@pendle/core-v2 0.17.5-testnet → 0.17.7-testnet

package/contracts/offchain-helpers/MarketMathStatic.sol

@@ -46,7 +46,8 @@ library MarketMathStatic {
             uint256 netLpOut,
             uint256 netPtToSwap,
             uint256 netSyFee,
-            uint256 priceImpact
+            uint256 priceImpact,
+            uint256 exchangeRateAfter
         )
     {
         MarketState memory state = IPMarket(market).readState(address(this));
@@ -72,7 +73,8 @@ library MarketMathStatic {
             block.timestamp
         );
 
-        priceImpact = calcPriceImpact(market, netPtToSwap.neg());
+        priceImpact = calcPriceImpactPt(market, netPtToSwap.neg());
+        exchangeRateAfter = _getTradeExchangeRateExcludeFee(market, state);
     }
 
     /// @dev netPtFromSwap is the parameter to approx
@@ -86,7 +88,8 @@ library MarketMathStatic {
             uint256 netLpOut,
             uint256 netPtFromSwap,
             uint256 netSyFee,
-            uint256 priceImpact
+            uint256 priceImpact,
+            uint256 exchangeRateAfter
         )
     {
         MarketState memory state = IPMarket(market).readState(address(this));
@@ -108,7 +111,8 @@ library MarketMathStatic {
         );
         (, netLpOut, , ) = state.addLiquidity(netSyIn - netSySwap, netPtFromSwap, block.timestamp);
 
-        priceImpact = calcPriceImpact(market, netPtFromSwap.Int());
+        priceImpact = calcPriceImpactPt(market, netPtFromSwap.Int());
+        exchangeRateAfter = _getTradeExchangeRateExcludeFee(market, state);
     }
 
     function removeLiquidityDualSyAndPtStatic(address market, uint256 netLpToRemove)
@@ -131,7 +135,8 @@ library MarketMathStatic {
             uint256 netPtOut,
             uint256 netPtFromSwap,
             uint256 netSyFee,
-            uint256 priceImpact
+            uint256 priceImpact,
+            uint256 exchangeRateAfter
         )
     {
         MarketState memory state = IPMarket(market).readState(address(this));
@@ -145,7 +150,11 @@ library MarketMathStatic {
         );
 
         netPtOut = ptFromBurn + netPtFromSwap;
-        priceImpact = calcPriceImpact(market, netPtFromSwap.Int());
+        priceImpact = calcPriceImpactPt(market, netPtFromSwap.Int());
+
+        // Execute swap to calculate exchangeRateAfter
+        state.swapSyForExactPt(pyIndex(market), netPtFromSwap, block.timestamp);
+        exchangeRateAfter = _getTradeExchangeRateExcludeFee(market, state);
     }
 
     function removeLiquiditySingleSyStatic(address market, uint256 netLpToRemove)
@@ -153,7 +162,8 @@ library MarketMathStatic {
         returns (
             uint256 netSyOut,
             uint256 netSyFee,
-            uint256 priceImpact
+            uint256 priceImpact,
+            uint256 exchangeRateAfter
         )
     {
         MarketState memory state = IPMarket(market).readState(address(this));
@@ -171,7 +181,8 @@ library MarketMathStatic {
             );
 
             netSyOut = syFromBurn + syFromSwap;
-            priceImpact = calcPriceImpact(market, ptFromBurn.neg());
+            priceImpact = calcPriceImpactPt(market, ptFromBurn.neg());
+            exchangeRateAfter = _getTradeExchangeRateExcludeFee(market, state);
         }
     }
 
@@ -180,7 +191,8 @@ library MarketMathStatic {
         returns (
             uint256 netSyOut,
             uint256 netSyFee,
-            uint256 priceImpact
+            uint256 priceImpact,
+            uint256 exchangeRateAfter
         )
     {
         MarketState memory state = IPMarket(market).readState(address(this));
@@ -189,7 +201,8 @@ library MarketMathStatic {
             exactPtIn,
             block.timestamp
         );
-        priceImpact = calcPriceImpact(market, exactPtIn.neg());
+        priceImpact = calcPriceImpactPt(market, exactPtIn.neg());
+        exchangeRateAfter = _getTradeExchangeRateExcludeFee(market, state);
     }
 
