@harvest-finance/harvest-strategy-polygon 0.0.1-security → 1.0.0

package/contracts/strategies/quick-gamma/QuickGammaStrategyMainnet_USDC_ETH_narrow.sol

@@ -0,0 +1,34 @@
+//SPDX-License-Identifier: Unlicense
+pragma solidity 0.6.12;
+
+import "./QuickGammaStrategy.sol";
+
+contract QuickGammaStrategyMainnet_USDC_ETH_narrow is QuickGammaStrategy {
+
+  constructor() public {}
+
+  function initializeStrategy(
+    address _storage,
+    address _vault
+  ) public initializer {
+    address underlying = address(0x3Cc20A6795c4b57d9817399F68E83e71C8626580);
+    address quick = address(0xB5C064F955D8e7F38fE0460C556a72987494eE17);
+    address usdc = address(0x2791Bca1f2de4661ED88A30C99A7a9449Aa84174);
+    address weth = address(0x7ceB23fD6bC0adD59E62ac25578270cFf1b9f619);
+    address masterChef = address(0x20ec0d06F447d550fC6edee42121bc8C1817b97D);
+    QuickGammaStrategy.initializeBaseStrategy(
+      _storage,
+      underlying,
+      _vault,
+      masterChef,
+      4
+    );
+    rewardTokens = [quick, WMATIC];
+    swapRoutes[quick][WMATIC] = [quick, WMATIC];
+    routers[quick][WMATIC] = quickRouter;
+    swapRoutes[WMATIC][usdc] = [WMATIC, usdc];
+    routers[WMATIC][usdc] = quickRouter;
+    swapRoutes[WMATIC][weth] = [WMATIC, weth];
+    routers[WMATIC][weth] = quickRouter;
+  }
+}

package/contracts/strategies/quick-gamma/QuickGammaStrategyMainnet_USDC_ETH_wide.sol

@@ -0,0 +1,34 @@
+//SPDX-License-Identifier: Unlicense
+pragma solidity 0.6.12;
+
+import "./QuickGammaStrategy.sol";
+
+contract QuickGammaStrategyMainnet_USDC_ETH_wide is QuickGammaStrategy {
+
+  constructor() public {}
+
+  function initializeStrategy(
+    address _storage,
+    address _vault
+  ) public initializer {
+    address underlying = address(0x6077177d4c41E114780D9901C9b5c784841C523f);
+    address quick = address(0xB5C064F955D8e7F38fE0460C556a72987494eE17);
+    address usdc = address(0x2791Bca1f2de4661ED88A30C99A7a9449Aa84174);
+    address weth = address(0x7ceB23fD6bC0adD59E62ac25578270cFf1b9f619);
+    address masterChef = address(0x20ec0d06F447d550fC6edee42121bc8C1817b97D);
+    QuickGammaStrategy.initializeBaseStrategy(
+      _storage,
+      underlying,
+      _vault,
+      masterChef,
+      5
+    );
+    rewardTokens = [quick, WMATIC];
+    swapRoutes[quick][WMATIC] = [quick, WMATIC];
+    routers[quick][WMATIC] = quickRouter;
+    swapRoutes[WMATIC][usdc] = [WMATIC, usdc];
+    routers[WMATIC][usdc] = quickRouter;
+    swapRoutes[WMATIC][weth] = [WMATIC, weth];
+    routers[WMATIC][weth] = quickRouter;
+  }
+}

