@dolomite-exchange/dolomite-margin 0.2.6 → 0.2.7

package/contracts/external/interestsetters/PolynomialInterestSetter.sol

@@ -0,0 +1,205 @@
+/*
+
+    Copyright 2019 dYdX Trading Inc.
+
+    Licensed under the Apache License, Version 2.0 (the "License");
+    you may not use this file except in compliance with the License.
+    You may obtain a copy of the License at
+
+    http://www.apache.org/licenses/LICENSE-2.0
+
+    Unless required by applicable law or agreed to in writing, software
+    distributed under the License is distributed on an "AS IS" BASIS,
+    WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+    See the License for the specific language governing permissions and
+    limitations under the License.
+
+*/
+
+pragma solidity ^0.5.7;
+pragma experimental ABIEncoderV2;
+
+import { SafeMath } from "@openzeppelin/contracts/math/SafeMath.sol";
+import { IInterestSetter } from "../../protocol/interfaces/IInterestSetter.sol";
+import { Interest } from "../../protocol/lib/Interest.sol";
+import { Math } from "../../protocol/lib/Math.sol";
+
+
+/**
+ * @title PolynomialInterestSetter
+ * @author dYdX
+ *
+ * Interest setter that sets interest based on a polynomial of the usage percentage of the market.
+ */
+contract PolynomialInterestSetter is
+    IInterestSetter
+{
+    using Math for uint256;
+    using SafeMath for uint256;
+
+    // ============ Constants ============
+
+    uint256 constant PERCENT = 100;
+
+    uint256 constant BASE = 10 ** 18;
+
+    uint256 constant SECONDS_IN_A_YEAR = 60 * 60 * 24 * 365;
+
+    uint256 constant BYTE = 8;
+
+    // ============ Structs ============
+
+    struct PolyStorage {
+        uint128 maxAPR;
+        uint128 coefficients;
+    }
+
+    // ============ Storage ============
+
+    PolyStorage g_storage;
+
+    // ============ Constructor ============
+
+    constructor(
+        PolyStorage memory params
+    )
+        public
+    {
+        // verify that all coefficients add up to 100%
+        uint256 sumOfCoefficients = 0;
+        for (
+            uint256 coefficients = params.coefficients;
+            coefficients != 0;
+            coefficients >>= BYTE
+        ) {
+            sumOfCoefficients += coefficients % 256;
+        }
+        require(
+            sumOfCoefficients == PERCENT,
+            "Coefficients must sum to 100"
+        );
+
+        // store the params
+        g_storage = params;
+    }
+
+    // ============ Public Functions ============
+
+    /**
+     * Get the interest rate given some borrowed and supplied amounts. The interest function is a
+     * polynomial function of the utilization (borrowWei / supplyWei) of the market.
+     *
+     *   - If borrowWei > supplyWei then the utilization is considered to be equal to 1.
+     *   - If both are zero, then the utilization is considered to be equal to 0.
+     *
+     * @return The interest rate per second (times 10 ** 18)
+     */
+    function getInterestRate(
+        address /* token */,
+        uint256 borrowWei,
+        uint256 supplyWei
+    )
+        external
+        view
+        returns (Interest.Rate memory)
+    {
+        if (borrowWei == 0) {
+            return Interest.Rate({
+                value: 0
+            });
+        }
+
+        PolyStorage memory s = g_storage;
+        uint256 maxAPR = s.maxAPR;
+
+        if (borrowWei >= supplyWei) {
+            return Interest.Rate({
+                value: maxAPR / SECONDS_IN_A_YEAR
+            });
+        }
+
+        uint256 result = 0;
+        uint256 polynomial = BASE;
+
+        // for each non-zero coefficient...
+        uint256 coefficients = s.coefficients;
+        while (true) {
+            // gets the lowest-order byte
+            uint256 coefficient = coefficients % 256;
+
+            // if non-zero, add to result
+            if (coefficient != 0) {
+                // no safeAdd since there are at most 16 coefficients
+                // no safeMul since (coefficient < 256 && polynomial <= 10**18)
+                result += coefficient * polynomial;
+
+                // break if this is the last non-zero coefficient
+                if (coefficient == coefficients) {
+                    break;
+                }
+            }
+
+            // increase the order of the polynomial term
+            // no safeDiv since supplyWei must be strictly larger than borrowWei
+            polynomial = polynomial.mul(borrowWei) / supplyWei;
+
+            // move to next coefficient
+            coefficients >>= BYTE;
+        }
+
+        // normalize the result
+        // no safeMul since result fits within 72 bits and maxAPR fits within 128 bits
+        // no safeDiv since the divisor is a non-zero constant
+        return Interest.Rate({
+            value: result * maxAPR / (SECONDS_IN_A_YEAR * BASE * PERCENT)
+        });
+    }
+
+    /**
+     * Get the maximum APR that this interestSetter will return. The actual APY may be higher
+     * depending on how often the interest is compounded.
+     *
+     * @return The maximum APR
+     */
+    function getMaxAPR()
+        external
+        view
+        returns (uint256)
+    {
+        return g_storage.maxAPR;
+    }
+
+    /**
+     * Get all of the coefficients of the interest calculation, starting from the coefficient for
+     * the first-order utilization variable.
+     *
+     * @return The coefficients
+     */
+    function getCoefficients()
+        external
+        view
+        returns (uint256[] memory)
+    {
+        // allocate new array with maximum of 16 coefficients
+        uint256[] memory result = new uint256[](16);
+
+        // add the coefficients to the array
+        uint256 numCoefficients = 0;
+        for (
+            uint256 coefficients = g_storage.coefficients;
+            coefficients != 0;
+            coefficients >>= BYTE
+        ) {
+            result[numCoefficients] = coefficients % 256;
+            numCoefficients++;
+        }
+
+        // modify result.length to match numCoefficients
+        /* solium-disable-next-line security/no-inline-assembly */
+        assembly {
+            mstore(result, numCoefficients)
+        }
+
+        return result;
+    }
+}