     function swapSyForExactPtStatic(address market, uint256 exactPtOut)
@@ -197,7 +210,8 @@ library MarketMathStatic {
         returns (
             uint256 netSyIn,
             uint256 netSyFee,
-            uint256 priceImpact
+            uint256 priceImpact,
+            uint256 exchangeRateAfter
         )
     {
         MarketState memory state = IPMarket(market).readState(address(this));
@@ -206,7 +220,8 @@ library MarketMathStatic {
             exactPtOut,
             block.timestamp
         );
-        priceImpact = calcPriceImpact(market, exactPtOut.Int());
+        priceImpact = calcPriceImpactPt(market, exactPtOut.Int());
+        exchangeRateAfter = _getTradeExchangeRateExcludeFee(market, state);
     }
 
     /// @dev netPtOut is the parameter to approx
@@ -219,7 +234,8 @@ library MarketMathStatic {
         returns (
             uint256 netPtOut,
             uint256 netSyFee,
-            uint256 priceImpact
+            uint256 priceImpact,
+            uint256 exchangeRateAfter
         )
     {
         MarketState memory state = IPMarket(market).readState(address(this));
@@ -229,7 +245,11 @@ library MarketMathStatic {
             block.timestamp,
             approxParams
         );
-        priceImpact = calcPriceImpact(market, netPtOut.Int());
+        priceImpact = calcPriceImpactPt(market, netPtOut.Int());
+
+        // Execute swap to calculate exchangeRateAfter
+        state.swapSyForExactPt(pyIndex(market), netPtOut, block.timestamp);
+        exchangeRateAfter = _getTradeExchangeRateExcludeFee(market, state);
     }
 
     /// @dev netPtIn is the parameter to approx
@@ -242,7 +262,8 @@ library MarketMathStatic {
         returns (
             uint256 netPtIn,
             uint256 netSyFee,
-            uint256 priceImpact
+            uint256 priceImpact,
+            uint256 exchangeRateAfter
         )
     {
         MarketState memory state = IPMarket(market).readState(address(this));
@@ -253,7 +274,11 @@ library MarketMathStatic {
             block.timestamp,
             approxParams
         );
-        priceImpact = calcPriceImpact(market, netPtIn.neg());
+        priceImpact = calcPriceImpactPt(market, netPtIn.neg());
+
+        // Execute swap to calculate exchangeRateAfter
+        state.swapExactPtForSy(pyIndex(market), netPtIn, block.timestamp);
+        exchangeRateAfter = _getTradeExchangeRateExcludeFee(market, state);
     }
 
     function swapSyForExactYtStatic(address market, uint256 exactYtOut)
@@ -261,11 +286,13 @@ library MarketMathStatic {
         returns (
             uint256 netSyIn,
             uint256 netSyFee,
-            uint256 priceImpact
+            uint256 priceImpact,
+            uint256 exchangeRateAfter
         )
     {
-        MarketState memory state = IPMarket(market).readState(address(this));
+        priceImpact = calcPriceImpactYt(market, exactYtOut.neg());
 
+        MarketState memory state = IPMarket(market).readState(address(this));
         PYIndex index = pyIndex(market);
 
         uint256 syReceived;
@@ -278,7 +305,7 @@ library MarketMathStatic {
         uint256 totalSyNeed = index.assetToSyUp(exactYtOut);
         netSyIn = totalSyNeed.subMax0(syReceived);
 
-        priceImpact = calcPriceImpact(market, exactYtOut.neg());
+        exchangeRateAfter = _getTradeExchangeRateExcludeFee(market, state);
     }
 
     /// @dev netYtOut is the parameter to approx
@@ -291,7 +318,8 @@ library MarketMathStatic {
         returns (
             uint256 netYtOut,
             uint256 netSyFee,
-            uint256 priceImpact
+            uint256 priceImpact,
+            uint256 exchangeRateAfter
         )
     {
         MarketState memory state = IPMarket(market).readState(address(this));
@@ -304,7 +332,11 @@ library MarketMathStatic {
             approxParams
         );
 