package/contracts/strategies/quick-gamma/QuickGammaStrategyV2.sol

@@ -0,0 +1,348 @@
+//SPDX-License-Identifier: Unlicense
+
+pragma solidity 0.6.12;
+
+import "@openzeppelin/contracts/math/Math.sol";
+import "@openzeppelin/contracts/math/SafeMath.sol";
+import "@openzeppelin/contracts/token/ERC20/SafeERC20.sol";
+import "../../base/upgradability/BaseUpgradeableStrategyV2.sol";
+import "../../base/interface/IUniversalLiquidator.sol";
+import "../../base/interface/quickswap/IMasterChef.sol";
+import "../../base/interface/gamma/IHypervisor.sol";
+import "../../base/interface/gamma/IUniProxy.sol";
+import "../../base/interface/quickswap/IDragonLair.sol";
+import "../../base/interface/gamma/IClearing.sol";
+
+contract QuickGammaStrategyV2 is BaseUpgradeableStrategyV2 {
+
+  using SafeMath for uint256;
+  using SafeERC20 for IERC20;
+
+  address public constant dQuick = address(0x958d208Cdf087843e9AD98d23823d32E17d723A1);
+  address public constant quick = address(0xB5C064F955D8e7F38fE0460C556a72987494eE17);
+  address public constant harvestMSIG = address(0x39cC360806b385C96969ce9ff26c23476017F652);
+
+  // additional storage slots (on top of BaseUpgradeableStrategy ones) are defined here
+  bytes32 internal constant _POOLID_SLOT = 0x3fd729bfa2e28b7806b03a6e014729f59477b530f995be4d51defc9dad94810b;
+  bytes32 internal constant _UNIPROXY_SLOT = 0x09ff9720152edb4fad4ed05a0b77258f0fce17715f9397342eb08c8d7f965234;
+
+  // this would be reset on each upgrade
+  address[] public rewardTokens;
+
+  constructor() public BaseUpgradeableStrategyV2() {
+    assert(_POOLID_SLOT == bytes32(uint256(keccak256("eip1967.strategyStorage.poolId")) - 1));
+    assert(_UNIPROXY_SLOT == bytes32(uint256(keccak256("eip1967.strategyStorage.uniProxy")) - 1));
+  }
+
+  function initializeBaseStrategy(
+    address _storage,
+    address _underlying,
+    address _vault,
+    address _rewardPool,
+    uint256 _poolID,
+    address _rewardToken,
+    address _uniProxy
+  ) public initializer {
+
+    BaseUpgradeableStrategyV2.initialize(
+      _storage,
+      _underlying,
+      _vault,
+      _rewardPool,
+      _rewardToken,
+      harvestMSIG
+    );
+
+    address _lpt = IMasterChef(rewardPool()).lpToken(_poolID);
+    require(_lpt == underlying(), "Pool Info does not match underlying");
+    _setPoolId(_poolID);
+    setAddress(_UNIPROXY_SLOT, _uniProxy);
+  }
+
+  function depositArbCheck() public pure returns(bool) {
+    return true;
+  }
+
+  function rewardPoolBalance() internal view returns (uint256 bal) {
+      (bal,) = IMasterChef(rewardPool()).userInfo(poolId(), address(this));
+  }
+
+  function exitRewardPool() internal {
+      uint256 bal = rewardPoolBalance();
+      if (bal != 0) {
+          IMasterChef(rewardPool()).withdraw(poolId(), bal, address(this));
+      }
+  }
+
+  function emergencyExitRewardPool() internal {
+      uint256 bal = rewardPoolBalance();
+      if (bal != 0) {
+          IMasterChef(rewardPool()).emergencyWithdraw(poolId(), address(this));
+      }
+  }
+
+  function unsalvagableTokens(address token) public view returns (bool) {
+    return (token == rewardToken() || token == underlying());
+  }
+
+  function enterRewardPool() internal {
+    address _underlying = underlying();
+    address _rewardPool = rewardPool();
+    uint256 entireBalance = IERC20(_underlying).balanceOf(address(this));
+    IERC20(_underlying).safeApprove(_rewardPool, 0);
+    IERC20(_underlying).safeApprove(_rewardPool, entireBalance);
+    IMasterChef(_rewardPool).deposit(poolId(), entireBalance, address(this));
+  }
+
+  /*
+  *   In case there are some issues discovered about the pool or underlying asset
+  *   Governance can exit the pool properly
+  *   The function is only used for emergency to exit the pool
+  */
+  function emergencyExit() public onlyGovernance {
+    emergencyExitRewardPool();
+    _setPausedInvesting(true);
+  }
+
+  /*
+  *   Resumes the ability to invest into the underlying reward pools
+  */
+  function continueInvesting() public onlyGovernance {
+    _setPausedInvesting(false);
+  }
+
+  function addRewardToken(address _token) public onlyGovernance {
+    rewardTokens.push(_token);
+  }
+
+  /**
+   * if the pool gets dQuick as reward token it has to first be converted to QUICK
+   * by leaving the dragonLair
+   */
+  function convertDQuickToQuick() internal {
+    uint256 dQuickBalance = IERC20(dQuick).balanceOf(address(this));
