC20.sol"; import "../lib/openzeppelin/ReentrancyGuard.sol"; import "../lib/openzeppelin/SafeERC20.sol"; import "./Fees.sol"; import "./PoolTokens.sol"; import "./UserBalance.sol"; import "./interfaces/IBasePool.sol"; /** * @dev Stores the Asset Managers (by Pool and token), and implements the top level Asset Manager and Pool interfaces, * such as registering and deregistering tokens, joining and exiting Pools, and informational functions like `getPool` * and `getPoolTokens`, delegating to specialization-specific functions as needed. * * `managePoolBalance` handles all Asset Manager interactions. */ abstract contract PoolBalances is Fees, ReentrancyGuard, PoolTokens, UserBalance { using Math for uint256; using SafeERC20 for IERC20; using BalanceAllocation for bytes32; using BalanceAllocation for bytes32[]; function joinPool( bytes32 poolId, address sender, address recipient, JoinPoolRequest memory request ) external payable override whenNotPaused { // This function doesn't have the nonReentrant modifier: it is applied to `_joinOrExit` instead. // Note that `recipient` is not actually payable in the context of a join - we cast it because we handle both // joins and exits at once. _joinOrExit(PoolBalanceChangeKind.JOIN, poolId, sender, payable(recipient), _toPoolBalanceChange(request)); } function exitPool( bytes32 poolId, address sender, address payable recipient, ExitPoolRequest memory request ) external override { // This function doesn't have the nonReentrant modifier: it is applied to `_joinOrExit` instead. _joinOrExit(PoolBalanceChangeKind.EXIT, poolId, sender, recipient, _toPoolBalanceChange(request)); } // This has the exact same layout as JoinPoolRequest and ExitPoolRequest, except the `maxAmountsIn` and // `minAmountsOut` are called `limits`. Internally we use this struct for both since these two functions are quite // similar, but expose the others to callers for clarity. struct PoolBalanceChange { IAsset[] assets; uint256[] limits; bytes userData; bool useInternalBalance; } /** * @dev Converts a JoinPoolRequest into a PoolBalanceChange, with no runtime cost. */ function _toPoolBalanceChange(JoinPoolRequest memory request) private pure returns (PoolBalanceChange memory change) { // solhint-disable-next-line no-inline-assembly assembly { change := request } } /** * @dev Converts an ExitPoolRequest into a PoolBalanceChange, with no runtime cost. */ function _toPoolBalanceChange(ExitPoolRequest memory request) private pure returns (PoolBalanceChange memory change) { // solhint-disable-next-line no-inline-assembly assembly { change := request } } /** * @dev Implements both `joinPool` and `exitPool`, based on `kind`. */ function _joinOrExit( PoolBalanceChangeKind kind, bytes32 poolId, address sender, address payable recipient, PoolBalanceChange memory change ) private nonReentrant withRegisteredPool(poolId) authenticateFor(sender) { // This function uses a large number of stack variables (poolId, sender and recipient, balances, amounts, fees, // etc.), which leads to 'stack too deep' issues. It relies on private functions with seemingly arbitrary // interfaces to work around this limitation. InputHelpers.ensureInputLengthMatch(change.assets.length, change.limits.length); // We first check that the caller passed the Pool's registered tokens in the correct order, and retrieve the // current balance for each. IERC20[] memory tokens = _translateToIERC20(change.assets); bytes32[] memory balances = _validateTokensAndGetBalances(poolId, tokens); // The bulk of the work is done here: the corresponding Pool hook is called, its final balances are computed, // assets are transferred, and fees are paid. ( bytes32[] memory finalBalances, uint256[] memory amountsInOrOut, uint256[] memory paidProtocolSwapFeeAmounts ) = _callPoolBalanceChange(kind, poolId, sender, recipient, change, balances); // All that remains is storing the new Pool balances. PoolSpecialization specialization = _getPoolSpecialization(poolId); if (specialization == PoolSpecialization.TWO_TOKEN) { _setTwoTokenPoolCashBalances(poolId, tokens[0], finalBalances[0], tokens[1], finalBalances[1]); } else if (specialization == PoolSpecialization.MINIMAL_SWAP_INFO) { _setMinimalSwapInfoPoolBalances(poolId, tokens, finalBalances); } else { // PoolSpecialization.GENERAL _setGeneralPoolBalances(poolId, finalBalances); } bool positive = kind == PoolBalanceChangeKind.JOIN; // Amounts in are positive, out are negative emit PoolBalanceChanged( poolId, sender, tokens, // We can unsafely cast to int256 because balances are actually stored as uint112 _unsafeCastToInt256(amountsInOrOut, positive), paidProtocolSwapFeeAmounts ); } /** * @dev Calls the corresponding Pool hook to get the amounts in/out plus protocol fee amounts, and performs the * associated token transfers and fee payments, returning the Pool's final balances. */ function _callPoolBalanceChange( PoolBalanceChangeKind kind, bytes32 poolId, address sender, address payable recipient, PoolBalanceChange memory change, bytes32[] memory balances ) private returns ( bytes32[] memory finalBalances, uint256[] memory amountsInOrOut, uint256[] memory dueProtocolFeeAmounts ) { (uint256[] memory totalBalances, uint256 lastChangeBlock) = balances.totalsAndLastChangeBlock(); IBasePool pool = IBasePool(_getPoolAddress(poolId)); (amountsInOrOut, dueProtocolFeeAmounts) = kind == PoolBalanceChangeKind.JOIN ? pool.onJoinPool( poolId, sender, recipient, totalBalances, lastChangeBlock, _getProtocolSwapFeePercentage(), change.userData ) : pool.onExitPool( poolId, sender, recipient, totalBalances, lastChangeBlock, _getProtocolSwapFeePercentage(), change.userData ); InputHelpers.ensureInputLengthMatch(balances.length, amountsInOrOut.length, dueProtocolFeeAmounts.length); // The Vault ignores the `recipient` in joins and the `sender` in exits: it is up to the Pool to keep track of // their participation. finalBalances = kind == PoolBalanceChangeKind.JOIN ? _processJoinPoolTransfers(sender, change, balances, amountsInOrOut, dueProtocolFeeAmounts) : _processExitPoolTransfers(recipient, change, balances, amountsInOrOut, dueProtocolFeeAmounts); } /** * @dev Transfers `amountsIn` from `sender`, checking that they are within their accepted limits, and pays * accumulated protocol swap fees. * * Returns the Pool's final balances, which are the current balances plus `amountsIn` minus accumulated protocol * swap fees. */ function _processJoinPoolTransfers( address sender, PoolBalanceChange memory change, bytes32[] memory balances, uint256[] memory amountsIn, uint256[] memory dueProtocolFeeAmounts ) private returns (bytes32[] memory finalBalances) { // We need to track how much of the received ETH was used and wrapped into WETH to return any excess. uint256 wrappedEth = 0; finalBalances = new bytes32[](balances.length); for (uint256 i = 0; i < change.assets.length; ++i) { uint256 amountIn = amountsIn[i]; _require(amountIn <= change.limits[i], Errors.JOIN_ABOVE_MAX); // Receive assets from the sender - possibly from Internal Balance. IAsset asset = change.assets[i]; _receiveAsset(asset, amountIn, sender, change.useInternalBalance); if (_isETH(asset)) { wrappedEth = wrappedEth.add(amountIn); } uint256 feeAmount = dueProtocolFeeAmounts[i]; _payFeeAmount(_translateToIERC20(asset), feeAmount); // Compute the new Pool balances. Note that the fee amount might be larger than `amountIn`, // resulting in an overall decrease of the Pool's balance for a token. finalBalances[i] = (amountIn >= feeAmount) // This lets us skip checked arithmetic ? balances[i].increaseCash(amountIn - feeAmount) : balances[i].decreaseCash(feeAmount - amountIn); } // Handle any used and remaining ETH. _handleRemainingEth(wrappedEth); } /** * @dev Transfers `amountsOut` to `recipient`, checking that they are within their accepted limits, and pays * accumulated protocol swap fees from the Pool. * * Returns the Pool's final balances, which are the current `balances` minus `amountsOut` and fees paid * (`dueProtocolFeeAmounts`). */ function _processExitPoolTransfers( address payable recipient, PoolBalanceChange memory change, bytes32[] memory balances, uint256[] memory amountsOut, uint256[] memory dueProtocolFeeAmounts ) private returns (bytes32[] memory finalBalances) { finalBalances = new bytes32[](balances.length); for (uint256 i = 0; i < change.assets.length; ++i) { uint256 amountOut = amountsOut[i]; _require(amountOut >= change.limits[i], Errors.EXIT_BELOW_MIN); // Send tokens to the recipient - possibly to Internal Balance IAsset asset = change.assets[i]; _sendAsset(asset, amountOut, recipient, change.useInternalBalance); uint256 feeAmount = dueProtocolFeeAmounts[i]; _payFeeAmount(_translateToIERC20(asset), feeAmount); // Compute the new Pool balances. A Pool's token balance always decreases after an exit (potentially by 0). finalBalances[i] = balances[i].decreaseCash(amountOut.add(feeAmount)); } } /** * @dev Returns the total balance for `poolId`'s `expectedTokens`. * * `expectedTokens` must exactly equal the token array returned by `getPoolTokens`: both arrays must have the same * length, elements and order. Additionally, the Pool must have at least one registered token. */ function _validateTokensAndGetBalances(bytes32 poolId, IERC20[] memory expectedTokens) private view returns (bytes32[] memory) { (IERC20[] memory actualTokens, bytes32[] memory balances) = _getPoolTokens(poolId); InputHelpers.ensureInputLengthMatch(actualTokens.length, expectedTokens.length); _require(actualTokens.length > 0, Errors.POOL_NO_TOKENS); for (uint256 i = 0; i < actualTokens.length; ++i) { _require(actualTokens[i] == expectedTokens[i], Errors.TOKENS_MISMATCH); } return balances; } /** * @dev Casts an array of uint256 to int256, setting the sign of the result according to the `positive` flag, * without checking whether the values fit in the signed 256 bit range. */ function _unsafeCastToInt256(uint256[] memory values, bool positive) private pure returns (int256[] memory signedValues) { signedValues = new int256[](values.length); for (uint256 i = 0; i < values.length; i++) { signedValues[i] = positive ? int256(values[i]) : -int256(values[i]); } } } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; pragma experimental ABIEncoderV2; import "../../lib/openzeppelin/IERC20.sol"; import "./IVault.sol"; interface IPoolSwapStructs { // This is not really an interface - it just defines common structs used by other interfaces: IGeneralPool and // IMinimalSwapInfoPool. // // This data structure represents a request for a token swap, where `kind` indicates the swap type ('given in' or // 'given out') which indicates whether or not the amount sent by the pool is known. // // The pool receives `tokenIn` and sends `tokenOut`. `amount` is the number of `tokenIn` tokens the pool will take // in, or the number of `tokenOut` tokens the Pool will send out, depending on the given swap `kind`. // // All other fields are not strictly necessary for most swaps, but are provided to support advanced scenarios in // some Pools. // // `poolId` is the ID of the Pool involved in the swap - this is useful for Pool contracts that implement more than // one Pool. // // The meaning of `lastChangeBlock` depends on the Pool specialization: // - Two Token or Minimal Swap Info: the last block in which either `tokenIn` or `tokenOut` changed its total // balance. // - General: the last block in which *any* of the Pool's registered tokens changed its total balance. // // `from` is the origin address for the funds the Pool receives, and `to` is the destination address // where the Pool sends the outgoing tokens. // // `userData` is extra data provided by the caller - typically a signature from a trusted party. struct SwapRequest { IVault.SwapKind kind; IERC20 tokenIn; IERC20 tokenOut; uint256 amount; // Misc data bytes32 poolId; uint256 lastChangeBlock; address from; address to; bytes userData; } } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; pragma experimental ABIEncoderV2; import "./IBasePool.sol"; /** * @dev IPools with the General specialization setting should implement this interface. * * This is called by the Vault when a user calls `IVault.swap` or `IVault.batchSwap` to swap with this Pool. * Returns the number of tokens the Pool will grant to the user in a 'given in' swap, or that the user will * grant to the pool in a 'given out' swap. * * This can often be implemented by a `view` function, since many pricing algorithms don't need to track state * changes in swaps. However, contracts implementing this in non-view functions should check that the caller is * indeed the Vault. */ interface IGeneralPool is IBasePool { function onSwap( SwapRequest memory swapRequest, uint256[] memory balances, uint256 indexIn, uint256 indexOut ) external returns (uint256 amount); } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; pragma experimental ABIEncoderV2; import "./IBasePool.sol"; /** * @dev Pool contracts with the MinimalSwapInfo or TwoToken specialization settings should implement this interface. * * This is called by the Vault when a user calls `IVault.swap` or `IVault.batchSwap` to swap with this Pool. * Returns the number of tokens the Pool will grant to the user in a 'given in' swap, or that the user will grant * to the pool in a 'given out' swap. * * This can often be implemented by a `view` function, since many pricing algorithms don't need to track state * changes in swaps. However, contracts implementing this in non-view functions should check that the caller is * indeed the Vault. */ interface IMinimalSwapInfoPool is IBasePool { function onSwap( SwapRequest memory swapRequest, uint256 currentBalanceTokenIn, uint256 currentBalanceTokenOut ) external returns (uint256 amount); } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; import "../../lib/math/Math.sol"; // This library is used to create a data structure that represents a token's balance for a Pool. 'cash' is how many // tokens the Pool has sitting inside of the Vault. 'managed' is how many tokens were withdrawn from the Vault by the // Pool's Asset Manager. 'total' is the sum of these two, and represents the Pool's total token balance, including // tokens that are *not* inside of the Vault. // // 'cash' is updated whenever tokens enter and exit the Vault, while 'managed' is only updated if the reason tokens are // moving is due to an Asset Manager action. This is reflected in the different methods available: 'increaseCash' // and 'decreaseCash' for swaps and add/remove liquidity events, and 'cashToManaged' and 'managedToCash' for events // transferring funds to and from the Asset Manager. // // The Vault disallows the Pool's 'cash' from becoming negative. In other words, it can never use any tokens that are // not inside the Vault. // // One of the goals of this library is to store the entire token balance in a single storage slot, which is why we use // 112 bit unsigned integers for 'cash' and 'managed'. For consistency, we also disallow any combination of 'cash' and // 'managed' that yields a 'total' that doesn't fit in 112 bits. // // The remaining 32 bits of the slot are used to store the most recent block when the total balance changed. This // can be used to implement price oracles that are resilient to 'sandwich' attacks. // // We could use a Solidity struct to pack these three values together in a single storage slot, but unfortunately // Solidity only allows for structs to live in either storage, calldata or memory. Because a memory struct still takes // up a slot in the stack (to store its memory location), and because the entire balance fits in a single stack slot // (two 112 bit values plus the 32 bit block), using memory is strictly less gas performant. Therefore, we do manual // packing and unpacking. // // Since we cannot define new types, we rely on bytes32 to represent these values instead, as it doesn't have any // associated arithmetic operations and therefore reduces the chance of misuse. library BalanceAllocation { using Math for uint256; // The 'cash' portion of the balance is stored in the least significant 112 bits of a 256 bit word, while the // 'managed' part uses the following 112 bits. The most significant 32 bits are used to store the block /** * @dev Returns the total amount of Pool tokens, including those that are not currently in the Vault ('managed'). */ function total(bytes32 balance) internal pure returns (uint256) { // Since 'cash' and 'managed' are 112 bit values, we don't need checked arithmetic. Additionally, `toBalance` // ensures that 'total' always fits in 112 bits. return cash(balance) + managed(balance); } /** * @dev Returns the amount of Pool tokens currently in the Vault. */ function cash(bytes32 balance) internal pure returns (uint256) { uint256 mask = 2**(112) - 1; return uint256(balance) & mask; } /** * @dev Returns the amount of Pool tokens that are being managed by an Asset Manager. */ function managed(bytes32 balance) internal pure returns (uint256) { uint256 mask = 2**(112) - 1; return uint256(balance >> 112) & mask; } /** * @dev Returns the last block when the total balance changed. */ function lastChangeBlock(bytes32 balance) internal pure returns (uint256) { uint256 mask = 2**(32) - 1; return uint256(balance >> 224) & mask; } /** * @dev Returns the difference in 'managed' between two balances. */ function managedDelta(bytes32 newBalance, bytes32 oldBalance) internal pure returns (int256) { // Because `managed` is a 112 bit value, we can safely perform unchecked arithmetic in 256 bits. return int256(managed(newBalance)) - int256(managed(oldBalance)); } /** * @dev Returns the total balance for each entry in `balances`, as well as the latest block when the total * balance of *any* of them last changed. */ function totalsAndLastChangeBlock(bytes32[] memory balances) internal pure returns ( uint256[] memory results, uint256 lastChangeBlock_ // Avoid shadowing ) { results = new uint256[](balances.length); lastChangeBlock_ = 0; for (uint256 i = 0; i < results.length; i++) { bytes32 balance = balances[i]; results[i] = total(balance); lastChangeBlock_ = Math.max(lastChangeBlock_, lastChangeBlock(balance)); } } /** * @dev Returns true if `balance`'s 'total' balance is zero. Costs less gas than computing 'total' and comparing * with zero. */ function isZero(bytes32 balance) internal pure returns (bool) { // We simply need to check the least significant 224 bytes of the word: the block does not affect this. uint256 mask = 2**(224) - 1; return (uint256(balance) & mask) == 0; } /** * @dev Returns true if `balance`'s 'total' balance is not zero. Costs less gas than computing 'total' and comparing * with zero. */ function isNotZero(bytes32 balance) internal pure returns (bool) { return !isZero(balance); } /** * @dev Packs together `cash` and `managed` amounts with a block to create a balance value. * * For consistency, this also checks that the sum of `cash` and `managed` (`total`) fits in 112 bits. */ function toBalance( uint256 _cash, uint256 _managed, uint256 _blockNumber ) internal pure returns (bytes32) { uint256 _total = _cash + _managed; // Since both 'cash' and 'managed' are positive integers, by checking that their sum ('total') fits in 112 bits // we are also indirectly checking that both 'cash' and 'managed' themselves fit in 112 bits. _require(_total >= _cash && _total < 2**112, Errors.BALANCE_TOTAL_OVERFLOW); // We assume the block fits in 32 bits - this is expected to hold for at least a few decades. return _pack(_cash, _managed, _blockNumber); } /** * @dev Increases a Pool's 'cash' (and therefore its 'total'). Called when Pool tokens are sent to the Vault (except * for Asset Manager deposits). * * Updates the last total balance change block, even if `amount` is zero. */ function increaseCash(bytes32 balance, uint256 amount) internal view returns (bytes32) { uint256 newCash = cash(balance).add(amount); uint256 currentManaged = managed(balance); uint256 newLastChangeBlock = block.number; return toBalance(newCash, currentManaged, newLastChangeBlock); } /** * @dev Decreases a Pool's 'cash' (and therefore its 'total'). Called when Pool tokens are sent from the Vault * (except for Asset Manager withdrawals). * * Updates the last total balance change block, even if `amount` is zero. */ function decreaseCash(bytes32 balance, uint256 amount) internal view returns (bytes32) { uint256 newCash = cash(balance).sub(amount); uint256 currentManaged = managed(balance); uint256 newLastChangeBlock = block.number; return toBalance(newCash, currentManaged, newLastChangeBlock); } /** * @dev Moves 'cash' into 'managed', leaving 'total' unchanged. Called when an Asset Manager withdraws Pool tokens * from the Vault. */ function cashToManaged(bytes32 balance, uint256 amount) internal pure returns (bytes32) { uint256 newCash = cash(balance).sub(amount); uint256 newManaged = managed(balance).add(amount); uint256 currentLastChangeBlock = lastChangeBlock(balance); return toBalance(newCash, newManaged, currentLastChangeBlock); } /** * @dev Moves 'managed' into 'cash', leaving 'total' unchanged. Called when an Asset Manager deposits Pool tokens * into the Vault. */ function managedToCash(bytes32 balance, uint256 amount) internal pure returns (bytes32) { uint256 newCash = cash(balance).add(amount); uint256 newManaged = managed(balance).sub(amount); uint256 currentLastChangeBlock = lastChangeBlock(balance); return toBalance(newCash, newManaged, currentLastChangeBlock); } /** * @dev Sets 'managed' balance to an arbitrary value, changing 'total'. Called when the Asset Manager reports * profits or losses. It's the Manager's responsibility to provide a meaningful value. * * Updates the last total balance change block, even if `newManaged` is equal to the current 'managed' value. */ function setManaged(bytes32 balance, uint256 newManaged) internal view returns (bytes32) { uint256 currentCash = cash(balance); uint256 newLastChangeBlock = block.number; return toBalance(currentCash, newManaged, newLastChangeBlock); } // Alternative mode for Pools with the Two Token specialization setting // Instead of storing cash and external for each 'token in' a single storage slot, Two Token Pools store the cash // for both tokens in the same slot, and the managed for both in another one. This reduces the gas cost for swaps, // because the only slot that needs to be updated is the one with the cash. However, it also means that managing // balances is more cumbersome, as both tokens need to be read/written at the same time. // // The field with both cash balances packed is called sharedCash, and the one with external amounts is called // sharedManaged. These two are collectively called the 'shared' balance fields. In both of these, the portion // that corresponds to token A is stored in the least significant 112 bits of a 256 bit word, while token B's part // uses the next least significant 112 bits. // // Because only cash is written to during a swap, we store the last total balance change block with the // packed cash fields. Typically Pools have a distinct block per token: in the case of Two Token Pools they // are the same. /** * @dev Extracts the part of the balance that corresponds to token A. This function can be used to decode both * shared cash and managed balances. */ function _decodeBalanceA(bytes32 sharedBalance) private pure returns (uint256) { uint256 mask = 2**(112) - 1; return uint256(sharedBalance) & mask; } /** * @dev Extracts the part of the balance that corresponds to token B. This function can be used to decode both * shared cash and managed balances. */ function _decodeBalanceB(bytes32 sharedBalance) private pure returns (uint256) { uint256 mask = 2**(112) - 1; return uint256(sharedBalance >> 112) & mask; } // To decode the last balance change block, we can simply use the `blockNumber` function. /** * @dev Unpacks the shared token A and token B cash and managed balances into the balance for token A. */ function fromSharedToBalanceA(bytes32 sharedCash, bytes32 sharedManaged) internal pure returns (bytes32) { // Note that we extract the block from the sharedCash field, which is the one that is updated by swaps. // Both token A and token B use the same block return toBalance(_decodeBalanceA(sharedCash), _decodeBalanceA(sharedManaged), lastChangeBlock(sharedCash)); } /** * @dev Unpacks the shared token A and token B cash and managed balances into the balance for token B. */ function fromSharedToBalanceB(bytes32 sharedCash, bytes32 sharedManaged) internal pure returns (bytes32) { // Note that we extract the block from the sharedCash field, which is the one that is updated by swaps. // Both token A and token B use the same block return toBalance(_decodeBalanceB(sharedCash), _decodeBalanceB(sharedManaged), lastChangeBlock(sharedCash)); } /** * @dev Returns the sharedCash shared field, given the current balances for token A and token B. */ function toSharedCash(bytes32 tokenABalance, bytes32 tokenBBalance) internal pure returns (bytes32) { // Both balances are assigned the same block Since it is possible a single one of them has changed (for // example, in an Asset Manager update), we keep the latest (largest) one. uint32 newLastChangeBlock = uint32(Math.max(lastChangeBlock(tokenABalance), lastChangeBlock(tokenBBalance))); return _pack(cash(tokenABalance), cash(tokenBBalance), newLastChangeBlock); } /** * @dev Returns the sharedManaged shared field, given the current balances for token A and token B. */ function toSharedManaged(bytes32 tokenABalance, bytes32 tokenBBalance) internal pure returns (bytes32) { // We don't bother storing a last change block, as it is read from the shared cash field. return _pack(managed(tokenABalance), managed(tokenBBalance), 0); } // Shared functions /** * @dev Packs together two uint112 and one uint32 into a bytes32 */ function _pack( uint256 _leastSignificant, uint256 _midSignificant, uint256 _mostSignificant ) private pure returns (bytes32) { return bytes32((_mostSignificant << 224) + (_midSignificant << 112) + _leastSignificant); } } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; pragma experimental ABIEncoderV2; import "../lib/helpers/BalancerErrors.sol"; import "../lib/openzeppelin/ReentrancyGuard.sol"; import "./AssetManagers.sol"; import "./PoolRegistry.sol"; import "./balances/BalanceAllocation.sol"; abstract contract PoolTokens is ReentrancyGuard, PoolRegistry, AssetManagers { using BalanceAllocation for bytes32; using BalanceAllocation for bytes32[]; function registerTokens( bytes32 poolId, IERC20[] memory tokens, address[] memory assetManagers ) external override nonReentrant whenNotPaused onlyPool(poolId) { InputHelpers.ensureInputLengthMatch(tokens.length, assetManagers.length); // Validates token addresses and assigns Asset Managers for (uint256 i = 0; i < tokens.length; ++i) { IERC20 token = tokens[i]; _require(token != IERC20(0), Errors.INVALID_TOKEN); _poolAssetManagers[poolId][token] = assetManagers[i]; } PoolSpecialization specialization = _getPoolSpecialization(poolId); if (specialization == PoolSpecialization.TWO_TOKEN) { _require(tokens.length == 2, Errors.TOKENS_LENGTH_MUST_BE_2); _registerTwoTokenPoolTokens(poolId, tokens[0], tokens[1]); } else if (specialization == PoolSpecialization.MINIMAL_SWAP_INFO) { _registerMinimalSwapInfoPoolTokens(poolId, tokens); } else { // PoolSpecialization.GENERAL _registerGeneralPoolTokens(poolId, tokens); } emit TokensRegistered(poolId, tokens, assetManagers); } function deregisterTokens(bytes32 poolId, IERC20[] memory tokens) external override nonReentrant whenNotPaused onlyPool(poolId) { PoolSpecialization specialization = _getPoolSpecialization(poolId); if (specialization == PoolSpecialization.TWO_TOKEN) { _require(tokens.length == 2, Errors.TOKENS_LENGTH_MUST_BE_2); _deregisterTwoTokenPoolTokens(poolId, tokens[0], tokens[1]); } else if (specialization == PoolSpecialization.MINIMAL_SWAP_INFO) { _deregisterMinimalSwapInfoPoolTokens(poolId, tokens); } else { // PoolSpecialization.GENERAL _deregisterGeneralPoolTokens(poolId, tokens); } // The deregister calls above ensure the total token balance is zero. Therefore it is now safe to remove any // associated Asset Managers, since they hold no Pool balance. for (uint256 i = 0; i < tokens.length; ++i) { delete _poolAssetManagers[poolId][tokens[i]]; } emit TokensDeregistered(poolId, tokens); } function getPoolTokens(bytes32 poolId) external view override withRegisteredPool(poolId) returns ( IERC20[] memory tokens, uint256[] memory balances, uint256 lastChangeBlock ) { bytes32[] memory rawBalances; (tokens, rawBalances) = _getPoolTokens(poolId); (balances, lastChangeBlock) = rawBalances.totalsAndLastChangeBlock(); } function getPoolTokenInfo(bytes32 poolId, IERC20 token) external view override withRegisteredPool(poolId) returns ( uint256 cash, uint256 managed, uint256 lastChangeBlock, address assetManager ) { bytes32 balance; PoolSpecialization specialization = _getPoolSpecialization(poolId); if (specialization == PoolSpecialization.TWO_TOKEN) { balance = _getTwoTokenPoolBalance(poolId, token); } else if (specialization == PoolSpecialization.MINIMAL_SWAP_INFO) { balance = _getMinimalSwapInfoPoolBalance(poolId, token); } else { // PoolSpecialization.GENERAL balance = _getGeneralPoolBalance(poolId, token); } cash = balance.cash(); managed = balance.managed(); lastChangeBlock = balance.lastChangeBlock(); assetManager = _poolAssetManagers[poolId][token]; } /** * @dev Returns all of `poolId`'s registered tokens, along with their raw balances. */ function _getPoolTokens(bytes32 poolId) internal view returns (IERC20[] memory tokens, bytes32[] memory balances) { PoolSpecialization specialization = _getPoolSpecialization(poolId); if (specialization == PoolSpecialization.TWO_TOKEN) { return _getTwoTokenPoolTokens(poolId); } else if (specialization == PoolSpecialization.MINIMAL_SWAP_INFO) { return _getMinimalSwapInfoPoolTokens(poolId); } else { // PoolSpecialization.GENERAL return _getGeneralPoolTokens(poolId); } } } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; pragma experimental ABIEncoderV2; import "../lib/helpers/BalancerErrors.sol"; import "../lib/math/Math.sol"; import "../lib/openzeppelin/IERC20.sol"; import "../lib/openzeppelin/ReentrancyGuard.sol"; import "../lib/openzeppelin/SafeCast.sol"; import "../lib/openzeppelin/SafeERC20.sol"; import "./AssetTransfersHandler.sol"; import "./VaultAuthorization.sol"; /** * Implement User Balance interactions, which combine Internal Balance and using the Vault's ERC20 allowance. * * Users can deposit tokens into the Vault, where they are allocated to their Internal Balance, and later * transferred or withdrawn. It can also be used as a source of tokens when joining Pools, as a destination * when exiting them, and as either when performing swaps. This usage of Internal Balance results in greatly reduced * gas costs when compared to relying on plain ERC20 transfers, leading to large savings for frequent users. * * Internal Balance management features batching, which means a single contract call can be used to perform multiple * operations of different kinds, with different senders and recipients, at once. */ abstract contract UserBalance is ReentrancyGuard, AssetTransfersHandler, VaultAuthorization { using Math for uint256; using SafeCast for uint256; using SafeERC20 for IERC20; // Internal Balance for each token, for each account. mapping(address => mapping(IERC20 => uint256)) private _internalTokenBalance; function getInternalBalance(address user, IERC20[] memory tokens) external view override returns (uint256[] memory balances) { balances = new uint256[](tokens.length); for (uint256 i = 0; i < tokens.length; i++) { balances[i] = _getInternalBalance(user, tokens[i]); } } function manageUserBalance(UserBalanceOp[] memory ops) external payable override nonReentrant { // We need to track how much of the received ETH was used and wrapped into WETH to return any excess. uint256 ethWrapped = 0; // Cache for these checks so we only perform them once (if at all). bool checkedCallerIsRelayer = false; bool checkedNotPaused = false; for (uint256 i = 0; i < ops.length; i++) { UserBalanceOpKind kind; IAsset asset; uint256 amount; address sender; address payable recipient; // This destructuring by calling `_validateUserBalanceOp` seems odd, but results in reduced bytecode size. (kind, asset, amount, sender, recipient, checkedCallerIsRelayer) = _validateUserBalanceOp( ops[i], checkedCallerIsRelayer ); if (kind == UserBalanceOpKind.WITHDRAW_INTERNAL) { // Internal Balance withdrawals can always be performed by an authorized account. _withdrawFromInternalBalance(asset, sender, recipient, amount); } else { // All other operations are blocked if the contract is paused. // We cache the result of the pause check and skip it for other operations in this same transaction // (if any). if (!checkedNotPaused) { _ensureNotPaused(); checkedNotPaused = true; } if (kind == UserBalanceOpKind.DEPOSIT_INTERNAL) { _depositToInternalBalance(asset, sender, recipient, amount); // Keep track of all ETH wrapped into WETH as part of a deposit. if (_isETH(asset)) { ethWrapped = ethWrapped.add(amount); } } else { // Transfers don't support ETH. _require(!