-        priceImpact = calcPriceImpact(market, netYtOut.neg());
+        priceImpact = calcPriceImpactYt(market, netYtOut.neg());
+
+        // Execute swap to calculate exchangeRateAfter
+        state.swapSyForExactPt(index, netYtOut, block.timestamp);
+        exchangeRateAfter = _getTradeExchangeRateExcludeFee(market, state);
     }
 
     function swapExactYtForSyStatic(address market, uint256 exactYtIn)
@@ -312,9 +344,12 @@ library MarketMathStatic {
         returns (
             uint256 netSyOut,
             uint256 netSyFee,
-            uint256 priceImpact
+            uint256 priceImpact,
+            uint256 exchangeRateAfter
         )
     {
+        priceImpact = calcPriceImpactYt(market, exactYtIn.Int());
+
         MarketState memory state = IPMarket(market).readState(address(this));
 
         PYIndex index = pyIndex(market);
@@ -326,7 +361,7 @@ library MarketMathStatic {
         uint256 amountPYToRedeemSyOut = exactYtIn - amountPYToRepaySyOwed;
 
         netSyOut = index.assetToSy(amountPYToRedeemSyOut);
-        priceImpact = calcPriceImpact(market, exactYtIn.Int());
+        exchangeRateAfter = _getTradeExchangeRateExcludeFee(market, state);
     }
 
     /// @dev netYtIn is the parameter to approx
@@ -339,7 +374,8 @@ library MarketMathStatic {
         returns (
             uint256 netYtIn,
             uint256 netSyFee,
-            uint256 priceImpact
+            uint256 priceImpact,
+            uint256 exchangeRateAfter
         )
     {
         MarketState memory state = IPMarket(market).readState(address(this));
@@ -352,7 +388,11 @@ library MarketMathStatic {
             block.timestamp,
             approxParams
         );
-        priceImpact = calcPriceImpact(market, netYtIn.Int());
+        priceImpact = calcPriceImpactYt(market, netYtIn.Int());
+
+        // Execute swap to calculate exchangeRateAfter
+        state.swapSyForExactPt(index, netYtIn, block.timestamp);
+        exchangeRateAfter = _getTradeExchangeRateExcludeFee(market, state);
     }
 
     // totalPtToSwap is the param to approx
@@ -366,7 +406,8 @@ library MarketMathStatic {
             uint256 netYtOut,
             uint256 totalPtToSwap,
             uint256 netSyFee,
-            uint256 priceImpact
+            uint256 priceImpact,
+            uint256 exchangeRateAfter
         )
     {
         MarketState memory state = IPMarket(market).readState(address(this));
@@ -378,7 +419,11 @@ library MarketMathStatic {
             block.timestamp,
             approxParams
         );
-        priceImpact = calcPriceImpact(market, totalPtToSwap.neg());
+        priceImpact = calcPriceImpactPY(market, totalPtToSwap.neg());
+
+        // Execute swap to calculate exchangeRateAfter
+        state.swapExactPtForSy(index, totalPtToSwap, block.timestamp);
+        exchangeRateAfter = _getTradeExchangeRateExcludeFee(market, state);
     }
 
     // totalPtSwapped is the param to approx
@@ -392,7 +437,8 @@ library MarketMathStatic {
             uint256 netPtOut,
             uint256 totalPtSwapped,
             uint256 netSyFee,
-            uint256 priceImpact
+            uint256 priceImpact,
+            uint256 exchangeRateAfter
         )
     {
         MarketState memory state = IPMarket(market).readState(address(this));
@@ -405,7 +451,11 @@ library MarketMathStatic {
             approxParams
         );
 
-        priceImpact = calcPriceImpact(market, totalPtSwapped.Int());
+        priceImpact = calcPriceImpactPY(market, totalPtSwapped.Int());
+
+        // Execute swap to calculate exchangeRateAfter
+        state.swapSyForExactPt(index, totalPtSwapped, block.timestamp);
+        exchangeRateAfter = _getTradeExchangeRateExcludeFee(market, state);
     }
 
     function pyIndex(address market) public returns (PYIndex index) {
@@ -414,15 +464,17 @@ library MarketMathStatic {
         return YT.newIndex();
     }
 
-    function getExchangeRate(address market) public returns (uint256) {
-        return getTradeExchangeRateExcludeFee(market);
-    }
-
     function getTradeExchangeRateExcludeFee(address market) public returns (uint256) {
         if (IPMarket(market).isExpired()) return Math.ONE;
         MarketState memory state = IPMarket(market).readState(address(this));
-        MarketPreCompute memory comp = state.getMarketPreCompute(pyIndex(market), block.timestamp);
+        return _getTradeExchangeRateExcludeFee(market, state);
+    }
 