+    if (dQuickBalance > 0){
+      IDragonLair(dQuick).leave(dQuickBalance);
+    }
+  }
+
+  // We assume that all the tradings can be done on Uniswap
+  function _liquidateReward() internal {
+    if (!sell()) {
+      // Profits can be disabled for possible simplified and rapid exit
+      emit ProfitsNotCollected(sell(), false);
+      return;
+    }
+
+    address _rewardToken = rewardToken();
+    address _universalLiquidator = universalLiquidator();
+    for(uint256 i = 0; i < rewardTokens.length; i++){
+      address token = rewardTokens[i];
+      if (token == quick){
+        convertDQuickToQuick();
+      }
+      uint256 rewardBalance = IERC20(token).balanceOf(address(this));
+      if (rewardBalance == 0) {
+        continue;
+      }
+      if (token != _rewardToken){
+          IERC20(token).safeApprove(_universalLiquidator, 0);
+          IERC20(token).safeApprove(_universalLiquidator, rewardBalance);
+          IUniversalLiquidator(_universalLiquidator).swap(token, _rewardToken, rewardBalance, 1, address(this));
+      }
+    }
+    uint256 rewardBalance = IERC20(_rewardToken).balanceOf(address(this));
+    _notifyProfitInRewardToken(_rewardToken, rewardBalance);
+    uint256 remainingRewardBalance = IERC20(_rewardToken).balanceOf(address(this));
+
+    if (remainingRewardBalance < 1e15) {
+      return;
+    }
+
+    _depositToGamma();
+  }
+
+  function _depositToGamma() internal {
+    address _underlying = underlying();
+    address _clearing = IUniProxy(uniProxy()).clearance();
+    address _token0 = IHypervisor(_underlying).token0();
+    address _token1 = IHypervisor(_underlying).token1();
+    (uint256 toToken0, uint256 toToken1) = _calculateToTokenAmounts();
+    (uint256 amount0, uint256 amount1) = _swapToTokens(_token0, _token1, toToken0, toToken1);
+    (uint256 min1, uint256 max1) = IClearing(_clearing).getDepositAmount(_underlying, _token0, amount0);
+    if (amount1 < min1) {
+      (,uint256 max0) = IClearing(_clearing).getDepositAmount(_underlying, _token1, amount1);
+      if (amount0 > max0) {
+        amount0 = max0;
+      }
+    } else if (amount1 > max1) {
+      amount1 = max1;
+    }
+    uint256[4] memory minIn = [uint(0), uint(0), uint(0), uint(0)];
+
+    IERC20(_token0).safeApprove(_underlying, 0);
+    IERC20(_token0).safeApprove(_underlying, amount0);
+    IERC20(_token1).safeApprove(_underlying, 0);
+    IERC20(_token1).safeApprove(_underlying, amount1);
+    IUniProxy(uniProxy()).deposit(amount0, amount1, address(this), _underlying, minIn);
+  }
+
+  function _calculateToTokenAmounts() internal view returns(uint256, uint256){
+    address pool = underlying();
+    (uint256 poolBalance0, uint256 poolBalance1) = IHypervisor(pool).getTotalAmounts();
+    address clearing = IUniProxy(uniProxy()).clearance();
+    uint256 sqrtPrice0In1 = uint256(IClearing(clearing).getSqrtTwapX96(pool, 1));
+    uint256 price0In1 = sqrtPrice0In1.mul(sqrtPrice0In1).div(uint(2**(96 * 2)).div(1e18));
+    uint256 totalPoolBalanceIn1 = poolBalance0.mul(price0In1).div(1e18).add(poolBalance1);
+    uint256 poolWeight0 = poolBalance0.mul(price0In1).div(totalPoolBalanceIn1);
+
+    uint256 rewardBalance = IERC20(rewardToken()).balanceOf(address(this));
+    uint256 toToken0 = rewardBalance.mul(poolWeight0).div(1e18);
+    uint256 toToken1 = rewardBalance.sub(toToken0);
+    return (toToken0, toToken1);
+  }
+
+  function _swapToTokens(
+    address tokenOut0,
+    address tokenOut1,
+    uint256 toToken0,
+    uint256 toToken1
+  ) internal returns(uint256, uint256){
+    address tokenIn = rewardToken();
+    address _universalLiquidator = universalLiquidator();
+    uint256 token0Amount;
+    if (tokenIn != tokenOut0){
+      IERC20(tokenIn).safeApprove(_universalLiquidator, 0);
+      IERC20(tokenIn).safeApprove(_universalLiquidator, toToken0);
+      IUniversalLiquidator(_universalLiquidator).swap(tokenIn, tokenOut0, toToken0, 1, address(this));
+      token0Amount = IERC20(tokenOut0).balanceOf(address(this));
+    } else {
+      // otherwise we assme token0 is the reward token itself
+      token0Amount = toToken0;
+    }
+
+    uint256 token1Amount;
+    if (tokenIn != tokenOut1){
+      IERC20(tokenIn).safeApprove(_universalLiquidator, 0);
+      IERC20(tokenIn).safeApprove(_universalLiquidator, toToken1);
+      IUniversalLiquidator(_universalLiquidator).swap(tokenIn, tokenOut1, toToken1, 1, address(this));