package/contracts/external/interfaces/IChainlinkAggregator.sol

@@ -0,0 +1,33 @@
+/*
+
+    Copyright 2020 Dolomite.
+
+    Licensed under the Apache License, Version 2.0 (the "License");
+    you may not use this file except in compliance with the License.
+    You may obtain a copy of the License at
+
+    http://www.apache.org/licenses/LICENSE-2.0
+
+    Unless required by applicable law or agreed to in writing, software
+    distributed under the License is distributed on an "AS IS" BASIS,
+    WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+    See the License for the specific language governing permissions and
+    limitations under the License.
+
+*/
+
+pragma solidity ^0.5.7;
+pragma experimental ABIEncoderV2;
+
+
+/**
+ * @title IChainlinkAggregator
+ * @author Dolomite
+ *
+ * Gets the latest price from the Chainlink Oracle Network. Amount of decimals depends on the base.
+ */
+contract IChainlinkAggregator {
+
+    function latestAnswer() public view returns (int256);
+
+}

package/contracts/external/interfaces/IDolomiteAmmERC20.sol

@@ -0,0 +1,52 @@
+/*
+
+    Copyright 2021 Dolomite.
+
+    Licensed under the Apache License, Version 2.0 (the "License");
+    you may not use this file except in compliance with the License.
+    You may obtain a copy of the License at
+
+    http://www.apache.org/licenses/LICENSE-2.0
+
+    Unless required by applicable law or agreed to in writing, software
+    distributed under the License is distributed on an "AS IS" BASIS,
+    WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+    See the License for the specific language governing permissions and
+    limitations under the License.
+
+*/
+
+pragma solidity >=0.5.0;
+
+
+contract IDolomiteAmmERC20 {
+    event Approval(address indexed owner, address indexed spender, uint value);
+    event Transfer(address indexed from, address indexed to, uint value);
+
+    function totalSupply() external view returns (uint);
+    function balanceOf(address owner) external view returns (uint);
+    function allowance(address owner, address spender) external view returns (uint);
+
+    function approve(address spender, uint value) external returns (bool);
+    function transfer(address to, uint value) external returns (bool);
+    function transferFrom(address from, address to, uint value) external returns (bool);
+
+    function DOMAIN_SEPARATOR() external view returns (bytes32);
+    function PERMIT_TYPEHASH() external pure returns (bytes32);
+    function nonces(address owner) external view returns (uint);
+
+    function permit(
+        address owner,
+        address spender,
+        uint value,
+        uint deadline,
+        uint8 v,
+        bytes32 r,
+        bytes32 s
+    )
+        external;
+
+    function name() public view returns (string memory);
+    function symbol() public view returns (string memory);
+    function decimals() public pure returns (uint8);
+}