+    function _getTradeExchangeRateExcludeFee(address market, MarketState memory state)
+        public
+        returns (uint256)
+    {
+        MarketPreCompute memory comp = state.getMarketPreCompute(pyIndex(market), block.timestamp);
         int256 preFeeExchangeRate = MarketMathCore._getExchangeRate(
             state.totalPt,
             comp.totalAsset,
@@ -460,14 +512,40 @@ library MarketMathStatic {
         }
     }
 
-    function calcPriceImpact(address market, int256 netPtOut)
+    function calcPriceImpactPt(address market, int256 netPtOut)
         public
         returns (uint256 priceImpact)
     {
-        uint256 preTradeRate = getTradeExchangeRateIncludeFee(market, 0);
+        uint256 preTradeRate = getTradeExchangeRateIncludeFee(market, _getSign(netPtOut));
         uint256 tradedRate = getTradeExchangeRateIncludeFee(market, netPtOut);
+        priceImpact = _calculateImpact(preTradeRate, tradedRate);
+    }
 
-        priceImpact = (tradedRate.Int() - preTradeRate.Int()).abs().divDown(preTradeRate);
+    function calcPriceImpactYt(address market, int256 netPtOut)
+        public
+        returns (uint256 priceImpact)
+    {
+        uint256 ytPreTradeRate = _calcVirtualYTPrice(
+            getTradeExchangeRateIncludeFee(market, _getSign(netPtOut))
+        );
+        uint256 ytTradedRate = _calcVirtualYTPrice(
+            getTradeExchangeRateIncludeFee(market, netPtOut)
+        );
+        priceImpact = _calculateImpact(ytPreTradeRate, ytTradedRate);
+    }
+
+    function calcPriceImpactPY(address market, int256 netPtOut)
+        public
+        returns (uint256 priceImpact)
+    {
+        uint256 ptPreTradeRate = getTradeExchangeRateIncludeFee(market, _getSign(netPtOut));
+        uint256 ytPreTradeRate = _calcVirtualYTPrice(ptPreTradeRate);
+        uint256 ptTradeRate = getTradeExchangeRateIncludeFee(market, netPtOut);
+        uint256 ytTradeRate = _calcVirtualYTPrice(ptTradeRate);
+
+        uint256 pyPreTradeRate = ytPreTradeRate.divDown(ptPreTradeRate);
+        uint256 pyTradeRate = ytTradeRate.divDown(ptTradeRate);
+        priceImpact = _calculateImpact(pyPreTradeRate, pyTradeRate);
     }
 
     function getPtImpliedYield(address market) public view returns (int256) {
@@ -476,4 +554,29 @@ library MarketMathStatic {
         int256 lnImpliedRate = (state.lastLnImpliedRate).Int();
         return lnImpliedRate.exp();
     }
+
+    function _calcVirtualYTPrice(uint256 ptAssetExchangeRate)
+        private
+        pure
+        returns (uint256 ytAssetExchangeRate)
+    {
+        // 1 asset = EX pt
+        // 1 pt = 1/EX Asset
+        // 1 yt + 1/EX Asset = 1 Asset
+        // 1 yt = 1 Asset - 1/EX Asset
+        // 1 yt = (EX - 1) / EX Asset
+        return (ptAssetExchangeRate - Math.ONE).divDown(ptAssetExchangeRate);
+    }
+
+    function _getSign(int256 netPtOut) private pure returns (int256) {
+        return netPtOut > 0 ? int256(1) : int256(-1);
+    }
+
+    function _calculateImpact(uint256 rateBefore, uint256 rateTraded)
+        private
+        pure
+        returns (uint256 impact)
+    {
+        impact = (rateBefore.Int() - rateTraded.Int()).abs().divDown(rateBefore);
+    }
 }

package/contracts/offchain-helpers/RouterStatic.sol

@@ -158,7 +158,7 @@ contract RouterStatic is Initializable, BoringOwnableUpgradeable, UUPSUpgradeabl
         sy = address(SY);
         state = _market.readState(address(this));
         impliedYield = getPtImpliedYield(market);
-        exchangeRate = MarketMathStatic.getExchangeRate(market);
+        exchangeRate = MarketMathStatic.getTradeExchangeRateExcludeFee(market);
     }
 