+      token1Amount = IERC20(tokenOut1).balanceOf(address(this));
+    } else {
+      // otherwise we assme token0 is the reward token itself
+      token1Amount = toToken1;
+    }
+    return (token0Amount, token1Amount);
+  }
+
+  /*
+  *   Stakes everything the strategy holds into the reward pool
+  */
+  function investAllUnderlying() internal onlyNotPausedInvesting {
+    // this check is needed, because most of the SNX reward pools will revert if
+    // you try to stake(0).
+    if(IERC20(underlying()).balanceOf(address(this)) > 0) {
+      enterRewardPool();
+    }
+  }
+
+  /*
+  *   Withdraws all the asset to the vault
+  */
+  function withdrawAllToVault() public restricted {
+    address _underlying = underlying();
+    if (address(rewardPool()) != address(0)) {
+      exitRewardPool();
+    }
+    _liquidateReward();
+    IERC20(_underlying).safeTransfer(vault(), IERC20(_underlying).balanceOf(address(this)));
+  }
+
+  /*
+  *   Withdraws all the asset to the vault
+  */
+  function withdrawToVault(uint256 amount) public restricted {
+    // Typically there wouldn't be any amount here
+    // however, it is possible because of the emergencyExit
+    address _underlying = underlying();
+    uint256 entireBalance = IERC20(_underlying).balanceOf(address(this));
+
+    if(amount > entireBalance){
+      // While we have the check above, we still using SafeMath below
+      // for the peace of mind (in case something gets changed in between)
+      uint256 needToWithdraw = amount.sub(entireBalance);
+      uint256 toWithdraw = Math.min(rewardPoolBalance(), needToWithdraw);
+      IMasterChef(rewardPool()).withdraw(poolId(), toWithdraw, address(this));
+    }
+
+    IERC20(_underlying).safeTransfer(vault(), amount);
+  }
+
+  /*
+  *   Note that we currently do not have a mechanism here to include the
+  *   amount of reward that is accrued.
+  */
+  function investedUnderlyingBalance() external view returns (uint256) {
+    address _underlying = underlying();
+    if (rewardPool() == address(0)) {
+      return IERC20(_underlying).balanceOf(address(this));
+    }
+    // Adding the amount locked in the reward pool and the amount that is somehow in this contract
+    // both are in the units of "underlying"
+    // The second part is needed because there is the emergency exit mechanism
+    // which would break the assumption that all the funds are always inside of the reward pool
+    return rewardPoolBalance().add(IERC20(_underlying).balanceOf(address(this)));
+  }
+
+  /*
+  *   Governance or Controller can claim coins that are somehow transferred into the contract
+  *   Note that they cannot come in take away coins that are used and defined in the strategy itself
+  */
+  function salvage(address recipient, address token, uint256 amount) external onlyControllerOrGovernance {
+     // To make sure that governance cannot come in and take away the coins
+    require(!unsalvagableTokens(token), "token is defined as not salvagable");
+    IERC20(token).safeTransfer(recipient, amount);
+  }
+
+  /*
+  *   Get the reward, sell it in exchange for underlying, invest what you got.
+  *   It's not much, but it's honest work.
+  *
+  *   Note that although `onlyNotPausedInvesting` is not added here,
+  *   calling `investAllUnderlying()` affectively blocks the usage of `doHardWork`
+  *   when the investing is being paused by governance.
+  */
+  function doHardWork() external onlyNotPausedInvesting restricted {
+    IMasterChef(rewardPool()).withdraw(poolId(), 0, address(this));
+    _liquidateReward();
+    investAllUnderlying();
+  }
+
+  /**
+  * Can completely disable claiming rewards and selling. Good for emergency withdraw in the
+  * simplest possible way.
+  */
+  function setSell(bool s) public onlyGovernance {
+    _setSell(s);
+  }
+
+  // masterchef rewards pool ID
+  function _setPoolId(uint256 _value) internal {
+    setUint256(_POOLID_SLOT, _value);
+  }
+
+  function poolId() public view returns (uint256) {
+    return getUint256(_POOLID_SLOT);
+  }
+
+  function _setUniProxy(address _value) public onlyGovernance {
+    setAddress(_UNIPROXY_SLOT, _value);
+  }
+
+  function uniProxy() public view returns (address) {
+    return getAddress(_UNIPROXY_SLOT);
+  }
+
+  function finalizeUpgrade() external onlyGovernance {
+    _finalizeUpgrade();
+  }
+}