_isETH(asset), Errors.CANNOT_USE_ETH_SENTINEL); IERC20 token = _asIERC20(asset); if (kind == UserBalanceOpKind.TRANSFER_INTERNAL) { _transferInternalBalance(token, sender, recipient, amount); } else { // TRANSFER_EXTERNAL _transferToExternalBalance(token, sender, recipient, amount); } } } } // Handle any remaining ETH. _handleRemainingEth(ethWrapped); } function _depositToInternalBalance( IAsset asset, address sender, address recipient, uint256 amount ) private { _increaseInternalBalance(recipient, _translateToIERC20(asset), amount); _receiveAsset(asset, amount, sender, false); } function _withdrawFromInternalBalance( IAsset asset, address sender, address payable recipient, uint256 amount ) private { // A partial decrease of Internal Balance is disallowed: `sender` must have the full `amount`. _decreaseInternalBalance(sender, _translateToIERC20(asset), amount, false); _sendAsset(asset, amount, recipient, false); } function _transferInternalBalance( IERC20 token, address sender, address recipient, uint256 amount ) private { // A partial decrease of Internal Balance is disallowed: `sender` must have the full `amount`. _decreaseInternalBalance(sender, token, amount, false); _increaseInternalBalance(recipient, token, amount); } function _transferToExternalBalance( IERC20 token, address sender, address recipient, uint256 amount ) private { if (amount > 0) { token.safeTransferFrom(sender, recipient, amount); emit ExternalBalanceTransfer(token, sender, recipient, amount); } } /** * @dev Increases `account`'s Internal Balance for `token` by `amount`. */ function _increaseInternalBalance( address account, IERC20 token, uint256 amount ) internal override { uint256 currentBalance = _getInternalBalance(account, token); uint256 newBalance = currentBalance.add(amount); _setInternalBalance(account, token, newBalance, amount.toInt256()); } /** * @dev Decreases `account`'s Internal Balance for `token` by `amount`. If `allowPartial` is true, this function * doesn't revert if `account` doesn't have enough balance, and sets it to zero and returns the deducted amount * instead. */ function _decreaseInternalBalance( address account, IERC20 token, uint256 amount, bool allowPartial ) internal override returns (uint256 deducted) { uint256 currentBalance = _getInternalBalance(account, token); _require(allowPartial || (currentBalance >= amount), Errors.INSUFFICIENT_INTERNAL_BALANCE); deducted = Math.min(currentBalance, amount); // By construction, `deducted` is lower or equal to `currentBalance`, so we don't need to use checked // arithmetic. uint256 newBalance = currentBalance - deducted; _setInternalBalance(account, token, newBalance, -(deducted.toInt256())); } /** * @dev Sets `account`'s Internal Balance for `token` to `newBalance`. * * Emits an `InternalBalanceChanged` event. This event includes `delta`, which is the amount the balance increased * (if positive) or decreased (if negative). To avoid reading the current balance in order to compute the delta, * this function relies on the caller providing it directly. */ function _setInternalBalance( address account, IERC20 token, uint256 newBalance, int256 delta ) private { _internalTokenBalance[account][token] = newBalance; emit InternalBalanceChanged(account, token, delta); } /** * @dev Returns `account`'s Internal Balance for `token`. */ function _getInternalBalance(address account, IERC20 token) internal view returns (uint256) { return _internalTokenBalance[account][token]; } /** * @dev Destructures a User Balance operation, validating that the contract caller is allowed to perform it. */ function _validateUserBalanceOp(UserBalanceOp memory op, bool checkedCallerIsRelayer) private view returns ( UserBalanceOpKind, IAsset, uint256, address, address payable, bool ) { // The only argument we need to validate is `sender`, which can only be either the contract caller, or a // relayer approved by `sender`. address sender = op.sender; if (sender != msg.sender) { // We need to check both that the contract caller is a relayer, and that `sender` approved them. // Because the relayer check is global (i.e. independent of `sender`), we cache that result and skip it for // other operations in this same transaction (if any). if (!checkedCallerIsRelayer) { _authenticateCaller(); checkedCallerIsRelayer = true; } _require(_hasApprovedRelayer(sender, msg.sender), Errors.USER_DOESNT_ALLOW_RELAYER); } return (op.kind, op.asset, op.amount, sender, op.recipient, checkedCallerIsRelayer); } } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; pragma experimental ABIEncoderV2; import "./IVault.sol"; import "./IPoolSwapStructs.sol"; /** * @dev Interface for adding and removing liquidity that all Pool contracts should implement. Note that this is not * the complete Pool contract interface, as it is missing the swap hooks. Pool contracts should also inherit from * either IGeneralPool or IMinimalSwapInfoPool */ interface IBasePool is IPoolSwapStructs { /** * @dev Called by the Vault when a user calls `IVault.joinPool` to add liquidity to this Pool. Returns how many of * each registered token the user should provide, as well as the amount of protocol fees the Pool owes to the Vault. * The Vault will then take tokens from `sender` and add them to the Pool's balances, as well as collect * the reported amount in protocol fees, which the pool should calculate based on `protocolSwapFeePercentage`. * * Protocol fees are reported and charged on join events so that the Pool is free of debt whenever new users join. * * `sender` is the account performing the join (from which tokens will be withdrawn), and `recipient` is the account * designated to receive any benefits (typically pool shares). `currentBalances` contains the total balances * for each token the Pool registered in the Vault, in the same order that `IVault.getPoolTokens` would return. * * `lastChangeBlock` is the last block in which *any* of the Pool's registered tokens last changed its total * balance. * * `userData` contains any pool-specific instructions needed to perform the calculations, such as the type of * join (e.g., proportional given an amount of pool shares, single-asset, multi-asset, etc.) * * Contracts implementing this function should check that the caller is indeed the Vault before performing any * state-changing operations, such as minting pool shares. */ function onJoinPool( bytes32 poolId, address sender, address recipient, uint256[] memory balances, uint256 lastChangeBlock, uint256 protocolSwapFeePercentage, bytes memory userData ) external returns (uint256[] memory amountsIn, uint256[] memory dueProtocolFeeAmounts); /** * @dev Called by the Vault when a user calls `IVault.exitPool` to remove liquidity from this Pool. Returns how many * tokens the Vault should deduct from the Pool's balances, as well as the amount of protocol fees the Pool owes * to the Vault. The Vault will then take tokens from the Pool's balances and send them to `recipient`, * as well as collect the reported amount in protocol fees, which the Pool should calculate based on * `protocolSwapFeePercentage`. * * Protocol fees are charged on exit events to guarantee that users exiting the Pool have paid their share. * * `sender` is the account performing the exit (typically the pool shareholder), and `recipient` is the account * to which the Vault will send the proceeds. `currentBalances` contains the total token balances for each token * the Pool registered in the Vault, in the same order that `IVault.getPoolTokens` would return. * * `lastChangeBlock` is the last block in which *any* of the Pool's registered tokens last changed its total * balance. * * `userData` contains any pool-specific instructions needed to perform the calculations, such as the type of * exit (e.g., proportional given an amount of pool shares, single-asset, multi-asset, etc.) * * Contracts implementing this function should check that the caller is indeed the Vault before performing any * state-changing operations, such as burning pool shares. */ function onExitPool( bytes32 poolId, address sender, address recipient, uint256[] memory balances, uint256 lastChangeBlock, uint256 protocolSwapFeePercentage, bytes memory userData ) external returns (uint256[] memory amountsOut, uint256[] memory dueProtocolFeeAmounts); } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; pragma experimental ABIEncoderV2; import "../lib/math/Math.sol"; import "../lib/helpers/BalancerErrors.sol"; import "../lib/helpers/InputHelpers.sol"; import "../lib/openzeppelin/IERC20.sol"; import "../lib/openzeppelin/SafeERC20.sol"; import "../lib/openzeppelin/ReentrancyGuard.sol"; import "./UserBalance.sol"; import "./balances/BalanceAllocation.sol"; import "./balances/GeneralPoolsBalance.sol"; import "./balances/MinimalSwapInfoPoolsBalance.sol"; import "./balances/TwoTokenPoolsBalance.sol"; abstract contract AssetManagers is ReentrancyGuard, GeneralPoolsBalance, MinimalSwapInfoPoolsBalance, TwoTokenPoolsBalance { using Math for uint256; using SafeERC20 for IERC20; // Stores the Asset Manager for each token of each Pool. mapping(bytes32 => mapping(IERC20 => address)) internal _poolAssetManagers; function managePoolBalance(PoolBalanceOp[] memory ops) external override nonReentrant whenNotPaused { // This variable could be declared inside the loop, but that causes the compiler to allocate memory on each // loop iteration, increasing gas costs. PoolBalanceOp memory op; for (uint256 i = 0; i < ops.length; ++i) { // By indexing the array only once, we don't spend extra gas in the same bounds check. op = ops[i]; bytes32 poolId = op.poolId; _ensureRegisteredPool(poolId); IERC20 token = op.token; _require(_isTokenRegistered(poolId, token), Errors.TOKEN_NOT_REGISTERED); _require(_poolAssetManagers[poolId][token] == msg.sender, Errors.SENDER_NOT_ASSET_MANAGER); PoolBalanceOpKind kind = op.kind; uint256 amount = op.amount; (int256 cashDelta, int256 managedDelta) = _performPoolManagementOperation(kind, poolId, token, amount); emit PoolBalanceManaged(poolId, msg.sender, token, cashDelta, managedDelta); } } /** * @dev Performs the `kind` Asset Manager operation on a Pool. * * Withdrawals will transfer `amount` tokens to the caller, deposits will transfer `amount` tokens from the caller, * and updates will set the managed balance to `amount`. * * Returns a tuple with the 'cash' and 'managed' balance deltas as a result of this call. */ function _performPoolManagementOperation( PoolBalanceOpKind kind, bytes32 poolId, IERC20 token, uint256 amount ) private returns (int256, int256) { PoolSpecialization specialization = _getPoolSpecialization(poolId); if (kind == PoolBalanceOpKind.WITHDRAW) { return _withdrawPoolBalance(poolId, specialization, token, amount); } else if (kind == PoolBalanceOpKind.DEPOSIT) { return _depositPoolBalance(poolId, specialization, token, amount); } else { // PoolBalanceOpKind.UPDATE return _updateManagedBalance(poolId, specialization, token, amount); } } /** * @dev Moves `amount` tokens from a Pool's 'cash' to 'managed' balance, and transfers them to the caller. * * Returns the 'cash' and 'managed' balance deltas as a result of this call, which will be complementary. */ function _withdrawPoolBalance( bytes32 poolId, PoolSpecialization specialization, IERC20 token, uint256 amount ) private returns (int256 cashDelta, int256 managedDelta) { if (specialization == PoolSpecialization.TWO_TOKEN) { _twoTokenPoolCashToManaged(poolId, token, amount); } else if (specialization == PoolSpecialization.MINIMAL_SWAP_INFO) { _minimalSwapInfoPoolCashToManaged(poolId, token, amount); } else { // PoolSpecialization.GENERAL _generalPoolCashToManaged(poolId, token, amount); } if (amount > 0) { token.safeTransfer(msg.sender, amount); } // Since 'cash' and 'managed' are stored as uint112, `amount` is guaranteed to also fit in 112 bits. It will // therefore always fit in a 256 bit integer. cashDelta = int256(-amount); managedDelta = int256(amount); } /** * @dev Moves `amount` tokens from a Pool's 'managed' to 'cash' balance, and transfers them from the caller. * * Returns the 'cash' and 'managed' balance deltas as a result of this call, which will be complementary. */ function _depositPoolBalance( bytes32 poolId, PoolSpecialization specialization, IERC20 token, uint256 amount ) private returns (int256 cashDelta, int256 managedDelta) { if (specialization == PoolSpecialization.TWO_TOKEN) { _twoTokenPoolManagedToCash(poolId, token, amount); } else if (specialization == PoolSpecialization.MINIMAL_SWAP_INFO) { _minimalSwapInfoPoolManagedToCash(poolId, token, amount); } else { // PoolSpecialization.GENERAL _generalPoolManagedToCash(poolId, token, amount); } if (amount > 0) { token.safeTransferFrom(msg.sender, address(this), amount); } // Since 'cash' and 'managed' are stored as uint112, `amount` is guaranteed to also fit in 112 bits. It will // therefore always fit in a 256 bit integer. cashDelta = int256(amount); managedDelta = int256(-amount); } /** * @dev Sets a Pool's 'managed' balance to `amount`. * * Returns the 'cash' and 'managed' balance deltas as a result of this call (the 'cash' delta will always be zero). */ function _updateManagedBalance( bytes32 poolId, PoolSpecialization specialization, IERC20 token, uint256 amount ) private returns (int256 cashDelta, int256 managedDelta) { if (specialization == PoolSpecialization.TWO_TOKEN) { managedDelta = _setTwoTokenPoolManagedBalance(poolId, token, amount); } else if (specialization == PoolSpecialization.MINIMAL_SWAP_INFO) { managedDelta = _setMinimalSwapInfoPoolManagedBalance(poolId, token, amount); } else { // PoolSpecialization.GENERAL managedDelta = _setGeneralPoolManagedBalance(poolId, token, amount); } cashDelta = 0; } /** * @dev Returns true if `token` is registered for `poolId`. */ function _isTokenRegistered(bytes32 poolId, IERC20 token) private view returns (bool) { PoolSpecialization specialization = _getPoolSpecialization(poolId); if (specialization == PoolSpecialization.TWO_TOKEN) { return _isTwoTokenPoolTokenRegistered(poolId, token); } else if (specialization == PoolSpecialization.MINIMAL_SWAP_INFO) { return _isMinimalSwapInfoPoolTokenRegistered(poolId, token); } else { // PoolSpecialization.GENERAL return _isGeneralPoolTokenRegistered(poolId, token); } } } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; pragma experimental ABIEncoderV2; import "../lib/helpers/BalancerErrors.sol"; import "../lib/openzeppelin/ReentrancyGuard.sol"; import "./VaultAuthorization.sol"; /** * @dev Maintains the Pool ID data structure, implements Pool ID creation and registration, and defines useful modifiers * and helper functions for ensuring correct behavior when working with Pools. */ abstract contract PoolRegistry is ReentrancyGuard, VaultAuthorization { // Each pool is represented by their unique Pool ID. We use `bytes32` for them, for lack of a way to define new // types. mapping(bytes32 => bool) private _isPoolRegistered; // We keep an increasing nonce to make Pool IDs unique. It is interpreted as a `uint80`, but storing it as a // `uint256` results in reduced bytecode on reads and writes due to the lack of masking. uint256 private _nextPoolNonce; /** * @dev Reverts unless `poolId` corresponds to a registered Pool. */ modifier withRegisteredPool(bytes32 poolId) { _ensureRegisteredPool(poolId); _; } /** * @dev Reverts unless `poolId` corresponds to a registered Pool, and the caller is the Pool's contract. */ modifier onlyPool(bytes32 poolId) { _ensurePoolIsSender(poolId); _; } /** * @dev Reverts unless `poolId` corresponds to a registered Pool. */ function _ensureRegisteredPool(bytes32 poolId) internal view { _require(_isPoolRegistered[poolId], Errors.INVALID_POOL_ID); } /** * @dev Reverts unless `poolId` corresponds to a registered Pool, and the caller is the Pool's contract. */ function _ensurePoolIsSender(bytes32 poolId) private view { _ensureRegisteredPool(poolId); _require(msg.sender == _getPoolAddress(poolId), Errors.CALLER_NOT_POOL); } function registerPool(PoolSpecialization specialization) external override nonReentrant whenNotPaused returns (bytes32) { // Each Pool is assigned a unique ID based on an incrementing nonce. This assumes there will never be more than // 2**80 Pools, and the nonce will not overflow. bytes32 poolId = _toPoolId(msg.sender, specialization, uint80(_nextPoolNonce)); _require(!_isPoolRegistered[poolId], Errors.INVALID_POOL_ID); // Should never happen as Pool IDs are unique. _isPoolRegistered[poolId] = true; _nextPoolNonce += 1; // Note that msg.sender is the pool's contract emit PoolRegistered(poolId, msg.sender, specialization); return poolId; } function getPool(bytes32 poolId) external view override withRegisteredPool(poolId) returns (address, PoolSpecialization) { return (_getPoolAddress(poolId), _getPoolSpecialization(poolId)); } /** * @dev Creates a Pool ID. * * These are deterministically created by packing the Pool's contract address and its specialization setting into * the ID. This saves gas by making this data easily retrievable from a Pool ID with no storage accesses. * * Since a single contract can register multiple Pools, a unique nonce must be provided to ensure Pool IDs are * unique. * * Pool IDs have the following layout: * | 20 bytes pool contract address | 2 bytes specialization setting | 10 bytes nonce | * MSB LSB * * 2 bytes for the specialization setting is a bit overkill: there only three of them, which means two bits would * suffice. However, there's nothing else of interest to store in this extra space. */ function _toPoolId( address pool, PoolSpecialization specialization, uint80 nonce ) internal pure returns (bytes32) { bytes32 serialized; serialized |= bytes32(uint256(nonce)); serialized |= bytes32(uint256(specialization)) << (10 * 8); serialized |= bytes32(uint256(pool)) << (12 * 8); return serialized; } /** * @dev Returns the address of a Pool's contract. * * Due to how Pool IDs are created, this is done with no storage accesses and costs little gas. */ function _getPoolAddress(bytes32 poolId) internal pure returns (address) { // 12 byte logical shift left to remove the nonce and specialization setting. We don't need to mask, // since the logical shift already sets the upper bits to zero. return address(uint256(poolId) >> (12 * 8)); } /** * @dev Returns the specialization setting of a Pool. * * Due to how Pool IDs are created, this is done with no storage accesses and costs little gas. */ function _getPoolSpecialization(bytes32 poolId) internal pure returns (PoolSpecialization specialization) { // 10 byte logical shift left to remove the nonce, followed by a 2 byte mask to remove the address. uint256 value = uint256(poolId >> (10 * 8)) & (2**(2 * 8) - 1); // Casting a value into an enum results in a runtime check that reverts unless the value is within the enum's // range. Passing an invalid Pool ID to this function would then result in an obscure revert with no reason // string: we instead perform the check ourselves to help in error diagnosis. // There are three Pool specialization settings: general, minimal swap info and two tokens, which correspond to // values 0, 1 and 2. _require(value < 3, Errors.INVALID_POOL_ID); // Because we have checked that `value` is within the enum range, we can use assembly to skip the runtime check. // solhint-disable-next-line no-inline-assembly assembly { specialization := value } } } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; import "../../lib/helpers/BalancerErrors.sol"; import "../../lib/openzeppelin/EnumerableMap.sol"; import "../../lib/openzeppelin/IERC20.sol"; import "./BalanceAllocation.sol"; abstract contract GeneralPoolsBalance { using BalanceAllocation for bytes32; using EnumerableMap for EnumerableMap.IERC20ToBytes32Map; // Data for Pools with the General specialization setting // // These Pools use the IGeneralPool interface, which means the Vault must query the balance for *all* of their // tokens in every swap. If we kept a mapping of token to balance plus a set (array) of tokens, it'd be very gas // intensive to read all token addresses just to then do a lookup on the balance mapping. // // Instead, we use our customized EnumerableMap, which lets us read the N balances in N+1 storage accesses (one for // each token in the Pool), access the index of any 'token in' a single read (required for the IGeneralPool call), // and update an entry's value given its index. // Map of token -> balance pairs for each Pool with this specialization. Many functions rely on storage pointers to // a Pool's EnumerableMap to save gas when computing storage slots. mapping(bytes32 => EnumerableMap.IERC20ToBytes32Map) internal _generalPoolsBalances; /** * @dev Registers a list of tokens in a General Pool. * * This function assumes `poolId` exists and corresponds to the General specialization setting. * * Requirements: * * - `tokens` must not be registered in the Pool * - `tokens` must not contain duplicates */ function _registerGeneralPoolTokens(bytes32 poolId, IERC20[] memory tokens) internal { EnumerableMap.IERC20ToBytes32Map storage poolBalances = _generalPoolsBalances[poolId]; for (uint256 i = 0; i < tokens.length; ++i) { // EnumerableMaps require an explicit initial value when creating a key-value pair: we use zero, the same // value that is found in uninitialized storage, which corresponds to an empty balance. bool added = poolBalances.set(tokens[i], 0); _require(added, Errors.TOKEN_ALREADY_REGISTERED); } } /** * @dev Deregisters a list of tokens in a General Pool. * * This function assumes `poolId` exists and corresponds to the General specialization setting. * * Requirements: * * - `tokens` must be registered in the Pool * - `tokens` must have zero balance in the Vault * - `tokens` must not contain duplicates */ function _deregisterGeneralPoolTokens(bytes32 poolId, IERC20[] memory tokens) internal { EnumerableMap.IERC20ToBytes32Map storage poolBalances = _generalPoolsBalances[poolId]; for (uint256 i = 0; i < tokens.length; ++i) { IERC20 token = tokens[i]; bytes32 currentBalance = _getGeneralPoolBalance(poolBalances, token); _require(currentBalance.isZero(), Errors.NONZERO_TOKEN_BALANCE); // We don't need to check remove's return value, since _getGeneralPoolBalance already checks that the token // was registered. poolBalances.remove(token); } } /** * @dev Sets the balances of a General Pool's tokens to `balances`. * * WARNING: this assumes `balances` has the same length and order as the Pool's tokens. */ function _setGeneralPoolBalances(bytes32 poolId, bytes32[] memory balances) internal { EnumerableMap.IERC20ToBytes32Map storage poolBalances = _generalPoolsBalances[poolId]; for (uint256 i = 0; i < balances.length; ++i) { // Since we assume all balances are properly ordered, we can simply use `unchecked_setAt` to avoid one less // storage read per token. poolBalances.unchecked_setAt(i, balances[i]); } } /** * @dev Transforms `amount` of `token`'s balance in a General Pool from cash into managed. * * This function assumes `poolId` exists, corresponds to the General specialization setting, and that `token` is * registered for that Pool. */ function _generalPoolCashToManaged( bytes32 poolId, IERC20 token, uint256 amount ) internal { _updateGeneralPoolBalance(poolId, token, BalanceAllocation.cashToManaged, amount); } /** * @dev Transforms `amount` of `token`'s balance in a General Pool from managed into cash. * * This function assumes `poolId` exists, corresponds to the General specialization setting, and that `token` is * registered for that Pool. */ function _generalPoolManagedToCash( bytes32 poolId, IERC20 token, uint256 amount ) internal { _updateGeneralPoolBalance(poolId, token, BalanceAllocation.managedToCash, amount); } /** * @dev Sets `token`'s managed balance in a General Pool to `amount`. * * This function assumes `poolId` exists, corresponds to the General specialization setting, and that `token` is * registered for that Pool. * * Returns the managed balance delta as a result of this call. */ function _setGeneralPoolManagedBalance( bytes32 poolId, IERC20 token, uint256 amount ) internal returns (int256) { return _updateGeneralPoolBalance(poolId, token, BalanceAllocation.setManaged, amount); } /** * @dev Sets `token`'s balance in a General Pool to the result of the `mutation` function when called with the * current balance and `amount`. * * This function assumes `poolId` exists, corresponds to the General specialization setting, and that `token` is * registered for that Pool. * * Returns the managed balance delta as a result of this call. */ function _updateGeneralPoolBalance( bytes32 poolId, IERC20 token, function(bytes32, uint256) returns (bytes32) mutation, uint256 amount ) private returns (int256) { EnumerableMap.IERC20ToBytes32Map storage poolBalances = _generalPoolsBalances[poolId]; bytes32 currentBalance = _getGeneralPoolBalance(poolBalances, token); bytes32 newBalance = mutation(currentBalance, amount); poolBalances.set(token, newBalance); return newBalance.managedDelta(currentBalance); } /** * @dev Returns an array with all the tokens and balances in a General Pool. The order may change when tokens are * registered or deregistered. * * This function assumes `poolId` exists and corresponds to the General specialization setting. */ function _getGeneralPoolTokens(bytes32 poolId) internal view returns (IERC20[] memory tokens, bytes32[] memory balances) { EnumerableMap.IERC20ToBytes32Map storage poolBalances = _generalPoolsBalances[poolId]; tokens = new IERC20[](poolBalances.length()); balances = new bytes32[](tokens.length); for (uint256 i = 0; i < tokens.length; ++i) { // Because the iteration is bounded by `tokens.length`, which matches the EnumerableMap's length, we can use // `unchecked_at` as we know `i` is a valid token index, saving storage reads. (tokens[i], balances[i]) = poolBalances.unchecked_at(i); } } /** * @dev Returns the balance of a token in a General Pool. * * This function assumes `poolId` exists and corresponds to the General specialization setting. * * Requirements: * * - `token` must be registered in the Pool */ function _getGeneralPoolBalance(bytes32 poolId, IERC20 token) internal view returns (bytes32) { EnumerableMap.IERC20ToBytes32Map storage poolBalances = _generalPoolsBalances[poolId]; return _getGeneralPoolBalance(poolBalances, token); } /** * @dev Same as `_getGeneralPoolBalance` but using a Pool's storage pointer, which saves gas in repeated reads and * writes. */ function _getGeneralPoolBalance(EnumerableMap.IERC20ToBytes32Map storage poolBalances, IERC20 token) private view returns (bytes32) { return poolBalances.get(token, Errors.TOKEN_NOT_REGISTERED); } /** * @dev Returns true if `token` is registered in a General Pool. * * This function assumes `poolId` exists and corresponds to the General specialization setting. */ function _isGeneralPoolTokenRegistered(bytes32 poolId, IERC20 token) internal view returns (bool) { EnumerableMap.IERC20ToBytes32Map storage poolBalances = _generalPoolsBalances[poolId]; return poolBalances.contains(token); } } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; pragma experimental ABIEncoderV2; import "../../lib/helpers/BalancerErrors.sol"; import "../../lib/openzeppelin/EnumerableSet.sol"; import "../../lib/openzeppelin/IERC20.sol"; import "./BalanceAllocation.sol"; import "../PoolRegistry.sol"; abstract contract MinimalSwapInfoPoolsBalance is PoolRegistry { using BalanceAllocation for bytes32; using EnumerableSet for EnumerableSet.AddressSet; // Data for Pools with the Minimal Swap Info specialization setting // // These Pools use the IMinimalSwapInfoPool interface, and so the Vault must read the balance of the two tokens // in the swap. The best solution is to use a mapping from token to balance, which lets us read or write any token's // balance in a single storage access. // // We also keep a set of registered tokens. Because tokens with non-zero balance are by definition registered, in // some balance getters we skip checking for token registration if a non-zero balance is found, saving gas by // performing a single read instead of two. mapping(bytes32 => mapping(IERC20 => bytes32)) internal _minimalSwapInfoPoolsBalances; mapping(bytes32 => EnumerableSet.AddressSet) internal _minimalSwapInfoPoolsTokens; /** * @dev Registers a list of tokens in a Minimal Swap Info Pool. * * This function assumes `poolId` exists and corresponds to the Minimal Swap Info specialization setting. * * Requirements: * * - `tokens` must not be registered in the Pool * - `tokens` must not contain duplicates */ function _registerMinimalSwapInfoPoolTokens(bytes32 poolId, IERC20[] memory tokens) internal { EnumerableSet.AddressSet storage poolTokens = _minimalSwapInfoPoolsTokens[poolId]; for (uint256 i = 0; i < tokens.length; ++i) { bool added = poolTokens.add(address(tokens[i])); _require(added, Errors.TOKEN_ALREADY_REGISTERED); // Note that we don't initialize the balance mapping: the default value of zero corresponds to an empty // balance. } } /** * @dev Deregisters a list of tokens in a Minimal Swap Info Pool. * * This function assumes `poolId` exists and corresponds to the Minimal Swap Info specialization setting. * * Requirements: * * - `tokens` must be registered in the Pool * - `tokens` must have zero balance in the Vault * - `tokens` must not contain duplicates */ function _deregisterMinimalSwapInfoPoolTokens(bytes32 poolId, IERC20[] memory tokens) internal { EnumerableSet.AddressSet storage poolTokens = _minimalSwapInfoPoolsTokens[poolId]; for (uint256 i = 0; i < tokens.length; ++i) { IERC20 token = tokens[i]; _require(_minimalSwapInfoPoolsBalances[poolId][token].isZero(), Errors.NONZERO_TOKEN_BALANCE); // For consistency with other Pool specialization settings, we explicitly reset the balance (which may have // a non-zero last change block). delete _minimalSwapInfoPoolsBalances[poolId][token]; bool removed = poolTokens.remove(address(token)); _require(removed, Errors.TOKEN_NOT_REGISTERED); } } /** * @dev Sets the balances of a Minimal Swap Info Pool's tokens to `balances`. * * WARNING: this assumes `balances` has the same length and order as the Pool's tokens. */ function _setMinimalSwapInfoPoolBalances( bytes32 poolId, IERC20[] memory tokens, bytes32[] memory balances ) internal { for (uint256 i = 0; i < tokens.length; ++i) { _minimalSwapInfoPoolsBalances[poolId][tokens[i]] = balances[i]; } } /** * @dev Transforms `amount` of `token`'s balance in a Minimal Swap Info Pool from cash into managed. * * This function assumes `poolId` exists, corresponds to the Minimal Swap Info specialization setting, and that * `token` is registered for that Pool. */ function _minimalSwapInfoPoolCashToManaged( bytes32 poolId, IERC20 token, uint256 amount ) internal { _updateMinimalSwapInfoPoolBalance(poolId, token, BalanceAllocation.cashToManaged, amount); } /** * @dev Transforms `amount` of `token`'s balance in a Minimal Swap Info Pool from managed into cash. * * This function assumes `poolId` exists, corresponds to the Minimal Swap Info specialization setting, and that * `token` is registered for that Pool. */ function _minimalSwapInfoPoolManagedToCash( bytes32 poolId, IERC20 token, uint256 amount ) internal { _updateMinimalSwapInfoPoolBalance(poolId, token, BalanceAllocation.managedToCash, amount); } /** * @dev Sets `token`'s managed balance in a Minimal Swap Info Pool to `amount`. * * This function assumes `poolId` exists, corresponds to the Minimal Swap Info specialization setting, and that * `token` is registered for that Pool. * * Returns the managed balance delta as a result of this call. */ function _setMinimalSwapInfoPoolManagedBalance( bytes32 poolId, IERC20 token, uint256 amount ) internal returns (int256) { return _updateMinimalSwapInfoPoolBalance(poolId, token, BalanceAllocation.setManaged, amount); } /** * @dev Sets `token`'s balance in a Minimal Swap Info Pool to the result of the `mutation` function when called with * the current balance and `amount`. * * This function assumes `poolId` exists, corresponds to the Minimal Swap Info specialization setting, and that * `token` is registered for that Pool. * * Returns the managed balance delta as a result of this call. */ function _updateMinimalSwapInfoPoolBalance( bytes32 poolId, IERC20 token, function(bytes32, uint256) returns (bytes32) mutation, uint256 amount ) internal returns (int256) { bytes32 currentBalance = _getMinimalSwapInfoPoolBalance(poolId, token); bytes32 newBalance = mutation(currentBalance, amount); _minimalSwapInfoPoolsBalances[poolId][token] = newBalance; return newBalance.managedDelta(currentBalance); } /** * @dev Returns an array with all the tokens and balances in a Minimal Swap Info Pool. The order may change when * tokens are registered or deregistered. * * This function assumes `poolId` exists and corresponds to the Minimal Swap Info specialization setting. */ function _getMinimalSwapInfoPoolTokens(bytes32 poolId) internal view returns (IERC20[] memory tokens, bytes32[] memory balances) { EnumerableSet.AddressSet storage poolTokens = _minimalSwapInfoPoolsTokens[poolId]; tokens = new IERC20[](poolTokens.length()); balances = new bytes32[](tokens.length); for (uint256 i = 0; i < tokens.length; ++i) { // Because the iteration is bounded by `tokens.length`, which matches the EnumerableSet's length, we can use // `unchecked_at` as we know `i` is a valid token index, saving storage reads. IERC20 token = IERC20(poolTokens.unchecked_at(i)); tokens[i] = token; balances[i] = _minimalSwapInfoPoolsBalances[poolId][token]; } } /** * @dev Returns the balance of a token in a Minimal Swap Info Pool. * * Requirements: * * - `poolId` must be a Minimal Swap Info Pool * - `token` must be registered in the Pool */ function _getMinimalSwapInfoPoolBalance(bytes32 poolId, IERC20 token) internal view returns (bytes32) { bytes32 balance = _minimalSwapInfoPoolsBalances[poolId][token]; // A non-zero balance guarantees that the token is registered. If zero, we manually check if the token is // registered in the Pool. Token registration implies that the Pool is registered as well, which lets us save // gas by not performing the check. bool tokenRegistered = balance.isNotZero() || _minimalSwapInfoPoolsTokens[poolId].contains(address(token)); if (!tokenRegistered) { // The token might not be registered because the Pool itself is not registered. We check this to provide a // more accurate revert reason. _ensureRegisteredPool(poolId); _revert(Errors.TOKEN_NOT_REGISTERED); } return balance; } /** * @dev Returns true if `token` is registered in a Minimal Swap Info Pool. * * This function assumes `poolId` exists and corresponds to the Minimal Swap Info specialization setting. */ function _isMinimalSwapInfoPoolTokenRegistered(bytes32 poolId, IERC20 token) internal view returns (bool) { EnumerableSet.AddressSet storage poolTokens = _minimalSwapInfoPoolsTokens[poolId]; return poolTokens.contains(address(token)); } } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; pragma experimental ABIEncoderV2; import "../../lib/helpers/BalancerErrors.sol"; import "../../lib/openzeppelin/IERC20.sol"; import "./BalanceAllocation.sol"; import "../PoolRegistry.sol"; abstract contract TwoTokenPoolsBalance is PoolRegistry { using BalanceAllocation for bytes32; // Data for Pools with the Two Token specialization setting // // These are similar to the Minimal Swap Info Pool case (because the Pool only has two tokens, and therefore there // are only two balances to read), but there's a key difference in how data is stored. Keeping a set makes little // sense, as it will only ever hold two tokens, so we can just store those two directly. // // The gas savings associated with using these Pools come from how token balances are stored: cash amounts for token // A and token B are packed together, as are managed amounts. Because only cash changes in a swap, there's no need // to write to this second storage slot. A single last change block number for both tokens is stored with the packed // cash fields. struct TwoTokenPoolBalances { bytes32 sharedCash; bytes32 sharedManaged; } // We could just keep a mapping from Pool ID to TwoTokenSharedBalances, but there's an issue: we wouldn't know to // which tokens those balances correspond. This would mean having to also check which are registered with the Pool. // // What we do instead to save those storage reads is keep a nested mapping from the token pair hash to the balances // struct. The Pool only has two tokens, so only a single entry of this mapping is set (the one that corresponds to // that pair's hash). // // This has the trade-off of making Vault code that interacts with these Pools cumbersome: both balances must be // accessed at the same time by using both token addresses, and some logic is needed to determine how the pair hash // is computed. We do this by sorting the tokens, calling the token with the lowest numerical address value token A, // and the other one token B. In functions where the token arguments could be either A or B, we use X and Y instead. // // If users query a token pair containing an unregistered token, the Pool will generate a hash for a mapping entry // that was not set, and return zero balances. Non-zero balances are only possible if both tokens in the pair // are registered with the Pool, which means we don't have to check the TwoTokenPoolTokens struct, and can save // storage reads. struct TwoTokenPoolTokens { IERC20 tokenA; IERC20 tokenB; mapping(bytes32 => TwoTokenPoolBalances) balances; } mapping(bytes32 => TwoTokenPoolTokens) private _twoTokenPoolTokens; /** * @dev Registers tokens in a Two Token Pool. * * This function assumes `poolId` exists and corresponds to the Two Token specialization setting. * * Requirements: * * - `tokenX` and `tokenY` must not be the same * - The tokens must be ordered: tokenX < tokenY */ function _registerTwoTokenPoolTokens( bytes32 poolId, IERC20 tokenX, IERC20 tokenY ) internal { // Not technically true since we didn't register yet, but this is consistent with the error messages of other // specialization settings. _require(tokenX != tokenY, Errors.TOKEN_ALREADY_REGISTERED); _require(tokenX < tokenY, Errors.UNSORTED_TOKENS); // A Two Token Pool with no registered tokens is identified by having zero addresses for tokens A and B. TwoTokenPoolTokens storage poolTokens = _twoTokenPoolTokens[poolId]; _require(poolTokens.tokenA == IERC20(0) && poolTokens.tokenB == IERC20(0), Errors.TOKENS_ALREADY_SET); // Since tokenX < tokenY, tokenX is A and tokenY is B poolTokens.tokenA = tokenX; poolTokens.tokenB = tokenY; // Note that we don't initialize the balance mapping: the default value of zero corresponds to an empty // balance. } /** * @dev Deregisters tokens in a Two Token Pool. * * This function assumes `poolId` exists and corresponds to the Two Token specialization setting. * * Requirements: * * - `tokenX` and `tokenY` must be registered in the Pool * - both tokens must have zero balance in the Vault */ function _deregisterTwoTokenPoolTokens( bytes32 poolId, IERC20 tokenX, IERC20 tokenY ) internal { ( bytes32 balanceA, bytes32 balanceB, TwoTokenPoolBalances storage poolBalances ) = _getTwoTokenPoolSharedBalances(poolId, tokenX, tokenY); _require(balanceA.isZero() && balanceB.isZero(), Errors.NONZERO_TOKEN_BALANCE); delete _twoTokenPoolTokens[poolId]; // For consistency with other Pool specialization settings, we explicitly reset the packed cash field (which may // have a non-zero last change block). delete poolBalances.sharedCash; } /** * @dev Sets the cash balances of a Two Token Pool's tokens. * * WARNING: this assumes `tokenA` and `tokenB` are the Pool's two registered tokens, and are in the correct order. */ function _setTwoTokenPoolCashBalances( bytes32 poolId, IERC20 tokenA, bytes32 balanceA, IERC20 tokenB, bytes32 balanceB ) internal { bytes32 pairHash = _getTwoTokenPairHash(tokenA, tokenB); TwoTokenPoolBalances storage poolBalances = _twoTokenPoolTokens[poolId].balances[pairHash]; poolBalances.sharedCash = BalanceAllocation.toSharedCash(balanceA, balanceB); } /** * @dev Transforms `amount` of `token`'s balance in a Two Token Pool from cash into managed. * * This function assumes `poolId` exists, corresponds to the Two Token specialization setting, and that `token` is * registered for that Pool. */ function _twoTokenPoolCashToManaged( bytes32 poolId, IERC20 token, uint256 amount ) internal { _updateTwoTokenPoolSharedBalance(poolId, token, BalanceAllocation.cashToManaged, amount); } /** * @dev Transforms `amount` of `token`'s balance in a Two Token Pool from managed into cash. * * This function assumes `poolId` exists, corresponds to the Two Token specialization setting, and that `token` is * registered for that Pool. */ function _twoTokenPoolManagedToCash( bytes32 poolId, IERC20 token, uint256 amount ) internal { _updateTwoTokenPoolSharedBalance(poolId, token, BalanceAllocation.managedToCash, amount); } /** * @dev Sets `token`'s managed balance in a Two Token Pool to `amount`. * * This function assumes `poolId` exists, corresponds to the Two Token specialization setting, and that `token` is * registered for that Pool. * * Returns the managed balance delta as a result of this call. */ function _setTwoTokenPoolManagedBalance( bytes32 poolId, IERC20 token, uint256 amount ) internal returns (int256) { return _updateTwoTokenPoolSharedBalance(poolId, token, BalanceAllocation.setManaged, amount); } /** * @dev Sets `token`'s balance in a Two Token Pool to the result of the `mutation` function when called with * the current balance and `amount`. * * This function assumes `poolId` exists, corresponds to the Two Token specialization setting, and that `token` is * registered for that Pool. * * Returns the managed balance delta as a result of this call. */ function _updateTwoTokenPoolSharedBalance( bytes32 poolId, IERC20 token, function(bytes32, uint256) returns (bytes32) mutation, uint256 amount ) private returns (int256) { ( TwoTokenPoolBalances storage balances, IERC20 tokenA, bytes32 balanceA, , bytes32 balanceB ) = _getTwoTokenPoolBalances(poolId); int256 delta; if (token == tokenA) { bytes32 newBalance = mutation(balanceA, amount); delta = newBalance.managedDelta(balanceA); balanceA = newBalance; } else { // token == tokenB bytes32 newBalance = mutation(balanceB, amount); delta = newBalance.managedDelta(balanceB); balanceB = newBalance; } balances.sharedCash = BalanceAllocation.toSharedCash(balanceA, balanceB); balances.sharedManaged = BalanceAllocation.toSharedManaged(balanceA, balanceB); return delta; } /* * @dev Returns an array with all the tokens and balances in a Two Token Pool. The order may change when * tokens are registered or deregistered. * * This function assumes `poolId` exists and corresponds to the Two Token specialization setting. */ function _getTwoTokenPoolTokens(bytes32 poolId) internal view returns (IERC20[] memory tokens, bytes32[] memory balances) { (, IERC20 tokenA, bytes32 balanceA, IERC20 tokenB, bytes32 balanceB) = _getTwoTokenPoolBalances(poolId); // Both tokens will either be zero (if unregistered) or non-zero (if registered), but we keep the full check for // clarity. if (tokenA == IERC20(0) || tokenB == IERC20(0)) { return (new IERC20[](0), new bytes32[](0)); } // Note that functions relying on this getter expect tokens to be properly ordered, so we use the (A, B) // ordering. tokens = new IERC20[](2); tokens[0] = tokenA; tokens[1] = tokenB; balances = new bytes32[](2); balances[0] = balanceA; balances[1] = balanceB; } /** * @dev Same as `_getTwoTokenPoolTokens`, except it returns the two tokens and balances directly instead of using * an array, as well as a storage pointer to the `TwoTokenPoolBalances` struct, which can be used to update it * without having to recompute the pair hash and storage slot. */ function _getTwoTokenPoolBalances(bytes32 poolId) private view returns ( TwoTokenPoolBalances storage poolBalances, IERC20 tokenA, bytes32 balanceA, IERC20 tokenB, bytes32 balanceB ) { TwoTokenPoolTokens storage poolTokens = _twoTokenPoolTokens[poolId]; tokenA = poolTokens.tokenA; tokenB = poolTokens.tokenB; bytes32 pairHash = _getTwoTokenPairHash(tokenA, tokenB); poolBalances = poolTokens.balances[pairHash]; bytes32 sharedCash = poolBalances.sharedCash; bytes32 sharedManaged = poolBalances.sharedManaged; balanceA = BalanceAllocation.fromSharedToBalanceA(sharedCash, sharedManaged); balanceB = BalanceAllocation.fromSharedToBalanceB(sharedCash, sharedManaged); } /** * @dev Returns the balance of a token in a Two Token Pool. * * This function assumes `poolId` exists and corresponds to the General specialization setting. * * This function is convenient but not particularly gas efficient, and should be avoided during gas-sensitive * operations, such as swaps. For those, _getTwoTokenPoolSharedBalances provides a more flexible interface. * * Requirements: * * - `token` must be registered in the Pool */ function _getTwoTokenPoolBalance(bytes32 poolId, IERC20 token) internal view returns (bytes32) { // We can't just read the balance of token, because we need to know the full pair in order to compute the pair // hash and access the balance mapping. We therefore rely on `_getTwoTokenPoolBalances`. (, IERC20 tokenA, bytes32 balanceA, IERC20 tokenB, bytes32 balanceB) = _getTwoTokenPoolBalances(poolId); if (token == tokenA) { return balanceA; } else if (token == tokenB) { return balanceB; } else { _revert(Errors.TOKEN_NOT_REGISTERED); } } /** * @dev Returns the balance of the two tokens in a Two Token Pool. * * The returned balances are those of token A and token B, where token A is the lowest of token X and token Y, and * token B the other. * * This function also returns a storage pointer to the TwoTokenPoolBalances struct associated with the token pair, * which can be used to update it without having to recompute the pair hash and storage slot. * * Requirements: * * - `poolId` must be a Minimal Swap Info Pool * - `tokenX` and `tokenY` must be registered in the Pool */ function _getTwoTokenPoolSharedBalances( bytes32 poolId, IERC20 tokenX, IERC20 tokenY ) internal view returns ( bytes32 balanceA, bytes32 balanceB, TwoTokenPoolBalances storage poolBalances ) { (IERC20 tokenA, IERC20 tokenB) = _sortTwoTokens(tokenX, tokenY); bytes32 pairHash = _getTwoTokenPairHash(tokenA, tokenB); poolBalances = _twoTokenPoolTokens[poolId].balances[pairHash]; // Because we're reading balances using the pair hash, if either token X or token Y is not registered then // *both* balance entries will be zero. bytes32 sharedCash = poolBalances.sharedCash; bytes32 sharedManaged = poolBalances.sharedManaged; // A non-zero balance guarantees that both tokens are registered. If zero, we manually check whether each // token is registered in the Pool. Token registration implies that the Pool is registered as well, which // lets us save gas by not performing the check. bool tokensRegistered = sharedCash.isNotZero() || sharedManaged.isNotZero() || (_isTwoTokenPoolTokenRegistered(poolId, tokenA) && _isTwoTokenPoolTokenRegistered(poolId, tokenB)); if (!tokensRegistered) { // The tokens might not be registered because the Pool itself is not registered. We check this to provide a // more accurate revert reason. _ensureRegisteredPool(poolId); _revert(Errors.TOKEN_NOT_REGISTERED); } balanceA = BalanceAllocation.fromSharedToBalanceA(sharedCash, sharedManaged); balanceB = BalanceAllocation.fromSharedToBalanceB(sharedCash, sharedManaged); } /** * @dev Returns true if `token` is registered in a Two Token Pool. * * This function assumes `poolId` exists and corresponds to the Two Token specialization setting. */ function _isTwoTokenPoolTokenRegistered(bytes32 poolId, IERC20 token) internal view returns (bool) { TwoTokenPoolTokens storage poolTokens = _twoTokenPoolTokens[poolId]; // The zero address can never be a registered token. return (token == poolTokens.tokenA || token == poolTokens.tokenB) && token != IERC20(0); } /** * @dev Returns the hash associated with a given token pair. */ function _getTwoTokenPairHash(IERC20 tokenA, IERC20 tokenB) private pure returns (bytes32) { return keccak256(abi.encodePacked(tokenA, tokenB)); } /** * @dev Sorts two tokens in ascending order, returning them as a (tokenA, tokenB) tuple. */ function _sortTwoTokens(IERC20 tokenX, IERC20 tokenY) private pure returns (IERC20, IERC20) { return tokenX < tokenY ? (tokenX, tokenY) : (tokenY, tokenX); } } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; pragma experimental ABIEncoderV2; import "../lib/math/Math.sol"; import "../lib/helpers/BalancerErrors.sol"; import "../lib/openzeppelin/IERC20.sol"; import "../lib/helpers/AssetHelpers.sol"; import "../lib/openzeppelin/SafeERC20.sol"; import "../lib/openzeppelin/Address.sol"; import "./interfaces/IWETH.sol"; import "./interfaces/IAsset.sol"; import "./interfaces/IVault.sol"; abstract contract AssetTransfersHandler is AssetHelpers { using SafeERC20 for IERC20; using Address for address payable; /** * @dev Receives `amount` of `asset` from `sender`. If `fromInternalBalance` is true, it first withdraws as much * as possible from Internal Balance, then transfers any remaining amount. * * If `asset` is ETH, `fromInternalBalance` must be false (as ETH cannot be held as internal balance), and the funds * will be wrapped into WETH. * * WARNING: this function does not check that the contract caller has actually supplied any ETH - it is up to the * caller of this function to check that this is true to prevent the Vault from using its own ETH (though the Vault * typically doesn't hold any). */ function _receiveAsset( IAsset asset, uint256 amount, address sender, bool fromInternalBalance ) internal { if (amount == 0) { return; } if (_isETH(asset)) { _require(!fromInternalBalance, Errors.INVALID_ETH_INTERNAL_BALANCE); // The ETH amount to receive is deposited into the WETH contract, which will in turn mint WETH for // the Vault at a 1:1 ratio. // A check for this condition is also introduced by the compiler, but this one provides a revert reason. // Note we're checking for the Vault's total balance, *not* ETH sent in this transaction. _require(address(this).balance >= amount, Errors.INSUFFICIENT_ETH); _WETH().deposit{ value: amount }(); } else { IERC20 token = _asIERC20(asset); if (fromInternalBalance) { // We take as many tokens from Internal Balance as possible: any remaining amounts will be transferred. uint256 deductedBalance = _decreaseInternalBalance(sender, token, amount, true); // Because `deductedBalance` will be always the lesser of the current internal balance // and the amount to decrease, it is safe to perform unchecked arithmetic. amount -= deductedBalance; } if (amount > 0) { token.safeTransferFrom(sender, address(this), amount); } } } /** * @dev Sends `amount` of `asset` to `recipient`. If `toInternalBalance` is true, the asset is deposited as Internal * Balance instead of being transferred. * * If `asset` is ETH, `toInternalBalance` must be false (as ETH cannot be held as internal balance), and the funds * are instead sent directly after unwrapping WETH. */ function _sendAsset( IAsset asset, uint256 amount, address payable recipient, bool toInternalBalance ) internal { if (amount == 0) { return; } if (_isETH(asset)) { // Sending ETH is not as involved as receiving it: the only special behavior is it cannot be // deposited to Internal Balance. _require(!toInternalBalance, Errors.INVALID_ETH_INTERNAL_BALANCE); // First, the Vault withdraws deposited ETH from the WETH contract, by burning the same amount of WETH // from the Vault. This receipt will be handled by the Vault's `receive`. _WETH().withdraw(amount); // Then, the withdrawn ETH is sent to the recipient. recipient.sendValue(amount); } else { IERC20 token = _asIERC20(asset); if (toInternalBalance) { _increaseInternalBalance(recipient, token, amount); } else { token.safeTransfer(recipient, amount); } } } /** * @dev Returns excess ETH back to the contract caller, assuming `amountUsed` has been spent. Reverts * if the caller sent less ETH than `amountUsed`. * * Because the caller might not know exactly how much ETH a Vault action will require, they may send extra. * Note that this excess value is returned *to the contract caller* (msg.sender). If caller and e.g. swap sender are * not the same (because the caller is a relayer for the sender), then it is up to the caller to manage this * returned ETH. */ function _handleRemainingEth(uint256 amountUsed) internal { _require(msg.value >= amountUsed, Errors.INSUFFICIENT_ETH); uint256 excess = msg.value - amountUsed; if (excess > 0) { msg.sender.sendValue(excess); } } /** * @dev Enables the Vault to receive ETH. This is required for it to be able to unwrap WETH, which sends ETH to the * caller. * * Any ETH sent to the Vault outside of the WETH unwrapping mechanism would be forever locked inside the Vault, so * we prevent that from happening. Other mechanisms used to send ETH to the Vault (such as being the recipient of an * ETH swap, Pool exit or withdrawal, contract self-destruction, or receiving the block mining reward) will result * in locked funds, but are not otherwise a security or soundness issue. This check only exists as an attempt to * prevent user error. */ receive() external payable { _require(msg.sender == address(_WETH()), Errors.ETH_TRANSFER); } // This contract uses virtual internal functions instead of inheriting from the modules that implement them (in // this case UserBalance) in order to decouple it from the rest of the system and enable standalone testing by // implementing these with mocks. function _increaseInternalBalance( address account, IERC20 token, uint256 amount ) internal virtual; function _decreaseInternalBalance( address account, IERC20 token, uint256 amount, bool capped ) internal virtual returns (uint256); } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; import "../openzeppelin/IERC20.sol"; import "../../vault/interfaces/IAsset.sol"; import "../../vault/interfaces/IWETH.sol"; abstract contract AssetHelpers { // solhint-disable-next-line var-name-mixedcase IWETH private immutable _weth; // Sentinel value used to indicate WETH with wrapping/unwrapping semantics. The zero address is a good choice for // multiple reasons: it is cheap to pass as a calldata argument, it is a known invalid token and non-contract, and // it is an address Pools cannot register as a token. address private constant _ETH = address(0); constructor(IWETH weth) { _weth = weth; } // solhint-disable-next-line func-name-mixedcase function _WETH() internal view returns (IWETH) { return _weth; } /** * @dev Returns true if `asset` is the sentinel value that represents ETH. */ function _isETH(IAsset asset) internal pure returns (bool) { return address(asset) == _ETH; } /** * @dev Translates `asset` into an equivalent IERC20 token address. If `asset` represents ETH, it will be translated * to the WETH contract. */ function _translateToIERC20(IAsset asset) internal view returns (IERC20) { return _isETH(asset) ? _WETH() : _asIERC20(asset); } /** * @dev Same as `_translateToIERC20(IAsset)`, but for an entire array. */ function _translateToIERC20(IAsset[] memory assets) internal view returns (IERC20[] memory) { IERC20[] memory tokens = new IERC20[](assets.length); for (uint256 i = 0; i < assets.length; ++i) { tokens[i] = _translateToIERC20(assets[i]); } return tokens; } /** * @dev Interprets `asset` as an IERC20 token. This function should only be called on `asset` if `_isETH` previously * returned false for it, that is, if `asset` is guaranteed not to be the ETH sentinel value. */ function _asIERC20(IAsset asset) internal pure returns (IERC20) { return IERC20(address(asset)); } } // SPDX-License-Identifier: MIT pragma solidity ^0.7.0; import "../helpers/BalancerErrors.sol"; /** * @dev Collection of functions related to the address type */ library Address { /** * @dev Returns true if `account` is a contract. * * [IMPORTANT] * ==== * It is unsafe to assume that an address for which this function returns * false is an externally-owned account (EOA) and not a contract. * * Among others, `isContract` will return false for the following * types of addresses: * * - an externally-owned account * - a contract in construction * - an address where a contract will be created * - an address where a contract lived, but was destroyed * ==== */ function isContract(address account) internal view returns (bool) { // This method relies on extcodesize, which returns 0 for contracts in // construction, since the code is only stored at the end of the // constructor execution. uint256 size; // solhint-disable-next-line no-inline-assembly assembly { size := extcodesize(account) } return size > 0; } /** * @dev Replacement for Solidity's `transfer`: sends `amount` wei to * `recipient`, forwarding all available gas and reverting on errors. * * https://eips.ethereum.org/EIPS/eip-1884[EIP1884] increases the gas cost * of certain opcodes, possibly making contracts go over the 2300 gas limit * imposed by `transfer`, making them unable to receive funds via * `transfer`. {sendValue} removes this limitation. * * https://diligence.consensys.net/posts/2019/09/stop-using-soliditys-transfer-now/[Learn more]. * * IMPORTANT: because control is transferred to `recipient`, care must be * taken to not create reentrancy vulnerabilities. Consider using * {ReentrancyGuard} or the * https://solidity.readthedocs.io/en/v0.5.11/security-considerations.html#use-the-checks-effects-interactions-pattern[checks-effects-interactions pattern]. */ function sendValue(address payable recipient, uint256 amount) internal { _require(address(this).balance >= amount, Errors.ADDRESS_INSUFFICIENT_BALANCE); // solhint-disable-next-line avoid-low-level-calls, avoid-call-value (bool success, ) = recipient.call{ value: amount }(""); _require(success, Errors.ADDRESS_CANNOT_SEND_VALUE); } }
File 2 of 4: Dai
// hevm: flattened sources of /nix/store/8xb41r4qd0cjb63wcrxf1qmfg88p0961-dss-6fd7de0/src/dai.sol pragma solidity =0.5.12; ////// /nix/store/8xb41r4qd0cjb63wcrxf1qmfg88p0961-dss-6fd7de0/src/lib.sol // 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 0.5.12; */ contract LibNote { event LogNote( bytes4 indexed sig, address indexed usr, bytes32 indexed arg1, bytes32 indexed arg2, bytes data ) anonymous; modifier note { _; assembly { // log an 'anonymous' event with a constant 6 words of calldata // and four indexed topics: selector, caller, arg1 and arg2 let mark := msize // end of memory ensures zero mstore(0x40, add(mark, 288)) // update free memory pointer mstore(mark, 0x20) // bytes type data offset mstore(add(mark, 0x20), 224) // bytes size (padded) calldatacopy(add(mark, 0x40), 0, 224) // bytes payload log4(mark, 288, // calldata shl(224, shr(224, calldataload(0))), // msg.sig caller, // msg.sender calldataload(4), // arg1 calldataload(36) // arg2 ) } } } ////// /nix/store/8xb41r4qd0cjb63wcrxf1qmfg88p0961-dss-6fd7de0/src/dai.sol // Copyright (C) 2017, 2018, 2019 dbrock, rain, mrchico // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU Affero 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 Affero General Public License for more details. // // You should have received a copy of the GNU Affero General Public License // along with this program. If not, see <https://www.gnu.org/licenses/>. /* pragma solidity 0.5.12; */ /* import "./lib.sol"; */ contract Dai is LibNote { // --- Auth --- mapping (address => uint) public wards; function rely(address guy) external note auth { wards[guy] = 1; } function deny(address guy) external note auth { wards[guy] = 0; } modifier auth { require(wards[msg.sender] == 1, "Dai/not-authorized"); _; } // --- ERC20 Data --- string public constant name = "Dai Stablecoin"; string public constant symbol = "DAI"; string public constant version = "1"; uint8 public constant decimals = 18; uint256 public totalSupply; mapping (address => uint) public balanceOf; mapping (address => mapping (address => uint)) public allowance; mapping (address => uint) public nonces; event Approval(address indexed src, address indexed guy, uint wad); event Transfer(address indexed src, address indexed dst, uint wad); // --- Math --- function add(uint x, uint y) internal pure returns (uint z) { require((z = x + y) >= x); } function sub(uint x, uint y) internal pure returns (uint z) { require((z = x - y) <= x); } // --- EIP712 niceties --- bytes32 public DOMAIN_SEPARATOR; // bytes32 public constant PERMIT_TYPEHASH = keccak256("Permit(address holder,address spender,uint256 nonce,uint256 expiry,bool allowed)"); bytes32 public constant PERMIT_TYPEHASH = 0xea2aa0a1be11a07ed86d755c93467f4f82362b452371d1ba94d1715123511acb; constructor(uint256 chainId_) public { wards[msg.sender] = 1; DOMAIN_SEPARATOR = keccak256(abi.encode( keccak256("EIP712Domain(string name,string version,uint256 chainId,address verifyingContract)"), keccak256(bytes(name)), keccak256(bytes(version)), chainId_, address(this) )); } // --- Token --- function transfer(address dst, uint wad) external returns (bool) { return transferFrom(msg.sender, dst, wad); } function transferFrom(address src, address dst, uint wad) public returns (bool) { require(balanceOf[src] >= wad, "Dai/insufficient-balance"); if (src != msg.sender && allowance[src][msg.sender] != uint(-1)) { require(allowance[src][msg.sender] >= wad, "Dai/insufficient-allowance"); allowance[src][msg.sender] = sub(allowance[src][msg.sender], wad); } balanceOf[src] = sub(balanceOf[src], wad); balanceOf[dst] = add(balanceOf[dst], wad); emit Transfer(src, dst, wad); return true; } function mint(address usr, uint wad) external auth { balanceOf[usr] = add(balanceOf[usr], wad); totalSupply = add(totalSupply, wad); emit Transfer(address(0), usr, wad); } function burn(address usr, uint wad) external { require(balanceOf[usr] >= wad, "Dai/insufficient-balance"); if (usr != msg.sender && allowance[usr][msg.sender] != uint(-1)) { require(allowance[usr][msg.sender] >= wad, "Dai/insufficient-allowance"); allowance[usr][msg.sender] = sub(allowance[usr][msg.sender], wad); } balanceOf[usr] = sub(balanceOf[usr], wad); totalSupply = sub(totalSupply, wad); emit Transfer(usr, address(0), wad); } function approve(address usr, uint wad) external returns (bool) { allowance[msg.sender][usr] = wad; emit Approval(msg.sender, usr, wad); return true; } // --- Alias --- function push(address usr, uint wad) external { transferFrom(msg.sender, usr, wad); } function pull(address usr, uint wad) external { transferFrom(usr, msg.sender, wad); } function move(address src, address dst, uint wad) external { transferFrom(src, dst, wad); } // --- Approve by signature --- function permit(address holder, address spender, uint256 nonce, uint256 expiry, bool allowed, uint8 v, bytes32 r, bytes32 s) external { bytes32 digest = keccak256(abi.encodePacked( "\x19\x01", DOMAIN_SEPARATOR, keccak256(abi.encode(PERMIT_TYPEHASH, holder, spender, nonce, expiry, allowed)) )); require(holder != address(0), "Dai/invalid-address-0"); require(holder == ecrecover(digest, v, r, s), "Dai/invalid-permit"); require(expiry == 0 || now <= expiry, "Dai/permit-expired"); require(nonce == nonces[holder]++, "Dai/invalid-nonce"); uint wad = allowed ? uint(-1) : 0; allowance[holder][spender] = wad; emit Approval(holder, spender, wad); } }
File 3 of 4: StandardERC20
// SPDX-License-Identifier: MIT // File: @openzeppelin/contracts/token/ERC20/IERC20.sol // OpenZeppelin Contracts v4.4.0 (token/ERC20/IERC20.sol) pragma solidity ^0.8.0; /** * @dev Interface of the ERC20 standard as defined in the EIP. */ interface IERC20 { /** * @dev Returns the amount of tokens in existence. */ function totalSupply() external view returns (uint256); /** * @dev Returns the amount of tokens owned by `account`. */ function balanceOf(address account) external view returns (uint256); /** * @dev Moves `amount` tokens from the caller's account to `recipient`. * * Returns a boolean value indicating whether the operation succeeded. * * Emits a {Transfer} event. */ function transfer(address recipient, uint256 amount) external returns (bool); /** * @dev Returns the remaining number of tokens that `spender` will be * allowed to spend on behalf of `owner` through {transferFrom}. This is * zero by default. * * This value changes when {approve} or {transferFrom} are called. */ function allowance(address owner, address spender) external view returns (uint256); /** * @dev Sets `amount` as the allowance of `spender` over the caller's tokens. * * Returns a boolean value indicating whether the operation succeeded. * * IMPORTANT: Beware that changing an allowance with this method brings the risk * that someone may use both the old and the new allowance by unfortunate * transaction ordering. One possible solution to mitigate this race * condition is to first reduce the spender's allowance to 0 and set the * desired value afterwards: * https://github.com/ethereum/EIPs/issues/20#issuecomment-263524729 * * Emits an {Approval} event. */ function approve(address spender, uint256 amount) external returns (bool); /** * @dev Moves `amount` tokens from `sender` to `recipient` using the * allowance mechanism. `amount` is then deducted from the caller's * allowance. * * Returns a boolean value indicating whether the operation succeeded. * * Emits a {Transfer} event. */ function transferFrom( address sender, address recipient, uint256 amount ) external returns (bool); /** * @dev Emitted when `value` tokens are moved from one account (`from`) to * another (`to`). * * Note that `value` may be zero. */ event Transfer(address indexed from, address indexed to, uint256 value); /** * @dev Emitted when the allowance of a `spender` for an `owner` is set by * a call to {approve}. `value` is the new allowance. */ event Approval(address indexed owner, address indexed spender, uint256 value); } // File: @openzeppelin/contracts/token/ERC20/extensions/IERC20Metadata.sol // OpenZeppelin Contracts v4.4.0 (token/ERC20/extensions/IERC20Metadata.sol) pragma solidity ^0.8.0; /** * @dev Interface for the optional metadata functions from the ERC20 standard. * * _Available since v4.1._ */ interface IERC20Metadata is IERC20 { /** * @dev Returns the name of the token. */ function name() external view returns (string memory); /** * @dev Returns the symbol of the token. */ function symbol() external view returns (string memory); /** * @dev Returns the decimals places of the token. */ function decimals() external view returns (uint8); } // File: @openzeppelin/contracts/utils/Context.sol // OpenZeppelin Contracts v4.4.0 (utils/Context.sol) pragma solidity ^0.8.0; /** * @dev Provides information about the current execution context, including the * sender of the transaction and its data. While these are generally available * via msg.sender and msg.data, they should not be accessed in such a direct * manner, since when dealing with meta-transactions the account sending and * paying for execution may not be the actual sender (as far as an application * is concerned). * * This contract is only required for intermediate, library-like contracts. */ abstract contract Context { function _msgSender() internal view virtual returns (address) { return msg.sender; } function _msgData() internal view virtual returns (bytes calldata) { return msg.data; } } // File: @openzeppelin/contracts/token/ERC20/ERC20.sol // OpenZeppelin Contracts v4.4.0 (token/ERC20/ERC20.sol) pragma solidity ^0.8.0; /** * @dev Implementation of the {IERC20} interface. * * This implementation is agnostic to the way tokens are created. This means * that a supply mechanism has to be added in a derived contract using {_mint}. * For a generic mechanism see {ERC20PresetMinterPauser}. * * TIP: For a detailed writeup see our guide * https://forum.zeppelin.solutions/t/how-to-implement-erc20-supply-mechanisms/226[How * to implement supply mechanisms]. * * We have followed general OpenZeppelin Contracts guidelines: functions revert * instead returning `false` on failure. This behavior is nonetheless * conventional and does not conflict with the expectations of ERC20 * applications. * * Additionally, an {Approval} event is emitted on calls to {transferFrom}. * This allows applications to reconstruct the allowance for all accounts just * by listening to said events. Other implementations of the EIP may not emit * these events, as it isn't required by the specification. * * Finally, the non-standard {decreaseAllowance} and {increaseAllowance} * functions have been added to mitigate the well-known issues around setting * allowances. See {IERC20-approve}. */ contract ERC20 is Context, IERC20, IERC20Metadata { mapping(address => uint256) private _balances; mapping(address => mapping(address => uint256)) private _allowances; uint256 private _totalSupply; string private _name; string private _symbol; /** * @dev Sets the values for {name} and {symbol}. * * The default value of {decimals} is 18. To select a different value for * {decimals} you should overload it. * * All two of these values are immutable: they can only be set once during * construction. */ constructor(string memory name_, string memory symbol_) { _name = name_; _symbol = symbol_; } /** * @dev Returns the name of the token. */ function name() public view virtual override returns (string memory) { return _name; } /** * @dev Returns the symbol of the token, usually a shorter version of the * name. */ function symbol() public view virtual override returns (string memory) { return _symbol; } /** * @dev Returns the number of decimals used to get its user representation. * For example, if `decimals` equals `2`, a balance of `505` tokens should * be displayed to a user as `5.05` (`505 / 10 ** 2`). * * Tokens usually opt for a value of 18, imitating the relationship between * Ether and Wei. This is the value {ERC20} uses, unless this function is * overridden; * * NOTE: This information is only used for _display_ purposes: it in * no way affects any of the arithmetic of the contract, including * {IERC20-balanceOf} and {IERC20-transfer}. */ function decimals() public view virtual override returns (uint8) { return 18; } /** * @dev See {IERC20-totalSupply}. */ function totalSupply() public view virtual override returns (uint256) { return _totalSupply; } /** * @dev See {IERC20-balanceOf}. */ function balanceOf(address account) public view virtual override returns (uint256) { return _balances[account]; } /** * @dev See {IERC20-transfer}. * * Requirements: * * - `recipient` cannot be the zero address. * - the caller must have a balance of at least `amount`. */ function transfer(address recipient, uint256 amount) public virtual override returns (bool) { _transfer(_msgSender(), recipient, amount); return true; } /** * @dev See {IERC20-allowance}. */ function allowance(address owner, address spender) public view virtual override returns (uint256) { return _allowances[owner][spender]; } /** * @dev See {IERC20-approve}. * * Requirements: * * - `spender` cannot be the zero address. */ function approve(address spender, uint256 amount) public virtual override returns (bool) { _approve(_msgSender(), spender, amount); return true; } /** * @dev See {IERC20-transferFrom}. * * Emits an {Approval} event indicating the updated allowance. This is not * required by the EIP. See the note at the beginning of {ERC20}. * * Requirements: * * - `sender` and `recipient` cannot be the zero address. * - `sender` must have a balance of at least `amount`. * - the caller must have allowance for ``sender``'s tokens of at least * `amount`. */ function transferFrom( address sender, address recipient, uint256 amount ) public virtual override returns (bool) { _transfer(sender, recipient, amount); uint256 currentAllowance = _allowances[sender][_msgSender()]; require(currentAllowance >= amount, "ERC20: transfer amount exceeds allowance"); unchecked { _approve(sender, _msgSender(), currentAllowance - amount); } return true; } /** * @dev Atomically increases the allowance granted to `spender` by the caller. * * This is an alternative to {approve} that can be used as a mitigation for * problems described in {IERC20-approve}. * * Emits an {Approval} event indicating the updated allowance. * * Requirements: * * - `spender` cannot be the zero address. */ function increaseAllowance(address spender, uint256 addedValue) public virtual returns (bool) { _approve(_msgSender(), spender, _allowances[_msgSender()][spender] + addedValue); return true; } /** * @dev Atomically decreases the allowance granted to `spender` by the caller. * * This is an alternative to {approve} that can be used as a mitigation for * problems described in {IERC20-approve}. * * Emits an {Approval} event indicating the updated allowance. * * Requirements: * * - `spender` cannot be the zero address. * - `spender` must have allowance for the caller of at least * `subtractedValue`. */ function decreaseAllowance(address spender, uint256 subtractedValue) public virtual returns (bool) { uint256 currentAllowance = _allowances[_msgSender()][spender]; require(currentAllowance >= subtractedValue, "ERC20: decreased allowance below zero"); unchecked { _approve(_msgSender(), spender, currentAllowance - subtractedValue); } return true; } /** * @dev Moves `amount` of tokens from `sender` to `recipient`. * * This internal function is equivalent to {transfer}, and can be used to * e.g. implement automatic token fees, slashing mechanisms, etc. * * Emits a {Transfer} event. * * Requirements: * * - `sender` cannot be the zero address. * - `recipient` cannot be the zero address. * - `sender` must have a balance of at least `amount`. */ function _transfer( address sender, address recipient, uint256 amount ) internal virtual { require(sender != address(0), "ERC20: transfer from the zero address"); require(recipient != address(0), "ERC20: transfer to the zero address"); _beforeTokenTransfer(sender, recipient, amount); uint256 senderBalance = _balances[sender]; require(senderBalance >= amount, "ERC20: transfer amount exceeds balance"); unchecked { _balances[sender] = senderBalance - amount; } _balances[recipient] += amount; emit Transfer(sender, recipient, amount); _afterTokenTransfer(sender, recipient, amount); } /** @dev Creates `amount` tokens and assigns them to `account`, increasing * the total supply. * * Emits a {Transfer} event with `from` set to the zero address. * * Requirements: * * - `account` cannot be the zero address. */ function _mint(address account, uint256 amount) internal virtual { require(account != address(0), "ERC20: mint to the zero address"); _beforeTokenTransfer(address(0), account, amount); _totalSupply += amount; _balances[account] += amount; emit Transfer(address(0), account, amount); _afterTokenTransfer(address(0), account, amount); } /** * @dev Destroys `amount` tokens from `account`, reducing the * total supply. * * Emits a {Transfer} event with `to` set to the zero address. * * Requirements: * * - `account` cannot be the zero address. * - `account` must have at least `amount` tokens. */ function _burn(address account, uint256 amount) internal virtual { require(account != address(0), "ERC20: burn from the zero address"); _beforeTokenTransfer(account, address(0), amount); uint256 accountBalance = _balances[account]; require(accountBalance >= amount, "ERC20: burn amount exceeds balance"); unchecked { _balances[account] = accountBalance - amount; } _totalSupply -= amount; emit Transfer(account, address(0), amount); _afterTokenTransfer(account, address(0), amount); } /** * @dev Sets `amount` as the allowance of `spender` over the `owner` s tokens. * * This internal function is equivalent to `approve`, and can be used to * e.g. set automatic allowances for certain subsystems, etc. * * Emits an {Approval} event. * * Requirements: * * - `owner` cannot be the zero address. * - `spender` cannot be the zero address. */ function _approve( address owner, address spender, uint256 amount ) internal virtual { require(owner != address(0), "ERC20: approve from the zero address"); require(spender != address(0), "ERC20: approve to the zero address"); _allowances[owner][spender] = amount; emit Approval(owner, spender, amount); } /** * @dev Hook that is called before any transfer of tokens. This includes * minting and burning. * * Calling conditions: * * - when `from` and `to` are both non-zero, `amount` of ``from``'s tokens * will be transferred to `to`. * - when `from` is zero, `amount` tokens will be minted for `to`. * - when `to` is zero, `amount` of ``from``'s tokens will be burned. * - `from` and `to` are never both zero. * * To learn more about hooks, head to xref:ROOT:extending-contracts.adoc#using-hooks[Using Hooks]. */ function _beforeTokenTransfer( address from, address to, uint256 amount ) internal virtual {} /** * @dev Hook that is called after any transfer of tokens. This includes * minting and burning. * * Calling conditions: * * - when `from` and `to` are both non-zero, `amount` of ``from``'s tokens * has been transferred to `to`. * - when `from` is zero, `amount` tokens have been minted for `to`. * - when `to` is zero, `amount` of ``from``'s tokens have been burned. * - `from` and `to` are never both zero. * * To learn more about hooks, head to xref:ROOT:extending-contracts.adoc#using-hooks[Using Hooks]. */ function _afterTokenTransfer( address from, address to, uint256 amount ) internal virtual {} } // File: contracts/token/ERC20/behaviours/ERC20Decimals.sol pragma solidity ^0.8.0; /** * @title ERC20Decimals * @dev Implementation of the ERC20Decimals. Extension of {ERC20} that adds decimals storage slot. */ abstract contract ERC20Decimals is ERC20 { uint8 private immutable _decimals; /** * @dev Sets the value of the `decimals`. This value is immutable, it can only be * set once during construction. */ constructor(uint8 decimals_) { _decimals = decimals_; } function decimals() public view virtual override returns (uint8) { return _decimals; } } // File: contracts/service/ServicePayer.sol pragma solidity ^0.8.0; interface IPayable { function pay(string memory serviceName) external payable; } /** * @title ServicePayer * @dev Implementation of the ServicePayer */ abstract contract ServicePayer { constructor(address payable receiver, string memory serviceName) payable { IPayable(receiver).pay{value: msg.value}(serviceName); } } // File: contracts/token/ERC20/StandardERC20.sol pragma solidity ^0.8.0; /** * @title StandardERC20 * @dev Implementation of the StandardERC20 */ contract StandardERC20 is ERC20Decimals, ServicePayer { constructor( string memory name_, string memory symbol_, uint8 decimals_, uint256 initialBalance_, address payable feeReceiver_ ) payable ERC20(name_, symbol_) ERC20Decimals(decimals_) ServicePayer(feeReceiver_, "StandardERC20") { require(initialBalance_ > 0, "StandardERC20: supply cannot be zero"); _mint(_msgSender(), initialBalance_); } function decimals() public view virtual override returns (uint8) { return super.decimals(); } }
File 4 of 4: StablePool
// SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; pragma experimental ABIEncoderV2; import "@balancer-labs/v2-solidity-utils/contracts/math/FixedPoint.sol"; import "@balancer-labs/v2-solidity-utils/contracts/helpers/InputHelpers.sol"; import "@balancer-labs/v2-solidity-utils/contracts/helpers/WordCodec.sol"; import "@balancer-labs/v2-pool-utils/contracts/BaseGeneralPool.sol"; import "@balancer-labs/v2-pool-utils/contracts/BaseMinimalSwapInfoPool.sol"; import "./StableMath.sol"; import "./StablePoolUserDataHelpers.sol"; contract StablePool is BaseGeneralPool, BaseMinimalSwapInfoPool, StableMath { using FixedPoint for uint256; using StablePoolUserDataHelpers for bytes; using WordCodec for bytes32; // This contract uses timestamps to slowly update its Amplification parameter over time. These changes must occur // over a minimum time period much larger than the blocktime, making timestamp manipulation a non-issue. // solhint-disable not-rely-on-time // Amplification factor changes must happen over a minimum period of one day, and can at most divide or multiple the // current value by 2 every day. // WARNING: this only limits *a single* amplification change to have a maximum rate of change of twice the original // value daily. It is possible to perform multiple amplification changes in sequence to increase this value more // rapidly: for example, by doubling the value every day it can increase by a factor of 8 over three days (2^3). uint256 private constant _MIN_UPDATE_TIME = 1 days; uint256 private constant _MAX_AMP_UPDATE_DAILY_RATE = 2; bytes32 private _packedAmplificationData; event AmpUpdateStarted(uint256 startValue, uint256 endValue, uint256 startTime, uint256 endTime); event AmpUpdateStopped(uint256 currentValue); // To track how many tokens are owed to the Vault as protocol fees, we measure and store the value of the invariant // after every join and exit. All invariant growth that happens between join and exit events is due to swap fees. uint256 private _lastInvariant; // Because the invariant depends on the amplification parameter, and this value may change over time, we should only // compare invariants that were computed using the same value. We therefore store it whenever we store // _lastInvariant. uint256 private _lastInvariantAmp; enum JoinKind { INIT, EXACT_TOKENS_IN_FOR_BPT_OUT, TOKEN_IN_FOR_EXACT_BPT_OUT } enum ExitKind { EXACT_BPT_IN_FOR_ONE_TOKEN_OUT, EXACT_BPT_IN_FOR_TOKENS_OUT, BPT_IN_FOR_EXACT_TOKENS_OUT } constructor( IVault vault, string memory name, string memory symbol, IERC20[] memory tokens, uint256 amplificationParameter, uint256 swapFeePercentage, uint256 pauseWindowDuration, uint256 bufferPeriodDuration, address owner ) BasePool( vault, // Because we're inheriting from both BaseGeneralPool and BaseMinimalSwapInfoPool we can choose any // specialization setting. Since this Pool never registers or deregisters any tokens after construction, // picking Two Token when the Pool only has two tokens is free gas savings. tokens.length == 2 ? IVault.PoolSpecialization.TWO_TOKEN : IVault.PoolSpecialization.GENERAL, name, symbol, tokens, new address[](tokens.length), swapFeePercentage, pauseWindowDuration, bufferPeriodDuration, owner ) { _require(tokens.length <= _MAX_STABLE_TOKENS, Errors.MAX_STABLE_TOKENS); _require(amplificationParameter >= _MIN_AMP, Errors.MIN_AMP); _require(amplificationParameter <= _MAX_AMP, Errors.MAX_AMP); uint256 initialAmp = Math.mul(amplificationParameter, _AMP_PRECISION); _setAmplificationData(initialAmp); } // Base Pool handlers // Swap - General Pool specialization (from BaseGeneralPool) function _onSwapGivenIn( SwapRequest memory swapRequest, uint256[] memory balances, uint256 indexIn, uint256 indexOut ) internal view virtual override whenNotPaused returns (uint256) { (uint256 currentAmp, ) = _getAmplificationParameter(); uint256 amountOut = StableMath._calcOutGivenIn(currentAmp, balances, indexIn, indexOut, swapRequest.amount); return amountOut; } function _onSwapGivenOut( SwapRequest memory swapRequest, uint256[] memory balances, uint256 indexIn, uint256 indexOut ) internal view virtual override whenNotPaused returns (uint256) { (uint256 currentAmp, ) = _getAmplificationParameter(); uint256 amountIn = StableMath._calcInGivenOut(currentAmp, balances, indexIn, indexOut, swapRequest.amount); return amountIn; } // Swap - Two Token Pool specialization (from BaseMinimalSwapInfoPool) function _onSwapGivenIn( SwapRequest memory swapRequest, uint256 balanceTokenIn, uint256 balanceTokenOut ) internal view virtual override returns (uint256) { _require(_getTotalTokens() == 2, Errors.NOT_TWO_TOKENS); (uint256[] memory balances, uint256 indexIn, uint256 indexOut) = _getSwapBalanceArrays( swapRequest, balanceTokenIn, balanceTokenOut ); return _onSwapGivenIn(swapRequest, balances, indexIn, indexOut); } function _onSwapGivenOut( SwapRequest memory swapRequest, uint256 balanceTokenIn, uint256 balanceTokenOut ) internal view virtual override returns (uint256) { _require(_getTotalTokens() == 2, Errors.NOT_TWO_TOKENS); (uint256[] memory balances, uint256 indexIn, uint256 indexOut) = _getSwapBalanceArrays( swapRequest, balanceTokenIn, balanceTokenOut ); return _onSwapGivenOut(swapRequest, balances, indexIn, indexOut); } function _getSwapBalanceArrays( SwapRequest memory swapRequest, uint256 balanceTokenIn, uint256 balanceTokenOut ) private view returns ( uint256[] memory balances, uint256 indexIn, uint256 indexOut ) { balances = new uint256[](2); if (_token0 == swapRequest.tokenIn) { indexIn = 0; indexOut = 1; balances[0] = balanceTokenIn; balances[1] = balanceTokenOut; } else { // _token0 == swapRequest.tokenOut indexOut = 0; indexIn = 1; balances[0] = balanceTokenOut; balances[1] = balanceTokenIn; } } // Initialize function _onInitializePool( bytes32, address, address, uint256[] memory scalingFactors, bytes memory userData ) internal virtual override whenNotPaused returns (uint256, uint256[] memory) { // It would be strange for the Pool to be paused before it is initialized, but for consistency we prevent // initialization in this case. StablePool.JoinKind kind = userData.joinKind(); _require(kind == StablePool.JoinKind.INIT, Errors.UNINITIALIZED); uint256[] memory amountsIn = userData.initialAmountsIn(); InputHelpers.ensureInputLengthMatch(amountsIn.length, _getTotalTokens()); _upscaleArray(amountsIn, scalingFactors); (uint256 currentAmp, ) = _getAmplificationParameter(); uint256 invariantAfterJoin = StableMath._calculateInvariant(currentAmp, amountsIn, true); // Set the initial BPT to the value of the invariant. uint256 bptAmountOut = invariantAfterJoin; _updateLastInvariant(invariantAfterJoin, currentAmp); return (bptAmountOut, amountsIn); } // Join function _onJoinPool( bytes32, address, address, uint256[] memory balances, uint256, uint256 protocolSwapFeePercentage, uint256[] memory scalingFactors, bytes memory userData ) internal virtual override whenNotPaused returns ( uint256, uint256[] memory, uint256[] memory ) { // Due protocol swap fee amounts are computed by measuring the growth of the invariant between the previous join // or exit event and now - the invariant's growth is due exclusively to swap fees. This avoids spending gas to // calculate the fee amounts during each individual swap. uint256[] memory dueProtocolFeeAmounts = _getDueProtocolFeeAmounts(balances, protocolSwapFeePercentage); // Update current balances by subtracting the protocol fee amounts _mutateAmounts(balances, dueProtocolFeeAmounts, FixedPoint.sub); (uint256 bptAmountOut, uint256[] memory amountsIn) = _doJoin(balances, scalingFactors, userData); // Update the invariant with the balances the Pool will have after the join, in order to compute the // protocol swap fee amounts due in future joins and exits. _updateInvariantAfterJoin(balances, amountsIn); return (bptAmountOut, amountsIn, dueProtocolFeeAmounts); } function _doJoin( uint256[] memory balances, uint256[] memory scalingFactors, bytes memory userData ) private view returns (uint256, uint256[] memory) { JoinKind kind = userData.joinKind(); if (kind == JoinKind.EXACT_TOKENS_IN_FOR_BPT_OUT) { return _joinExactTokensInForBPTOut(balances, scalingFactors, userData); } else if (kind == JoinKind.TOKEN_IN_FOR_EXACT_BPT_OUT) { return _joinTokenInForExactBPTOut(balances, userData); } else { _revert(Errors.UNHANDLED_JOIN_KIND); } } function _joinExactTokensInForBPTOut( uint256[] memory balances, uint256[] memory scalingFactors, bytes memory userData ) private view returns (uint256, uint256[] memory) { (uint256[] memory amountsIn, uint256 minBPTAmountOut) = userData.exactTokensInForBptOut(); InputHelpers.ensureInputLengthMatch(_getTotalTokens(), amountsIn.length); _upscaleArray(amountsIn, scalingFactors); (uint256 currentAmp, ) = _getAmplificationParameter(); uint256 bptAmountOut = StableMath._calcBptOutGivenExactTokensIn( currentAmp, balances, amountsIn, totalSupply(), _swapFeePercentage ); _require(bptAmountOut >= minBPTAmountOut, Errors.BPT_OUT_MIN_AMOUNT); return (bptAmountOut, amountsIn); } function _joinTokenInForExactBPTOut(uint256[] memory balances, bytes memory userData) private view returns (uint256, uint256[] memory) { (uint256 bptAmountOut, uint256 tokenIndex) = userData.tokenInForExactBptOut(); // Note that there is no maximum amountIn parameter: this is handled by `IVault.joinPool`. _require(tokenIndex < _getTotalTokens(), Errors.OUT_OF_BOUNDS); uint256[] memory amountsIn = new uint256[](_getTotalTokens()); (uint256 currentAmp, ) = _getAmplificationParameter(); amountsIn[tokenIndex] = StableMath._calcTokenInGivenExactBptOut( currentAmp, balances, tokenIndex, bptAmountOut, totalSupply(), _swapFeePercentage ); return (bptAmountOut, amountsIn); } // Exit function _onExitPool( bytes32, address, address, uint256[] memory balances, uint256, uint256 protocolSwapFeePercentage, uint256[] memory scalingFactors, bytes memory userData ) internal virtual override returns ( uint256 bptAmountIn, uint256[] memory amountsOut, uint256[] memory dueProtocolFeeAmounts ) { // Exits are not completely disabled while the contract is paused: proportional exits (exact BPT in for tokens // out) remain functional. if (_isNotPaused()) { // Due protocol swap fee amounts are computed by measuring the growth of the invariant between the previous // join or exit event and now - the invariant's growth is due exclusively to swap fees. This avoids // spending gas calculating fee amounts during each individual swap dueProtocolFeeAmounts = _getDueProtocolFeeAmounts(balances, protocolSwapFeePercentage); // Update current balances by subtracting the protocol fee amounts _mutateAmounts(balances, dueProtocolFeeAmounts, FixedPoint.sub); } else { // If the contract is paused, swap protocol fee amounts are not charged to avoid extra calculations and // reduce the potential for errors. dueProtocolFeeAmounts = new uint256[](_getTotalTokens()); } (bptAmountIn, amountsOut) = _doExit(balances, scalingFactors, userData); // Update the invariant with the balances the Pool will have after the exit, in order to compute the // protocol swap fee amounts due in future joins and exits. _updateInvariantAfterExit(balances, amountsOut); return (bptAmountIn, amountsOut, dueProtocolFeeAmounts); } function _doExit( uint256[] memory balances, uint256[] memory scalingFactors, bytes memory userData ) private view returns (uint256, uint256[] memory) { ExitKind kind = userData.exitKind(); if (kind == ExitKind.EXACT_BPT_IN_FOR_ONE_TOKEN_OUT) { return _exitExactBPTInForTokenOut(balances, userData); } else if (kind == ExitKind.EXACT_BPT_IN_FOR_TOKENS_OUT) { return _exitExactBPTInForTokensOut(balances, userData); } else { // ExitKind.BPT_IN_FOR_EXACT_TOKENS_OUT return _exitBPTInForExactTokensOut(balances, scalingFactors, userData); } } function _exitExactBPTInForTokenOut(uint256[] memory balances, bytes memory userData) private view whenNotPaused returns (uint256, uint256[] memory) { // This exit function is disabled if the contract is paused. (uint256 bptAmountIn, uint256 tokenIndex) = userData.exactBptInForTokenOut(); // Note that there is no minimum amountOut parameter: this is handled by `IVault.exitPool`. _require(tokenIndex < _getTotalTokens(), Errors.OUT_OF_BOUNDS); // We exit in a single token, so initialize amountsOut with zeros uint256[] memory amountsOut = new uint256[](_getTotalTokens()); // And then assign the result to the selected token (uint256 currentAmp, ) = _getAmplificationParameter(); amountsOut[tokenIndex] = StableMath._calcTokenOutGivenExactBptIn( currentAmp, balances, tokenIndex, bptAmountIn, totalSupply(), _swapFeePercentage ); return (bptAmountIn, amountsOut); } function _exitExactBPTInForTokensOut(uint256[] memory balances, bytes memory userData) private view returns (uint256, uint256[] memory) { // This exit function is the only one that is not disabled if the contract is paused: it remains unrestricted // in an attempt to provide users with a mechanism to retrieve their tokens in case of an emergency. // This particular exit function is the only one that remains available because it is the simplest one, and // therefore the one with the lowest likelihood of errors. uint256 bptAmountIn = userData.exactBptInForTokensOut(); // Note that there is no minimum amountOut parameter: this is handled by `IVault.exitPool`. uint256[] memory amountsOut = StableMath._calcTokensOutGivenExactBptIn(balances, bptAmountIn, totalSupply()); return (bptAmountIn, amountsOut); } function _exitBPTInForExactTokensOut( uint256[] memory balances, uint256[] memory scalingFactors, bytes memory userData ) private view whenNotPaused returns (uint256, uint256[] memory) { // This exit function is disabled if the contract is paused. (uint256[] memory amountsOut, uint256 maxBPTAmountIn) = userData.bptInForExactTokensOut(); InputHelpers.ensureInputLengthMatch(amountsOut.length, _getTotalTokens()); _upscaleArray(amountsOut, scalingFactors); (uint256 currentAmp, ) = _getAmplificationParameter(); uint256 bptAmountIn = StableMath._calcBptInGivenExactTokensOut( currentAmp, balances, amountsOut, totalSupply(), _swapFeePercentage ); _require(bptAmountIn <= maxBPTAmountIn, Errors.BPT_IN_MAX_AMOUNT); return (bptAmountIn, amountsOut); } // Helpers /** * @dev Stores the last measured invariant, and the amplification parameter used to compute it. */ function _updateLastInvariant(uint256 invariant, uint256 amplificationParameter) private { _lastInvariant = invariant; _lastInvariantAmp = amplificationParameter; } /** * @dev Returns the amount of protocol fees to pay, given the value of the last stored invariant and the current * balances. */ function _getDueProtocolFeeAmounts(uint256[] memory balances, uint256 protocolSwapFeePercentage) private view returns (uint256[] memory) { // Initialize with zeros uint256[] memory dueProtocolFeeAmounts = new uint256[](_getTotalTokens()); // Early return if the protocol swap fee percentage is zero, saving gas. if (protocolSwapFeePercentage == 0) { return dueProtocolFeeAmounts; } // Instead of paying the protocol swap fee in all tokens proportionally, we will pay it in a single one. This // will reduce gas costs for single asset joins and exits, as at most only two Pool balances will change (the // token joined/exited, and the token in which fees will be paid). // The protocol fee is charged using the token with the highest balance in the pool. uint256 chosenTokenIndex = 0; uint256 maxBalance = balances[0]; for (uint256 i = 1; i < _getTotalTokens(); ++i) { uint256 currentBalance = balances[i]; if (currentBalance > maxBalance) { chosenTokenIndex = i; maxBalance = currentBalance; } } // Set the fee amount to pay in the selected token dueProtocolFeeAmounts[chosenTokenIndex] = StableMath._calcDueTokenProtocolSwapFeeAmount( _lastInvariantAmp, balances, _lastInvariant, chosenTokenIndex, protocolSwapFeePercentage ); return dueProtocolFeeAmounts; } /** * @dev Computes and stores the value of the invariant after a join, which is required to compute due protocol fees * in the future. */ function _updateInvariantAfterJoin(uint256[] memory balances, uint256[] memory amountsIn) private { _mutateAmounts(balances, amountsIn, FixedPoint.add); (uint256 currentAmp, ) = _getAmplificationParameter(); // This invariant is used only to compute the final balance when calculating the protocol fees. These are // rounded down, so we round the invariant up. _updateLastInvariant(StableMath._calculateInvariant(currentAmp, balances, true), currentAmp); } /** * @dev Computes and stores the value of the invariant after an exit, which is required to compute due protocol fees * in the future. */ function _updateInvariantAfterExit(uint256[] memory balances, uint256[] memory amountsOut) private { _mutateAmounts(balances, amountsOut, FixedPoint.sub); (uint256 currentAmp, ) = _getAmplificationParameter(); // This invariant is used only to compute the final balance when calculating the protocol fees. These are // rounded down, so we round the invariant up. _updateLastInvariant(StableMath._calculateInvariant(currentAmp, balances, true), currentAmp); } /** * @dev Mutates `amounts` by applying `mutation` with each entry in `arguments`. * * Equivalent to `amounts = amounts.map(mutation)`. */ function _mutateAmounts( uint256[] memory toMutate, uint256[] memory arguments, function(uint256, uint256) pure returns (uint256) mutation ) private view { for (uint256 i = 0; i < _getTotalTokens(); ++i) { toMutate[i] = mutation(toMutate[i], arguments[i]); } } /** * @dev This function returns the appreciation of one BPT relative to the * underlying tokens. This starts at 1 when the pool is created and grows over time */ function getRate() public view returns (uint256) { (, uint256[] memory balances, ) = getVault().getPoolTokens(getPoolId()); // When calculating the current BPT rate, we may not have paid the protocol fees, therefore // the invariant should be smaller than its current value. Then, we round down overall. (uint256 currentAmp, ) = _getAmplificationParameter(); _upscaleArray(balances, _scalingFactors()); uint256 invariant = StableMath._calculateInvariant(currentAmp, balances, false); return invariant.divDown(totalSupply()); } // Amplification /** * @dev Begins changing the amplification parameter to `rawEndValue` over time. The value will change linearly until * `endTime` is reached, when it will be `rawEndValue`. * * NOTE: Internally, the amplification parameter is represented using higher precision. The values returned by * `getAmplificationParameter` have to be corrected to account for this when comparing to `rawEndValue`. */ function startAmplificationParameterUpdate(uint256 rawEndValue, uint256 endTime) external authenticate { _require(rawEndValue >= _MIN_AMP, Errors.MIN_AMP); _require(rawEndValue <= _MAX_AMP, Errors.MAX_AMP); uint256 duration = Math.sub(endTime, block.timestamp); _require(duration >= _MIN_UPDATE_TIME, Errors.AMP_END_TIME_TOO_CLOSE); (uint256 currentValue, bool isUpdating) = _getAmplificationParameter(); _require(!isUpdating, Errors.AMP_ONGOING_UPDATE); uint256 endValue = Math.mul(rawEndValue, _AMP_PRECISION); // daily rate = (endValue / currentValue) / duration * 1 day // We perform all multiplications first to not reduce precision, and round the division up as we want to avoid // large rates. Note that these are regular integer multiplications and divisions, not fixed point. uint256 dailyRate = endValue > currentValue ? Math.divUp(Math.mul(1 days, endValue), Math.mul(currentValue, duration)) : Math.divUp(Math.mul(1 days, currentValue), Math.mul(endValue, duration)); _require(dailyRate <= _MAX_AMP_UPDATE_DAILY_RATE, Errors.AMP_RATE_TOO_HIGH); _setAmplificationData(currentValue, endValue, block.timestamp, endTime); } /** * @dev Stops the amplification parameter change process, keeping the current value. */ function stopAmplificationParameterUpdate() external authenticate { (uint256 currentValue, bool isUpdating) = _getAmplificationParameter(); _require(isUpdating, Errors.AMP_NO_ONGOING_UPDATE); _setAmplificationData(currentValue); } function _isOwnerOnlyAction(bytes32 actionId) internal view virtual override returns (bool) { return (actionId == getActionId(StablePool.startAmplificationParameterUpdate.selector)) || (actionId == getActionId(StablePool.stopAmplificationParameterUpdate.selector)) || super._isOwnerOnlyAction(actionId); } function getAmplificationParameter() external view returns ( uint256 value, bool isUpdating, uint256 precision ) { (value, isUpdating) = _getAmplificationParameter(); precision = _AMP_PRECISION; } function _getAmplificationParameter() internal view returns (uint256 value, bool isUpdating) { (uint256 startValue, uint256 endValue, uint256 startTime, uint256 endTime) = _getAmplificationData(); // Note that block.timestamp >= startTime, since startTime is set to the current time when an update starts if (block.timestamp < endTime) { isUpdating = true; // We can skip checked arithmetic as: // - block.timestamp is always larger or equal to startTime // - endTime is alawys larger than startTime // - the value delta is bounded by the largest amplification paramater, which never causes the // multiplication to overflow. // This also means that the following computation will never revert nor yield invalid results. if (endValue > startValue) { value = startValue + ((endValue - startValue) * (block.timestamp - startTime)) / (endTime - startTime); } else { value = startValue - ((startValue - endValue) * (block.timestamp - startTime)) / (endTime - startTime); } } else { isUpdating = false; value = endValue; } } function _setAmplificationData(uint256 value) private { _setAmplificationData(value, value, block.timestamp, block.timestamp); emit AmpUpdateStopped(value); } function _setAmplificationData( uint256 startValue, uint256 endValue, uint256 startTime, uint256 endTime ) private { _packedAmplificationData = WordCodec.encodeUint(uint64(startValue), 0) | WordCodec.encodeUint(uint64(endValue), 64) | WordCodec.encodeUint(uint64(startTime), 64 * 2) | WordCodec.encodeUint(uint64(endTime), 64 * 3); emit AmpUpdateStarted(startValue, endValue, startTime, endTime); } function _getAmplificationData() private view returns ( uint256 startValue, uint256 endValue, uint256 startTime, uint256 endTime ) { startValue = _packedAmplificationData.decodeUint64(0); endValue = _packedAmplificationData.decodeUint64(64); startTime = _packedAmplificationData.decodeUint64(64 * 2); endTime = _packedAmplificationData.decodeUint64(64 * 3); } } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; import "./LogExpMath.sol"; import "../helpers/BalancerErrors.sol"; /* solhint-disable private-vars-leading-underscore */ library FixedPoint { uint256 internal constant ONE = 1e18; // 18 decimal places uint256 internal constant MAX_POW_RELATIVE_ERROR = 10000; // 10^(-14) // Minimum base for the power function when the exponent is 'free' (larger than ONE). uint256 internal constant MIN_POW_BASE_FREE_EXPONENT = 0.7e18; function add(uint256 a, uint256 b) internal pure returns (uint256) { // Fixed Point addition is the same as regular checked addition uint256 c = a + b; _require(c >= a, Errors.ADD_OVERFLOW); return c; } function sub(uint256 a, uint256 b) internal pure returns (uint256) { // Fixed Point addition is the same as regular checked addition _require(b <= a, Errors.SUB_OVERFLOW); uint256 c = a - b; return c; } function mulDown(uint256 a, uint256 b) internal pure returns (uint256) { uint256 product = a * b; _require(a == 0 || product / a == b, Errors.MUL_OVERFLOW); return product / ONE; } function mulUp(uint256 a, uint256 b) internal pure returns (uint256) { uint256 product = a * b; _require(a == 0 || product / a == b, Errors.MUL_OVERFLOW); if (product == 0) { return 0; } else { // The traditional divUp formula is: // divUp(x, y) := (x + y - 1) / y // To avoid intermediate overflow in the addition, we distribute the division and get: // divUp(x, y) := (x - 1) / y + 1 // Note that this requires x != 0, which we already tested for. return ((product - 1) / ONE) + 1; } } function divDown(uint256 a, uint256 b) internal pure returns (uint256) { _require(b != 0, Errors.ZERO_DIVISION); if (a == 0) { return 0; } else { uint256 aInflated = a * ONE; _require(aInflated / a == ONE, Errors.DIV_INTERNAL); // mul overflow return aInflated / b; } } function divUp(uint256 a, uint256 b) internal pure returns (uint256) { _require(b != 0, Errors.ZERO_DIVISION); if (a == 0) { return 0; } else { uint256 aInflated = a * ONE; _require(aInflated / a == ONE, Errors.DIV_INTERNAL); // mul overflow // The traditional divUp formula is: // divUp(x, y) := (x + y - 1) / y // To avoid intermediate overflow in the addition, we distribute the division and get: // divUp(x, y) := (x - 1) / y + 1 // Note that this requires x != 0, which we already tested for. return ((aInflated - 1) / b) + 1; } } /** * @dev Returns x^y, assuming both are fixed point numbers, rounding down. The result is guaranteed to not be above * the true value (that is, the error function expected - actual is always positive). */ function powDown(uint256 x, uint256 y) internal pure returns (uint256) { uint256 raw = LogExpMath.pow(x, y); uint256 maxError = add(mulUp(raw, MAX_POW_RELATIVE_ERROR), 1); if (raw < maxError) { return 0; } else { return sub(raw, maxError); } } /** * @dev Returns x^y, assuming both are fixed point numbers, rounding up. The result is guaranteed to not be below * the true value (that is, the error function expected - actual is always negative). */ function powUp(uint256 x, uint256 y) internal pure returns (uint256) { uint256 raw = LogExpMath.pow(x, y); uint256 maxError = add(mulUp(raw, MAX_POW_RELATIVE_ERROR), 1); return add(raw, maxError); } /** * @dev Returns the complement of a value (1 - x), capped to 0 if x is larger than 1. * * Useful when computing the complement for values with some level of relative error, as it strips this error and * prevents intermediate negative values. */ function complement(uint256 x) internal pure returns (uint256) { return (x < ONE) ? (ONE - x) : 0; } } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; import "../openzeppelin/IERC20.sol"; import "./BalancerErrors.sol"; library InputHelpers { function ensureInputLengthMatch(uint256 a, uint256 b) internal pure { _require(a == b, Errors.INPUT_LENGTH_MISMATCH); } function ensureInputLengthMatch( uint256 a, uint256 b, uint256 c ) internal pure { _require(a == b && b == c, Errors.INPUT_LENGTH_MISMATCH); } function ensureArrayIsSorted(IERC20[] memory array) internal pure { address[] memory addressArray; // solhint-disable-next-line no-inline-assembly assembly { addressArray := array } ensureArrayIsSorted(addressArray); } function ensureArrayIsSorted(address[] memory array) internal pure { if (array.length < 2) { return; } address previous = array[0]; for (uint256 i = 1; i < array.length; ++i) { address current = array[i]; _require(previous < current, Errors.UNSORTED_ARRAY); previous = current; } } } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; /** * @dev Library for encoding and decoding values stored inside a 256 bit word. Typically used to pack multiple values in * a single storage slot, saving gas by performing less storage accesses. * * Each value is defined by its size and the least significant bit in the word, also known as offset. For example, two * 128 bit values may be encoded in a word by assigning one an offset of 0, and the other an offset of 128. */ library WordCodec { // Masks are values with the least significant N bits set. They can be used to extract an encoded value from a word, // or to insert a new one replacing the old. uint256 private constant _MASK_1 = 2**(1) - 1; uint256 private constant _MASK_10 = 2**(10) - 1; uint256 private constant _MASK_22 = 2**(22) - 1; uint256 private constant _MASK_31 = 2**(31) - 1; uint256 private constant _MASK_53 = 2**(53) - 1; uint256 private constant _MASK_64 = 2**(64) - 1; // Largest positive values that can be represented as N bits signed integers. int256 private constant _MAX_INT_22 = 2**(21) - 1; int256 private constant _MAX_INT_53 = 2**(52) - 1; // In-place insertion /** * @dev Inserts a boolean value shifted by an offset into a 256 bit word, replacing the old value. Returns the new * word. */ function insertBoolean( bytes32 word, bool value, uint256 offset ) internal pure returns (bytes32) { bytes32 clearedWord = bytes32(uint256(word) & ~(_MASK_1 << offset)); return clearedWord | bytes32(uint256(value ? 1 : 0) << offset); } // Unsigned /** * @dev Inserts a 10 bit unsigned integer shifted by an offset into a 256 bit word, replacing the old value. Returns * the new word. * * Assumes `value` can be represented using 10 bits. */ function insertUint10( bytes32 word, uint256 value, uint256 offset ) internal pure returns (bytes32) { bytes32 clearedWord = bytes32(uint256(word) & ~(_MASK_10 << offset)); return clearedWord | bytes32(value << offset); } /** * @dev Inserts a 31 bit unsigned integer shifted by an offset into a 256 bit word, replacing the old value. Returns * the new word. * * Assumes `value` can be represented using 31 bits. */ function insertUint31( bytes32 word, uint256 value, uint256 offset ) internal pure returns (bytes32) { bytes32 clearedWord = bytes32(uint256(word) & ~(_MASK_31 << offset)); return clearedWord | bytes32(value << offset); } /** * @dev Inserts a 64 bit unsigned integer shifted by an offset into a 256 bit word, replacing the old value. Returns * the new word. * * Assumes `value` can be represented using 64 bits. */ function insertUint64( bytes32 word, uint256 value, uint256 offset ) internal pure returns (bytes32) { bytes32 clearedWord = bytes32(uint256(word) & ~(_MASK_64 << offset)); return clearedWord | bytes32(value << offset); } // Signed /** * @dev Inserts a 22 bits signed integer shifted by an offset into a 256 bit word, replacing the old value. Returns * the new word. * * Assumes `value` can be represented using 22 bits. */ function insertInt22( bytes32 word, int256 value, uint256 offset ) internal pure returns (bytes32) { bytes32 clearedWord = bytes32(uint256(word) & ~(_MASK_22 << offset)); // Integer values need masking to remove the upper bits of negative values. return clearedWord | bytes32((uint256(value) & _MASK_22) << offset); } // Encoding // Unsigned /** * @dev Encodes an unsigned integer shifted by an offset. This performs no size checks: it is up to the caller to * ensure that the values are bounded. * * The return value can be logically ORed with other encoded values to form a 256 bit word. */ function encodeUint(uint256 value, uint256 offset) internal pure returns (bytes32) { return bytes32(value << offset); } // Signed /** * @dev Encodes a 22 bits signed integer shifted by an offset. * * The return value can be logically ORed with other encoded values to form a 256 bit word. */ function encodeInt22(int256 value, uint256 offset) internal pure returns (bytes32) { // Integer values need masking to remove the upper bits of negative values. return bytes32((uint256(value) & _MASK_22) << offset); } /** * @dev Encodes a 53 bits signed integer shifted by an offset. * * The return value can be logically ORed with other encoded values to form a 256 bit word. */ function encodeInt53(int256 value, uint256 offset) internal pure returns (bytes32) { // Integer values need masking to remove the upper bits of negative values. return bytes32((uint256(value) & _MASK_53) << offset); } // Decoding /** * @dev Decodes and returns a boolean shifted by an offset from a 256 bit word. */ function decodeBool(bytes32 word, uint256 offset) internal pure returns (bool) { return (uint256(word >> offset) & _MASK_1) == 1; } // Unsigned /** * @dev Decodes and returns a 10 bit unsigned integer shifted by an offset from a 256 bit word. */ function decodeUint10(bytes32 word, uint256 offset) internal pure returns (uint256) { return uint256(word >> offset) & _MASK_10; } /** * @dev Decodes and returns a 31 bit unsigned integer shifted by an offset from a 256 bit word. */ function decodeUint31(bytes32 word, uint256 offset) internal pure returns (uint256) { return uint256(word >> offset) & _MASK_31; } /** * @dev Decodes and returns a 64 bit unsigned integer shifted by an offset from a 256 bit word. */ function decodeUint64(bytes32 word, uint256 offset) internal pure returns (uint256) { return uint256(word >> offset) & _MASK_64; } // Signed /** * @dev Decodes and returns a 22 bits signed integer shifted by an offset from a 256 bit word. */ function decodeInt22(bytes32 word, uint256 offset) internal pure returns (int256) { int256 value = int256(uint256(word >> offset) & _MASK_22); // In case the decoded value is greater than the max positive integer that can be represented with 22 bits, // we know it was originally a negative integer. Therefore, we mask it to restore the sign in the 256 bit // representation. return value > _MAX_INT_22 ? (value | int256(~_MASK_22)) : value; } /** * @dev Decodes and returns a 53 bits signed integer shifted by an offset from a 256 bit word. */ function decodeInt53(bytes32 word, uint256 offset) internal pure returns (int256) { int256 value = int256(uint256(word >> offset) & _MASK_53); // In case the decoded value is greater than the max positive integer that can be represented with 53 bits, // we know it was originally a negative integer. Therefore, we mask it to restore the sign in the 256 bit // representation. return value > _MAX_INT_53 ? (value | int256(~_MASK_53)) : value; } } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; pragma experimental ABIEncoderV2; import "./BasePool.sol"; import "@balancer-labs/v2-vault/contracts/interfaces/IGeneralPool.sol"; /** * @dev Extension of `BasePool`, adding a handler for `IGeneralPool.onSwap`. * * Derived contracts must call `BasePool`'s constructor, and implement `_onSwapGivenIn` and `_onSwapGivenOut` along with * `BasePool`'s virtual functions. Inheriting from this contract lets derived contracts choose the General * specialization setting. */ abstract contract BaseGeneralPool is IGeneralPool, BasePool { // Swap Hooks function onSwap( SwapRequest memory swapRequest, uint256[] memory balances, uint256 indexIn, uint256 indexOut ) external view virtual override returns (uint256) { _validateIndexes(indexIn, indexOut, _getTotalTokens()); uint256[] memory scalingFactors = _scalingFactors(); return swapRequest.kind == IVault.SwapKind.GIVEN_IN ? _swapGivenIn(swapRequest, balances, indexIn, indexOut, scalingFactors) : _swapGivenOut(swapRequest, balances, indexIn, indexOut, scalingFactors); } function _swapGivenIn( SwapRequest memory swapRequest, uint256[] memory balances, uint256 indexIn, uint256 indexOut, uint256[] memory scalingFactors ) internal view returns (uint256) { // Fees are subtracted before scaling, to reduce the complexity of the rounding direction analysis. swapRequest.amount = _subtractSwapFeeAmount(swapRequest.amount); _upscaleArray(balances, scalingFactors); swapRequest.amount = _upscale(swapRequest.amount, scalingFactors[indexIn]); uint256 amountOut = _onSwapGivenIn(swapRequest, balances, indexIn, indexOut); // amountOut tokens are exiting the Pool, so we round down. return _downscaleDown(amountOut, scalingFactors[indexOut]); } function _swapGivenOut( SwapRequest memory swapRequest, uint256[] memory balances, uint256 indexIn, uint256 indexOut, uint256[] memory scalingFactors ) internal view returns (uint256) { _upscaleArray(balances, scalingFactors); swapRequest.amount = _upscale(swapRequest.amount, scalingFactors[indexOut]); uint256 amountIn = _onSwapGivenOut(swapRequest, balances, indexIn, indexOut); // amountIn tokens are entering the Pool, so we round up. amountIn = _downscaleUp(amountIn, scalingFactors[indexIn]); // Fees are added after scaling happens, to reduce the complexity of the rounding direction analysis. return _addSwapFeeAmount(amountIn); } /* * @dev Called when a swap with the Pool occurs, where the amount of tokens entering the Pool is known. * * Returns the amount of tokens that will be taken from the Pool in return. * * All amounts inside `swapRequest` and `balances` are upscaled. The swap fee has already been deducted from * `swapRequest.amount`. * * The return value is also considered upscaled, and will be downscaled (rounding down) before returning it to the * Vault. */ function _onSwapGivenIn( SwapRequest memory swapRequest, uint256[] memory balances, uint256 indexIn, uint256 indexOut ) internal view virtual returns (uint256); /* * @dev Called when a swap with the Pool occurs, where the amount of tokens exiting the Pool is known. * * Returns the amount of tokens that will be granted to the Pool in return. * * All amounts inside `swapRequest` and `balances` are upscaled. * * The return value is also considered upscaled, and will be downscaled (rounding up) before applying the swap fee * and returning it to the Vault. */ function _onSwapGivenOut( SwapRequest memory swapRequest, uint256[] memory balances, uint256 indexIn, uint256 indexOut ) internal view virtual returns (uint256); function _validateIndexes( uint256 indexIn, uint256 indexOut, uint256 limit ) private pure { _require(indexIn < limit && indexOut < limit, Errors.OUT_OF_BOUNDS); } } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; pragma experimental ABIEncoderV2; import "./BasePool.sol"; import "@balancer-labs/v2-vault/contracts/interfaces/IMinimalSwapInfoPool.sol"; /** * @dev Extension of `BasePool`, adding a handler for `IMinimalSwapInfoPool.onSwap`. * * Derived contracts must call `BasePool`'s constructor, and implement `_onSwapGivenIn` and `_onSwapGivenOut` along with * `BasePool`'s virtual functions. Inheriting from this contract lets derived contracts choose the Two Token or Minimal * Swap Info specialization settings. */ abstract contract BaseMinimalSwapInfoPool is IMinimalSwapInfoPool, BasePool { // Swap Hooks function onSwap( SwapRequest memory request, uint256 balanceTokenIn, uint256 balanceTokenOut ) external view virtual override returns (uint256) { uint256 scalingFactorTokenIn = _scalingFactor(request.tokenIn); uint256 scalingFactorTokenOut = _scalingFactor(request.tokenOut); if (request.kind == IVault.SwapKind.GIVEN_IN) { // Fees are subtracted before scaling, to reduce the complexity of the rounding direction analysis. request.amount = _subtractSwapFeeAmount(request.amount); // All token amounts are upscaled. balanceTokenIn = _upscale(balanceTokenIn, scalingFactorTokenIn); balanceTokenOut = _upscale(balanceTokenOut, scalingFactorTokenOut); request.amount = _upscale(request.amount, scalingFactorTokenIn); uint256 amountOut = _onSwapGivenIn(request, balanceTokenIn, balanceTokenOut); // amountOut tokens are exiting the Pool, so we round down. return _downscaleDown(amountOut, scalingFactorTokenOut); } else { // All token amounts are upscaled. balanceTokenIn = _upscale(balanceTokenIn, scalingFactorTokenIn); balanceTokenOut = _upscale(balanceTokenOut, scalingFactorTokenOut); request.amount = _upscale(request.amount, scalingFactorTokenOut); uint256 amountIn = _onSwapGivenOut(request, balanceTokenIn, balanceTokenOut); // amountIn tokens are entering the Pool, so we round up. amountIn = _downscaleUp(amountIn, scalingFactorTokenIn); // Fees are added after scaling happens, to reduce the complexity of the rounding direction analysis. return _addSwapFeeAmount(amountIn); } } /* * @dev Called when a swap with the Pool occurs, where the amount of tokens entering the Pool is known. * * Returns the amount of tokens that will be taken from the Pool in return. * * All amounts inside `swapRequest`, `balanceTokenIn` and `balanceTokenOut` are upscaled. The swap fee has already * been deducted from `swapRequest.amount`. * * The return value is also considered upscaled, and will be downscaled (rounding down) before returning it to the * Vault. */ function _onSwapGivenIn( SwapRequest memory swapRequest, uint256 balanceTokenIn, uint256 balanceTokenOut ) internal view virtual returns (uint256); /* * @dev Called when a swap with the Pool occurs, where the amount of tokens exiting the Pool is known. * * Returns the amount of tokens that will be granted to the Pool in return. * * All amounts inside `swapRequest`, `balanceTokenIn` and `balanceTokenOut` are upscaled. * * The return value is also considered upscaled, and will be downscaled (rounding up) before applying the swap fee * and returning it to the Vault. */ function _onSwapGivenOut( SwapRequest memory swapRequest, uint256 balanceTokenIn, uint256 balanceTokenOut ) internal view 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 "@balancer-labs/v2-solidity-utils/contracts/math/Math.sol"; import "@balancer-labs/v2-solidity-utils/contracts/math/FixedPoint.sol"; // This is a contract to emulate file-level functions. Convert to a library // after the migration to solc v0.7.1. // solhint-disable private-vars-leading-underscore // solhint-disable var-name-mixedcase contract StableMath { using FixedPoint for uint256; uint256 internal constant _MIN_AMP = 1; uint256 internal constant _MAX_AMP = 5000; uint256 internal constant _AMP_PRECISION = 1e3; uint256 internal constant _MAX_STABLE_TOKENS = 5; // Note on unchecked arithmetic: // This contract performs a large number of additions, subtractions, multiplications and divisions, often inside // loops. Since many of these operations are gas-sensitive (as they happen e.g. during a swap), it is important to // not make any unnecessary checks. We rely on a set of invariants to avoid having to use checked arithmetic (the // Math library), including: // - the number of tokens is bounded by _MAX_STABLE_TOKENS // - the amplification parameter is bounded by _MAX_AMP * _AMP_PRECISION, which fits in 23 bits // - the token balances are bounded by 2^112 (guaranteed by the Vault) times 1e18 (the maximum scaling factor), // which fits in 172 bits // // This means e.g. we can safely multiply a balance by the amplification parameter without worrying about overflow. // Computes the invariant given the current balances, using the Newton-Raphson approximation. // The amplification parameter equals: A n^(n-1) function _calculateInvariant( uint256 amplificationParameter, uint256[] memory balances, bool roundUp ) internal pure returns (uint256) { /********************************************************************************************** // invariant // // D = invariant D^(n+1) // // A = amplification coefficient A n^n S + D = A D n^n + ----------- // // S = sum of balances n^n P // // P = product of balances // // n = number of tokens // *********x************************************************************************************/ // We support rounding up or down. uint256 sum = 0; uint256 numTokens = balances.length; for (uint256 i = 0; i < numTokens; i++) { sum = sum.add(balances[i]); } if (sum == 0) { return 0; } uint256 prevInvariant = 0; uint256 invariant = sum; uint256 ampTimesTotal = amplificationParameter * numTokens; for (uint256 i = 0; i < 255; i++) { uint256 P_D = balances[0] * numTokens; for (uint256 j = 1; j < numTokens; j++) { P_D = Math.div(Math.mul(Math.mul(P_D, balances[j]), numTokens), invariant, roundUp); } prevInvariant = invariant; invariant = Math.div( Math.mul(Math.mul(numTokens, invariant), invariant).add( Math.div(Math.mul(Math.mul(ampTimesTotal, sum), P_D), _AMP_PRECISION, roundUp) ), Math.mul(numTokens + 1, invariant).add( // No need to use checked arithmetic for the amp precision, the amp is guaranteed to be at least 1 Math.div(Math.mul(ampTimesTotal - _AMP_PRECISION, P_D), _AMP_PRECISION, !roundUp) ), roundUp ); if (invariant > prevInvariant) { if (invariant - prevInvariant <= 1) { return invariant; } } else if (prevInvariant - invariant <= 1) { return invariant; } } _revert(Errors.STABLE_GET_BALANCE_DIDNT_CONVERGE); } // Computes how many tokens can be taken out of a pool if `tokenAmountIn` are sent, given the current balances. // The amplification parameter equals: A n^(n-1) function _calcOutGivenIn( uint256 amplificationParameter, uint256[] memory balances, uint256 tokenIndexIn, uint256 tokenIndexOut, uint256 tokenAmountIn ) internal pure returns (uint256) { /************************************************************************************************************** // outGivenIn token x for y - polynomial equation to solve // // ay = amount out to calculate // // by = balance token out // // y = by - ay (finalBalanceOut) // // D = invariant D D^(n+1) // // A = amplification coefficient y^2 + ( S - ---------- - D) * y - ------------- = 0 // // n = number of tokens (A * n^n) A * n^2n * P // // S = sum of final balances but y // // P = product of final balances but y // **************************************************************************************************************/ // Amount out, so we round down overall. // Given that we need to have a greater final balance out, the invariant needs to be rounded up uint256 invariant = _calculateInvariant(amplificationParameter, balances, true); balances[tokenIndexIn] = balances[tokenIndexIn].add(tokenAmountIn); uint256 finalBalanceOut = _getTokenBalanceGivenInvariantAndAllOtherBalances( amplificationParameter, balances, invariant, tokenIndexOut ); // No need to use checked arithmetic since `tokenAmountIn` was actually added to the same balance right before // calling `_getTokenBalanceGivenInvariantAndAllOtherBalances` which doesn't alter the balances array. balances[tokenIndexIn] = balances[tokenIndexIn] - tokenAmountIn; return balances[tokenIndexOut].sub(finalBalanceOut).sub(1); } // Computes how many tokens must be sent to a pool if `tokenAmountOut` are sent given the // current balances, using the Newton-Raphson approximation. // The amplification parameter equals: A n^(n-1) function _calcInGivenOut( uint256 amplificationParameter, uint256[] memory balances, uint256 tokenIndexIn, uint256 tokenIndexOut, uint256 tokenAmountOut ) internal pure returns (uint256) { /************************************************************************************************************** // inGivenOut token x for y - polynomial equation to solve // // ax = amount in to calculate // // bx = balance token in // // x = bx + ax (finalBalanceIn) // // D = invariant D D^(n+1) // // A = amplification coefficient x^2 + ( S - ---------- - D) * x - ------------- = 0 // // n = number of tokens (A * n^n) A * n^2n * P // // S = sum of final balances but x // // P = product of final balances but x // **************************************************************************************************************/ // Amount in, so we round up overall. // Given that we need to have a greater final balance in, the invariant needs to be rounded up uint256 invariant = _calculateInvariant(amplificationParameter, balances, true); balances[tokenIndexOut] = balances[tokenIndexOut].sub(tokenAmountOut); uint256 finalBalanceIn = _getTokenBalanceGivenInvariantAndAllOtherBalances( amplificationParameter, balances, invariant, tokenIndexIn ); // No need to use checked arithmetic since `tokenAmountOut` was actually subtracted from the same balance right // before calling `_getTokenBalanceGivenInvariantAndAllOtherBalances` which doesn't alter the balances array. balances[tokenIndexOut] = balances[tokenIndexOut] + tokenAmountOut; return finalBalanceIn.sub(balances[tokenIndexIn]).add(1); } function _calcBptOutGivenExactTokensIn( uint256 amp, uint256[] memory balances, uint256[] memory amountsIn, uint256 bptTotalSupply, uint256 swapFeePercentage ) internal pure returns (uint256) { // BPT out, so we round down overall. // First loop calculates the sum of all token balances, which will be used to calculate // the current weights of each token, relative to this sum uint256 sumBalances = 0; for (uint256 i = 0; i < balances.length; i++) { sumBalances = sumBalances.add(balances[i]); } // Calculate the weighted balance ratio without considering fees uint256[] memory balanceRatiosWithFee = new uint256[](amountsIn.length); // The weighted sum of token balance ratios without fee uint256 invariantRatioWithFees = 0; for (uint256 i = 0; i < balances.length; i++) { uint256 currentWeight = balances[i].divDown(sumBalances); balanceRatiosWithFee[i] = balances[i].add(amountsIn[i]).divDown(balances[i]); invariantRatioWithFees = invariantRatioWithFees.add(balanceRatiosWithFee[i].mulDown(currentWeight)); } // Second loop calculates new amounts in, taking into account the fee on the percentage excess uint256[] memory newBalances = new uint256[](balances.length); for (uint256 i = 0; i < balances.length; i++) { uint256 amountInWithoutFee; // Check if the balance ratio is greater than the ideal ratio to charge fees or not if (balanceRatiosWithFee[i] > invariantRatioWithFees) { uint256 nonTaxableAmount = balances[i].mulDown(invariantRatioWithFees.sub(FixedPoint.ONE)); uint256 taxableAmount = amountsIn[i].sub(nonTaxableAmount); // No need to use checked arithmetic for the swap fee, it is guaranteed to be lower than 50% amountInWithoutFee = nonTaxableAmount.add(taxableAmount.mulDown(FixedPoint.ONE - swapFeePercentage)); } else { amountInWithoutFee = amountsIn[i]; } newBalances[i] = balances[i].add(amountInWithoutFee); } // Get current and new invariants, taking swap fees into account uint256 currentInvariant = _calculateInvariant(amp, balances, true); uint256 newInvariant = _calculateInvariant(amp, newBalances, false); uint256 invariantRatio = newInvariant.divDown(currentInvariant); // If the invariant didn't increase for any reason, we simply don't mint BPT if (invariantRatio > FixedPoint.ONE) { return bptTotalSupply.mulDown(invariantRatio - FixedPoint.ONE); } else { return 0; } } function _calcTokenInGivenExactBptOut( uint256 amp, uint256[] memory balances, uint256 tokenIndex, uint256 bptAmountOut, uint256 bptTotalSupply, uint256 swapFeePercentage ) internal pure returns (uint256) { // Token in, so we round up overall. // Get the current invariant uint256 currentInvariant = _calculateInvariant(amp, balances, true); // Calculate new invariant uint256 newInvariant = bptTotalSupply.add(bptAmountOut).divUp(bptTotalSupply).mulUp(currentInvariant); // Calculate amount in without fee. uint256 newBalanceTokenIndex = _getTokenBalanceGivenInvariantAndAllOtherBalances( amp, balances, newInvariant, tokenIndex ); uint256 amountInWithoutFee = newBalanceTokenIndex.sub(balances[tokenIndex]); // First calculate the sum of all token balances, which will be used to calculate // the current weight of each token uint256 sumBalances = 0; for (uint256 i = 0; i < balances.length; i++) { sumBalances = sumBalances.add(balances[i]); } // We can now compute how much extra balance is being deposited and used in virtual swaps, and charge swap fees // accordingly. uint256 currentWeight = balances[tokenIndex].divDown(sumBalances); uint256 taxablePercentage = currentWeight.complement(); uint256 taxableAmount = amountInWithoutFee.mulUp(taxablePercentage); uint256 nonTaxableAmount = amountInWithoutFee.sub(taxableAmount); // No need to use checked arithmetic for the swap fee, it is guaranteed to be lower than 50% return nonTaxableAmount.add(taxableAmount.divUp(FixedPoint.ONE - swapFeePercentage)); } /* Flow of calculations: amountsTokenOut -> amountsOutProportional -> amountOutPercentageExcess -> amountOutBeforeFee -> newInvariant -> amountBPTIn */ function _calcBptInGivenExactTokensOut( uint256 amp, uint256[] memory balances, uint256[] memory amountsOut, uint256 bptTotalSupply, uint256 swapFeePercentage ) internal pure returns (uint256) { // BPT in, so we round up overall. // First loop calculates the sum of all token balances, which will be used to calculate // the current weights of each token relative to this sum uint256 sumBalances = 0; for (uint256 i = 0; i < balances.length; i++) { sumBalances = sumBalances.add(balances[i]); } // Calculate the weighted balance ratio without considering fees uint256[] memory balanceRatiosWithoutFee = new uint256[](amountsOut.length); uint256 invariantRatioWithoutFees = 0; for (uint256 i = 0; i < balances.length; i++) { uint256 currentWeight = balances[i].divUp(sumBalances); balanceRatiosWithoutFee[i] = balances[i].sub(amountsOut[i]).divUp(balances[i]); invariantRatioWithoutFees = invariantRatioWithoutFees.add(balanceRatiosWithoutFee[i].mulUp(currentWeight)); } // Second loop calculates new amounts in, taking into account the fee on the percentage excess uint256[] memory newBalances = new uint256[](balances.length); for (uint256 i = 0; i < balances.length; i++) { // Swap fees are typically charged on 'token in', but there is no 'token in' here, so we apply it to // 'token out'. This results in slightly larger price impact. uint256 amountOutWithFee; if (invariantRatioWithoutFees > balanceRatiosWithoutFee[i]) { uint256 nonTaxableAmount = balances[i].mulDown(invariantRatioWithoutFees.complement()); uint256 taxableAmount = amountsOut[i].sub(nonTaxableAmount); // No need to use checked arithmetic for the swap fee, it is guaranteed to be lower than 50% amountOutWithFee = nonTaxableAmount.add(taxableAmount.divUp(FixedPoint.ONE - swapFeePercentage)); } else { amountOutWithFee = amountsOut[i]; } newBalances[i] = balances[i].sub(amountOutWithFee); } // Get current and new invariants, taking into account swap fees uint256 currentInvariant = _calculateInvariant(amp, balances, true); uint256 newInvariant = _calculateInvariant(amp, newBalances, false); uint256 invariantRatio = newInvariant.divDown(currentInvariant); // return amountBPTIn return bptTotalSupply.mulUp(invariantRatio.complement()); } function _calcTokenOutGivenExactBptIn( uint256 amp, uint256[] memory balances, uint256 tokenIndex, uint256 bptAmountIn, uint256 bptTotalSupply, uint256 swapFeePercentage ) internal pure returns (uint256) { // Token out, so we round down overall. // Get the current and new invariants. Since we need a bigger new invariant, we round the current one up. uint256 currentInvariant = _calculateInvariant(amp, balances, true); uint256 newInvariant = bptTotalSupply.sub(bptAmountIn).divUp(bptTotalSupply).mulUp(currentInvariant); // Calculate amount out without fee uint256 newBalanceTokenIndex = _getTokenBalanceGivenInvariantAndAllOtherBalances( amp, balances, newInvariant, tokenIndex ); uint256 amountOutWithoutFee = balances[tokenIndex].sub(newBalanceTokenIndex); // First calculate the sum of all token balances, which will be used to calculate // the current weight of each token uint256 sumBalances = 0; for (uint256 i = 0; i < balances.length; i++) { sumBalances = sumBalances.add(balances[i]); } // We can now compute how much excess balance is being withdrawn as a result of the virtual swaps, which result // in swap fees. uint256 currentWeight = balances[tokenIndex].divDown(sumBalances); uint256 taxablePercentage = currentWeight.complement(); // Swap fees are typically charged on 'token in', but there is no 'token in' here, so we apply it // to 'token out'. This results in slightly larger price impact. Fees are rounded up. uint256 taxableAmount = amountOutWithoutFee.mulUp(taxablePercentage); uint256 nonTaxableAmount = amountOutWithoutFee.sub(taxableAmount); // No need to use checked arithmetic for the swap fee, it is guaranteed to be lower than 50% return nonTaxableAmount.add(taxableAmount.mulDown(FixedPoint.ONE - swapFeePercentage)); } function _calcTokensOutGivenExactBptIn( uint256[] memory balances, uint256 bptAmountIn, uint256 bptTotalSupply ) internal pure returns (uint256[] memory) { /********************************************************************************************** // exactBPTInForTokensOut // // (per token) // // aO = tokenAmountOut / bptIn \\ // // b = tokenBalance a0 = b * | --------------------- | // // bptIn = bptAmountIn \\ bptTotalSupply / // // bpt = bptTotalSupply // **********************************************************************************************/ // Since we're computing an amount out, we round down overall. This means rounding down on both the // multiplication and division. uint256 bptRatio = bptAmountIn.divDown(bptTotalSupply); uint256[] memory amountsOut = new uint256[](balances.length); for (uint256 i = 0; i < balances.length; i++) { amountsOut[i] = balances[i].mulDown(bptRatio); } return amountsOut; } // The amplification parameter equals: A n^(n-1) function _calcDueTokenProtocolSwapFeeAmount( uint256 amplificationParameter, uint256[] memory balances, uint256 lastInvariant, uint256 tokenIndex, uint256 protocolSwapFeePercentage ) internal pure returns (uint256) { /************************************************************************************************************** // oneTokenSwapFee - polynomial equation to solve // // af = fee amount to calculate in one token // // bf = balance of fee token // // f = bf - af (finalBalanceFeeToken) // // D = old invariant D D^(n+1) // // A = amplification coefficient f^2 + ( S - ---------- - D) * f - ------------- = 0 // // n = number of tokens (A * n^n) A * n^2n * P // // S = sum of final balances but f // // P = product of final balances but f // **************************************************************************************************************/ // Protocol swap fee amount, so we round down overall. uint256 finalBalanceFeeToken = _getTokenBalanceGivenInvariantAndAllOtherBalances( amplificationParameter, balances, lastInvariant, tokenIndex ); if (balances[tokenIndex] <= finalBalanceFeeToken) { // This shouldn't happen outside of rounding errors, but have this safeguard nonetheless to prevent the Pool // from entering a locked state in which joins and exits revert while computing accumulated swap fees. return 0; } // Result is rounded down uint256 accumulatedTokenSwapFees = balances[tokenIndex] - finalBalanceFeeToken; return accumulatedTokenSwapFees.mulDown(protocolSwapFeePercentage).divDown(FixedPoint.ONE); } // Private functions // This function calculates the balance of a given token (tokenIndex) // given all the other balances and the invariant function _getTokenBalanceGivenInvariantAndAllOtherBalances( uint256 amplificationParameter, uint256[] memory balances, uint256 invariant, uint256 tokenIndex ) internal pure returns (uint256) { // Rounds result up overall uint256 ampTimesTotal = amplificationParameter * balances.length; uint256 sum = balances[0]; uint256 P_D = balances[0] * balances.length; for (uint256 j = 1; j < balances.length; j++) { P_D = Math.divDown(Math.mul(Math.mul(P_D, balances[j]), balances.length), invariant); sum = sum.add(balances[j]); } // No need to use safe math, based on the loop above `sum` is greater than or equal to `balances[tokenIndex]` sum = sum - balances[tokenIndex]; uint256 inv2 = Math.mul(invariant, invariant); // We remove the balance fromm c by multiplying it uint256 c = Math.mul( Math.mul(Math.divUp(inv2, Math.mul(ampTimesTotal, P_D)), _AMP_PRECISION), balances[tokenIndex] ); uint256 b = sum.add(Math.mul(Math.divDown(invariant, ampTimesTotal), _AMP_PRECISION)); // We iterate to find the balance uint256 prevTokenBalance = 0; // We multiply the first iteration outside the loop with the invariant to set the value of the // initial approximation. uint256 tokenBalance = Math.divUp(inv2.add(c), invariant.add(b)); for (uint256 i = 0; i < 255; i++) { prevTokenBalance = tokenBalance; tokenBalance = Math.divUp( Math.mul(tokenBalance, tokenBalance).add(c), Math.mul(tokenBalance, 2).add(b).sub(invariant) ); if (tokenBalance > prevTokenBalance) { if (tokenBalance - prevTokenBalance <= 1) { return tokenBalance; } } else if (prevTokenBalance - tokenBalance <= 1) { return tokenBalance; } } _revert(Errors.STABLE_GET_BALANCE_DIDNT_CONVERGE); } } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; import "@balancer-labs/v2-solidity-utils/contracts/openzeppelin/IERC20.sol"; import "./StablePool.sol"; library StablePoolUserDataHelpers { function joinKind(bytes memory self) internal pure returns (StablePool.JoinKind) { return abi.decode(self, (StablePool.JoinKind)); } function exitKind(bytes memory self) internal pure returns (StablePool.ExitKind) { return abi.decode(self, (StablePool.ExitKind)); } // Joins function initialAmountsIn(bytes memory self) internal pure returns (uint256[] memory amountsIn) { (, amountsIn) = abi.decode(self, (StablePool.JoinKind, uint256[])); } function exactTokensInForBptOut(bytes memory self) internal pure returns (uint256[] memory amountsIn, uint256 minBPTAmountOut) { (, amountsIn, minBPTAmountOut) = abi.decode(self, (StablePool.JoinKind, uint256[], uint256)); } function tokenInForExactBptOut(bytes memory self) internal pure returns (uint256 bptAmountOut, uint256 tokenIndex) { (, bptAmountOut, tokenIndex) = abi.decode(self, (StablePool.JoinKind, uint256, uint256)); } // Exits function exactBptInForTokenOut(bytes memory self) internal pure returns (uint256 bptAmountIn, uint256 tokenIndex) { (, bptAmountIn, tokenIndex) = abi.decode(self, (StablePool.ExitKind, uint256, uint256)); } function exactBptInForTokensOut(bytes memory self) internal pure returns (uint256 bptAmountIn) { (, bptAmountIn) = abi.decode(self, (StablePool.ExitKind, uint256)); } function bptInForExactTokensOut(bytes memory self) internal pure returns (uint256[] memory amountsOut, uint256 maxBPTAmountIn) { (, amountsOut, maxBPTAmountIn) = abi.decode(self, (StablePool.ExitKind, uint256[], uint256)); } } // SPDX-License-Identifier: MIT // Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated // documentation files (the “Software”), to deal in the Software without restriction, including without limitation the // rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to // permit persons to whom the Software is furnished to do so, subject to the following conditions: // The above copyright notice and this permission notice shall be included in all copies or substantial portions of the // Software. // THE SOFTWARE IS PROVIDED “AS IS”, WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE // WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR // COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR // OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE. pragma solidity ^0.7.0; import "../helpers/BalancerErrors.sol"; /* solhint-disable */ /** * @dev Exponentiation and logarithm functions for 18 decimal fixed point numbers (both base and exponent/argument). * * Exponentiation and logarithm with arbitrary bases (x^y and log_x(y)) are implemented by conversion to natural * exponentiation and logarithm (where the base is Euler's number). * * @author Fernando Martinelli - @fernandomartinelli * @author Sergio Yuhjtman - @sergioyuhjtman * @author Daniel Fernandez - @dmf7z */ library LogExpMath { // All fixed point multiplications and divisions are inlined. This means we need to divide by ONE when multiplying // two numbers, and multiply by ONE when dividing them. // All arguments and return values are 18 decimal fixed point numbers. int256 constant ONE_18 = 1e18; // Internally, intermediate values are computed with higher precision as 20 decimal fixed point numbers, and in the // case of ln36, 36 decimals. int256 constant ONE_20 = 1e20; int256 constant ONE_36 = 1e36; // The domain of natural exponentiation is bound by the word size and number of decimals used. // // Because internally the result will be stored using 20 decimals, the largest possible result is // (2^255 - 1) / 10^20, which makes the largest exponent ln((2^255 - 1) / 10^20) = 130.700829182905140221. // The smallest possible result is 10^(-18), which makes largest negative argument // ln(10^(-18)) = -41.446531673892822312. // We use 130.0 and -41.0 to have some safety margin. int256 constant MAX_NATURAL_EXPONENT = 130e18; int256 constant MIN_NATURAL_EXPONENT = -41e18; // Bounds for ln_36's argument. Both ln(0.9) and ln(1.1) can be represented with 36 decimal places in a fixed point // 256 bit integer. int256 constant LN_36_LOWER_BOUND = ONE_18 - 1e17; int256 constant LN_36_UPPER_BOUND = ONE_18 + 1e17; uint256 constant MILD_EXPONENT_BOUND = 2**254 / uint256(ONE_20); // 18 decimal constants int256 constant x0 = 128000000000000000000; // 2ˆ7 int256 constant a0 = 38877084059945950922200000000000000000000000000000000000; // eˆ(x0) (no decimals) int256 constant x1 = 64000000000000000000; // 2ˆ6 int256 constant a1 = 6235149080811616882910000000; // eˆ(x1) (no decimals) // 20 decimal constants int256 constant x2 = 3200000000000000000000; // 2ˆ5 int256 constant a2 = 7896296018268069516100000000000000; // eˆ(x2) int256 constant x3 = 1600000000000000000000; // 2ˆ4 int256 constant a3 = 888611052050787263676000000; // eˆ(x3) int256 constant x4 = 800000000000000000000; // 2ˆ3 int256 constant a4 = 298095798704172827474000; // eˆ(x4) int256 constant x5 = 400000000000000000000; // 2ˆ2 int256 constant a5 = 5459815003314423907810; // eˆ(x5) int256 constant x6 = 200000000000000000000; // 2ˆ1 int256 constant a6 = 738905609893065022723; // eˆ(x6) int256 constant x7 = 100000000000000000000; // 2ˆ0 int256 constant a7 = 271828182845904523536; // eˆ(x7) int256 constant x8 = 50000000000000000000; // 2ˆ-1 int256 constant a8 = 164872127070012814685; // eˆ(x8) int256 constant x9 = 25000000000000000000; // 2ˆ-2 int256 constant a9 = 128402541668774148407; // eˆ(x9) int256 constant x10 = 12500000000000000000; // 2ˆ-3 int256 constant a10 = 113314845306682631683; // eˆ(x10) int256 constant x11 = 6250000000000000000; // 2ˆ-4 int256 constant a11 = 106449445891785942956; // eˆ(x11) /** * @dev Exponentiation (x^y) with unsigned 18 decimal fixed point base and exponent. * * Reverts if ln(x) * y is smaller than `MIN_NATURAL_EXPONENT`, or larger than `MAX_NATURAL_EXPONENT`. */ function pow(uint256 x, uint256 y) internal pure returns (uint256) { if (y == 0) { // We solve the 0^0 indetermination by making it equal one. return uint256(ONE_18); } if (x == 0) { return 0; } // Instead of computing x^y directly, we instead rely on the properties of logarithms and exponentiation to // arrive at that result. In particular, exp(ln(x)) = x, and ln(x^y) = y * ln(x). This means // x^y = exp(y * ln(x)). // The ln function takes a signed value, so we need to make sure x fits in the signed 256 bit range. _require(x < 2**255, Errors.X_OUT_OF_BOUNDS); int256 x_int256 = int256(x); // We will compute y * ln(x) in a single step. Depending on the value of x, we can either use ln or ln_36. In // both cases, we leave the division by ONE_18 (due to fixed point multiplication) to the end. // This prevents y * ln(x) from overflowing, and at the same time guarantees y fits in the signed 256 bit range. _require(y < MILD_EXPONENT_BOUND, Errors.Y_OUT_OF_BOUNDS); int256 y_int256 = int256(y); int256 logx_times_y; if (LN_36_LOWER_BOUND < x_int256 && x_int256 < LN_36_UPPER_BOUND) { int256 ln_36_x = _ln_36(x_int256); // ln_36_x has 36 decimal places, so multiplying by y_int256 isn't as straightforward, since we can't just // bring y_int256 to 36 decimal places, as it might overflow. Instead, we perform two 18 decimal // multiplications and add the results: one with the first 18 decimals of ln_36_x, and one with the // (downscaled) last 18 decimals. logx_times_y = ((ln_36_x / ONE_18) * y_int256 + ((ln_36_x % ONE_18) * y_int256) / ONE_18); } else { logx_times_y = _ln(x_int256) * y_int256; } logx_times_y /= ONE_18; // Finally, we compute exp(y * ln(x)) to arrive at x^y _require( MIN_NATURAL_EXPONENT <= logx_times_y && logx_times_y <= MAX_NATURAL_EXPONENT, Errors.PRODUCT_OUT_OF_BOUNDS ); return uint256(exp(logx_times_y)); } /** * @dev Natural exponentiation (e^x) with signed 18 decimal fixed point exponent. * * Reverts if `x` is smaller than MIN_NATURAL_EXPONENT, or larger than `MAX_NATURAL_EXPONENT`. */ function exp(int256 x) internal pure returns (int256) { _require(x >= MIN_NATURAL_EXPONENT && x <= MAX_NATURAL_EXPONENT, Errors.INVALID_EXPONENT); if (x < 0) { // We only handle positive exponents: e^(-x) is computed as 1 / e^x. We can safely make x positive since it // fits in the signed 256 bit range (as it is larger than MIN_NATURAL_EXPONENT). // Fixed point division requires multiplying by ONE_18. return ((ONE_18 * ONE_18) / exp(-x)); } // First, we use the fact that e^(x+y) = e^x * e^y to decompose x into a sum of powers of two, which we call x_n, // where x_n == 2^(7 - n), and e^x_n = a_n has been precomputed. We choose the first x_n, x0, to equal 2^7 // because all larger powers are larger than MAX_NATURAL_EXPONENT, and therefore not present in the // decomposition. // At the end of this process we will have the product of all e^x_n = a_n that apply, and the remainder of this // decomposition, which will be lower than the smallest x_n. // exp(x) = k_0 * a_0 * k_1 * a_1 * ... + k_n * a_n * exp(remainder), where each k_n equals either 0 or 1. // We mutate x by subtracting x_n, making it the remainder of the decomposition. // The first two a_n (e^(2^7) and e^(2^6)) are too large if stored as 18 decimal numbers, and could cause // intermediate overflows. Instead we store them as plain integers, with 0 decimals. // Additionally, x0 + x1 is larger than MAX_NATURAL_EXPONENT, which means they will not both be present in the // decomposition. // For each x_n, we test if that term is present in the decomposition (if x is larger than it), and if so deduct // it and compute the accumulated product. int256 firstAN; if (x >= x0) { x -= x0; firstAN = a0; } else if (x >= x1) { x -= x1; firstAN = a1; } else { firstAN = 1; // One with no decimal places } // We now transform x into a 20 decimal fixed point number, to have enhanced precision when computing the // smaller terms. x *= 100; // `product` is the accumulated product of all a_n (except a0 and a1), which starts at 20 decimal fixed point // one. Recall that fixed point multiplication requires dividing by ONE_20. int256 product = ONE_20; if (x >= x2) { x -= x2; product = (product * a2) / ONE_20; } if (x >= x3) { x -= x3; product = (product * a3) / ONE_20; } if (x >= x4) { x -= x4; product = (product * a4) / ONE_20; } if (x >= x5) { x -= x5; product = (product * a5) / ONE_20; } if (x >= x6) { x -= x6; product = (product * a6) / ONE_20; } if (x >= x7) { x -= x7; product = (product * a7) / ONE_20; } if (x >= x8) { x -= x8; product = (product * a8) / ONE_20; } if (x >= x9) { x -= x9; product = (product * a9) / ONE_20; } // x10 and x11 are unnecessary here since we have high enough precision already. // Now we need to compute e^x, where x is small (in particular, it is smaller than x9). We use the Taylor series // expansion for e^x: 1 + x + (x^2 / 2!) + (x^3 / 3!) + ... + (x^n / n!). int256 seriesSum = ONE_20; // The initial one in the sum, with 20 decimal places. int256 term; // Each term in the sum, where the nth term is (x^n / n!). // The first term is simply x. term = x; seriesSum += term; // Each term (x^n / n!) equals the previous one times x, divided by n. Since x is a fixed point number, // multiplying by it requires dividing by ONE_20, but dividing by the non-fixed point n values does not. term = ((term * x) / ONE_20) / 2; seriesSum += term; term = ((term * x) / ONE_20) / 3; seriesSum += term; term = ((term * x) / ONE_20) / 4; seriesSum += term; term = ((term * x) / ONE_20) / 5; seriesSum += term; term = ((term * x) / ONE_20) / 6; seriesSum += term; term = ((term * x) / ONE_20) / 7; seriesSum += term; term = ((term * x) / ONE_20) / 8; seriesSum += term; term = ((term * x) / ONE_20) / 9; seriesSum += term; term = ((term * x) / ONE_20) / 10; seriesSum += term; term = ((term * x) / ONE_20) / 11; seriesSum += term; term = ((term * x) / ONE_20) / 12; seriesSum += term; // 12 Taylor terms are sufficient for 18 decimal precision. // We now have the first a_n (with no decimals), and the product of all other a_n present, and the Taylor // approximation of the exponentiation of the remainder (both with 20 decimals). All that remains is to multiply // all three (one 20 decimal fixed point multiplication, dividing by ONE_20, and one integer multiplication), // and then drop two digits to return an 18 decimal value. return (((product * seriesSum) / ONE_20) * firstAN) / 100; } /** * @dev Logarithm (log(arg, base), with signed 18 decimal fixed point base and argument. */ function log(int256 arg, int256 base) internal pure returns (int256) { // This performs a simple base change: log(arg, base) = ln(arg) / ln(base). // Both logBase and logArg are computed as 36 decimal fixed point numbers, either by using ln_36, or by // upscaling. int256 logBase; if (LN_36_LOWER_BOUND < base && base < LN_36_UPPER_BOUND) { logBase = _ln_36(base); } else { logBase = _ln(base) * ONE_18; } int256 logArg; if (LN_36_LOWER_BOUND < arg && arg < LN_36_UPPER_BOUND) { logArg = _ln_36(arg); } else { logArg = _ln(arg) * ONE_18; } // When dividing, we multiply by ONE_18 to arrive at a result with 18 decimal places return (logArg * ONE_18) / logBase; } /** * @dev Natural logarithm (ln(a)) with signed 18 decimal fixed point argument. */ function ln(int256 a) internal pure returns (int256) { // The real natural logarithm is not defined for negative numbers or zero. _require(a > 0, Errors.OUT_OF_BOUNDS); if (LN_36_LOWER_BOUND < a && a < LN_36_UPPER_BOUND) { return _ln_36(a) / ONE_18; } else { return _ln(a); } } /** * @dev Internal natural logarithm (ln(a)) with signed 18 decimal fixed point argument. */ function _ln(int256 a) private pure returns (int256) { if (a < ONE_18) { // Since ln(a^k) = k * ln(a), we can compute ln(a) as ln(a) = ln((1/a)^(-1)) = - ln((1/a)). If a is less // than one, 1/a will be greater than one, and this if statement will not be entered in the recursive call. // Fixed point division requires multiplying by ONE_18. return (-_ln((ONE_18 * ONE_18) / a)); } // First, we use the fact that ln^(a * b) = ln(a) + ln(b) to decompose ln(a) into a sum of powers of two, which // we call x_n, where x_n == 2^(7 - n), which are the natural logarithm of precomputed quantities a_n (that is, // ln(a_n) = x_n). We choose the first x_n, x0, to equal 2^7 because the exponential of all larger powers cannot // be represented as 18 fixed point decimal numbers in 256 bits, and are therefore larger than a. // At the end of this process we will have the sum of all x_n = ln(a_n) that apply, and the remainder of this // decomposition, which will be lower than the smallest a_n. // ln(a) = k_0 * x_0 + k_1 * x_1 + ... + k_n * x_n + ln(remainder), where each k_n equals either 0 or 1. // We mutate a by subtracting a_n, making it the remainder of the decomposition. // For reasons related to how `exp` works, the first two a_n (e^(2^7) and e^(2^6)) are not stored as fixed point // numbers with 18 decimals, but instead as plain integers with 0 decimals, so we need to multiply them by // ONE_18 to convert them to fixed point. // For each a_n, we test if that term is present in the decomposition (if a is larger than it), and if so divide // by it and compute the accumulated sum. int256 sum = 0; if (a >= a0 * ONE_18) { a /= a0; // Integer, not fixed point division sum += x0; } if (a >= a1 * ONE_18) { a /= a1; // Integer, not fixed point division sum += x1; } // All other a_n and x_n are stored as 20 digit fixed point numbers, so we convert the sum and a to this format. sum *= 100; a *= 100; // Because further a_n are 20 digit fixed point numbers, we multiply by ONE_20 when dividing by them. if (a >= a2) { a = (a * ONE_20) / a2; sum += x2; } if (a >= a3) { a = (a * ONE_20) / a3; sum += x3; } if (a >= a4) { a = (a * ONE_20) / a4; sum += x4; } if (a >= a5) { a = (a * ONE_20) / a5; sum += x5; } if (a >= a6) { a = (a * ONE_20) / a6; sum += x6; } if (a >= a7) { a = (a * ONE_20) / a7; sum += x7; } if (a >= a8) { a = (a * ONE_20) / a8; sum += x8; } if (a >= a9) { a = (a * ONE_20) / a9; sum += x9; } if (a >= a10) { a = (a * ONE_20) / a10; sum += x10; } if (a >= a11) { a = (a * ONE_20) / a11; sum += x11; } // a is now a small number (smaller than a_11, which roughly equals 1.06). This means we can use a Taylor series // that converges rapidly for values of `a` close to one - the same one used in ln_36. // Let z = (a - 1) / (a + 1). // ln(a) = 2 * (z + z^3 / 3 + z^5 / 5 + z^7 / 7 + ... + z^(2 * n + 1) / (2 * n + 1)) // Recall that 20 digit fixed point division requires multiplying by ONE_20, and multiplication requires // division by ONE_20. int256 z = ((a - ONE_20) * ONE_20) / (a + ONE_20); int256 z_squared = (z * z) / ONE_20; // num is the numerator of the series: the z^(2 * n + 1) term int256 num = z; // seriesSum holds the accumulated sum of each term in the series, starting with the initial z int256 seriesSum = num; // In each step, the numerator is multiplied by z^2 num = (num * z_squared) / ONE_20; seriesSum += num / 3; num = (num * z_squared) / ONE_20; seriesSum += num / 5; num = (num * z_squared) / ONE_20; seriesSum += num / 7; num = (num * z_squared) / ONE_20; seriesSum += num / 9; num = (num * z_squared) / ONE_20; seriesSum += num / 11; // 6 Taylor terms are sufficient for 36 decimal precision. // Finally, we multiply by 2 (non fixed point) to compute ln(remainder) seriesSum *= 2; // We now have the sum of all x_n present, and the Taylor approximation of the logarithm of the remainder (both // with 20 decimals). All that remains is to sum these two, and then drop two digits to return a 18 decimal // value. return (sum + seriesSum) / 100; } /** * @dev Intrnal high precision (36 decimal places) natural logarithm (ln(x)) with signed 18 decimal fixed point argument, * for x close to one. * * Should only be used if x is between LN_36_LOWER_BOUND and LN_36_UPPER_BOUND. */ function _ln_36(int256 x) private pure returns (int256) { // Since ln(1) = 0, a value of x close to one will yield a very small result, which makes using 36 digits // worthwhile. // First, we transform x to a 36 digit fixed point value. x *= ONE_18; // We will use the following Taylor expansion, which converges very rapidly. Let z = (x - 1) / (x + 1). // ln(x) = 2 * (z + z^3 / 3 + z^5 / 5 + z^7 / 7 + ... + z^(2 * n + 1) / (2 * n + 1)) // Recall that 36 digit fixed point division requires multiplying by ONE_36, and multiplication requires // division by ONE_36. int256 z = ((x - ONE_36) * ONE_36) / (x + ONE_36); int256 z_squared = (z * z) / ONE_36; // num is the numerator of the series: the z^(2 * n + 1) term int256 num = z; // seriesSum holds the accumulated sum of each term in the series, starting with the initial z int256 seriesSum = num; // In each step, the numerator is multiplied by z^2 num = (num * z_squared) / ONE_36; seriesSum += num / 3; num = (num * z_squared) / ONE_36; seriesSum += num / 5; num = (num * z_squared) / ONE_36; seriesSum += num / 7; num = (num * z_squared) / ONE_36; seriesSum += num / 9; num = (num * z_squared) / ONE_36; seriesSum += num / 11; num = (num * z_squared) / ONE_36; seriesSum += num / 13; num = (num * z_squared) / ONE_36; seriesSum += num / 15; // 8 Taylor terms are sufficient for 36 decimal precision. // All that remains is multiplying by 2 (non fixed point). return seriesSum * 2; } } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; // solhint-disable /** * @dev Reverts if `condition` is false, with a revert reason containing `errorCode`. Only codes up to 999 are * supported. */ function _require(bool condition, uint256 errorCode) pure { if (!condition) _revert(errorCode); } /** * @dev Reverts with a revert reason containing `errorCode`. Only codes up to 999 are supported. */ function _revert(uint256 errorCode) pure { // We're going to dynamically create a revert string based on the error code, with the following format: // 'BAL#{errorCode}' // where the code is left-padded with zeroes to three digits (so they range from 000 to 999). // // We don't have revert strings embedded in the contract to save bytecode size: it takes much less space to store a // number (8 to 16 bits) than the individual string characters. // // The dynamic string creation algorithm that follows could be implemented in Solidity, but assembly allows for a // much denser implementation, again saving bytecode size. Given this function unconditionally reverts, this is a // safe place to rely on it without worrying about how its usage might affect e.g. memory contents. assembly { // First, we need to compute the ASCII representation of the error code. We assume that it is in the 0-999 // range, so we only need to convert three digits. To convert the digits to ASCII, we add 0x30, the value for // the '0' character. let units := add(mod(errorCode, 10), 0x30) errorCode := div(errorCode, 10) let tenths := add(mod(errorCode, 10), 0x30) errorCode := div(errorCode, 10) let hundreds := add(mod(errorCode, 10), 0x30) // With the individual characters, we can now construct the full string. The "BAL#" part is a known constant // (0x42414c23): we simply shift this by 24 (to provide space for the 3 bytes of the error code), and add the // characters to it, each shifted by a multiple of 8. // The revert reason is then shifted left by 200 bits (256 minus the length of the string, 7 characters * 8 bits // per character = 56) to locate it in the most significant part of the 256 slot (the beginning of a byte // array). let revertReason := shl(200, add(0x42414c23000000, add(add(units, shl(8, tenths)), shl(16, hundreds)))) // We can now encode the reason in memory, which can be safely overwritten as we're about to revert. The encoded // message will have the following layout: // [ revert reason identifier ] [ string location offset ] [ string length ] [ string contents ] // The Solidity revert reason identifier is 0x08c739a0, the function selector of the Error(string) function. We // also write zeroes to the next 28 bytes of memory, but those are about to be overwritten. mstore(0x0, 0x08c379a000000000000000000000000000000000000000000000000000000000) // Next is the offset to the location of the string, which will be placed immediately after (20 bytes away). mstore(0x04, 0x0000000000000000000000000000000000000000000000000000000000000020) // The string length is fixed: 7 characters. mstore(0x24, 7) // Finally, the string itself is stored. mstore(0x44, revertReason) // Even if the string is only 7 bytes long, we need to return a full 32 byte slot containing it. The length of // the encoded message is therefore 4 + 32 + 32 + 32 = 100. revert(0, 100) } } library Errors { // Math uint256 internal constant ADD_OVERFLOW = 0; uint256 internal constant SUB_OVERFLOW = 1; uint256 internal constant SUB_UNDERFLOW = 2; uint256 internal constant MUL_OVERFLOW = 3; uint256 internal constant ZERO_DIVISION = 4; uint256 internal constant DIV_INTERNAL = 5; uint256 internal constant X_OUT_OF_BOUNDS = 6; uint256 internal constant Y_OUT_OF_BOUNDS = 7; uint256 internal constant PRODUCT_OUT_OF_BOUNDS = 8; uint256 internal constant INVALID_EXPONENT = 9; // Input uint256 internal constant OUT_OF_BOUNDS = 100; uint256 internal constant UNSORTED_ARRAY = 101; uint256 internal constant UNSORTED_TOKENS = 102; uint256 internal constant INPUT_LENGTH_MISMATCH = 103; uint256 internal constant ZERO_TOKEN = 104; // Shared pools uint256 internal constant MIN_TOKENS = 200; uint256 internal constant MAX_TOKENS = 201; uint256 internal constant MAX_SWAP_FEE_PERCENTAGE = 202; uint256 internal constant MIN_SWAP_FEE_PERCENTAGE = 203; uint256 internal constant MINIMUM_BPT = 204; uint256 internal constant CALLER_NOT_VAULT = 205; uint256 internal constant UNINITIALIZED = 206; uint256 internal constant BPT_IN_MAX_AMOUNT = 207; uint256 internal constant BPT_OUT_MIN_AMOUNT = 208; uint256 internal constant EXPIRED_PERMIT = 209; uint256 internal constant NOT_TWO_TOKENS = 210; // Pools uint256 internal constant MIN_AMP = 300; uint256 internal constant MAX_AMP = 301; uint256 internal constant MIN_WEIGHT = 302; uint256 internal constant MAX_STABLE_TOKENS = 303; uint256 internal constant MAX_IN_RATIO = 304; uint256 internal constant MAX_OUT_RATIO = 305; uint256 internal constant MIN_BPT_IN_FOR_TOKEN_OUT = 306; uint256 internal constant MAX_OUT_BPT_FOR_TOKEN_IN = 307; uint256 internal constant NORMALIZED_WEIGHT_INVARIANT = 308; uint256 internal constant INVALID_TOKEN = 309; uint256 internal constant UNHANDLED_JOIN_KIND = 310; uint256 internal constant ZERO_INVARIANT = 311; uint256 internal constant ORACLE_INVALID_SECONDS_QUERY = 312; uint256 internal constant ORACLE_NOT_INITIALIZED = 313; uint256 internal constant ORACLE_QUERY_TOO_OLD = 314; uint256 internal constant ORACLE_INVALID_INDEX = 315; uint256 internal constant ORACLE_BAD_SECS = 316; uint256 internal constant AMP_END_TIME_TOO_CLOSE = 317; uint256 internal constant AMP_ONGOING_UPDATE = 318; uint256 internal constant AMP_RATE_TOO_HIGH = 319; uint256 internal constant AMP_NO_ONGOING_UPDATE = 320; uint256 internal constant STABLE_INVARIANT_DIDNT_CONVERGE = 321; uint256 internal constant STABLE_GET_BALANCE_DIDNT_CONVERGE = 322; uint256 internal constant RELAYER_NOT_CONTRACT = 323; uint256 internal constant BASE_POOL_RELAYER_NOT_CALLED = 324; uint256 internal constant REBALANCING_RELAYER_REENTERED = 325; // Lib uint256 internal constant REENTRANCY = 400; uint256 internal constant SENDER_NOT_ALLOWED = 401; uint256 internal constant PAUSED = 402; uint256 internal constant PAUSE_WINDOW_EXPIRED = 403; uint256 internal constant MAX_PAUSE_WINDOW_DURATION = 404; uint256 internal constant MAX_BUFFER_PERIOD_DURATION = 405; uint256 internal constant INSUFFICIENT_BALANCE = 406; uint256 internal constant INSUFFICIENT_ALLOWANCE = 407; uint256 internal constant ERC20_TRANSFER_FROM_ZERO_ADDRESS = 408; uint256 internal constant ERC20_TRANSFER_TO_ZERO_ADDRESS = 409; uint256 internal constant ERC20_MINT_TO_ZERO_ADDRESS = 410; uint256 internal constant ERC20_BURN_FROM_ZERO_ADDRESS = 411; uint256 internal constant ERC20_APPROVE_FROM_ZERO_ADDRESS = 412; uint256 internal constant ERC20_APPROVE_TO_ZERO_ADDRESS = 413; uint256 internal constant ERC20_TRANSFER_EXCEEDS_ALLOWANCE = 414; uint256 internal constant ERC20_DECREASED_ALLOWANCE_BELOW_ZERO = 415; uint256 internal constant ERC20_TRANSFER_EXCEEDS_BALANCE = 416; uint256 internal constant ERC20_BURN_EXCEEDS_ALLOWANCE = 417; uint256 internal constant SAFE_ERC20_CALL_FAILED = 418; uint256 internal constant ADDRESS_INSUFFICIENT_BALANCE = 419; uint256 internal constant ADDRESS_CANNOT_SEND_VALUE = 420; uint256 internal constant SAFE_CAST_VALUE_CANT_FIT_INT256 = 421; uint256 internal constant GRANT_SENDER_NOT_ADMIN = 422; uint256 internal constant REVOKE_SENDER_NOT_ADMIN = 423; uint256 internal constant RENOUNCE_SENDER_NOT_ALLOWED = 424; uint256 internal constant BUFFER_PERIOD_EXPIRED = 425; uint256 internal constant CALLER_IS_NOT_OWNER = 426; uint256 internal constant NEW_OWNER_IS_ZERO = 427; uint256 internal constant CODE_DEPLOYMENT_FAILED = 428; // Vault uint256 internal constant INVALID_POOL_ID = 500; uint256 internal constant CALLER_NOT_POOL = 501; uint256 internal constant SENDER_NOT_ASSET_MANAGER = 502; uint256 internal constant USER_DOESNT_ALLOW_RELAYER = 503; uint256 internal constant INVALID_SIGNATURE = 504; uint256 internal constant EXIT_BELOW_MIN = 505; uint256 internal constant JOIN_ABOVE_MAX = 506; uint256 internal constant SWAP_LIMIT = 507; uint256 internal constant SWAP_DEADLINE = 508; uint256 internal constant CANNOT_SWAP_SAME_TOKEN = 509; uint256 internal constant UNKNOWN_AMOUNT_IN_FIRST_SWAP = 510; uint256 internal constant MALCONSTRUCTED_MULTIHOP_SWAP = 511; uint256 internal constant INTERNAL_BALANCE_OVERFLOW = 512; uint256 internal constant INSUFFICIENT_INTERNAL_BALANCE = 513; uint256 internal constant INVALID_ETH_INTERNAL_BALANCE = 514; uint256 internal constant INVALID_POST_LOAN_BALANCE = 515; uint256 internal constant INSUFFICIENT_ETH = 516; uint256 internal constant UNALLOCATED_ETH = 517; uint256 internal constant ETH_TRANSFER = 518; uint256 internal constant CANNOT_USE_ETH_SENTINEL = 519; uint256 internal constant TOKENS_MISMATCH = 520; uint256 internal constant TOKEN_NOT_REGISTERED = 521; uint256 internal constant TOKEN_ALREADY_REGISTERED = 522; uint256 internal constant TOKENS_ALREADY_SET = 523; uint256 internal constant TOKENS_LENGTH_MUST_BE_2 = 524; uint256 internal constant NONZERO_TOKEN_BALANCE = 525; uint256 internal constant BALANCE_TOTAL_OVERFLOW = 526; uint256 internal constant POOL_NO_TOKENS = 527; uint256 internal constant INSUFFICIENT_FLASH_LOAN_BALANCE = 528; // Fees uint256 internal constant SWAP_FEE_PERCENTAGE_TOO_HIGH = 600; uint256 internal constant FLASH_LOAN_FEE_PERCENTAGE_TOO_HIGH = 601; uint256 internal constant INSUFFICIENT_FLASH_LOAN_FEE_AMOUNT = 602; } // SPDX-License-Identifier: MIT pragma solidity ^0.7.0; /** * @dev Interface of the ERC20 standard as defined in the EIP. */ interface IERC20 { /** * @dev Returns the amount of tokens in existence. */ function totalSupply() external view returns (uint256); /** * @dev Returns the amount of tokens owned by `account`. */ function balanceOf(address account) external view returns (uint256); /** * @dev Moves `amount` tokens from the caller's account to `recipient`. * * Returns a boolean value indicating whether the operation succeeded. * * Emits a {Transfer} event. */ function transfer(address recipient, uint256 amount) external returns (bool); /** * @dev Returns the remaining number of tokens that `spender` will be * allowed to spend on behalf of `owner` through {transferFrom}. This is * zero by default. * * This value changes when {approve} or {transferFrom} are called. */ function allowance(address owner, address spender) external view returns (uint256); /** * @dev Sets `amount` as the allowance of `spender` over the caller's tokens. * * Returns a boolean value indicating whether the operation succeeded. * * IMPORTANT: Beware that changing an allowance with this method brings the risk * that someone may use both the old and the new allowance by unfortunate * transaction ordering. One possible solution to mitigate this race * condition is to first reduce the spender's allowance to 0 and set the * desired value afterwards: * https://github.com/ethereum/EIPs/issues/20#issuecomment-263524729 * * Emits an {Approval} event. */ function approve(address spender, uint256 amount) external returns (bool); /** * @dev Moves `amount` tokens from `sender` to `recipient` using the * allowance mechanism. `amount` is then deducted from the caller's * allowance. * * Returns a boolean value indicating whether the operation succeeded. * * Emits a {Transfer} event. */ function transferFrom( address sender, address recipient, uint256 amount ) external returns (bool); /** * @dev Emitted when `value` tokens are moved from one account (`from`) to * another (`to`). * * Note that `value` may be zero. */ event Transfer(address indexed from, address indexed to, uint256 value); /** * @dev Emitted when the allowance of a `spender` for an `owner` is set by * a call to {approve}. `value` is the new allowance. */ event Approval(address indexed owner, address indexed spender, uint256 value); } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; pragma experimental ABIEncoderV2; import "@balancer-labs/v2-solidity-utils/contracts/math/Math.sol"; import "@balancer-labs/v2-solidity-utils/contracts/math/FixedPoint.sol"; import "@balancer-labs/v2-solidity-utils/contracts/helpers/InputHelpers.sol"; import "@balancer-labs/v2-solidity-utils/contracts/helpers/TemporarilyPausable.sol"; import "@balancer-labs/v2-solidity-utils/contracts/openzeppelin/ERC20.sol"; import "@balancer-labs/v2-vault/contracts/interfaces/IVault.sol"; import "@balancer-labs/v2-vault/contracts/interfaces/IBasePool.sol"; import "./BalancerPoolToken.sol"; import "./BasePoolAuthorization.sol"; import "@balancer-labs/v2-asset-manager-utils/contracts/IAssetManager.sol"; // This contract relies on tons of immutable state variables to perform efficient lookup, without resorting to storage // reads. Because immutable arrays are not supported, we instead declare a fixed set of state variables plus a total // count, resulting in a large number of state variables. // solhint-disable max-states-count /** * @dev Reference implementation for the base layer of a Pool contract that manages a single Pool with an immutable set * of registered tokens, no Asset Managers, an admin-controlled swap fee percentage, and an emergency pause mechanism. * * Note that neither swap fees nor the pause mechanism are used by this contract. They are passed through so that * derived contracts can use them via the `_addSwapFeeAmount` and `_subtractSwapFeeAmount` functions, and the * `whenNotPaused` modifier. * * No admin permissions are checked here: instead, this contract delegates that to the Vault's own Authorizer. * * Because this contract doesn't implement the swap hooks, derived contracts should generally inherit from * BaseGeneralPool or BaseMinimalSwapInfoPool. Otherwise, subclasses must inherit from the corresponding interfaces * and implement the swap callbacks themselves. */ abstract contract BasePool is IBasePool, BasePoolAuthorization, BalancerPoolToken, TemporarilyPausable { using FixedPoint for uint256; uint256 private constant _MIN_TOKENS = 2; uint256 private constant _MAX_TOKENS = 8; // 1e18 corresponds to 1.0, or a 100% fee uint256 private constant _MIN_SWAP_FEE_PERCENTAGE = 1e12; // 0.0001% uint256 private constant _MAX_SWAP_FEE_PERCENTAGE = 1e17; // 10% uint256 private constant _MINIMUM_BPT = 1e6; uint256 internal _swapFeePercentage; IVault private immutable _vault; bytes32 private immutable _poolId; uint256 private immutable _totalTokens; IERC20 internal immutable _token0; IERC20 internal immutable _token1; IERC20 internal immutable _token2; IERC20 internal immutable _token3; IERC20 internal immutable _token4; IERC20 internal immutable _token5; IERC20 internal immutable _token6; IERC20 internal immutable _token7; // All token balances are normalized to behave as if the token had 18 decimals. We assume a token's decimals will // not change throughout its lifetime, and store the corresponding scaling factor for each at construction time. // These factors are always greater than or equal to one: tokens with more than 18 decimals are not supported. uint256 private immutable _scalingFactor0; uint256 private immutable _scalingFactor1; uint256 private immutable _scalingFactor2; uint256 private immutable _scalingFactor3; uint256 private immutable _scalingFactor4; uint256 private immutable _scalingFactor5; uint256 private immutable _scalingFactor6; uint256 private immutable _scalingFactor7; event SwapFeePercentageChanged(uint256 swapFeePercentage); constructor( IVault vault, IVault.PoolSpecialization specialization, string memory name, string memory symbol, IERC20[] memory tokens, address[] memory assetManagers, uint256 swapFeePercentage, uint256 pauseWindowDuration, uint256 bufferPeriodDuration, address owner ) // Base Pools are expected to be deployed using factories. By using the factory address as the action // disambiguator, we make all Pools deployed by the same factory share action identifiers. This allows for // simpler management of permissions (such as being able to manage granting the 'set fee percentage' action in // any Pool created by the same factory), while still making action identifiers unique among different factories // if the selectors match, preventing accidental errors. Authentication(bytes32(uint256(msg.sender))) BalancerPoolToken(name, symbol) BasePoolAuthorization(owner) TemporarilyPausable(pauseWindowDuration, bufferPeriodDuration) { _require(tokens.length >= _MIN_TOKENS, Errors.MIN_TOKENS); _require(tokens.length <= _MAX_TOKENS, Errors.MAX_TOKENS); // The Vault only requires the token list to be ordered for the Two Token Pools specialization. However, // to make the developer experience consistent, we are requiring this condition for all the native pools. // Also, since these Pools will register tokens only once, we can ensure the Pool tokens will follow the same // order. We rely on this property to make Pools simpler to write, as it lets us assume that the // order of token-specific parameters (such as token weights) will not change. InputHelpers.ensureArrayIsSorted(tokens); _setSwapFeePercentage(swapFeePercentage); bytes32 poolId = vault.registerPool(specialization); vault.registerTokens(poolId, tokens, assetManagers); // Set immutable state variables - these cannot be read from during construction uint256 totalTokens = tokens.length; _vault = vault; _poolId = poolId; _totalTokens = totalTokens; // Immutable variables cannot be initialized inside an if statement, so we must do conditional assignments _token0 = totalTokens > 0 ? tokens[0] : IERC20(0); _token1 = totalTokens > 1 ? tokens[1] : IERC20(0); _token2 = totalTokens > 2 ? tokens[2] : IERC20(0); _token3 = totalTokens > 3 ? tokens[3] : IERC20(0); _token4 = totalTokens > 4 ? tokens[4] : IERC20(0); _token5 = totalTokens > 5 ? tokens[5] : IERC20(0); _token6 = totalTokens > 6 ? tokens[6] : IERC20(0); _token7 = totalTokens > 7 ? tokens[7] : IERC20(0); _scalingFactor0 = totalTokens > 0 ? _computeScalingFactor(tokens[0]) : 0; _scalingFactor1 = totalTokens > 1 ? _computeScalingFactor(tokens[1]) : 0; _scalingFactor2 = totalTokens > 2 ? _computeScalingFactor(tokens[2]) : 0; _scalingFactor3 = totalTokens > 3 ? _computeScalingFactor(tokens[3]) : 0; _scalingFactor4 = totalTokens > 4 ? _computeScalingFactor(tokens[4]) : 0; _scalingFactor5 = totalTokens > 5 ? _computeScalingFactor(tokens[5]) : 0; _scalingFactor6 = totalTokens > 6 ? _computeScalingFactor(tokens[6]) : 0; _scalingFactor7 = totalTokens > 7 ? _computeScalingFactor(tokens[7]) : 0; } // Getters / Setters function getVault() public view returns (IVault) { return _vault; } function getPoolId() public view override returns (bytes32) { return _poolId; } function _getTotalTokens() internal view returns (uint256) { return _totalTokens; } function getSwapFeePercentage() external view returns (uint256) { return _swapFeePercentage; } function setSwapFeePercentage(uint256 swapFeePercentage) public virtual authenticate whenNotPaused { _setSwapFeePercentage(swapFeePercentage); } function _setSwapFeePercentage(uint256 swapFeePercentage) private { _require(swapFeePercentage >= _MIN_SWAP_FEE_PERCENTAGE, Errors.MIN_SWAP_FEE_PERCENTAGE); _require(swapFeePercentage <= _MAX_SWAP_FEE_PERCENTAGE, Errors.MAX_SWAP_FEE_PERCENTAGE); _swapFeePercentage = swapFeePercentage; emit SwapFeePercentageChanged(swapFeePercentage); } function setAssetManagerPoolConfig(IERC20 token, bytes memory poolConfig) public virtual authenticate whenNotPaused { _setAssetManagerPoolConfig(token, poolConfig); } function _setAssetManagerPoolConfig(IERC20 token, bytes memory poolConfig) private { bytes32 poolId = getPoolId(); (, , , address assetManager) = getVault().getPoolTokenInfo(poolId, token); IAssetManager(assetManager).setConfig(poolId, poolConfig); } function setPaused(bool paused) external authenticate { _setPaused(paused); } function _isOwnerOnlyAction(bytes32 actionId) internal view virtual override returns (bool) { return (actionId == getActionId(this.setSwapFeePercentage.selector)) || (actionId == getActionId(this.setAssetManagerPoolConfig.selector)); } // Join / Exit Hooks modifier onlyVault(bytes32 poolId) { _require(msg.sender == address(getVault()), Errors.CALLER_NOT_VAULT); _require(poolId == getPoolId(), Errors.INVALID_POOL_ID); _; } function onJoinPool( bytes32 poolId, address sender, address recipient, uint256[] memory balances, uint256 lastChangeBlock, uint256 protocolSwapFeePercentage, bytes memory userData ) public virtual override onlyVault(poolId) returns (uint256[] memory, uint256[] memory) { uint256[] memory scalingFactors = _scalingFactors(); if (totalSupply() == 0) { (uint256 bptAmountOut, uint256[] memory amountsIn) = _onInitializePool( poolId, sender, recipient, scalingFactors, userData ); // On initialization, we lock _MINIMUM_BPT by minting it for the zero address. This BPT acts as a minimum // as it will never be burned, which reduces potential issues with rounding, and also prevents the Pool from // ever being fully drained. _require(bptAmountOut >= _MINIMUM_BPT, Errors.MINIMUM_BPT); _mintPoolTokens(address(0), _MINIMUM_BPT); _mintPoolTokens(recipient, bptAmountOut - _MINIMUM_BPT); // amountsIn are amounts entering the Pool, so we round up. _downscaleUpArray(amountsIn, scalingFactors); return (amountsIn, new uint256[](_getTotalTokens())); } else { _upscaleArray(balances, scalingFactors); (uint256 bptAmountOut, uint256[] memory amountsIn, uint256[] memory dueProtocolFeeAmounts) = _onJoinPool( poolId, sender, recipient, balances, lastChangeBlock, protocolSwapFeePercentage, scalingFactors, userData ); // Note we no longer use `balances` after calling `_onJoinPool`, which may mutate it. _mintPoolTokens(recipient, bptAmountOut); // amountsIn are amounts entering the Pool, so we round up. _downscaleUpArray(amountsIn, scalingFactors); // dueProtocolFeeAmounts are amounts exiting the Pool, so we round down. _downscaleDownArray(dueProtocolFeeAmounts, scalingFactors); return (amountsIn, dueProtocolFeeAmounts); } } function onExitPool( bytes32 poolId, address sender, address recipient, uint256[] memory balances, uint256 lastChangeBlock, uint256 protocolSwapFeePercentage, bytes memory userData ) public virtual override onlyVault(poolId) returns (uint256[] memory, uint256[] memory) { uint256[] memory scalingFactors = _scalingFactors(); _upscaleArray(balances, scalingFactors); (uint256 bptAmountIn, uint256[] memory amountsOut, uint256[] memory dueProtocolFeeAmounts) = _onExitPool( poolId, sender, recipient, balances, lastChangeBlock, protocolSwapFeePercentage, scalingFactors, userData ); // Note we no longer use `balances` after calling `_onExitPool`, which may mutate it. _burnPoolTokens(sender, bptAmountIn); // Both amountsOut and dueProtocolFeeAmounts are amounts exiting the Pool, so we round down. _downscaleDownArray(amountsOut, scalingFactors); _downscaleDownArray(dueProtocolFeeAmounts, scalingFactors); return (amountsOut, dueProtocolFeeAmounts); } // Query functions /** * @dev Returns the amount of BPT that would be granted to `recipient` if the `onJoinPool` hook were called by the * Vault with the same arguments, along with the number of tokens `sender` would have to supply. * * This function is not meant to be called directly, but rather from a helper contract that fetches current Vault * data, such as the protocol swap fee percentage and Pool balances. * * Like `IVault.queryBatchSwap`, this function is not view due to internal implementation details: the caller must * explicitly use eth_call instead of eth_sendTransaction. */ function queryJoin( bytes32 poolId, address sender, address recipient, uint256[] memory balances, uint256 lastChangeBlock, uint256 protocolSwapFeePercentage, bytes memory userData ) external returns (uint256 bptOut, uint256[] memory amountsIn) { InputHelpers.ensureInputLengthMatch(balances.length, _getTotalTokens()); _queryAction( poolId, sender, recipient, balances, lastChangeBlock, protocolSwapFeePercentage, userData, _onJoinPool, _downscaleUpArray ); // The `return` opcode is executed directly inside `_queryAction`, so execution never reaches this statement, // and we don't need to return anything here - it just silences compiler warnings. return (bptOut, amountsIn); } /** * @dev Returns the amount of BPT that would be burned from `sender` if the `onExitPool` hook were called by the * Vault with the same arguments, along with the number of tokens `recipient` would receive. * * This function is not meant to be called directly, but rather from a helper contract that fetches current Vault * data, such as the protocol swap fee percentage and Pool balances. * * Like `IVault.queryBatchSwap`, this function is not view due to internal implementation details: the caller must * explicitly use eth_call instead of eth_sendTransaction. */ function queryExit( bytes32 poolId, address sender, address recipient, uint256[] memory balances, uint256 lastChangeBlock, uint256 protocolSwapFeePercentage, bytes memory userData ) external returns (uint256 bptIn, uint256[] memory amountsOut) { InputHelpers.ensureInputLengthMatch(balances.length, _getTotalTokens()); _queryAction( poolId, sender, recipient, balances, lastChangeBlock, protocolSwapFeePercentage, userData, _onExitPool, _downscaleDownArray ); // The `return` opcode is executed directly inside `_queryAction`, so execution never reaches this statement, // and we don't need to return anything here - it just silences compiler warnings. return (bptIn, amountsOut); } // Internal hooks to be overridden by derived contracts - all token amounts (except BPT) in these interfaces are // upscaled. /** * @dev Called when the Pool is joined for the first time; that is, when the BPT total supply is zero. * * Returns the amount of BPT to mint, and the token amounts the Pool will receive in return. * * Minted BPT will be sent to `recipient`, except for _MINIMUM_BPT, which will be deducted from this amount and sent * to the zero address instead. This will cause that BPT to remain forever locked there, preventing total BTP from * ever dropping below that value, and ensuring `_onInitializePool` can only be called once in the entire Pool's * lifetime. * * The tokens granted to the Pool will be transferred from `sender`. These amounts are considered upscaled and will * be downscaled (rounding up) before being returned to the Vault. */ function _onInitializePool( bytes32 poolId, address sender, address recipient, uint256[] memory scalingFactors, bytes memory userData ) internal virtual returns (uint256 bptAmountOut, uint256[] memory amountsIn); /** * @dev Called whenever the Pool is joined after the first initialization join (see `_onInitializePool`). * * Returns the amount of BPT to mint, the token amounts that the Pool will receive in return, and the number of * tokens to pay in protocol swap fees. * * Implementations of this function might choose to mutate the `balances` array to save gas (e.g. when * performing intermediate calculations, such as subtraction of due protocol fees). This can be done safely. * * Minted BPT will be sent to `recipient`. * * The tokens granted to the Pool will be transferred from `sender`. These amounts are considered upscaled and will * be downscaled (rounding up) before being returned to the Vault. * * Due protocol swap fees will be taken from the Pool's balance in the Vault (see `IBasePool.onJoinPool`). These * amounts are considered upscaled and will be downscaled (rounding down) before being returned to the Vault. */ function _onJoinPool( bytes32 poolId, address sender, address recipient, uint256[] memory balances, uint256 lastChangeBlock, uint256 protocolSwapFeePercentage, uint256[] memory scalingFactors, bytes memory userData ) internal virtual returns ( uint256 bptAmountOut, uint256[] memory amountsIn, uint256[] memory dueProtocolFeeAmounts ); /** * @dev Called whenever the Pool is exited. * * Returns the amount of BPT to burn, the token amounts for each Pool token that the Pool will grant in return, and * the number of tokens to pay in protocol swap fees. * * Implementations of this function might choose to mutate the `balances` array to save gas (e.g. when * performing intermediate calculations, such as subtraction of due protocol fees). This can be done safely. * * BPT will be burnt from `sender`. * * The Pool will grant tokens to `recipient`. These amounts are considered upscaled and will be downscaled * (rounding down) before being returned to the Vault. * * Due protocol swap fees will be taken from the Pool's balance in the Vault (see `IBasePool.onExitPool`). These * amounts are considered upscaled and will be downscaled (rounding down) before being returned to the Vault. */ function _onExitPool( bytes32 poolId, address sender, address recipient, uint256[] memory balances, uint256 lastChangeBlock, uint256 protocolSwapFeePercentage, uint256[] memory scalingFactors, bytes memory userData ) internal virtual returns ( uint256 bptAmountIn, uint256[] memory amountsOut, uint256[] memory dueProtocolFeeAmounts ); // Internal functions /** * @dev Adds swap fee amount to `amount`, returning a higher value. */ function _addSwapFeeAmount(uint256 amount) internal view returns (uint256) { // This returns amount + fee amount, so we round up (favoring a higher fee amount). return amount.divUp(FixedPoint.ONE.sub(_swapFeePercentage)); } /** * @dev Subtracts swap fee amount from `amount`, returning a lower value. */ function _subtractSwapFeeAmount(uint256 amount) internal view returns (uint256) { // This returns amount - fee amount, so we round up (favoring a higher fee amount). uint256 feeAmount = amount.mulUp(_swapFeePercentage); return amount.sub(feeAmount); } // Scaling /** * @dev Returns a scaling factor that, when multiplied to a token amount for `token`, normalizes its balance as if * it had 18 decimals. */ function _computeScalingFactor(IERC20 token) private view returns (uint256) { // Tokens that don't implement the `decimals` method are not supported. uint256 tokenDecimals = ERC20(address(token)).decimals(); // Tokens with more than 18 decimals are not supported. uint256 decimalsDifference = Math.sub(18, tokenDecimals); return FixedPoint.ONE * 10**decimalsDifference; } /** * @dev Returns the scaling factor for one of the Pool's tokens. Reverts if `token` is not a token registered by the * Pool. * * All scaling factors are fixed-point values with 18 decimals, to allow for this function to be overridden by * derived contracts that need to apply further scaling, making these factors potentially non-integer. * * The largest 'base' scaling factor (i.e. in tokens with less than 18 decimals) is 10**18, which in fixed-point is * 10**36. This value can be multiplied with a 112 bit Vault balance with no overflow by a factor of ~1e7, making * even relatively 'large' factors safe to use. * * The 1e7 figure is the result of 2**256 / (1e18 * 1e18 * 2**112). */ function _scalingFactor(IERC20 token) internal view virtual returns (uint256) { // prettier-ignore if (token == _token0) { return _scalingFactor0; } else if (token == _token1) { return _scalingFactor1; } else if (token == _token2) { return _scalingFactor2; } else if (token == _token3) { return _scalingFactor3; } else if (token == _token4) { return _scalingFactor4; } else if (token == _token5) { return _scalingFactor5; } else if (token == _token6) { return _scalingFactor6; } else if (token == _token7) { return _scalingFactor7; } else { _revert(Errors.INVALID_TOKEN); } } /** * @dev Same as `_scalingFactor()`, except for all registered tokens (in the same order as registered). The Vault * will always pass balances in this order when calling any of the Pool hooks. */ function _scalingFactors() internal view virtual returns (uint256[] memory) { uint256 totalTokens = _getTotalTokens(); uint256[] memory scalingFactors = new uint256[](totalTokens); // prettier-ignore { if (totalTokens > 0) { scalingFactors[0] = _scalingFactor0; } else { return scalingFactors; } if (totalTokens > 1) { scalingFactors[1] = _scalingFactor1; } else { return scalingFactors; } if (totalTokens > 2) { scalingFactors[2] = _scalingFactor2; } else { return scalingFactors; } if (totalTokens > 3) { scalingFactors[3] = _scalingFactor3; } else { return scalingFactors; } if (totalTokens > 4) { scalingFactors[4] = _scalingFactor4; } else { return scalingFactors; } if (totalTokens > 5) { scalingFactors[5] = _scalingFactor5; } else { return scalingFactors; } if (totalTokens > 6) { scalingFactors[6] = _scalingFactor6; } else { return scalingFactors; } if (totalTokens > 7) { scalingFactors[7] = _scalingFactor7; } else { return scalingFactors; } } return scalingFactors; } /** * @dev Applies `scalingFactor` to `amount`, resulting in a larger or equal value depending on whether it needed * scaling or not. */ function _upscale(uint256 amount, uint256 scalingFactor) internal pure returns (uint256) { // Upscale rounding wouldn't necessarily always go in the same direction: in a swap for example the balance of // token in should be rounded up, and that of token out rounded down. This is the only place where we round in // the same direction for all amounts, as the impact of this rounding is expected to be minimal (and there's no // rounding error unless `_scalingFactor()` is overriden). return FixedPoint.mulDown(amount, scalingFactor); } /** * @dev Same as `_upscale`, but for an entire array. This function does not return anything, but instead *mutates* * the `amounts` array. */ function _upscaleArray(uint256[] memory amounts, uint256[] memory scalingFactors) internal view { for (uint256 i = 0; i < _getTotalTokens(); ++i) { amounts[i] = FixedPoint.mulDown(amounts[i], scalingFactors[i]); } } /** * @dev Reverses the `scalingFactor` applied to `amount`, resulting in a smaller or equal value depending on * whether it needed scaling or not. The result is rounded down. */ function _downscaleDown(uint256 amount, uint256 scalingFactor) internal pure returns (uint256) { return FixedPoint.divDown(amount, scalingFactor); } /** * @dev Same as `_downscaleDown`, but for an entire array. This function does not return anything, but instead * *mutates* the `amounts` array. */ function _downscaleDownArray(uint256[] memory amounts, uint256[] memory scalingFactors) internal view { for (uint256 i = 0; i < _getTotalTokens(); ++i) { amounts[i] = FixedPoint.divDown(amounts[i], scalingFactors[i]); } } /** * @dev Reverses the `scalingFactor` applied to `amount`, resulting in a smaller or equal value depending on * whether it needed scaling or not. The result is rounded up. */ function _downscaleUp(uint256 amount, uint256 scalingFactor) internal pure returns (uint256) { return FixedPoint.divUp(amount, scalingFactor); } /** * @dev Same as `_downscaleUp`, but for an entire array. This function does not return anything, but instead * *mutates* the `amounts` array. */ function _downscaleUpArray(uint256[] memory amounts, uint256[] memory scalingFactors) internal view { for (uint256 i = 0; i < _getTotalTokens(); ++i) { amounts[i] = FixedPoint.divUp(amounts[i], scalingFactors[i]); } } function _getAuthorizer() internal view override returns (IAuthorizer) { // Access control management is delegated to the Vault's Authorizer. This lets Balancer Governance manage which // accounts can call permissioned functions: for example, to perform emergency pauses. // If the owner is delegated, then *all* permissioned functions, including `setSwapFeePercentage`, will be under // Governance control. return getVault().getAuthorizer(); } function _queryAction( bytes32 poolId, address sender, address recipient, uint256[] memory balances, uint256 lastChangeBlock, uint256 