     // ============= USER INFO =============
@@ -325,7 +325,8 @@ contract RouterStatic is Initializable, BoringOwnableUpgradeable, UUPSUpgradeabl
             uint256 netLpOut,
             uint256 netPtToSwap,
             uint256 netSyFee,
-            uint256 priceImpact
+            uint256 priceImpact,
+            uint256 exchangeRateAfter
         )
     {
         return
@@ -338,7 +339,8 @@ contract RouterStatic is Initializable, BoringOwnableUpgradeable, UUPSUpgradeabl
             uint256 netLpOut,
             uint256 netPtFromSwap,
             uint256 netSyFee,
-            uint256 priceImpact
+            uint256 priceImpact,
+            uint256 exchangeRateAfter
         )
     {
         return
@@ -356,7 +358,8 @@ contract RouterStatic is Initializable, BoringOwnableUpgradeable, UUPSUpgradeabl
             uint256 netLpOut,
             uint256 netPtFromSwap,
             uint256 netSyFee,
-            uint256 priceImpact
+            uint256 priceImpact,
+            uint256 exchangeRateAfter
         )
     {
         uint256 netSyIn = previewDepositStatic(
@@ -400,7 +403,8 @@ contract RouterStatic is Initializable, BoringOwnableUpgradeable, UUPSUpgradeabl
             uint256 netPtOut,
             uint256 netPtFromSwap,
             uint256 netSyFee,
-            uint256 priceImpact
+            uint256 priceImpact,
+            uint256 exchangeRateAfter
         )
     {
         return
@@ -416,7 +420,8 @@ contract RouterStatic is Initializable, BoringOwnableUpgradeable, UUPSUpgradeabl
         returns (
             uint256 netSyOut,
             uint256 netSyFee,
-            uint256 priceImpact
+            uint256 priceImpact,
+            uint256 exchangeRateAfter
         )
     {
         return MarketMathStatic.removeLiquiditySingleSyStatic(market, netLpToRemove);
@@ -432,12 +437,13 @@ contract RouterStatic is Initializable, BoringOwnableUpgradeable, UUPSUpgradeabl
         returns (
             uint256 netBaseTokenOut,
             uint256 netSyFee,
-            uint256 priceImpact
+            uint256 priceImpact,
+            uint256 exchangeRateAfter
         )
     {
         uint256 netSyOut;
 
