@pendle/core-v2 0.10.1-beta → 0.10.3-testnet

package/contracts/offchain-helpers/MarketMathStatic.sol

@@ -6,7 +6,8 @@ import "../interfaces/IPMarket.sol";
 
 library MarketMathStatic {
     using MarketMathCore for MarketState;
-    using MarketApproxLib for MarketState;
+    using MarketApproxPtInLib for MarketState;
+    using MarketApproxPtOutLib for MarketState;
     using Math for uint256;
     using Math for int256;
     using LogExpMath for int256;
@@ -63,6 +64,7 @@ library MarketMathStatic {
         tokenUsed = (tokenDesired * scyUsed).rawDivUp(scyDesired);
     }
 
+    /// @dev netPtToSwap is the parameter to approx
     function addLiquiditySinglePtStatic(
         address market,
         uint256 netPtIn,
@@ -71,35 +73,39 @@ library MarketMathStatic {
         external
         returns (
             uint256 netLpOut,
+            uint256 netPtToSwap,
             uint256 netScyFee,
             uint256 priceImpact
         )
     {
         MarketState memory state = IPMarket(market).readState();
 
-        (uint256 netPtSwap, , ) = state.approxSwapPtToAddLiquidity(
+        (netPtToSwap, , ) = state.approxSwapPtToAddLiquidity(
             pyIndex(market),
             netPtIn,
             block.timestamp,
             approxParams
         );
 
+        state = IPMarket(market).readState(); // re-read
+
         uint256 netScyReceived;
         (netScyReceived, netScyFee) = state.swapExactPtForScy(
             pyIndex(market),
-            netPtSwap,
+            netPtToSwap,
             block.timestamp
         );
         (, netLpOut, , ) = state.addLiquidity(
             pyIndex(market),
             netScyReceived,
-            netPtIn - netPtSwap,
+            netPtIn - netPtToSwap,
             block.timestamp
         );
 
-        priceImpact = calcPriceImpact(market, netPtSwap.neg());
+        priceImpact = calcPriceImpact(market, netPtToSwap.neg());
     }
 
+    /// @dev netPtFromSwap is the parameter to approx
     function addLiquiditySingleScyStatic(
         address market,
         uint256 netScyIn,
@@ -108,35 +114,39 @@ library MarketMathStatic {
         public
         returns (
             uint256 netLpOut,
+            uint256 netPtFromSwap,
             uint256 netScyFee,
             uint256 priceImpact
         )
     {
         MarketState memory state = IPMarket(market).readState();
 
-        (uint256 netPtReceived, , ) = state.approxSwapScyToAddLiquidity(
+        (netPtFromSwap, , ) = state.approxSwapScyToAddLiquidity(
             pyIndex(market),
             netScyIn,
             block.timestamp,
             approxParams
         );
 
+        state = IPMarket(market).readState(); // re-read
+
         uint256 netScySwap;
         (netScySwap, netScyFee) = state.swapScyForExactPt(
             pyIndex(market),
-            netPtReceived,
+            netPtFromSwap,
             block.timestamp
         );
         (, netLpOut, , ) = state.addLiquidity(
             pyIndex(market),
             netScyIn - netScySwap,
-            netPtReceived,
+            netPtFromSwap,
             block.timestamp
         );
 
-        priceImpact = calcPriceImpact(market, netPtReceived.Int());
+        priceImpact = calcPriceImpact(market, netPtFromSwap.Int());
     }
 
+    /// @dev netPtFromSwap is the parameter to approx
     function addLiquiditySingleBaseTokenStatic(
         address market,
         address baseToken,
@@ -146,6 +156,7 @@ library MarketMathStatic {
         external
         returns (
             uint256 netLpOut,
+            uint256 netPtFromSwap,
             uint256 netScyFee,
             uint256 priceImpact
         )
@@ -183,6 +194,7 @@ library MarketMathStatic {
         netTokenOut = SCY.previewRedeem(tokenOut, netScyOut);
     }
 
+    /// @dev netPtFromSwap is the parameter to approx
     function removeLiquiditySinglePtStatic(
         address market,
         uint256 lpToRemove,
@@ -191,6 +203,7 @@ library MarketMathStatic {
         external
         returns (
             uint256 netPtOut,
+            uint256 netPtFromSwap,
             uint256 netScyFee,
             uint256 priceImpact
         )
@@ -198,16 +211,15 @@ library MarketMathStatic {
         MarketState memory state = IPMarket(market).readState();
 