protocolSwapFeePercentage, bytes memory userData, function(bytes32, address, address, uint256[] memory, uint256, uint256, uint256[] memory, bytes memory) internal returns (uint256, uint256[] memory, uint256[] memory) _action, function(uint256[] memory, uint256[] memory) internal view _downscaleArray ) private { // This uses the same technique used by the Vault in queryBatchSwap. Refer to that function for a detailed // explanation. if (msg.sender != address(this)) { // We perform an external call to ourselves, forwarding the same calldata. In this call, the else clause of // the preceding if statement will be executed instead. // solhint-disable-next-line avoid-low-level-calls (bool success, ) = address(this).call(msg.data); // solhint-disable-next-line no-inline-assembly assembly { // This call should always revert to decode the bpt and token amounts from the revert reason switch success case 0 { // Note we are manually writing the memory slot 0. We can safely overwrite whatever is // stored there as we take full control of the execution and then immediately return. // We copy the first 4 bytes to check if it matches with the expected signature, otherwise // there was another revert reason and we should forward it. returndatacopy(0, 0, 0x04) let error := and(mload(0), 0xffffffff00000000000000000000000000000000000000000000000000000000) // If the first 4 bytes don't match with the expected signature, we forward the revert reason. if eq(eq(error, 0x43adbafb00000000000000000000000000000000000000000000000000000000), 0) { returndatacopy(0, 0, returndatasize()) revert(0, returndatasize()) } // The returndata contains the signature, followed by the raw memory representation of the // `bptAmount` and `tokenAmounts` (array: length + data). We need to return an ABI-encoded // representation of these. // An ABI-encoded response will include one additional field to indicate the starting offset of // the `tokenAmounts` array. The `bptAmount` will be laid out in the first word of the // returndata. // // In returndata: // [ signature ][ bptAmount ][ tokenAmounts length ][ tokenAmounts values ] // [ 4 bytes ][ 32 bytes ][ 32 bytes ][ (32 * length) bytes ] // // We now need to return (ABI-encoded values): // [ bptAmount ][ tokeAmounts offset ][ tokenAmounts length ][ tokenAmounts values ] // [ 32 bytes ][ 32 bytes ][ 32 bytes ][ (32 * length) bytes ] // We copy 32 bytes for the `bptAmount` from returndata into memory. // Note that we skip the first 4 bytes for the error signature returndatacopy(0, 0x04, 32) // The offsets are 32-bytes long, so the array of `tokenAmounts` will start after // the initial 64 bytes. mstore(0x20, 64) // We now copy the raw memory array for the `tokenAmounts` from returndata into memory. // Since bpt amount and offset take up 64 bytes, we start copying at address 0x40. We also // skip the first 36 bytes from returndata, which correspond to the signature plus bpt amount. returndatacopy(0x40, 0x24, sub(returndatasize(), 36)) // We finally return the ABI-encoded uint256 and the array, which has a total length equal to // the size of returndata, plus the 32 bytes of the offset but without the 4 bytes of the // error signature. return(0, add(returndatasize(), 28)) } default { // This call should always revert, but we fail nonetheless if that didn't happen invalid() } } } else { uint256[] memory scalingFactors = _scalingFactors(); _upscaleArray(balances, scalingFactors); (uint256 bptAmount, uint256[] memory tokenAmounts, ) = _action( poolId, sender, recipient, balances, lastChangeBlock, protocolSwapFeePercentage, scalingFactors, userData ); _downscaleArray(tokenAmounts, scalingFactors); // solhint-disable-next-line no-inline-assembly assembly { // We will return a raw representation of `bptAmount` and `tokenAmounts` in memory, which is composed of // a 32-byte uint256, followed by a 32-byte for the array length, and finally the 32-byte uint256 values // Because revert expects a size in bytes, we multiply the array length (stored at `tokenAmounts`) by 32 let size := mul(mload(tokenAmounts), 32) // We store the `bptAmount` in the previous slot to the `tokenAmounts` array. We can make sure there // will be at least one available slot due to how the memory scratch space works. // We can safely overwrite whatever is stored in this slot as we will revert immediately after that. let start := sub(tokenAmounts, 0x20) mstore(start, bptAmount) // We send one extra value for the error signature "QueryError(uint256,uint256[])" which is 0x43adbafb // We use the previous slot to `bptAmount`. mstore(sub(start, 0x20), 0x0000000000000000000000000000000000000000000000000000000043adbafb) start := sub(start, 0x04) // When copying from `tokenAmounts` into returndata, we copy the additional 68 bytes to also return // the `bptAmount`, the array 's length, and the error signature. revert(start, add(size, 68)) } } } } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; pragma experimental ABIEncoderV2; import "./IBasePool.sol"; /** * @dev 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: MIT pragma solidity ^0.7.0; import "../helpers/BalancerErrors.sol"; /** * @dev Wrappers over Solidity's arithmetic operations with added overflow checks. * Adapted from OpenZeppelin's SafeMath library */ library Math { /** * @dev Returns the addition of two unsigned integers of 256 bits, reverting on overflow. */ function add(uint256 a, uint256 b) internal pure returns (uint256) { uint256 c = a + b; _require(c >= a, Errors.ADD_OVERFLOW); return c; } /** * @dev Returns the addition of two signed integers, reverting on overflow. */ function add(int256 a, int256 b) internal pure returns (int256) { int256 c = a + b; _require((b >= 0 && c >= a) || (b < 0 && c < a), Errors.ADD_OVERFLOW); return c; } /** * @dev Returns the subtraction of two unsigned integers of 256 bits, reverting on overflow. */ function sub(uint256 a, uint256 b) internal pure returns (uint256) { _require(b <= a, Errors.SUB_OVERFLOW); uint256 c = a - b; return c; } /** * @dev Returns the subtraction of two signed integers, reverting on overflow. */ function sub(int256 a, int256 b) internal pure returns (int256) { int256 c = a - b; _require((b >= 0 && c <= a) || (b < 0 && c > a), Errors.SUB_OVERFLOW); return c; } /** * @dev Returns the largest of two numbers of 256 bits. */ function max(uint256 a, uint256 b) internal pure returns (uint256) { return a >= b ? a : b; } /** * @dev Returns the smallest of two numbers of 256 bits. */ function min(uint256 a, uint256 b) internal pure returns (uint256) { return a < b ? a : b; } function mul(uint256 a, uint256 b) internal pure returns (uint256) { uint256 c = a * b; _require(a == 0 || c / a == b, Errors.MUL_OVERFLOW); return c; } function div( uint256 a, uint256 b, bool roundUp ) internal pure returns (uint256) { return roundUp ? divUp(a, b) : divDown(a, b); } function divDown(uint256 a, uint256 b) internal pure returns (uint256) { _require(b != 0, Errors.ZERO_DIVISION); return a / b; } function divUp(uint256 a, uint256 b) internal pure returns (uint256) { _require(b != 0, Errors.ZERO_DIVISION); if (a == 0) { return 0; } else { return 1 + (a - 1) / b; } } } // SPDX-License-Identifier: 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: MIT pragma solidity ^0.7.0; import "../helpers/BalancerErrors.sol"; import "./IERC20.sol"; import "./SafeMath.sol"; /** * @dev Implementation of the {IERC20} interface. * * This implementation is agnostic to the way tokens are created. This means * that a supply mechanism has to be added in a derived contract using {_mint}. * For a generic mechanism see {ERC20PresetMinterPauser}. * * TIP: For a detailed writeup see our guide * https://forum.zeppelin.solutions/t/how-to-implement-erc20-supply-mechanisms/226[How * to implement supply mechanisms]. * * We have followed general OpenZeppelin guidelines: functions revert instead * of returning `false` on failure. This behavior is nonetheless conventional * and does not conflict with the expectations of ERC20 applications. * * Additionally, an {Approval} event is emitted on calls to {transferFrom}. * This allows applications to reconstruct the allowance for all accounts just * by listening to said events. Other implementations of the EIP may not emit * these events, as it isn't required by the specification. * * Finally, the non-standard {decreaseAllowance} and {increaseAllowance} * functions have been added to mitigate the well-known issues around setting * allowances. See {IERC20-approve}. */ contract ERC20 is IERC20 { using SafeMath for uint256; mapping(address => uint256) private _balances; mapping(address => mapping(address => uint256)) private _allowances; uint256 private _totalSupply; string private _name; string private _symbol; uint8 private _decimals; /** * @dev Sets the values for {name} and {symbol}, initializes {decimals} with * a default value of 18. * * To select a different value for {decimals}, use {_setupDecimals}. * * All three of these values are immutable: they can only be set once during * construction. */ constructor(string memory name_, string memory symbol_) { _name = name_; _symbol = symbol_; _decimals = 18; } /** * @dev Returns the name of the token. */ function name() public view returns (string memory) { return _name; } /** * @dev Returns the symbol of the token, usually a shorter version of the * name. */ function symbol() public view returns (string memory) { return _symbol; } /** * @dev Returns the number of decimals used to get its user representation. * For example, if `decimals` equals `2`, a balance of `505` tokens should * be displayed to a user as `5,05` (`505 / 10 ** 2`). * * Tokens usually opt for a value of 18, imitating the relationship between * Ether and Wei. This is the value {ERC20} uses, unless {_setupDecimals} is * called. * * NOTE: This information is only used for _display_ purposes: it in * no way affects any of the arithmetic of the contract, including * {IERC20-balanceOf} and {IERC20-transfer}. */ function decimals() public view returns (uint8) { return _decimals; } /** * @dev See {IERC20-totalSupply}. */ function totalSupply() public view override returns (uint256) { return _totalSupply; } /** * @dev See {IERC20-balanceOf}. */ function balanceOf(address account) public view override returns (uint256) { return _balances[account]; } /** * @dev See {IERC20-transfer}. * * Requirements: * * - `recipient` cannot be the zero address. * - the caller must have a balance of at least `amount`. */ function transfer(address recipient, uint256 amount) public virtual override returns (bool) { _transfer(msg.sender, recipient, amount); return true; } /** * @dev See {IERC20-allowance}. */ function allowance(address owner, address spender) public view virtual override returns (uint256) { return _allowances[owner][spender]; } /** * @dev See {IERC20-approve}. * * Requirements: * * - `spender` cannot be the zero address. */ function approve(address spender, uint256 amount) public virtual override returns (bool) { _approve(msg.sender, spender, amount); return true; } /** * @dev See {IERC20-transferFrom}. * * Emits an {Approval} event indicating the updated allowance. This is not * required by the EIP. See the note at the beginning of {ERC20}. * * Requirements: * * - `sender` and `recipient` cannot be the zero address. * - `sender` must have a balance of at least `amount`. * - the caller must have allowance for ``sender``'s tokens of at least * `amount`. */ function transferFrom( address sender, address recipient, uint256 amount ) public virtual override returns (bool) { _transfer(sender, recipient, amount); _approve( sender, msg.sender, _allowances[sender][msg.sender].sub(amount, Errors.ERC20_TRANSFER_EXCEEDS_ALLOWANCE) ); return true; } /** * @dev Atomically increases the allowance granted to `spender` by the caller. * * This is an alternative to {approve} that can be used as a mitigation for * problems described in {IERC20-approve}. * * Emits an {Approval} event indicating the updated allowance. * * Requirements: * * - `spender` cannot be the zero address. */ function increaseAllowance(address spender, uint256 addedValue) public virtual returns (bool) { _approve(msg.sender, spender, _allowances[msg.sender][spender].add(addedValue)); return true; } /** * @dev Atomically decreases the allowance granted to `spender` by the caller. * * This is an alternative to {approve} that can be used as a mitigation for * problems described in {IERC20-approve}. * * Emits an {Approval} event indicating the updated allowance. * * Requirements: * * - `spender` cannot be the zero address. * - `spender` must have allowance for the caller of at least * `subtractedValue`. */ function decreaseAllowance(address spender, uint256 subtractedValue) public virtual returns (bool) { _approve( msg.sender, spender, _allowances[msg.sender][spender].sub(subtractedValue, Errors.ERC20_DECREASED_ALLOWANCE_BELOW_ZERO) ); return true; } /** * @dev Moves tokens `amount` from `sender` to `recipient`. * * This is internal function is equivalent to {transfer}, and can be used to * e.g. implement automatic token fees, slashing mechanisms, etc. * * Emits a {Transfer} event. * * Requirements: * * - `sender` cannot be the zero address. * - `recipient` cannot be the zero address. * - `sender` must have a balance of at least `amount`. */ function _transfer( address sender, address recipient, uint256 amount ) internal virtual { _require(sender != address(0), Errors.ERC20_TRANSFER_FROM_ZERO_ADDRESS); _require(recipient != address(0), Errors.ERC20_TRANSFER_TO_ZERO_ADDRESS); _beforeTokenTransfer(sender, recipient, amount); _balances[sender] = _balances[sender].sub(amount, Errors.ERC20_TRANSFER_EXCEEDS_BALANCE); _balances[recipient] = _balances[recipient].add(amount); emit Transfer(sender, recipient, amount); } /** @dev Creates `amount` tokens and assigns them to `account`, increasing * the total supply. * * Emits a {Transfer} event with `from` set to the zero address. * * Requirements: * * - `to` cannot be the zero address. */ function _mint(address account, uint256 amount) internal virtual { _beforeTokenTransfer(address(0), account, amount); _totalSupply = _totalSupply.add(amount); _balances[account] = _balances[account].add(amount); emit Transfer(address(0), account, amount); } /** * @dev Destroys `amount` tokens from `account`, reducing the * total supply. * * Emits a {Transfer} event with `to` set to the zero address. * * Requirements: * * - `account` cannot be the zero address. * - `account` must have at least `amount` tokens. */ function _burn(address account, uint256 amount) internal virtual { _require(account != address(0), Errors.ERC20_BURN_FROM_ZERO_ADDRESS); _beforeTokenTransfer(account, address(0), amount); _balances[account] = _balances[account].sub(amount, Errors.ERC20_BURN_EXCEEDS_ALLOWANCE); _totalSupply = _totalSupply.sub(amount); emit Transfer(account, address(0), amount); } /** * @dev Sets `amount` as the allowance of `spender` over the `owner` s tokens. * * This internal function is equivalent to `approve`, and can be used to * e.g. set automatic allowances for certain subsystems, etc. * * Emits an {Approval} event. * * Requirements: * * - `owner` cannot be the zero address. * - `spender` cannot be the zero address. */ function _approve( address owner, address spender, uint256 amount ) internal virtual { _allowances[owner][spender] = amount; emit Approval(owner, spender, amount); } /** * @dev Sets {decimals} to a value other than the default one of 18. * * WARNING: This function should only be called from the constructor. Most * applications that interact with token contracts will not expect * {decimals} to ever change, and may work incorrectly if it does. */ function _setupDecimals(uint8 decimals_) internal { _decimals = decimals_; } /** * @dev Hook that is called before any transfer of tokens. This includes * minting and burning. * * Calling conditions: * * - when `from` and `to` are both non-zero, `amount` of ``from``'s tokens * will be to transferred to `to`. * - when `from` is zero, `amount` tokens will be minted for `to`. * - when `to` is zero, `amount` of ``from``'s tokens will be burned. * - `from` and `to` are never both zero. * * To learn more about hooks, head to xref:ROOT:extending-contracts.adoc#using-hooks[Using Hooks]. */ function _beforeTokenTransfer( address from, address to, uint256 amount ) internal virtual {} } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma experimental ABIEncoderV2; import "@balancer-labs/v2-solidity-utils/contracts/openzeppelin/IERC20.sol"; import "@balancer-labs/v2-solidity-utils/contracts/helpers/ISignaturesValidator.sol"; import "@balancer-labs/v2-solidity-utils/contracts/helpers/ITemporarilyPausable.sol"; import "@balancer-labs/v2-solidity-utils/contracts/misc/IWETH.sol"; import "./IAsset.sol"; import "./IAuthorizer.sol"; import "./IFlashLoanRecipient.sol"; import "./IProtocolFeesCollector.sol"; pragma solidity ^0.7.0; /** * @dev Full external interface for the Vault core contract - no external or public methods exist in the contract that * don't override one of these declarations. */ interface IVault is ISignaturesValidator, ITemporarilyPausable { // Generalities about the Vault: // // - Whenever documentation refers to 'tokens', it strictly refers to ERC20-compliant token contracts. Tokens are // transferred out of the Vault by calling the `IERC20.transfer` function, and transferred in by calling // `IERC20.transferFrom`. In these cases, the sender must have previously allowed the Vault to use their tokens by // calling `IERC20.approve`. The only deviation from the ERC20 standard that is supported is functions not returning // a boolean value: in these scenarios, a non-reverting call is assumed to be successful. // // - All non-view functions in the Vault are non-reentrant: calling them while another one is mid-execution (e.g. // while execution control is transferred to a token contract during a swap) will result in a revert. View // functions can be called in a re-reentrant way, but doing so might cause them to return inconsistent results. // Contracts calling view functions in the Vault must make sure the Vault has not already been entered. // // - View functions revert if referring to either unregistered Pools, or unregistered tokens for registered Pools. // Authorizer // // Some system actions are permissioned, like setting and collecting protocol fees. This permissioning system exists // outside of the Vault in the Authorizer contract: the Vault simply calls the Authorizer to check if the caller // can perform a given action. /** * @dev Returns the Vault's Authorizer. */ function getAuthorizer() external view returns (IAuthorizer); /** * @dev Sets a new Authorizer for the Vault. The caller must be allowed by the current Authorizer to do this. * * Emits an `AuthorizerChanged` event. */ function setAuthorizer(IAuthorizer newAuthorizer) external; /** * @dev Emitted when a new authorizer is set by `setAuthorizer`. */ event AuthorizerChanged(IAuthorizer indexed newAuthorizer); // Relayers // // Additionally, it is possible for an account to perform certain actions on behalf of another one, using their // Vault ERC20 allowance and Internal Balance. These accounts are said to be 'relayers' for these Vault functions, // and are expected to be smart contracts with sound authentication mechanisms. For an account to be able to wield // this power, two things must occur: // - The Authorizer must grant the account the permission to be a relayer for the relevant Vault function. This // means that Balancer governance must approve each individual contract to act as a relayer for the intended // functions. // - Each user must approve the relayer to act on their behalf. // This double protection means users cannot be tricked into approving malicious relayers (because they will not // have been allowed by the Authorizer via governance), nor can malicious relayers approved by a compromised // Authorizer or governance drain user funds, since they would also need to be approved by each individual user. /** * @dev Returns true if `user` has approved `relayer` to act as a relayer for them. */ function hasApprovedRelayer(address user, address relayer) external view returns (bool); /** * @dev Allows `relayer` to act as a relayer for `sender` if `approved` is true, and disallows it otherwise. * * Emits a `RelayerApprovalChanged` event. */ function setRelayerApproval( address sender, address relayer, bool approved ) external; /** * @dev Emitted every time a relayer is approved or disapproved by `setRelayerApproval`. */ event RelayerApprovalChanged(address indexed relayer, address indexed sender, bool approved); // Internal Balance // // Users can deposit tokens into the Vault, where they are allocated to their Internal Balance, and later // transferred or withdrawn. It can also be used as a source of tokens when joining Pools, as a destination // when exiting them, and as either when performing swaps. This usage of Internal Balance results in greatly reduced // gas costs when compared to relying on plain ERC20 transfers, leading to large savings for frequent users. // // Internal Balance management features batching, which means a single contract call can be used to perform multiple // operations of different kinds, with different senders and recipients, at once. /** * @dev Returns `user`'s Internal Balance for a set of tokens. */ function getInternalBalance(address user, IERC20[] memory tokens) external view returns (uint256[] memory); /** * @dev Performs a set of user balance operations, which involve Internal Balance (deposit, withdraw or transfer) * and plain ERC20 transfers using the Vault's allowance. This last feature is particularly useful for relayers, as * it lets integrators reuse a user's Vault allowance. * * For each operation, if the caller is not `sender`, it must be an authorized relayer for them. */ function manageUserBalance(UserBalanceOp[] memory ops) external payable; /** * @dev Data for `manageUserBalance` operations, which include the possibility for ETH to be sent and received without manual WETH wrapping or unwrapping. */ struct UserBalanceOp { UserBalanceOpKind kind; IAsset asset; uint256 amount; address sender; address payable recipient; } // There are four possible operations in `manageUserBalance`: // // - DEPOSIT_INTERNAL // Increases the Internal Balance of the `recipient` account by transferring tokens from the corresponding // `sender`. The sender must have allowed the Vault to use their tokens via `IERC20.approve()`. // // ETH can be used by passing the ETH sentinel value as the asset and forwarding ETH in the call: it will be wrapped // and deposited as WETH. Any ETH amount remaining will be sent back to the caller (not the sender, which is // relevant for relayers). // // Emits an `InternalBalanceChanged` event. // // // - WITHDRAW_INTERNAL // Decreases the Internal Balance of the `sender` account by transferring tokens to the `recipient`. // // ETH can be used by passing the ETH sentinel value as the asset. This will deduct WETH instead, unwrap it and send // it to the recipient as ETH. // // Emits an `InternalBalanceChanged` event. // // // - TRANSFER_INTERNAL // Transfers tokens from the Internal Balance of the `sender` account to the Internal Balance of `recipient`. // // Reverts if the ETH sentinel value is passed. // // Emits an `InternalBalanceChanged` event. // // // - TRANSFER_EXTERNAL // Transfers tokens from `sender` to `recipient`, using the Vault's ERC20 allowance. This is typically used by // relayers, as it lets them reuse a user's Vault allowance. // // Reverts if the ETH sentinel value is passed. // // Emits an `ExternalBalanceTransfer` event. enum UserBalanceOpKind { DEPOSIT_INTERNAL, WITHDRAW_INTERNAL, TRANSFER_INTERNAL, TRANSFER_EXTERNAL } /** * @dev Emitted when a user's Internal Balance changes, either from calls to `manageUserBalance`, or through * interacting with Pools using Internal Balance. * * Because Internal Balance works exclusively with ERC20 tokens, ETH deposits and withdrawals will use the WETH * address. */ event InternalBalanceChanged(address indexed user, IERC20 indexed token, int256 delta); /** * @dev Emitted when a user's Vault ERC20 allowance is used by the Vault to transfer tokens to an external account. */ event ExternalBalanceTransfer(IERC20 indexed token, address indexed sender, address recipient, uint256 amount); // Pools // // There are three specialization settings for Pools, which allow for cheaper swaps at the cost of reduced // functionality: // // - General: no specialization, suited for all Pools. IGeneralPool is used for swap request callbacks, passing the // balance of all tokens in the Pool. These Pools have the largest swap costs (because of the extra storage reads), // which increase with the number of registered tokens. // // - Minimal Swap Info: IMinimalSwapInfoPool is used instead of IGeneralPool, which saves gas by only passing the // balance of the two tokens involved in the swap. This is suitable for some pricing algorithms, like the weighted // constant product one popularized by Balancer V1. Swap costs are smaller compared to general Pools, and are // independent of the number of registered tokens. // // - Two Token: only allows two tokens to be registered. This achieves the lowest possible swap gas cost. Like // minimal swap info Pools, these are called via IMinimalSwapInfoPool. enum PoolSpecialization { GENERAL, MINIMAL_SWAP_INFO, TWO_TOKEN } /** * @dev Registers the caller account as a Pool with a given specialization setting. Returns the Pool's ID, which * is used in all Pool-related functions. Pools cannot be deregistered, nor can the Pool's specialization be * changed. * * The caller is expected to be a smart contract that implements either `IGeneralPool` or `IMinimalSwapInfoPool`, * depending on the chosen specialization setting. This contract is known as the Pool's contract. * * Note that the same contract may register itself as multiple Pools with unique Pool IDs, or in other words, * multiple Pools may share the same contract. * * Emits a `PoolRegistered` event. */ function registerPool(PoolSpecialization specialization) external returns (bytes32); /** * @dev Emitted when a Pool is registered by calling `registerPool`. */ event PoolRegistered(bytes32 indexed poolId, address indexed poolAddress, PoolSpecialization specialization); /** * @dev Returns a Pool's contract address and specialization setting. */ function getPool(bytes32 poolId) external view returns (address, PoolSpecialization); /** * @dev Registers `tokens` for the `poolId` Pool. Must be called by the Pool's contract. * * Pools can only interact with tokens they have registered. Users join a Pool by transferring registered tokens, * exit by receiving registered tokens, and can only swap registered tokens. * * Each token can only be registered once. For Pools with the Two Token specialization, `tokens` must have a length * of two, that is, both tokens must be registered in the same `registerTokens` call, and they must be sorted in * ascending order. * * The `tokens` and `assetManagers` arrays must have the same length, and each entry in these indicates the Asset * Manager for the corresponding token. Asset Managers can manage a Pool's tokens via `managePoolBalance`, * depositing and withdrawing them directly, and can even set their balance to arbitrary amounts. They are therefore * expected to be highly secured smart contracts with sound design principles, and the decision to register an * Asset Manager should not be made lightly. * * Pools can choose not to assign an Asset Manager to a given token by passing in the zero address. Once an Asset * Manager is set, it cannot be changed except by deregistering the associated token and registering again with a * different Asset Manager. * * Emits a `TokensRegistered` event. */ function registerTokens( bytes32 poolId, IERC20[] memory tokens, address[] memory assetManagers ) external; /** * @dev Emitted when a Pool registers tokens by calling `registerTokens`. */ event TokensRegistered(bytes32 indexed poolId, IERC20[] tokens, address[] assetManagers); /** * @dev Deregisters `tokens` for the `poolId` Pool. Must be called by the Pool's contract. * * Only registered tokens (via `registerTokens`) can be deregistered. Additionally, they must have zero total * balance. For Pools with the Two Token specialization, `tokens` must have a length of two, that is, both tokens * must be deregistered in the same `deregisterTokens` call. * * A deregistered token can be re-registered later on, possibly with a different Asset Manager. * * Emits a `TokensDeregistered` event. */ function deregisterTokens(bytes32 poolId, IERC20[] memory tokens) external; /** * @dev Emitted when a Pool deregisters tokens by calling `deregisterTokens`. */ event TokensDeregistered(bytes32 indexed poolId, IERC20[] tokens); /** * @dev Returns detailed information for a Pool's registered token. * * `cash` is the number of tokens the Vault currently holds for the Pool. `managed` is the number of tokens * withdrawn and held outside the Vault by the Pool's token Asset Manager. The Pool's total balance for `token` * equals the sum of `cash` and `managed`. * * Internally, `cash` and `managed` are stored using 112 bits. No action can ever cause a Pool's token `cash`, * `managed` or `total` balance to be greater than 2^112 - 1. * * `lastChangeBlock` is the number of the block in which `token`'s total balance was last modified (via either a * join, exit, swap, or Asset Manager update). This value is useful to avoid so-called 'sandwich attacks', for * example when developing price oracles. A change of zero (e.g. caused by a swap with amount zero) is considered a * change for this purpose, and will update `lastChangeBlock`. * * `assetManager` is the Pool's token Asset Manager. */ function getPoolTokenInfo(bytes32 poolId, IERC20 token) external view returns ( uint256 cash, uint256 managed, uint256 lastChangeBlock, address assetManager ); /** * @dev Returns a Pool's registered tokens, the total balance for each, and the latest block when *any* of * the tokens' `balances` changed. * * The order of the `tokens` array is the same order that will be used in `joinPool`, `exitPool`, as well as in all * Pool hooks (where applicable). Calls to `registerTokens` and `deregisterTokens` may change this order. * * If a Pool only registers tokens once, and these are sorted in ascending order, they will be stored in the same * order as passed to `registerTokens`. * * Total balances include both tokens held by the Vault and those withdrawn by the Pool's Asset Managers. These are * the amounts used by joins, exits and swaps. For a detailed breakdown of token balances, use `getPoolTokenInfo` * instead. */ function getPoolTokens(bytes32 poolId) external view returns ( IERC20[] memory tokens, uint256[] memory balances, uint256 lastChangeBlock ); /** * @dev Called by users to join a Pool, which transfers tokens from `sender` into the Pool's balance. This will * trigger custom Pool behavior, which will typically grant something in return to `recipient` - often tokenized * Pool shares. * * If the caller is not `sender`, it must be an authorized relayer for them. * * The `assets` and `maxAmountsIn` arrays must have the same length, and each entry indicates the maximum amount * to send for each asset. The amounts to send are decided by the Pool and not the Vault: it just enforces * these maximums. * * If joining a Pool that holds WETH, it is possible to send ETH directly: the Vault will do the wrapping. To enable * this mechanism, the IAsset sentinel value (the zero address) must be passed in the `assets` array instead of the * WETH address. Note that it is not possible to combine ETH and WETH in the same join. Any excess ETH will be sent * back to the caller (not the sender, which is important for relayers). * * `assets` must have the same length and order as the array returned by `getPoolTokens`. This prevents issues when * interacting with Pools that register and deregister tokens frequently. If sending ETH however, the array must be * sorted *before* replacing the WETH address with the ETH sentinel value (the zero address), which means the final * `assets` array might not be sorted. Pools with no registered tokens cannot be joined. * * If `fromInternalBalance` is true, the caller's Internal Balance will be preferred: ERC20 transfers will only * be made for the difference between the requested amount and Internal Balance (if any). Note that ETH cannot be * withdrawn from Internal Balance: attempting to do so will trigger a revert. * * This causes the Vault to call the `IBasePool.onJoinPool` hook on the Pool's contract, where Pools implement * their own custom logic. This typically requires additional information from the user (such as the expected number * of Pool shares). This can be encoded in the `userData` argument, which is ignored by the Vault and passed * directly to the Pool's contract, as is `recipient`. * * Emits a `PoolBalanceChanged` event. */ function joinPool( bytes32 poolId, address sender, address recipient, JoinPoolRequest memory request ) external payable; struct JoinPoolRequest { IAsset[] assets; uint256[] maxAmountsIn; bytes userData; bool fromInternalBalance; } /** * @dev Called by users to exit a Pool, which transfers tokens from the Pool's balance to `recipient`. This will * trigger custom Pool behavior, which will typically ask for something in return from `sender` - often tokenized * Pool shares. The amount of tokens that can be withdrawn is limited by the Pool's `cash` balance (see * `getPoolTokenInfo`). * * If the caller is not `sender`, it must be an authorized relayer for them. * * The `tokens` and `minAmountsOut` arrays must have the same length, and each entry in these indicates the minimum * token amount to receive for each token contract. The amounts to send are decided by the Pool and not the Vault: * it just enforces these minimums. * * If exiting a Pool that holds WETH, it is possible to receive ETH directly: the Vault will do the unwrapping. To * enable this mechanism, the IAsset sentinel value (the zero address) must be passed in the `assets` array instead * of the WETH address. Note that it is not possible to combine ETH and WETH in the same exit. * * `assets` must have the same length and order as the array returned by `getPoolTokens`. This prevents issues when * interacting with Pools that register and deregister tokens frequently. If receiving ETH however, the array must * be sorted *before* replacing the WETH address with the ETH sentinel value (the zero address), which means the * final `assets` array might not be sorted. Pools with no registered tokens cannot be exited. * * If `toInternalBalance` is true, the tokens will be deposited to `recipient`'s Internal Balance. Otherwise, * an ERC20 transfer will be performed. Note that ETH cannot be deposited to Internal Balance: attempting to * do so will trigger a revert. * * `minAmountsOut` is the minimum amount of tokens the user expects to get out of the Pool, for each token in the * `tokens` array. This array must match the Pool's registered tokens. * * This causes the Vault to call the `IBasePool.onExitPool` hook on the Pool's contract, where Pools implement * their own custom logic. This typically requires additional information from the user (such as the expected number * of Pool shares to return). This can be encoded in the `userData` argument, which is ignored by the Vault and * passed directly to the Pool's contract. * * Emits a `PoolBalanceChanged` event. */ function exitPool( bytes32 poolId, address sender, address payable recipient, ExitPoolRequest memory request ) external; struct ExitPoolRequest { IAsset[] assets; uint256[] minAmountsOut; bytes userData; bool toInternalBalance; } /** * @dev Emitted when a user joins or exits a Pool by calling `joinPool` or `exitPool`, respectively. */ event PoolBalanceChanged( bytes32 indexed poolId, address indexed liquidityProvider, IERC20[] tokens, int256[] deltas, uint256[] protocolFeeAmounts ); enum PoolBalanceChangeKind { JOIN, EXIT } // Swaps // // Users can swap tokens with Pools by calling the `swap` and `batchSwap` functions. To do this, // they need not trust Pool contracts in any way: all security checks are made by the Vault. They must however be // aware of the Pools' pricing algorithms in order to estimate the prices Pools will quote. // // The `swap` function executes a single swap, while `batchSwap` can perform multiple swaps in sequence. // In each individual swap, tokens of one kind are sent from the sender to the Pool (this is the 'token in'), // and tokens of another kind are sent from the Pool to the recipient in exchange (this is the 'token out'). // More complex swaps, such as one token in to multiple tokens out can be achieved by batching together // individual swaps. // // There are two swap kinds: // - 'given in' swaps, where the amount of tokens in (sent to the Pool) is known, and the Pool determines (via the // `onSwap` hook) the amount of tokens out (to send to the recipient). // - 'given out' swaps, where the amount of tokens out (received from the Pool) is known, and the Pool determines // (via the `onSwap` hook) the amount of tokens in (to receive from the sender). // // Additionally, it is possible to chain swaps using a placeholder input amount, which the Vault replaces with // the calculated output of the previous swap. If the previous swap was 'given in', this will be the calculated // tokenOut amount. If the previous swap was 'given out', it will use the calculated tokenIn amount. These extended // swaps are known as 'multihop' swaps, since