package/contracts/strategies/quick-gamma/QuickGammaStrategyV2Mainnet_USDC_DAI.sol

@@ -0,0 +1,28 @@
+//SPDX-License-Identifier: Unlicense
+pragma solidity 0.6.12;
+
+import "./QuickGammaStrategyV2.sol";
+
+contract QuickGammaStrategyV2Mainnet_USDC_DAI is QuickGammaStrategyV2 {
+
+  constructor() public {}
+
+  function initializeStrategy(
+    address _storage,
+    address _vault
+  ) public initializer {
+    address underlying = address(0x9E31214Db6931727B7d63a0D2b6236DB455c0965);
+    address quick = address(0xB5C064F955D8e7F38fE0460C556a72987494eE17);
+    address masterChef = address(0x20ec0d06F447d550fC6edee42121bc8C1817b97D);
+    QuickGammaStrategyV2.initializeBaseStrategy(
+      _storage,
+      underlying,
+      _vault,
+      masterChef,
+      10,
+      quick,
+      address(0xA42d55074869491D60Ac05490376B74cF19B00e6) //UniProxy
+    );
+    rewardTokens = [quick];
+  }
+}

package/contracts/strategies/quick-gamma/QuickGammaStrategyV2Mainnet_USDC_USDT.sol

@@ -0,0 +1,29 @@
+//SPDX-License-Identifier: Unlicense
+pragma solidity 0.6.12;
+
+import "./QuickGammaStrategyV2.sol";
+
+contract QuickGammaStrategyV2Mainnet_USDC_USDT is QuickGammaStrategyV2 {
+
+  constructor() public {}
+
+  function initializeStrategy(
+    address _storage,
+    address _vault
+  ) public initializer {
+    address underlying = address(0x795f8c9B0A0Da9Cd8dea65Fc10f9B57AbC532E58);
+    address quick = address(0xB5C064F955D8e7F38fE0460C556a72987494eE17);
+    address wmatic = address(0x0d500B1d8E8eF31E21C99d1Db9A6444d3ADf1270);
+    address masterChef = address(0x20ec0d06F447d550fC6edee42121bc8C1817b97D);
+    QuickGammaStrategyV2.initializeBaseStrategy(
+      _storage,
+      underlying,
+      _vault,
+      masterChef,
+      11,
+      wmatic,
+      address(0xA42d55074869491D60Ac05490376B74cF19B00e6) //UniProxy
+    );
+    rewardTokens = [quick, wmatic];
+  }
+}

package/contracts/strategies/quick-gamma/QuickGammaStrategyV2Mainnet_WBTC_ETH_narrow.sol