         (uint256 scyFromBurn, uint256 ptFromBurn) = state.removeLiquidity(lpToRemove);
-        uint256 ptFromSwap;
-        (ptFromSwap, , netScyFee) = state.approxSwapExactScyForPt(
+        (netPtFromSwap, , netScyFee) = state.approxSwapExactScyForPt(
             pyIndex(market),
             scyFromBurn,
             block.timestamp,
             approxParams
         );
 
-        netPtOut = ptFromBurn + ptFromSwap;
-        priceImpact = calcPriceImpact(market, ptFromSwap.Int());
+        netPtOut = ptFromBurn + netPtFromSwap;
+        priceImpact = calcPriceImpact(market, netPtFromSwap.Int());
     }
 
     function removeLiquiditySingleScyStatic(address market, uint256 lpToRemove)
@@ -285,6 +297,7 @@ library MarketMathStatic {
         priceImpact = calcPriceImpact(market, exactPtOut.Int());
     }
 
+    /// @dev netPtOut is the parameter to approx
     function swapExactScyForPtStatic(
         address market,
         uint256 exactScyIn,
@@ -307,6 +320,7 @@ library MarketMathStatic {
         priceImpact = calcPriceImpact(market, netPtOut.Int());
     }
 
+    /// @dev netPtIn is the parameter to approx
     function swapPtForExactScyStatic(
         address market,
         uint256 exactScyOut,
@@ -330,6 +344,7 @@ library MarketMathStatic {
         priceImpact = calcPriceImpact(market, netPtIn.neg());
     }
 
+    /// @dev netPtOut is the parameter to approx
     function swapExactBaseTokenForPtStatic(
         address market,
         address baseToken,
@@ -397,6 +412,7 @@ library MarketMathStatic {
         priceImpact = calcPriceImpact(market, exactYtOut.neg());
     }
 
+    /// @dev netYtOut is the parameter to approx
     function swapExactScyForYtStatic(
         address market,
         uint256 exactScyIn,
@@ -444,6 +460,7 @@ library MarketMathStatic {
         priceImpact = calcPriceImpact(market, exactYtIn.Int());
     }
 
+    /// @dev netYtIn is the parameter to approx
     function swapYtForExactScyStatic(
         address market,
         uint256 exactScyOut,
@@ -488,6 +505,7 @@ library MarketMathStatic {
         netBaseTokenOut = SCY.previewRedeem(baseToken, netScyOut);
     }
 
+    /// @dev netYtOut is the parameter to approx
     function swapExactBaseTokenForYtStatic(
         address market,
         address baseToken,
@@ -496,7 +514,7 @@ library MarketMathStatic {
     )
         external
         returns (
-            uint256 netPtOut,
+            uint256 netYtOut,
             uint256 netScyFee,
             uint256 priceImpact
         )

package/contracts/offchain-helpers/RouterStatic.sol

@@ -47,14 +47,6 @@ contract RouterStatic is OwnableUpgradeable, UUPSUpgradeable {
 
     IPYieldContractFactory internal immutable yieldContractFactory;
     IPMarketFactory internal immutable marketFactory;
-    ApproxParams internal approxParams =
-        ApproxParams({
-            guessMin: 0,
-            guessMax: type(uint256).max,
-            guessOffchain: 0,
-            maxIteration: 256,
-            eps: 1e15
-        });
 
     constructor(IPYieldContractFactory _yieldContractFactory, IPMarketFactory _marketFactory)
         initializer
@@ -67,6 +59,17 @@ contract RouterStatic is OwnableUpgradeable, UUPSUpgradeable {
         __Ownable_init();
     }
 
+    function getDefaultApproxParams() public pure returns (ApproxParams memory) {
+        return
+            ApproxParams({
+                guessMin: 0,
+                guessMax: type(uint256).max,
+                guessOffchain: 0,
+                maxIteration: 256,
+                eps: 1e15
+            });
+    }
+
     function _authorizeUpgrade(address newImplementation) internal override onlyOwner {}
 