package/contracts/external/interfaces/IDolomiteAmmFactory.sol

@@ -0,0 +1,42 @@
+/*
+
+    Copyright 2021 Dolomite.
+
+    Licensed under the Apache License, Version 2.0 (the "License");
+    you may not use this file except in compliance with the License.
+    You may obtain a copy of the License at
+
+    http://www.apache.org/licenses/LICENSE-2.0
+
+    Unless required by applicable law or agreed to in writing, software
+    distributed under the License is distributed on an "AS IS" BASIS,
+    WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+    See the License for the specific language governing permissions and
+    limitations under the License.
+
+*/
+
+pragma solidity >=0.5.0;
+pragma experimental ABIEncoderV2;
+
+import "../../protocol/lib/Account.sol";
+import "../../protocol/lib/Actions.sol";
+
+interface IDolomiteAmmFactory {
+
+    function feeTo() external view returns (address);
+    function feeToSetter() external view returns (address);
+    function dolomiteMargin() external view returns (address);
+
+    function getPair(address tokenA, address tokenB) external view returns (address pair);
+    function allPairs(uint) external view returns (address pair);
+    function allPairsLength() external view returns (uint);
+    function getPairInitCode() external pure returns (bytes memory);
+    function getPairInitCodeHash() external pure returns (bytes32);
+
+    function createPair(address tokenA, address tokenB) external returns (address pair);
+
+    function setFeeTo(address) external;
+    function setFeeToSetter(address) external;
+
+}

package/contracts/external/interfaces/IDolomiteAmmPair.sol

@@ -0,0 +1,116 @@
+/*
+
+    Copyright 2021 Dolomite.
+
+    Licensed under the Apache License, Version 2.0 (the "License");
+    you may not use this file except in compliance with the License.
+    You may obtain a copy of the License at
+
+    http://www.apache.org/licenses/LICENSE-2.0
+
+    Unless required by applicable law or agreed to in writing, software
+    distributed under the License is distributed on an "AS IS" BASIS,
+    WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+    See the License for the specific language governing permissions and
+    limitations under the License.
+
+*/
+
+pragma solidity >=0.5.0;
+pragma experimental ABIEncoderV2;
+
+import "../../protocol/lib/Account.sol";
+import "../../protocol/lib/Types.sol";
+
+interface IDolomiteAmmPair {
+
+    event Approval(address indexed owner, address indexed spender, uint value);
+    event Transfer(address indexed from, address indexed to, uint value);
+
+    function name() external view returns (string memory);
+
+    function symbol() external view returns (string memory);
+
+    function decimals() external pure returns (uint8);
+
+    function totalSupply() external view returns (uint);
+
+    function balanceOf(address owner) external view returns (uint);
+
+    function allowance(address owner, address spender) external view returns (uint);
+
+    function approve(address spender, uint value) external returns (bool);
+
+    function transfer(address to, uint value) external returns (bool);
+
+    function transferFrom(address from, address to, uint value) external returns (bool);
+
+    function DOMAIN_SEPARATOR() external view returns (bytes32);
+
+    function PERMIT_TYPEHASH() external pure returns (bytes32);
+
+    function nonces(address owner) external view returns (uint);
+
+    function permit(
+        address owner,
+        address spender,
+        uint value,
+        uint deadline,
+        uint8 v,
+        bytes32 r,
+        bytes32 s
+    ) external;
+
+    event Mint(address indexed sender, uint amount0Wei, uint amount1Wei);
+    event Burn(address indexed sender, uint amount0Wei, uint amount1Wei, address indexed to);
+    event Swap(
+        address indexed sender,
+        uint amount0In,
+        uint amount1In,
+        uint amount0Out,
+        uint amount1Out,
+        address indexed to
+    );
+    event Sync(uint112 reserve0, uint112 reserve1);
+
+    function MINIMUM_LIQUIDITY() external pure returns (uint);
+
+    function factory() external view returns (address);
+
+    function token0() external view returns (address);
+
+    function token1() external view returns (address);
+
+    function getReservesWei() external view returns (uint112 reserve0, uint112 reserve1, uint32 blockTimestampLast);
+
+    function getReservesPar() external view returns (uint112 reserve0, uint112 reserve1, uint32 blockTimestampLast);
+
+    function price0CumulativeLast() external view returns (uint);
+
+    function price1CumulativeLast() external view returns (uint);
+
+    function kLast() external view returns (uint);
+
+    function mint(address to) external returns (uint liquidity);
+
+    function burn(address to, uint toAccountNumber) external returns (uint amount0Wei, uint amount1Wei);
+
+    function getTradeCost(
+        uint256 inputMarketId,
+        uint256 outputMarketId,
+        Account.Info calldata makerAccount,
+        Account.Info calldata takerAccount,
+        Types.Par calldata,
+        Types.Par calldata,
+        Types.Wei calldata inputWei,
+        bytes calldata data
+    )
+    external
+    returns (Types.AssetAmount memory);
+
+    function skim(address to, uint toAccountNumber) external;
+
+    function sync() external;
+
+    function initialize(address _token0, address _token1, address _transferProxy) external;
+}