-        (netSyOut, netSyFee, priceImpact) = MarketMathStatic.removeLiquiditySingleSyStatic(
+        (netSyOut, netSyFee, priceImpact, exchangeRateAfter) = MarketMathStatic.removeLiquiditySingleSyStatic(
             market,
             netLpToRemove
         );
@@ -450,7 +456,8 @@ contract RouterStatic is Initializable, BoringOwnableUpgradeable, UUPSUpgradeabl
         returns (
             uint256 netSyOut,
             uint256 netSyFee,
-            uint256 priceImpact
+            uint256 priceImpact,
+            uint256 exchangeRateAfter
         )
     {
         return MarketMathStatic.swapExactPtForSyStatic(market, exactPtIn);
@@ -461,7 +468,8 @@ contract RouterStatic is Initializable, BoringOwnableUpgradeable, UUPSUpgradeabl
         returns (
             uint256 netSyIn,
             uint256 netSyFee,
-            uint256 priceImpact
+            uint256 priceImpact,
+            uint256 exchangeRateAfter
         )
     {
         return MarketMathStatic.swapSyForExactPtStatic(market, exactPtOut);
@@ -472,7 +480,8 @@ contract RouterStatic is Initializable, BoringOwnableUpgradeable, UUPSUpgradeabl
         returns (
             uint256 netPtOut,
             uint256 netSyFee,
-            uint256 priceImpact
+            uint256 priceImpact,
+            uint256 exchangeRateAfter
         )
     {
         return
@@ -484,7 +493,8 @@ contract RouterStatic is Initializable, BoringOwnableUpgradeable, UUPSUpgradeabl
         returns (
             uint256 netPtIn,
             uint256 netSyFee,
-            uint256 priceImpact
+            uint256 priceImpact,
+            uint256 exchangeRateAfter
         )
     {
         return
@@ -501,7 +511,8 @@ contract RouterStatic is Initializable, BoringOwnableUpgradeable, UUPSUpgradeabl
         returns (
             uint256 netPtOut,
             uint256 netSyFee,
-            uint256 priceImpact
+            uint256 priceImpact,
+            uint256 exchangeRateAfter
         )
     {
         uint256 netSyIn = previewDepositStatic(
@@ -523,11 +534,12 @@ contract RouterStatic is Initializable, BoringOwnableUpgradeable, UUPSUpgradeabl
         returns (
             uint256 netBaseTokenOut,
             uint256 netSyFee,
-            uint256 priceImpact
+            uint256 priceImpact,
+            uint256 exchangeRateAfter
         )
     {
         uint256 netSyOut;
-        (netSyOut, netSyFee, priceImpact) = MarketMathStatic.swapExactPtForSyStatic(
+        (netSyOut, netSyFee, priceImpact, exchangeRateAfter) = MarketMathStatic.swapExactPtForSyStatic(
             market,
             exactPtIn
         );
@@ -540,7 +552,8 @@ contract RouterStatic is Initializable, BoringOwnableUpgradeable, UUPSUpgradeabl
         returns (
             uint256 netSyIn,
             uint256 netSyFee,
-            uint256 priceImpact
+            uint256 priceImpact,
+            uint256 exchangeRateAfter
         )
     {
         return MarketMathStatic.swapSyForExactYtStatic(market, exactYtOut);
@@ -551,7 +564,9 @@ contract RouterStatic is Initializable, BoringOwnableUpgradeable, UUPSUpgradeabl
         returns (
             uint256 netYtOut,
             uint256 netSyFee,
-            uint256 priceImpact
+            uint256 priceImpact,
+            uint256 exchangeRateAfter
+
         )
     {
         return
@@ -563,7 +578,9 @@ contract RouterStatic is Initializable, BoringOwnableUpgradeable, UUPSUpgradeabl
         returns (
             uint256 netSyOut,
             uint256 netSyFee,
-            uint256 priceImpact
+            uint256 priceImpact,
+            uint256 exchangeRateAfter
+
         )
     {
         return MarketMathStatic.swapExactYtForSyStatic(market, exactYtIn);
@@ -574,7 +591,8 @@ contract RouterStatic is Initializable, BoringOwnableUpgradeable, UUPSUpgradeabl
         returns (
             uint256 netYtIn,
             uint256 netSyFee,
-            uint256 priceImpact
+            uint256 priceImpact,
+            uint256 exchangeRateAfter
         )
     {
         return
@@ -591,11 +609,12 @@ contract RouterStatic is Initializable, BoringOwnableUpgradeable, UUPSUpgradeabl
         returns (
             uint256 netBaseTokenOut,
             uint256 netSyFee,
-            uint256 priceImpact
+            uint256 priceImpact,
+            uint256 exchangeRateAfter
         )
     {
         uint256 netSyOut;
-        (netSyOut, netSyFee, priceImpact) = MarketMathStatic.swapExactYtForSyStatic(
+        (netSyOut, netSyFee, priceImpact, exchangeRateAfter) = MarketMathStatic.swapExactYtForSyStatic(
             market,
             exactYtIn
         );
@@ -613,7 +632,8 @@ contract RouterStatic is Initializable, BoringOwnableUpgradeable, UUPSUpgradeabl
         returns (
             uint256 netYtOut,
             uint256 netSyFee,
-            uint256 priceImpact
+            uint256 priceImpact,
+            uint256 exchangeRateAfter
         )
     {
         uint256 netSyIn = previewDepositStatic(
@@ -632,7 +652,8 @@ contract RouterStatic is Initializable, BoringOwnableUpgradeable, UUPSUpgradeabl
             uint256 netYtOut,
             uint256 totalPtToSwap,
             uint256 netSyFee,
-            uint256 priceImpact
+            uint256 priceImpact,
+            uint256 exchangeRateAfter
         )
     {
         return MarketMathStatic.swapExactPtForYt(market, exactPtIn, getDefaultApproxParams());
@@ -644,7 +665,8 @@ contract RouterStatic is Initializable, BoringOwnableUpgradeable, UUPSUpgradeabl
             uint256 netPtOut,
             uint256 totalPtSwapped,
             uint256 netSyFee,
-            uint256 priceImpact
+            uint256 priceImpact,
+            uint256 exchangeRateAfter
         )
     {
         return MarketMathStatic.swapExactYtForPt(market, exactYtIn, getDefaultApproxParams());
@@ -778,7 +800,7 @@ contract RouterStatic is Initializable, BoringOwnableUpgradeable, UUPSUpgradeabl
         public
         returns (uint256 priceImpact)
     {
-        return MarketMathStatic.calcPriceImpact(market, netPtOut);
+        return MarketMathStatic.calcPriceImpactPt(market, netPtOut);
     }
 
