@pendle/core-v2 0.10.2-testnet → 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/package.json

@@ -2,7 +2,7 @@
   "name": "@pendle/core-v2",
   "description": "Core smart contracts of Pendle Protocol.",
   "license": "BUSL-1.1",
-  "version": "0.10.2-testnet",
+  "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;

package/typechain-types/RouterStatic.ts

@@ -23,6 +23,28 @@ import type {
   OnEvent,
 } from "./common";
 
+export type ApproxParamsStruct = {
+  guessMin: BigNumberish;
+  guessMax: BigNumberish;
+  guessOffchain: BigNumberish;
+  maxIteration: BigNumberish;
+  eps: BigNumberish;
+};
+
+export type ApproxParamsStructOutput = [
+  BigNumber,
+  BigNumber,
+  BigNumber,
+  BigNumber,
+  BigNumber
+] & {
+  guessMin: BigNumber;
+  guessMax: BigNumber;
+  guessOffchain: BigNumber;
+  maxIteration: BigNumber;
+  eps: BigNumber;
+};
+
 export type MarketStateStruct = {
   totalPt: BigNumberish;
   totalScy: BigNumberish;
@@ -141,6 +163,7 @@ export interface RouterStaticInterface extends utils.Interface {
     "addLiquiditySinglePtStatic(address,uint256)": FunctionFragment;
     "addLiquiditySingleScyStatic(address,uint256)": FunctionFragment;
     "calcPriceImpact(address,int256)": FunctionFragment;
+    "getDefaultApproxParams()": FunctionFragment;
     "getExchangeRate(address)": FunctionFragment;
     "getMarketInfo(address)": FunctionFragment;
     "getPY(address)": FunctionFragment;
@@ -210,6 +233,10 @@ export interface RouterStaticInterface extends utils.Interface {
     functionFragment: "calcPriceImpact",
     values: [string, BigNumberish]
   ): string;
+  encodeFunctionData(
+    functionFragment: "getDefaultApproxParams",
+    values?: undefined
+  ): string;
   encodeFunctionData(
     functionFragment: "getExchangeRate",
     values: [string]
@@ -392,6 +419,10 @@ export interface RouterStaticInterface extends utils.Interface {
     functionFragment: "calcPriceImpact",
     data: BytesLike
   ): Result;
+  decodeFunctionResult(
+    functionFragment: "getDefaultApproxParams",
+    data: BytesLike
+  ): Result;
   decodeFunctionResult(
     functionFragment: "getExchangeRate",
     data: BytesLike
@@ -651,6 +682,10 @@ export interface RouterStatic extends BaseContract {
       overrides?: Overrides & { from?: string | Promise<string> }
     ): Promise<ContractTransaction>;
 
+    getDefaultApproxParams(
+      overrides?: CallOverrides
+    ): Promise<[ApproxParamsStructOutput]>;
+
     getExchangeRate(
       market: string,
       overrides?: Overrides & { from?: string | Promise<string> }
@@ -969,6 +1004,10 @@ export interface RouterStatic extends BaseContract {
     overrides?: Overrides & { from?: string | Promise<string> }
   ): Promise<ContractTransaction>;
 
+  getDefaultApproxParams(
+    overrides?: CallOverrides
+  ): Promise<ApproxParamsStructOutput>;
+
   getExchangeRate(
     market: string,
     overrides?: Overrides & { from?: string | Promise<string> }
@@ -1264,8 +1303,9 @@ export interface RouterStatic extends BaseContract {
       netBaseTokenIn: BigNumberish,
       overrides?: CallOverrides
     ): Promise<
-      [BigNumber, BigNumber, BigNumber] & {
+      [BigNumber, BigNumber, BigNumber, BigNumber] & {
         netLpOut: BigNumber;
+        netPtFromSwap: BigNumber;
         netScyFee: BigNumber;
         priceImpact: BigNumber;
       }
@@ -1276,8 +1316,9 @@ export interface RouterStatic extends BaseContract {
       netPtIn: BigNumberish,
       overrides?: CallOverrides
     ): Promise<
-      [BigNumber, BigNumber, BigNumber] & {
+      [BigNumber, BigNumber, BigNumber, BigNumber] & {
         netLpOut: BigNumber;
+        netPtToSwap: BigNumber;
         netScyFee: BigNumber;
         priceImpact: BigNumber;
       }
@@ -1288,8 +1329,9 @@ export interface RouterStatic extends BaseContract {
       netScyIn: BigNumberish,
       overrides?: CallOverrides
     ): Promise<
-      [BigNumber, BigNumber, BigNumber] & {
+      [BigNumber, BigNumber, BigNumber, BigNumber] & {
         netLpOut: BigNumber;
+        netPtFromSwap: BigNumber;
         netScyFee: BigNumber;
         priceImpact: BigNumber;
       }
@@ -1301,6 +1343,10 @@ export interface RouterStatic extends BaseContract {
       overrides?: CallOverrides
     ): Promise<BigNumber>;
 
+    getDefaultApproxParams(
+      overrides?: CallOverrides
+    ): Promise<ApproxParamsStructOutput>;
+
     getExchangeRate(
       market: string,
       overrides?: CallOverrides
@@ -1474,8 +1520,9 @@ export interface RouterStatic extends BaseContract {
       lpToRemove: BigNumberish,
       overrides?: CallOverrides
     ): Promise<
-      [BigNumber, BigNumber, BigNumber] & {
+      [BigNumber, BigNumber, BigNumber, BigNumber] & {
         netPtOut: BigNumber;
+        netPtFromSwap: BigNumber;
         netScyFee: BigNumber;
         priceImpact: BigNumber;
       }
@@ -1729,6 +1776,8 @@ export interface RouterStatic extends BaseContract {
       overrides?: Overrides & { from?: string | Promise<string> }
     ): Promise<BigNumber>;
 
+    getDefaultApproxParams(overrides?: CallOverrides): Promise<BigNumber>;
+
     getExchangeRate(
       market: string,
       overrides?: Overrides & { from?: string | Promise<string> }
@@ -2012,6 +2061,10 @@ export interface RouterStatic extends BaseContract {
       overrides?: Overrides & { from?: string | Promise<string> }
     ): Promise<PopulatedTransaction>;
 
+    getDefaultApproxParams(
+      overrides?: CallOverrides
+    ): Promise<PopulatedTransaction>;
+
     getExchangeRate(
       market: string,
       overrides?: Overrides & { from?: string | Promise<string> }