they 'hop' through a number of intermediate tokens before arriving at // the final intended token. // // In all cases, tokens are only transferred in and out of the Vault (or withdrawn from and deposited into Internal // Balance) after all individual swaps have been completed, and the net token balance change computed. This makes // certain swap patterns, such as multihops, or swaps that interact with the same token pair in multiple Pools, cost // much less gas than they would otherwise. // // It also means that under certain conditions it is possible to perform arbitrage by swapping with multiple // Pools in a way that results in net token movement out of the Vault (profit), with no tokens being sent in (only // updating the Pool's internal accounting). // // To protect users from front-running or the market changing rapidly, they supply a list of 'limits' for each token // involved in the swap, where either the maximum number of tokens to send (by passing a positive value) or the // minimum amount of tokens to receive (by passing a negative value) is specified. // // Additionally, a 'deadline' timestamp can also be provided, forcing the swap to fail if it occurs after // this point in time (e.g. if the transaction failed to be included in a block promptly). // // If interacting with Pools that hold WETH, it is possible to both send and receive ETH directly: the Vault will do // the wrapping and unwrapping. To enable this mechanism, the IAsset sentinel value (the zero address) must be // passed in the `assets` array instead of the WETH address. Note that it is possible to combine ETH and WETH in the // same swap. Any excess ETH will be sent back to the caller (not the sender, which is relevant for relayers). // // Finally, Internal Balance can be used when either sending or receiving tokens. enum SwapKind { GIVEN_IN, GIVEN_OUT } /** * @dev Performs a swap with a single Pool. * * If the swap is 'given in' (the number of tokens to send to the Pool is known), it returns the amount of tokens * taken from the Pool, which must be greater than or equal to `limit`. * * If the swap is 'given out' (the number of tokens to take from the Pool is known), it returns the amount of tokens * sent to the Pool, which must be less than or equal to `limit`. * * Internal Balance usage and the recipient are determined by the `funds` struct. * * Emits a `Swap` event. */ function swap( SingleSwap memory singleSwap, FundManagement memory funds, uint256 limit, uint256 deadline ) external payable returns (uint256); /** * @dev Data for a single swap executed by `swap`. `amount` is either `amountIn` or `amountOut` depending on * the `kind` value. * * `assetIn` and `assetOut` are either token addresses, or the IAsset sentinel value for ETH (the zero address). * Note that Pools never interact with ETH directly: it will be wrapped to or unwrapped from WETH by the Vault. * * The `userData` field is ignored by the Vault, but forwarded to the Pool in the `onSwap` hook, and may be * used to extend swap behavior. */ struct SingleSwap { bytes32 poolId; SwapKind kind; IAsset assetIn; IAsset assetOut; uint256 amount; bytes userData; } /** * @dev Performs a series of swaps with one or multiple Pools. In each individual swap, the caller determines either * the amount of tokens sent to or received from the Pool, depending on the `kind` value. * * Returns an array with the net Vault asset balance deltas. Positive amounts represent tokens (or ETH) sent to the * Vault, and negative amounts represent tokens (or ETH) sent by the Vault. Each delta corresponds to the asset at * the same index in the `assets` array. * * Swaps are executed sequentially, in the order specified by the `swaps` array. Each array element describes a * Pool, the token to be sent to this Pool, the token to receive from it, and an amount that is either `amountIn` or * `amountOut` depending on the swap kind. * * Multihop swaps can be executed by passing an `amount` value of zero for a swap. This will cause the amount in/out * of the previous swap to be used as the amount in for the current one. In a 'given in' swap, 'tokenIn' must equal * the previous swap's `tokenOut`. For a 'given out' swap, `tokenOut` must equal the previous swap's `tokenIn`. * * The `assets` array contains the addresses of all assets involved in the swaps. These are either token addresses, * or the IAsset sentinel value for ETH (the zero address). Each entry in the `swaps` array specifies tokens in and * out by referencing an index in `assets`. Note that Pools never interact with ETH directly: it will be wrapped to * or unwrapped from WETH by the Vault. * * Internal Balance usage, sender, and recipient are determined by the `funds` struct. The `limits` array specifies * the minimum or maximum amount of each token the vault is allowed to transfer. * * `batchSwap` can be used to make a single swap, like `swap` does, but doing so requires more gas than the * equivalent `swap` call. * * Emits `Swap` events. */ function batchSwap( SwapKind kind, BatchSwapStep[] memory swaps, IAsset[] memory assets, FundManagement memory funds, int256[] memory limits, uint256 deadline ) external payable returns (int256[] memory); /** * @dev Data for each individual swap executed by `batchSwap`. The asset in and out fields are indexes into the * `assets` array passed to that function, and ETH assets are converted to WETH. * * If `amount` is zero, the multihop mechanism is used to determine the actual amount based on the amount in/out * from the previous swap, depending on the swap kind. * * The `userData` field is ignored by the Vault, but forwarded to the Pool in the `onSwap` hook, and may be * used to extend swap behavior. */ struct BatchSwapStep { bytes32 poolId; uint256 assetInIndex; uint256 assetOutIndex; uint256 amount; bytes userData; } /** * @dev Emitted for each individual swap performed by `swap` or `batchSwap`. */ event Swap( bytes32 indexed poolId, IERC20 indexed tokenIn, IERC20 indexed tokenOut, uint256 amountIn, uint256 amountOut ); /** * @dev All tokens in a swap are either sent from the `sender` account to the Vault, or from the Vault to the * `recipient` account. * * If the caller is not `sender`, it must be an authorized relayer for them. * * If `fromInternalBalance` is true, the `sender`'s Internal Balance will be preferred, performing an ERC20 * transfer for the difference between the requested amount and the User's Internal Balance (if any). The `sender` * must have allowed the Vault to use their tokens via `IERC20.approve()`. This matches the behavior of * `joinPool`. * * If `toInternalBalance` is true, tokens will be deposited to `recipient`'s internal balance instead of * transferred. This matches the behavior of `exitPool`. * * Note that ETH cannot be deposited to or withdrawn from Internal Balance: attempting to do so will trigger a * revert. */ struct FundManagement { address sender; bool fromInternalBalance; address payable recipient; bool toInternalBalance; } /** * @dev Simulates a call to `batchSwap`, returning an array of Vault asset deltas. Calls to `swap` cannot be * simulated directly, but an equivalent `batchSwap` call can and will yield the exact same result. * * Each element in the array corresponds to the asset at the same index, and indicates the number of tokens (or ETH) * the Vault would take from the sender (if positive) or send to the recipient (if negative). The arguments it * receives are the same that an equivalent `batchSwap` call would receive. * * Unlike `batchSwap`, this function performs no checks on the sender or recipient field in the `funds` struct. * This makes it suitable to be called by off-chain applications via eth_call without needing to hold tokens, * approve them for the Vault, or even know a user's address. * * Note that this function is not 'view' (due to implementation details): the client code must explicitly execute * eth_call instead of eth_sendTransaction. */ function queryBatchSwap( SwapKind kind, BatchSwapStep[] memory swaps, IAsset[] memory assets, FundManagement memory funds ) external returns (int256[] memory assetDeltas); // Flash Loans /** * @dev Performs a 'flash loan', sending tokens to `recipient`, executing the `receiveFlashLoan` hook on it, * and then reverting unless the tokens plus a proportional protocol fee have been returned. * * The `tokens` and `amounts` arrays must have the same length, and each entry in these indicates the loan amount * for each token contract. `tokens` must be sorted in ascending order. * * The 'userData' field is ignored by the Vault, and forwarded as-is to `recipient` as part of the * `receiveFlashLoan` call. * * Emits `FlashLoan` events. */ function flashLoan( IFlashLoanRecipient recipient, IERC20[] memory tokens, uint256[] memory amounts, bytes memory userData ) external; /** * @dev Emitted for each individual flash loan performed by `flashLoan`. */ event FlashLoan(IFlashLoanRecipient indexed recipient, IERC20 indexed token, uint256 amount, uint256 feeAmount); // Asset Management // // Each token registered for a Pool can be assigned an Asset Manager, which is able to freely withdraw the Pool's // tokens from the Vault, deposit them, or assign arbitrary values to its `managed` balance (see // `getPoolTokenInfo`). This makes them extremely powerful and dangerous. Even if an Asset Manager only directly // controls one of the tokens in a Pool, a malicious manager could set that token's balance to manipulate the // prices of the other tokens, and then drain the Pool with swaps. The risk of using Asset Managers is therefore // not constrained to the tokens they are managing, but extends to the entire Pool's holdings. // // However, a properly designed Asset Manager smart contract can be safely used for the Pool's benefit, // for example by lending unused tokens out for interest, or using them to participate in voting protocols. // // This concept is unrelated to the IAsset interface. /** * @dev Performs a set of Pool balance operations, which may be either withdrawals, deposits or updates. * * Pool Balance management features batching, which means a single contract call can be used to perform multiple * operations of different kinds, with different Pools and tokens, at once. * * For each operation, the caller must be registered as the Asset Manager for `token` in `poolId`. */ function managePoolBalance(PoolBalanceOp[] memory ops) external; struct PoolBalanceOp { PoolBalanceOpKind kind; bytes32 poolId; IERC20 token; uint256 amount; } /** * Withdrawals decrease the Pool's cash, but increase its managed balance, leaving the total balance unchanged. * * Deposits increase the Pool's cash, but decrease its managed balance, leaving the total balance unchanged. * * Updates don't affect the Pool's cash balance, but because the managed balance changes, it does alter the total. * The external amount can be either increased or decreased by this call (i.e., reporting a gain or a loss). */ enum PoolBalanceOpKind { WITHDRAW, DEPOSIT, UPDATE } /** * @dev Emitted when a Pool's token Asset Manager alters its balance via `managePoolBalance`. */ event PoolBalanceManaged( bytes32 indexed poolId, address indexed assetManager, IERC20 indexed token, int256 cashDelta, int256 managedDelta ); // Protocol Fees // // Some operations cause the Vault to collect tokens in the form of protocol fees, which can then be withdrawn by // permissioned accounts. // // There are two kinds of protocol fees: // // - flash loan fees: charged on all flash loans, as a percentage of the amounts lent. // // - swap fees: a percentage of the fees charged by Pools when performing swaps. For a number of reasons, including // swap gas costs and interface simplicity, protocol swap fees are not charged on each individual swap. Rather, // Pools are expected to keep track of how much they have charged in swap fees, and pay any outstanding debts to the // Vault when they are joined or exited. This prevents users from joining a Pool with unpaid debt, as well as // exiting a Pool in debt without first paying their share. /** * @dev Returns the current protocol fee module. */ function getProtocolFeesCollector() external view returns (IProtocolFeesCollector); /** * @dev Safety mechanism to pause most Vault operations in the event of an emergency - typically detection of an * error in some part of the system. * * The Vault can only be paused during an initial time period, after which pausing is forever disabled. * * While the contract is paused, the following features are disabled: * - depositing and transferring internal balance * - transferring external balance (using the Vault's allowance) * - swaps * - joining Pools * - Asset Manager interactions * * Internal Balance can still be withdrawn, and Pools exited. */ function setPaused(bool paused) external; /** * @dev Returns the Vault's WETH instance. */ function WETH() external view returns (IWETH); // solhint-disable-previous-line func-name-mixedcase } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; pragma experimental ABIEncoderV2; import "./IVault.sol"; import "./IPoolSwapStructs.sol"; /** * @dev Interface for adding and removing liquidity that all Pool contracts should implement. Note that this is not * the complete Pool contract interface, as it is missing the swap hooks. Pool contracts should also inherit from * either IGeneralPool or IMinimalSwapInfoPool */ interface IBasePool is IPoolSwapStructs { /** * @dev Called by the Vault when a user calls `IVault.joinPool` to add liquidity to this Pool. Returns how many of * each registered token the user should provide, as well as the amount of protocol fees the Pool owes to the Vault. * The Vault will then take tokens from `sender` and add them to the Pool's balances, as well as collect * the reported amount in protocol fees, which the pool should calculate based on `protocolSwapFeePercentage`. * * Protocol fees are reported and charged on join events so that the Pool is free of debt whenever new users join. * * `sender` is the account performing the join (from which tokens will be withdrawn), and `recipient` is the account * designated to receive any benefits (typically pool shares). `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); function getPoolId() external view returns (bytes32); } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; import "@balancer-labs/v2-solidity-utils/contracts/openzeppelin/ERC20.sol"; import "@balancer-labs/v2-solidity-utils/contracts/openzeppelin/ERC20Permit.sol"; /** * @title Highly opinionated token implementation * @author Balancer Labs * @dev * - Includes functions to increase and decrease allowance as a workaround * for the well-known issue with `approve`: * https://github.com/ethereum/EIPs/issues/20#issuecomment-263524729 * - Allows for 'infinite allowance', where an allowance of 0xff..ff is not * decreased by calls to transferFrom * - Lets a token holder use `transferFrom` to send their own tokens, * without first setting allowance * - Emits 'Approval' events whenever allowance is changed by `transferFrom` */ contract BalancerPoolToken is ERC20, ERC20Permit { constructor(string memory tokenName, string memory tokenSymbol) ERC20(tokenName, tokenSymbol) ERC20Permit(tokenName) { // solhint-disable-previous-line no-empty-blocks } // Overrides /** * @dev Override to allow for 'infinite allowance' and let the token owner use `transferFrom` with no self-allowance */ function transferFrom( address sender, address recipient, uint256 amount ) public override returns (bool) { uint256 currentAllowance = allowance(sender, msg.sender); _require(msg.sender == sender || currentAllowance >= amount, Errors.ERC20_TRANSFER_EXCEEDS_ALLOWANCE); _transfer(sender, recipient, amount); if (msg.sender != sender && currentAllowance != uint256(-1)) { // Because of the previous require, we know that if msg.sender != sender then currentAllowance >= amount _approve(sender, msg.sender, currentAllowance - amount); } return true; } /** * @dev Override to allow decreasing allowance by more than the current amount (setting it to zero) */ function decreaseAllowance(address spender, uint256 amount) public override returns (bool) { uint256 currentAllowance = allowance(msg.sender, spender); if (amount >= currentAllowance) { _approve(msg.sender, spender, 0); } else { // No risk of underflow due to if condition _approve(msg.sender, spender, currentAllowance - amount); } return true; } // Internal functions function _mintPoolTokens(address recipient, uint256 amount) internal { _mint(recipient, amount); } function _burnPoolTokens(address sender, uint256 amount) internal { _burn(sender, amount); } } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; import "@balancer-labs/v2-solidity-utils/contracts/helpers/Authentication.sol"; import "@balancer-labs/v2-vault/contracts/interfaces/IAuthorizer.sol"; import "./BasePool.sol"; /** * @dev Base authorization layer implementation for Pools. * * The owner account can call some of the permissioned functions - access control of the rest is delegated to the * Authorizer. Note that this owner is immutable: more sophisticated permission schemes, such as multiple ownership, * granular roles, etc., could be built on top of this by making the owner a smart contract. * * Access control of all other permissioned functions is delegated to an Authorizer. It is also possible to delegate * control of *all* permissioned functions to the Authorizer by setting the owner address to `_DELEGATE_OWNER`. */ abstract contract BasePoolAuthorization is Authentication { address private immutable _owner; address private constant _DELEGATE_OWNER = 0xBA1BA1ba1BA1bA1bA1Ba1BA1ba1BA1bA1ba1ba1B; constructor(address owner) { _owner = owner; } function getOwner() public view returns (address) { return _owner; } function getAuthorizer() external view returns (IAuthorizer) { return _getAuthorizer(); } function _canPerform(bytes32 actionId, address account) internal view override returns (bool) { if ((getOwner() != _DELEGATE_OWNER) && _isOwnerOnlyAction(actionId)) { // Only the owner can perform "owner only" actions, unless the owner is delegated. return msg.sender == getOwner(); } else { // Non-owner actions are always processed via the Authorizer, as "owner only" ones are when delegated. return _getAuthorizer().canPerform(actionId, account, address(this)); } } function _isOwnerOnlyAction(bytes32 actionId) internal view virtual returns (bool); function _getAuthorizer() internal view virtual returns (IAuthorizer); } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; pragma experimental ABIEncoderV2; import "@balancer-labs/v2-solidity-utils/contracts/openzeppelin/IERC20.sol"; interface IAssetManager { /** * @notice Emitted when asset manager is rebalanced */ event Rebalance(bytes32 poolId); /** * @notice Sets the config */ function setConfig(bytes32 poolId, bytes calldata config) external; /** * @notice Returns the asset manager's token */ function getToken() external view returns (IERC20); /** * @return the current assets under management of this asset manager */ function getAUM(bytes32 poolId) external view returns (uint256); /** * @return poolCash - The up-to-date cash balance of the pool * @return poolManaged - The up-to-date managed balance of the pool */ function getPoolBalances(bytes32 poolId) external view returns (uint256 poolCash, uint256 poolManaged); /** * @return The difference in tokens between the target investment * and the currently invested amount (i.e. the amount that can be invested) */ function maxInvestableBalance(bytes32 poolId) external view returns (int256); /** * @notice Updates the Vault on the value of the pool's investment returns */ function updateBalanceOfPool(bytes32 poolId) external; /** * @notice Determines whether the pool should rebalance given the provided balances */ function shouldRebalance(uint256 cash, uint256 managed) external view returns (bool); /** * @notice Rebalances funds between the pool and the asset manager to maintain target investment percentage. * @param poolId - the poolId of the pool to be rebalanced * @param force - a boolean representing whether a rebalance should be forced even when the pool is near balance */ function rebalance(bytes32 poolId, bool force) external; } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; /** * @dev Interface for the TemporarilyPausable helper. */ interface ITemporarilyPausable { /** * @dev Emitted every time the pause state changes by `_setPaused`. */ event PausedStateChanged(bool paused); /** * @dev Returns the current paused state. */ function getPausedState() external view returns ( bool paused, uint256 pauseWindowEndTime, uint256 bufferPeriodEndTime ); } // SPDX-License-Identifier: MIT pragma solidity ^0.7.0; import "../helpers/BalancerErrors.sol"; /** * @dev Wrappers over Solidity's arithmetic operations with added overflow * checks. * * Arithmetic operations in Solidity wrap on overflow. This can easily result * in bugs, because programmers usually assume that an overflow raises an * error, which is the standard behavior in high level programming languages. * `SafeMath` restores this intuition by reverting the transaction when an * operation overflows. * * Using this library instead of the unchecked operations eliminates an entire * class of bugs, so it's recommended to use it always. */ library SafeMath { /** * @dev Returns the addition of two unsigned integers, reverting on * overflow. * * Counterpart to Solidity's `+` operator. * * Requirements: * * - Addition cannot overflow. */ function add(uint256 a, uint256 b) internal pure returns (uint256) { uint256 c = a + b; _require(c >= a, Errors.ADD_OVERFLOW); return c; } /** * @dev Returns the subtraction of two unsigned integers, reverting on * overflow (when the result is negative). * * Counterpart to Solidity's `-` operator. * * Requirements: * * - Subtraction cannot overflow. */ function sub(uint256 a, uint256 b) internal pure returns (uint256) { return sub(a, b, Errors.SUB_OVERFLOW); } /** * @dev Returns the subtraction of two unsigned integers, reverting with custom message on * overflow (when the result is negative). * * Counterpart to Solidity's `-` operator. * * Requirements: * * - Subtraction cannot overflow. */ function sub(uint256 a, uint256 b, uint256 errorCode) internal pure returns (uint256) { _require(b <= a, errorCode); uint256 c = a - b; return c; } } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; /** * @dev Interface for the SignatureValidator helper, used to support meta-transactions. */ interface ISignaturesValidator { /** * @dev Returns the EIP712 domain separator. */ function getDomainSeparator() external view returns (bytes32); /** * @dev Returns the next nonce used by an address to sign messages. */ function getNextNonce(address user) external view returns (uint256); } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; import "../openzeppelin/IERC20.sol"; /** * @dev Interface for WETH9. * See https://github.com/gnosis/canonical-weth/blob/0dd1ea3e295eef916d0c6223ec63141137d22d67/contracts/WETH9.sol */ interface IWETH is IERC20 { function deposit() external payable; function withdraw(uint256 amount) external; } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; /** * @dev This is an empty interface used to represent either ERC20-conforming token contracts or ETH (using the zero * address sentinel value). We're just relying on the fact that `interface` can be used to declare new address-like * types. * * This concept is unrelated to a Pool's Asset Managers. */ interface IAsset { // solhint-disable-previous-line no-empty-blocks } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; interface IAuthorizer { /** * @dev Returns true if `account` can perform the action described by `actionId` in the contract `where`. */ function canPerform( bytes32 actionId, address account, address where ) external view returns (bool); } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; // Inspired by Aave Protocol's IFlashLoanReceiver. import "@balancer-labs/v2-solidity-utils/contracts/openzeppelin/IERC20.sol"; interface IFlashLoanRecipient { /** * @dev When `flashLoan` is called on the Vault, it invokes the `receiveFlashLoan` hook on the recipient. * * At the time of the call, the Vault will have transferred `amounts` for `tokens` to the recipient. Before this * call returns, the recipient must have transferred `amounts` plus `feeAmounts` for each token back to the * Vault, or else the entire flash loan will revert. * * `userData` is the same value passed in the `IVault.flashLoan` call. */ function receiveFlashLoan( IERC20[] memory tokens, uint256[] memory amounts, uint256[] memory feeAmounts, bytes memory userData ) external; } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; pragma experimental ABIEncoderV2; import "@balancer-labs/v2-solidity-utils/contracts/openzeppelin/IERC20.sol"; import "./IVault.sol"; import "./IAuthorizer.sol"; interface IProtocolFeesCollector { event SwapFeePercentageChanged(uint256 newSwapFeePercentage); event FlashLoanFeePercentageChanged(uint256 newFlashLoanFeePercentage); function withdrawCollectedFees( IERC20[] calldata tokens, uint256[] calldata amounts, address recipient ) external; function setSwapFeePercentage(uint256 newSwapFeePercentage) external; function setFlashLoanFeePercentage(uint256 newFlashLoanFeePercentage) external; function getSwapFeePercentage() external view returns (uint256); function getFlashLoanFeePercentage() external view returns (uint256); function getCollectedFeeAmounts(IERC20[] memory tokens) external view returns (uint256[] memory feeAmounts); function getAuthorizer() external view returns (IAuthorizer); function vault() external view returns (IVault); } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; pragma experimental ABIEncoderV2; import "@balancer-labs/v2-solidity-utils/contracts/openzeppelin/IERC20.sol"; import "./IVault.sol"; interface IPoolSwapStructs { // This is not really an interface - it just defines common structs used by other interfaces: IGeneralPool and // IMinimalSwapInfoPool. // // This data structure represents a request for a token swap, where `kind` indicates the swap type ('given in' or // 'given out') which indicates whether or not the amount sent by the pool is known. // // The pool receives `tokenIn` and sends `tokenOut`. `amount` is the number of `tokenIn` tokens the pool will take // in, or the number of `tokenOut` tokens the Pool will send out, depending on the given swap `kind`. // // All other fields are not strictly necessary for most swaps, but are provided to support advanced scenarios in // some Pools. // // `poolId` is the ID of the Pool involved in the swap - this is useful for Pool contracts that implement more than // one Pool. // // The meaning of `lastChangeBlock` depends on the Pool specialization: // - Two Token or Minimal Swap Info: the last block in which either `tokenIn` or `tokenOut` changed its total // balance. // - General: the last block in which *any* of the Pool's registered tokens changed its total balance. // // `from` is the origin address for the funds the Pool receives, and `to` is the destination address // where the Pool sends the outgoing tokens. // // `userData` is extra data provided by the caller - typically a signature from a trusted party. struct SwapRequest { IVault.SwapKind kind; IERC20 tokenIn; IERC20 tokenOut; uint256 amount; // Misc data bytes32 poolId; uint256 lastChangeBlock; address from; address to; bytes userData; } } // SPDX-License-Identifier: MIT pragma solidity ^0.7.0; import "./ERC20.sol"; import "./IERC20Permit.sol"; import "./EIP712.sol"; /** * @dev Implementation of the ERC20 Permit extension allowing approvals to be made via signatures, as defined in * https://eips.ethereum.org/EIPS/eip-2612[EIP-2612]. * * Adds the {permit} method, which can be used to change an account's ERC20 allowance (see {IERC20-allowance}) by * presenting a message signed by the account. By not relying on `{IERC20-approve}`, the token holder account doesn't * need to send a transaction, and thus is not required to hold Ether at all. * * _Available since v3.4._ */ abstract contract ERC20Permit is ERC20, IERC20Permit, EIP712 { mapping(address => uint256) private _nonces; // solhint-disable-next-line var-name-mixedcase bytes32 private immutable _PERMIT_TYPEHASH = keccak256("Permit(address owner,address spender,uint256 value,uint256 nonce,uint256 deadline)"); /** * @dev Initializes the {EIP712} domain separator using the `name` parameter, and setting `version` to `"1"`. * * It's a good idea to use the same `name` that is defined as the ERC20 token name. */ constructor(string memory name) EIP712(name, "1") {} /** * @dev See {IERC20Permit-permit}. */ function permit( address owner, address spender, uint256 value, uint256 deadline, uint8 v, bytes32 r, bytes32 s ) public virtual override { // solhint-disable-next-line not-rely-on-time _require(block.timestamp <= deadline, Errors.EXPIRED_PERMIT); uint256 nonce = _nonces[owner]; bytes32 structHash = keccak256(abi.encode(_PERMIT_TYPEHASH, owner, spender, value, nonce, deadline)); bytes32 hash = _hashTypedDataV4(structHash); address signer = ecrecover(hash, v, r, s); _require((signer != address(0)) && (signer == owner), Errors.INVALID_SIGNATURE); _nonces[owner] = nonce + 1; _approve(owner, spender, value); } /** * @dev See {IERC20Permit-nonces}. */ function nonces(address owner) public view override returns (uint256) { return _nonces[owner]; } /** * @dev See {IERC20Permit-DOMAIN_SEPARATOR}. */ // solhint-disable-next-line func-name-mixedcase function DOMAIN_SEPARATOR() external view override returns (bytes32) { return _domainSeparatorV4(); } } // SPDX-License-Identifier: MIT pragma solidity ^0.7.0; /** * @dev Interface of the ERC20 Permit extension allowing approvals to be made via signatures, as defined in * https://eips.ethereum.org/EIPS/eip-2612[EIP-2612]. * * Adds the {permit} method, which can be used to change an account's ERC20 allowance (see {IERC20-allowance}) by * presenting a message signed by the account. By not relying on `{IERC20-approve}`, the token holder account doesn't * need to send a transaction, and thus is not required to hold Ether at all. */ interface IERC20Permit { /** * @dev Sets `value` as the allowance of `spender` over `owner`'s tokens, * given `owner`'s signed approval. * * IMPORTANT: The same issues {IERC20-approve} has related to transaction * ordering also apply here. * * Emits an {Approval} event. * * Requirements: * * - `spender` cannot be the zero address. * - `deadline` must be a timestamp in the future. * - `v`, `r` and `s` must be a valid `secp256k1` signature from `owner` * over the EIP712-formatted function arguments. * - the signature must use ``owner``'s current nonce (see {nonces}). * * For more information on the signature format, see the * https://eips.ethereum.org/EIPS/eip-2612#specification[relevant EIP * section]. */ function permit( address owner, address spender, uint256 value, uint256 deadline, uint8 v, bytes32 r, bytes32 s ) external; /** * @dev Returns the current nonce for `owner`. This value must be * included whenever a signature is generated for {permit}. * * Every successful call to {permit} increases ``owner``'s nonce by one. This * prevents a signature from being used multiple times. */ function nonces(address owner) external view returns (uint256); /** * @dev Returns the domain separator used in the encoding of the signature for `permit`, as defined by {EIP712}. */ // solhint-disable-next-line func-name-mixedcase function DOMAIN_SEPARATOR() external view returns (bytes32); } // SPDX-License-Identifier: MIT pragma solidity ^0.7.0; /** * @dev https://eips.ethereum.org/EIPS/eip-712[EIP 712] is a standard for hashing and signing of typed structured data. * * The encoding specified in the EIP is very generic, and such a generic implementation in Solidity is not feasible, * thus this contract does not implement the encoding itself. Protocols need to implement the type-specific encoding * they need in their contracts using a combination of `abi.encode` and `keccak256`. * * This contract implements the EIP 712 domain separator ({_domainSeparatorV4}) that is used as part of the encoding * scheme, and the final step of the encoding to obtain the message digest that is then signed via ECDSA * ({_hashTypedDataV4}). * * The implementation of the domain separator was designed to be as efficient as possible while still properly updating * the chain id to protect against replay attacks on an eventual fork of the chain. * * NOTE: This contract implements the version of the encoding known as "v4", as implemented by the JSON RPC method * https://docs.metamask.io/guide/signing-data.html[`eth_signTypedDataV4` in MetaMask]. * * _Available since v3.4._ */ abstract contract EIP712 { /* solhint-disable var-name-mixedcase */ bytes32 private immutable _HASHED_NAME; bytes32 private immutable _HASHED_VERSION; bytes32 private immutable _TYPE_HASH; /* solhint-enable var-name-mixedcase */ /** * @dev Initializes the domain separator and parameter caches. * * The meaning of `name` and `version` is specified in * https://eips.ethereum.org/EIPS/eip-712#definition-of-domainseparator[EIP 712]: * * - `name`: the user readable name of the signing domain, i.e. the name of the DApp or the protocol. * - `version`: the current major version of the signing domain. * * NOTE: These parameters cannot be changed except through a xref:learn::upgrading-smart-contracts.adoc[smart * contract upgrade]. */ constructor(string memory name, string memory version) { _HASHED_NAME = keccak256(bytes(name)); _HASHED_VERSION = keccak256(bytes(version)); _TYPE_HASH = keccak256("EIP712Domain(string name,string version,uint256 chainId,address verifyingContract)"); } /** * @dev Returns the domain separator for the current chain. */ function _domainSeparatorV4() internal view virtual returns (bytes32) { return keccak256(abi.encode(_TYPE_HASH, _HASHED_NAME, _HASHED_VERSION, _getChainId(), address(this))); } /** * @dev Given an already https://eips.ethereum.org/EIPS/eip-712#definition-of-hashstruct[hashed struct], this * function returns the hash of the fully encoded EIP712 message for this domain. * * This hash can be used together with {ECDSA-recover} to obtain the signer of a message. For example: * * ```solidity * bytes32 digest = _hashTypedDataV4(keccak256(abi.encode( * keccak256("Mail(address to,string contents)"), * mailTo, * keccak256(bytes(mailContents)) * ))); * address signer = ECDSA.recover(digest, signature); * ``` */ function _hashTypedDataV4(bytes32 structHash) internal view virtual returns (bytes32) { return keccak256(abi.encodePacked("\\x19\\x01", _domainSeparatorV4(), structHash)); } function _getChainId() private view returns (uint256 chainId) { // Silence state mutability warning without generating bytecode. // See https://github.com/ethereum/solidity/issues/10090#issuecomment-741789128 and // https://github.com/ethereum/solidity/issues/2691 this; // solhint-disable-next-line no-inline-assembly assembly { chainId := chainid() } } } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; import "./BalancerErrors.sol"; import "./IAuthentication.sol"; /** * @dev Building block for performing access control on external functions. * * This contract is used via the `authenticate` modifier (or the `_authenticateCaller` function), which can be applied * to external functions to only make them callable by authorized accounts. * * Derived contracts must implement the `_canPerform` function, which holds the actual access control logic. */ abstract contract Authentication is IAuthentication { bytes32 private immutable _actionIdDisambiguator; /** * @dev The main purpose of the `actionIdDisambiguator` is to prevent accidental function selector collisions in * multi contract systems. * * There are two main uses for it: * - if the contract is a singleton, any unique identifier can be used to make the associated action identifiers * unique. The contract's own address is a good option. * - if the contract belongs to a family that shares action identifiers for the same functions, an identifier * shared by the entire family (and no other contract) should be used instead. */ constructor(bytes32 actionIdDisambiguator) { _actionIdDisambiguator = actionIdDisambiguator; } /** * @dev Reverts unless the caller is allowed to call this function. Should only be applied to external functions. */ modifier authenticate() { _authenticateCaller(); _; } /** * @dev Reverts unless the caller is allowed to call the entry point function. */ function _authenticateCaller() internal view { bytes32 actionId = getActionId(msg.sig); _require(_canPerform(actionId, msg.sender), Errors.SENDER_NOT_ALLOWED); } function getActionId(bytes4 selector) public view override returns (bytes32) { // Each external function is dynamically assigned an action identifier as the hash of the disambiguator and the // function selector. Disambiguation is necessary to avoid potential collisions in the function selectors of // multiple contracts. return keccak256(abi.encodePacked(_actionIdDisambiguator, selector)); } function _canPerform(bytes32 actionId, address user) internal view virtual returns (bool); } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; interface IAuthentication { /** * @dev Returns the action identifier associated with the external function described by `selector`. */ function getActionId(bytes4 selector) external view returns (bytes32); } // SPDX-License-Identifier: GPL-3.0-or-later // This program is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program. If not, see <http://www.gnu.org/licenses/>. pragma solidity ^0.7.0; 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); }