@pendle/core-v2 0.21.0-testnet → 1.0.0-mainnet

package/contracts/offchain-helpers/RouterStatic.sol

@@ -14,10 +14,9 @@ import "../LiquidityMining/libraries/VeBalanceLib.sol";
 
 import "@openzeppelin/contracts-upgradeable/proxy/utils/Initializable.sol";
 import "@openzeppelin/contracts/proxy/utils/UUPSUpgradeable.sol";
-import "@openzeppelin/contracts/proxy/Proxy.sol";
 
 /// EXCLUDED FROM ALL AUDITS, TO BE CALLED ONLY BY PENDLE's SDK
-contract RouterStatic is Initializable, Proxy, BoringOwnableUpgradeable, UUPSUpgradeable {
+contract RouterStatic is Initializable, BoringOwnableUpgradeable, UUPSUpgradeable {
     using Math for uint256;
     using VeBalanceLib for VeBalance;
     using VeBalanceLib for LockedPosition;
@@ -63,31 +62,34 @@ contract RouterStatic is Initializable, Proxy, BoringOwnableUpgradeable, UUPSUpg
     IPMarketFactory internal immutable marketFactory;
     IPVotingEscrowMainchain internal immutable vePENDLE;
     IPBulkSellerFactory internal immutable bulkFactory;
-    address internal immutable marketMathStaticLib;
 
     constructor(
         IPYieldContractFactory _yieldContractFactory,
         IPMarketFactory _marketFactory,
         IPVotingEscrowMainchain _vePENDLE,
-        IPBulkSellerFactory _bulkFactory,
-        address _marketMathStaticLib
+        IPBulkSellerFactory _bulkFactory
     ) initializer {
         yieldContractFactory = _yieldContractFactory;
         marketFactory = _marketFactory;
         vePENDLE = _vePENDLE;
         bulkFactory = _bulkFactory;
-        marketMathStaticLib = _marketMathStaticLib;
-    }
-
-    // all Market-related functions will go to MarketMathStaticLib
-    function _implementation() internal view override returns (address) {
-        return marketMathStaticLib;
     }
 
     function initialize() external initializer {
         __BoringOwnable_init();
     }
 
+    function getDefaultApproxParams() public pure returns (ApproxParams memory) {
+        return
+            ApproxParams({
+                guessMin: 0,
+                guessMax: type(uint256).max,
+                guessOffchain: 0,
+                maxIteration: 256,
+                eps: 1e14
+            });
+    }
+
     function _authorizeUpgrade(address newImplementation) internal override onlyOwner {}
 
     // ============= SYSTEM INFO =============
@@ -156,7 +158,7 @@ contract RouterStatic is Initializable, Proxy, BoringOwnableUpgradeable, UUPSUpg
         sy = address(SY);
         state = _market.readState(address(this));
         impliedYield = getPtImpliedYield(market);
-        exchangeRate = MarketMathStatic.getTradeExchangeRateExcludeFee(market);
+        exchangeRate = MarketMathStatic.getExchangeRate(market);
     }
 
     // ============= USER INFO =============
@@ -323,11 +325,11 @@ contract RouterStatic is Initializable, Proxy, BoringOwnableUpgradeable, UUPSUpg
             uint256 netLpOut,
             uint256 netPtToSwap,
             uint256 netSyFee,
-            uint256 priceImpact,
-            uint256 exchangeRateAfter
+            uint256 priceImpact
         )
     {
-        return MarketMathStatic.addLiquiditySinglePtStatic(market, netPtIn);
+        return
+            MarketMathStatic.addLiquiditySinglePtStatic(market, netPtIn, getDefaultApproxParams());
     }
 
     function addLiquiditySingleSyStatic(address market, uint256 netSyIn)
@@ -336,11 +338,11 @@ contract RouterStatic is Initializable, Proxy, BoringOwnableUpgradeable, UUPSUpg
             uint256 netLpOut,
             uint256 netPtFromSwap,
             uint256 netSyFee,
-            uint256 priceImpact,
-            uint256 exchangeRateAfter
+            uint256 priceImpact
         )
     {
-        return MarketMathStatic.addLiquiditySingleSyStatic(market, netSyIn);
+        return
+            MarketMathStatic.addLiquiditySingleSyStatic(market, netSyIn, getDefaultApproxParams());
     }
 
     function addLiquiditySingleBaseTokenStatic(
@@ -354,8 +356,7 @@ contract RouterStatic is Initializable, Proxy, BoringOwnableUpgradeable, UUPSUpg
             uint256 netLpOut,
             uint256 netPtFromSwap,
             uint256 netSyFee,
-            uint256 priceImpact,
-            uint256 exchangeRateAfter
+            uint256 priceImpact
         )
     {
         uint256 netSyIn = previewDepositStatic(
@@ -365,7 +366,8 @@ contract RouterStatic is Initializable, Proxy, BoringOwnableUpgradeable, UUPSUpg
             bulk
         );
 