@@ -0,0 +1,28 @@
+//SPDX-License-Identifier: Unlicense
+pragma solidity 0.6.12;
+
+import "./QuickGammaStrategyV2.sol";
+
+contract QuickGammaStrategyV2Mainnet_WBTC_ETH_narrow is QuickGammaStrategyV2 {
+
+  constructor() public {}
+
+  function initializeStrategy(
+    address _storage,
+    address _vault
+  ) public initializer {
+    address underlying = address(0x4B9e26a02121a1C541403a611b542965Bd4b68Ce);
+    address quick = address(0xB5C064F955D8e7F38fE0460C556a72987494eE17);
+    address masterChef = address(0x20ec0d06F447d550fC6edee42121bc8C1817b97D);
+    QuickGammaStrategyV2.initializeBaseStrategy(
+      _storage,
+      underlying,
+      _vault,
+      masterChef,
+      8,
+      quick,
+      address(0xA42d55074869491D60Ac05490376B74cF19B00e6) //UniProxy
+    );
+    rewardTokens = [quick];
+  }
+}

package/contracts/strategies/quick-gamma/QuickGammaStrategyV2Mainnet_WBTC_USDC_narrow.sol

@@ -0,0 +1,28 @@
+//SPDX-License-Identifier: Unlicense
+pragma solidity 0.6.12;
+
+import "./QuickGammaStrategyV2.sol";
+
+contract QuickGammaStrategyV2Mainnet_WBTC_USDC_narrow is QuickGammaStrategyV2 {
+
+  constructor() public {}
+
+  function initializeStrategy(
+    address _storage,
+    address _vault
+  ) public initializer {
+    address underlying = address(0x3f35705479d9d77c619b2aAC9dd7a64e57151506);
+    address quick = address(0xB5C064F955D8e7F38fE0460C556a72987494eE17);
+    address masterChef = address(0x20ec0d06F447d550fC6edee42121bc8C1817b97D);
+    QuickGammaStrategyV2.initializeBaseStrategy(
+      _storage,
+      underlying,
+      _vault,
+      masterChef,
+      6,
+      quick,
+      address(0xA42d55074869491D60Ac05490376B74cF19B00e6) //UniProxy
+    );
+    rewardTokens = [quick];
+  }
+}

package/contracts/strategies/quick-gamma/QuickGammaStrategyV2Mainnet_cbETH_ETH.sol

@@ -0,0 +1,28 @@
+//SPDX-License-Identifier: Unlicense
+pragma solidity 0.6.12;
+
+import "./QuickGammaStrategyV2.sol";
+
+contract QuickGammaStrategyV2Mainnet_cbETH_ETH is QuickGammaStrategyV2 {
+
+  constructor() public {}
+
+  function initializeStrategy(
+    address _storage,
+    address _vault
+  ) public initializer {
+    address underlying = address(0x0668331b4606bEb78A1c8314e08d8B07653fbD3C);
+    address quick = address(0xB5C064F955D8e7F38fE0460C556a72987494eE17);
+    address masterChef = address(0x20ec0d06F447d550fC6edee42121bc8C1817b97D);
+    QuickGammaStrategyV2.initializeBaseStrategy(
+      _storage,
+      underlying,
+      _vault,
+      masterChef,
+      78,
+      quick,
+      address(0xA42d55074869491D60Ac05490376B74cF19B00e6) //UniProxy
+    );
+    rewardTokens = [quick];
+  }
+}

package/contracts/strategies/quick-gamma/QuickGammaStrategyV2Mainnet_wstETH_ETH.sol

@@ -0,0 +1,28 @@
+//SPDX-License-Identifier: Unlicense
+pragma solidity 0.6.12;
+
+import "./QuickGammaStrategyV2.sol";
+
+contract QuickGammaStrategyV2Mainnet_wstETH_ETH is QuickGammaStrategyV2 {
+
+  constructor() public {}
+
+  function initializeStrategy(
+    address _storage,
+    address _vault
+  ) public initializer {
+    address underlying = address(0x6A6d4d17c2E38D076264081676FfCDDDF32C9715);
+    address quick = address(0xB5C064F955D8e7F38fE0460C556a72987494eE17);
+    address masterChef = address(0x20ec0d06F447d550fC6edee42121bc8C1817b97D);
+    QuickGammaStrategyV2.initializeBaseStrategy(
+      _storage,
+      underlying,
+      _vault,
+      masterChef,
+      59,
+      quick,
+      address(0xA42d55074869491D60Ac05490376B74cF19B00e6) //UniProxy
+    );
+    rewardTokens = [quick];
+  }
+}