     // either but not both pyToken or market must be != 0
@@ -803,7 +825,7 @@ contract RouterStatic is Initializable, BoringOwnableUpgradeable, UUPSUpgradeabl
         address bulk,
         uint256 netSyOut
     ) public view returns (uint256 netTokenIn) {
-        uint256 pivotAmount = netSyOut;
+        uint256 pivotAmount = 10 ** IERC20Metadata(tokenIn).decimals();
 
         uint256 low = pivotAmount;
         {
@@ -885,7 +907,6 @@ contract RouterStatic is Initializable, BoringOwnableUpgradeable, UUPSUpgradeabl
                 return (address(0), 0, 0);
             }
 
-
             // Liquidity check
             uint256 postFeeRateTokenToSy = state.rateTokenToSy.mulDown(Math.ONE - state.feeRate);
             uint256 postFeeRateSyToToken = state.rateSyToToken.mulDown(Math.ONE - state.feeRate);

package/contracts/router/ActionAddRemoveLiq.sol

@@ -76,7 +76,7 @@ contract ActionAddRemoveLiq is IPActionAddRemoveLiq, ActionBaseMintRedeem {
 
     /**
      * @notice Adds liquidity to SY/PT market using PT + any token.
-     * @dev Input token is first swapped to SY-mintable token using Kyber, then SY is minted from 
+     * @dev Input token is first swapped to SY-mintable token using Kyber, then SY is minted from
      * such. Finally the SY/PT pair is added to the market
      * @param input data for input token, see {`./kyberswap/KyberSwapHelper.sol`}
      * @param netPtDesired maximum PT to be used
@@ -218,7 +218,7 @@ contract ActionAddRemoveLiq is IPActionAddRemoveLiq, ActionBaseMintRedeem {
     }
 
     /**
-     * @notice Adds liquidity using a single token input. The input token is first swapped through 
+     * @notice Adds liquidity using a single token input. The input token is first swapped through
      * Kyberswap to a SY-mintable token, the rest is the same as `addLiquiditySingleSy()`
      * @param guessPtReceivedFromSy approximate PT output for the SY-to-PT swap
      * @param input data for input token, see {`./kyberswap/KyberSwapHelper.sol`}

package/contracts/router/ActionMintRedeem.sol

@@ -31,7 +31,7 @@ contract ActionMintRedeem is IPActionMintRedeem, ActionBaseMintRedeem {
     }
 
     /**
-     * @notice redeems SY for SY-mintable tokens, then (if needed) swaps resulting tokens for 
+     * @notice redeems SY for SY-mintable tokens, then (if needed) swaps resulting tokens for
      * desired output token through Kyberswap
      * @param output data for desired output token, see {`./kyberswap/KyberSwapHelper.sol`}
      */
@@ -47,7 +47,7 @@ contract ActionMintRedeem is IPActionMintRedeem, ActionBaseMintRedeem {
 
     /**
      * @notice mints PY from any input token
-     * @dev swaps input token through Kyberswap to SY-mintable tokens first, then mints SY, finally 
+     * @dev swaps input token through Kyberswap to SY-mintable tokens first, then mints SY, finally
      * mints PY from SY
      * @param input data for input token, see {`./kyberswap/KyberSwapHelper.sol`}
      * @dev reverts if PY is expired
@@ -68,7 +68,7 @@ contract ActionMintRedeem is IPActionMintRedeem, ActionBaseMintRedeem {
 
     /**
      * @notice redeems PY for token
-     * @dev redeems PT(+YT) for SY first, then redeems SY, finally swaps resulting tokens to output 
+     * @dev redeems PT(+YT) for SY first, then redeems SY, finally swaps resulting tokens to output
      * token through Kyberswap (if needed)
      * @param output data for desired output token, see {`./kyberswap/KyberSwapHelper.sol`}
      */
@@ -166,7 +166,7 @@ contract ActionMintRedeem is IPActionMintRedeem, ActionBaseMintRedeem {
         uint256[] amounts;
     }
 
-    /** 
+    /**
      * @notice A function to:
         - Redeem all of caller's due interest and rewards in SYs, YTs, and markets
         - Redeem SYs themselves