     // ============= SYSTEM INFO =============
@@ -287,22 +290,30 @@ contract RouterStatic is OwnableUpgradeable, UUPSUpgradeable {
         external
         returns (
             uint256 netLpOut,
+            uint256 netPtToSwap,
             uint256 netScyFee,
             uint256 priceImpact
         )
     {
-        return MarketMathStatic.addLiquiditySinglePtStatic(market, netPtIn, approxParams);
+        return
+            MarketMathStatic.addLiquiditySinglePtStatic(market, netPtIn, getDefaultApproxParams());
     }
 
     function addLiquiditySingleScyStatic(address market, uint256 netScyIn)
         public
         returns (
             uint256 netLpOut,
+            uint256 netPtFromSwap,
             uint256 netScyFee,
             uint256 priceImpact
         )
     {
-        return MarketMathStatic.addLiquiditySingleScyStatic(market, netScyIn, approxParams);
+        return
+            MarketMathStatic.addLiquiditySingleScyStatic(
+                market,
+                netScyIn,
+                getDefaultApproxParams()
+            );
     }
 
     function addLiquiditySingleBaseTokenStatic(
@@ -313,6 +324,7 @@ contract RouterStatic is OwnableUpgradeable, UUPSUpgradeable {
         external
         returns (
             uint256 netLpOut,
+            uint256 netPtFromSwap,
             uint256 netScyFee,
             uint256 priceImpact
         )
@@ -322,7 +334,7 @@ contract RouterStatic is OwnableUpgradeable, UUPSUpgradeable {
                 market,
                 baseToken,
                 netBaseTokenIn,
-                approxParams
+                getDefaultApproxParams()
             );
     }
 
@@ -346,11 +358,17 @@ contract RouterStatic is OwnableUpgradeable, UUPSUpgradeable {
         external
         returns (
             uint256 netPtOut,
+            uint256 netPtFromSwap,
             uint256 netScyFee,
             uint256 priceImpact
         )
     {
-        return MarketMathStatic.removeLiquiditySinglePtStatic(market, lpToRemove, approxParams);
+        return
+            MarketMathStatic.removeLiquiditySinglePtStatic(
+                market,
+                lpToRemove,
+                getDefaultApproxParams()
+            );
     }
 
     function removeLiquiditySingleScyStatic(address market, uint256 lpToRemove)
@@ -410,7 +428,8 @@ contract RouterStatic is OwnableUpgradeable, UUPSUpgradeable {
             uint256 priceImpact
         )
     {
-        return MarketMathStatic.swapExactScyForPtStatic(market, exactScyIn, approxParams);
+        return
+            MarketMathStatic.swapExactScyForPtStatic(market, exactScyIn, getDefaultApproxParams());
     }
 
     function swapPtForExactScyStatic(address market, uint256 exactScyOut)
@@ -421,7 +440,12 @@ contract RouterStatic is OwnableUpgradeable, UUPSUpgradeable {
             uint256 priceImpact
         )
     {
-        return MarketMathStatic.swapPtForExactScyStatic(market, exactScyOut, approxParams);
+        return
+            MarketMathStatic.swapPtForExactScyStatic(
+                market,
+                exactScyOut,
+                getDefaultApproxParams()
+            );
     }
 
     function swapExactBaseTokenForPtStatic(
@@ -441,7 +465,7 @@ contract RouterStatic is OwnableUpgradeable, UUPSUpgradeable {
                 market,
                 baseToken,
                 amountBaseToken,
-                approxParams
+                getDefaultApproxParams()
             );
     }
 
@@ -479,7 +503,8 @@ contract RouterStatic is OwnableUpgradeable, UUPSUpgradeable {
             uint256 priceImpact
         )
     {
-        return MarketMathStatic.swapExactScyForYtStatic(market, exactScyIn, approxParams);
+        return
+            MarketMathStatic.swapExactScyForYtStatic(market, exactScyIn, getDefaultApproxParams());
     }
 
     function swapExactYtForScyStatic(address market, uint256 exactYtIn)
@@ -501,7 +526,12 @@ contract RouterStatic is OwnableUpgradeable, UUPSUpgradeable {
             uint256 priceImpact
         )
     {
-        return MarketMathStatic.swapYtForExactScyStatic(market, exactScyOut, approxParams);
+        return
+            MarketMathStatic.swapYtForExactScyStatic(
+                market,
+                exactScyOut,
+                getDefaultApproxParams()
+            );
     }
 
     function swapExactYtForBaseTokenStatic(
@@ -536,7 +566,7 @@ contract RouterStatic is OwnableUpgradeable, UUPSUpgradeable {
                 market,
                 baseToken,
                 amountBaseToken,
-                approxParams
+                getDefaultApproxParams()
             );
     }
 