package/contracts/external/interfaces/IExpiry.sol

@@ -0,0 +1,70 @@
+/*
+
+    Copyright 2021 Dolomite.
+
+    Licensed under the Apache License, Version 2.0 (the "License");
+    you may not use this file except in compliance with the License.
+    You may obtain a copy of the License at
+
+    http://www.apache.org/licenses/LICENSE-2.0
+
+    Unless required by applicable law or agreed to in writing, software
+    distributed under the License is distributed on an "AS IS" BASIS,
+    WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+    See the License for the specific language governing permissions and
+    limitations under the License.
+
+*/
+
+pragma solidity ^0.5.7;
+pragma experimental ABIEncoderV2;
+
+import {Account} from "../../protocol/lib/Account.sol";
+import {Monetary} from "../../protocol/lib/Monetary.sol";
+
+
+/**
+ * @title IExpiry
+ * @author Dolomite
+ */
+contract IExpiry {
+
+    // ============ Enums ============
+
+    enum CallFunctionType {
+        SetExpiry,
+        SetApproval
+    }
+
+    // ============ Structs ============
+
+    struct SetExpiryArg {
+        Account.Info account;
+        uint256 marketId;
+        uint32 timeDelta;
+        bool forceUpdate;
+    }
+
+    struct SetApprovalArg {
+        address sender;
+        uint32 minTimeDelta;
+    }
+
+    function getSpreadAdjustedPrices(
+        uint256 heldMarketId,
+        uint256 owedMarketId,
+        uint32 expiry
+    )
+        public
+        view
+        returns (Monetary.Price memory heldPrice, Monetary.Price memory owedPriceAdj);
+
+    function getExpiry(
+        Account.Info memory account,
+        uint256 marketId
+    )
+        public
+        view
+        returns (uint32);
+
+}

package/contracts/external/interfaces/IMakerOracle.sol

@@ -0,0 +1,52 @@
+/*
+
+    Copyright 2019 dYdX Trading Inc.
+
+    Licensed under the Apache License, Version 2.0 (the "License");
+    you may not use this file except in compliance with the License.
+    You may obtain a copy of the License at
+
+    http://www.apache.org/licenses/LICENSE-2.0
+
+    Unless required by applicable law or agreed to in writing, software
+    distributed under the License is distributed on an "AS IS" BASIS,
+    WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+    See the License for the specific language governing permissions and
+    limitations under the License.
+
+*/
+
+pragma solidity ^0.5.7;
+pragma experimental ABIEncoderV2;
+
+
+/**
+ * @title IMakerOracle
+ * @author dYdX
+ *
+ * Interface for the price oracles run by MakerDao
+ */
+interface IMakerOracle {
+
+    // Event that is logged when the `note` modifier is used
+    event LogNote(
+        bytes4 indexed msgSig,
+        address indexed msgSender,
+        bytes32 indexed arg1,
+        bytes32 indexed arg2,
+        uint256 msgValue,
+        bytes msgData
+    ) anonymous;
+
+    // returns the current value (ETH/USD * 10**18) as a bytes32
+    function peek()
+        external
+        view
+        returns (bytes32, bool);
+
+    // requires a fresh price and then returns the current value
+    function read()
+        external
+        view
+        returns (bytes32);
+}