package/deployments/43113-core.json

@@ -4,12 +4,12 @@
     "celerBus": "0xE9533976C590200E32d95C53f06AE12d292cFc47",
     "treasury": "0xB4E292AD98Ba0D5531Ca573757f7b7d6c0C205d8",
     "PENDLE": "0x83B694f9Ef84D22BECe87257f0cd4513737A505e",
-    "yieldContractFactory": "0x501623CE5985e03bb0b0565FD9d9b327Cf1e1EcF",
-    "marketFactory": "0xB6D443DDb85b161945161Aa5053Cf7efe5071bbA",
+    "yieldContractFactory": "0x5742c40cF2005cC5D603305d43Ab5ca74A1928D5",
+    "marketFactory": "0x59A5849f292536B99A2cE14b4E8484A74894DBfb",
     "router": "0xa4C21f51DE870a283f362A7331f0C4f8288c3e41",
     "routerStatic": "0x7d8Cd904F0b7d06fB846110817bA3519bf76381a",
     "startTime": 1657756800,
-    "vePendle": "0xE833C7A12A10A44Cb8b19BdF0931053AC136F105",
-    "votingController": "0x1367B88aCE0411E4477f23fdF56E3553Bf78fCd5",
-    "gaugeController": "0x6B08879aA2ed0e9B9f1983f80F5e72F5d30740cF"
+    "vePendle": "0x07791cc760e9483b0474625fEac0414cCeB30C63",
+    "votingController": "0x366c1084FBA02D9929f4d2521a92bDd4E4082B5A",
+    "gaugeController": "0xC0BC61112D9fD7bA5809047a86EC245593BA0e1E"
 }

package/deployments/43113-markets/benqi-market-590025.json

@@ -0,0 +1,8 @@
+{
+    "symbol": "SCY-QI-AVAX",
+    "SCY": "0xA58dD1b2aCa656C1A6FA281C7CAeC22eb66aE449",
+    "expiry": 1688860800,
+    "PT": "0x683a29375e7965c38B9c5b56a92b516dBD53d3Bc",
+    "YT": "0xA9B0D34C5E01f7F33b90afeBBFEA87d9b4015efC",
+    "market": "0x333FAFdb06c751c8E3234A850474ffB3c3590025"
+}

package/deployments/43113-markets/benqi-market-c93916.json

@@ -0,0 +1,8 @@
+{
+    "symbol": "SCY-QI-USD",
+    "SCY": "0xb58DAE6a0d929beE1C873C666D1958870e308a98",
+    "expiry": 1688860800,
+    "PT": "0x0929c724aC00342A7092dA0eD7419e84f72aF8a3",
+    "YT": "0x3A7753d43ec2BcFfF9e49466a1805674b8258F62",
+    "market": "0xE5D359472d9aA5072b65616b43aFfff2C2c93916"
+}

package/deployments/80001-core.json

@@ -4,11 +4,11 @@
     "celerBus": "0x7d43AABC515C356145049227CeE54B608342c0ad",
     "treasury": "0x1fAd3Ce1c1aB563441d58b79e49cb0ebC12C1Bd5",
     "PENDLE": "0x563f1e87a6a3Cb4A84F7D438fCF4882133e59d6d",
-    "yieldContractFactory": "0x886c9A91BF10DBc5e3C66c29387BE9421a00442D",
-    "marketFactory": "0xC5b5d60EccB76C4a53F7DBE7cE3cb5D92557EFfF",
+    "yieldContractFactory": "0x752D7B5Cfc84902b25a27Ee9A83Ac3E43aa6c604",
+    "marketFactory": "0xE7EA255aF935D10b59FCfcd704ED3E672044c9cd",
     "router": "0x124e2c48433aEe932B39D6aC897660be7A33B9D5",
     "routerStatic": "0xE1c4749b480baA22B070230Aa07a7fCEd4Fdbf0F",
     "startTime": 1657756800,
-    "vePendle": "0xd8c12d46dde7a04F782d417FAE78516448CB2c5b",
-    "gaugeController": "0x082C5f012059200e3491DEceb8EAAb73E28E3442"
+    "vePendle": "0xd6c820F37d876dA4f39329c5D5c6a7dC932b38dE",
+    "gaugeController": "0x10CEaB79805F36fD0BD4E93bf98a7C7d6A99FD77"
 }

package/deployments/80001-markets/benqi-market-3b8BD1.json

@@ -0,0 +1,8 @@
+{
+    "symbol": "SCY-QI-USD",
+    "SCY": "0x106Df888F5BD8D2FC84b80E3BFAf4A54E0F280f1",
+    "expiry": 1688860800,
+    "PT": "0x4f97182b803C1A174F2b96559F30f71c350Ec2e4",
+    "YT": "0xC19beC41F3EA44B663EBF9752728d774cc98cC09",
+    "market": "0x0ad1a390617039DB914851e77A9A4B62353b8BD1"
+}

package/deployments/80001-markets/benqi-market-b61e7f.json

@@ -0,0 +1,8 @@
+{
+    "symbol": "SCY-QI-AVAX",
+    "SCY": "0xEfadE8303F01768de0d2d227210AF4E06eC68b01",
+    "expiry": 1688860800,
+    "PT": "0xE557D3fE9E7765890bE64acc26a117D4F905F116",
+    "YT": "0x24895a63adA70DE160Aa01cAEF40aDAF6F2DDF3a",
+    "market": "0xa3Fad9cae815788340A9d29242bbeE9A8Eb61e7f"
+}

package/package.json

@@ -2,7 +2,7 @@
   "name": "@pendle/core-v2",
   "description": "Core smart contracts of Pendle Protocol.",
   "license": "BUSL-1.1",
-  "version": "0.10.1-beta",
+  "version": "0.10.3-testnet",
   "homepage": "https://pendle.finance",
   "keywords": [
     "pendle",

package/typechain-types/ActionSwapYT.ts

@@ -170,8 +170,8 @@ export type SwapYtAndTokenEvent = TypedEvent<
   {
     caller: string;
     market: string;
-    token: string;
     receiver: string;
+    token: string;
     netYtToAccount: BigNumber;
     netTokenToAccount: BigNumber;
   }
@@ -388,16 +388,16 @@ export interface ActionSwapYT extends BaseContract {
     "SwapYtAndToken(address,address,address,address,int256,int256)"(
       caller?: string | null,
       market?: string | null,
-      token?: string | null,
-      receiver?: null,
+      receiver?: string | null,
+      token?: null,
       netYtToAccount?: null,
       netTokenToAccount?: null
     ): SwapYtAndTokenEventFilter;
     SwapYtAndToken(
       caller?: string | null,
       market?: string | null,
-      token?: string | null,
-      receiver?: null,
+      receiver?: string | null,
+      token?: null,
       netYtToAccount?: null,
       netTokenToAccount?: null
     ): SwapYtAndTokenEventFilter;

package/typechain-types/IPActionSwapYT.ts

@@ -161,8 +161,8 @@ export type SwapYtAndTokenEvent = TypedEvent<
   {
     caller: string;
     market: string;
-    token: string;
     receiver: string;
+    token: string;
     netYtToAccount: BigNumber;
     netTokenToAccount: BigNumber;
   }
@@ -373,16 +373,16 @@ export interface IPActionSwapYT extends BaseContract {
     "SwapYtAndToken(address,address,address,address,int256,int256)"(
       caller?: string | null,
       market?: string | null,
-      token?: string | null,
-      receiver?: null,
+      receiver?: string | null,
+      token?: null,
       netYtToAccount?: null,
       netTokenToAccount?: null
     ): SwapYtAndTokenEventFilter;
     SwapYtAndToken(
       caller?: string | null,
       market?: string | null,
-      token?: string | null,
-      receiver?: null,
+      receiver?: string | null,
+      token?: null,
       netYtToAccount?: null,
       netTokenToAccount?: null
     ): SwapYtAndTokenEventFilter;

package/typechain-types/IPAllAction.ts

@@ -673,8 +673,8 @@ export type SwapYtAndTokenEvent = TypedEvent<
   {
     caller: string;
     market: string;
-    token: string;
     receiver: string;
+    token: string;
     netYtToAccount: BigNumber;
     netTokenToAccount: BigNumber;
   }
@@ -1813,16 +1813,16 @@ export interface IPAllAction extends BaseContract {
     "SwapYtAndToken(address,address,address,address,int256,int256)"(
       caller?: string | null,
       market?: string | null,
-      token?: string | null,
-      receiver?: null,
+      receiver?: string | null,
+      token?: null,
       netYtToAccount?: null,
       netTokenToAccount?: null
     ): SwapYtAndTokenEventFilter;
     SwapYtAndToken(
       caller?: string | null,
       market?: string | null,
-      token?: string | null,
-      receiver?: null,
+      receiver?: string | null,
+      token?: null,
       netYtToAccount?: null,
       netTokenToAccount?: null
     ): SwapYtAndTokenEventFilter;