-        return MarketMathStatic.addLiquiditySingleSyStatic(market, netSyIn);
+        return
+            MarketMathStatic.addLiquiditySingleSyStatic(market, netSyIn, getDefaultApproxParams());
     }
 
     function removeLiquidityDualSyAndPtStatic(address market, uint256 netLpToRemove)
@@ -398,11 +400,15 @@ contract RouterStatic is Initializable, Proxy, BoringOwnableUpgradeable, UUPSUpg
             uint256 netPtOut,
             uint256 netPtFromSwap,
             uint256 netSyFee,
-            uint256 priceImpact,
-            uint256 exchangeRateAfter
+            uint256 priceImpact
         )
     {
-        return MarketMathStatic.removeLiquiditySinglePtStatic(market, netLpToRemove);
+        return
+            MarketMathStatic.removeLiquiditySinglePtStatic(
+                market,
+                netLpToRemove,
+                getDefaultApproxParams()
+            );
     }
 
     function removeLiquiditySingleSyStatic(address market, uint256 netLpToRemove)
@@ -410,8 +416,7 @@ contract RouterStatic is Initializable, Proxy, BoringOwnableUpgradeable, UUPSUpg
         returns (
             uint256 netSyOut,
             uint256 netSyFee,
-            uint256 priceImpact,
-            uint256 exchangeRateAfter
+            uint256 priceImpact
         )
     {
         return MarketMathStatic.removeLiquiditySingleSyStatic(market, netLpToRemove);
@@ -427,14 +432,15 @@ contract RouterStatic is Initializable, Proxy, BoringOwnableUpgradeable, UUPSUpg
         returns (
             uint256 netBaseTokenOut,
             uint256 netSyFee,
-            uint256 priceImpact,
-            uint256 exchangeRateAfter
+            uint256 priceImpact
         )
     {
         uint256 netSyOut;
 
-        (netSyOut, netSyFee, priceImpact, exchangeRateAfter) = MarketMathStatic
-            .removeLiquiditySingleSyStatic(market, netLpToRemove);
+        (netSyOut, netSyFee, priceImpact) = MarketMathStatic.removeLiquiditySingleSyStatic(
+            market,
+            netLpToRemove
+        );
 
         netBaseTokenOut = previewRedeemStatic(getSyMarket(market), baseToken, netSyOut, bulk);
     }
@@ -444,8 +450,7 @@ contract RouterStatic is Initializable, Proxy, BoringOwnableUpgradeable, UUPSUpg
         returns (
             uint256 netSyOut,
             uint256 netSyFee,
-            uint256 priceImpact,
-            uint256 exchangeRateAfter
+            uint256 priceImpact
         )
     {
         return MarketMathStatic.swapExactPtForSyStatic(market, exactPtIn);
@@ -456,8 +461,7 @@ contract RouterStatic is Initializable, Proxy, BoringOwnableUpgradeable, UUPSUpg
         returns (
             uint256 netSyIn,
             uint256 netSyFee,
-            uint256 priceImpact,
-            uint256 exchangeRateAfter
+            uint256 priceImpact
         )
     {
         return MarketMathStatic.swapSyForExactPtStatic(market, exactPtOut);
@@ -468,11 +472,11 @@ contract RouterStatic is Initializable, Proxy, BoringOwnableUpgradeable, UUPSUpg
         returns (
             uint256 netPtOut,
             uint256 netSyFee,
-            uint256 priceImpact,
-            uint256 exchangeRateAfter
+            uint256 priceImpact
         )
     {
-        return MarketMathStatic.swapExactSyForPtStatic(market, exactSyIn);
+        return
+            MarketMathStatic.swapExactSyForPtStatic(market, exactSyIn, getDefaultApproxParams());
     }
 
     function swapPtForExactSyStatic(address market, uint256 exactSyOut)
@@ -480,11 +484,11 @@ contract RouterStatic is Initializable, Proxy, BoringOwnableUpgradeable, UUPSUpg
         returns (
             uint256 netPtIn,
             uint256 netSyFee,
-            uint256 priceImpact,
-            uint256 exchangeRateAfter
+            uint256 priceImpact
         )
     {
-        return MarketMathStatic.swapPtForExactSyStatic(market, exactSyOut);
+        return
+            MarketMathStatic.swapPtForExactSyStatic(market, exactSyOut, getDefaultApproxParams());
     }
 
     function swapExactBaseTokenForPtStatic(
@@ -497,8 +501,7 @@ contract RouterStatic is Initializable, Proxy, BoringOwnableUpgradeable, UUPSUpg
         returns (
             uint256 netPtOut,
             uint256 netSyFee,
-            uint256 priceImpact,
-            uint256 exchangeRateAfter
+            uint256 priceImpact
         )
     {
         uint256 netSyIn = previewDepositStatic(
@@ -507,7 +510,7 @@ contract RouterStatic is Initializable, Proxy, BoringOwnableUpgradeable, UUPSUpg
             amountBaseToken,
             bulk
         );
-        return MarketMathStatic.swapExactSyForPtStatic(market, netSyIn);
+        return MarketMathStatic.swapExactSyForPtStatic(market, netSyIn, getDefaultApproxParams());
     }
 
     function swapExactPtForBaseTokenStatic(
@@ -520,13 +523,14 @@ contract RouterStatic is Initializable, Proxy, BoringOwnableUpgradeable, UUPSUpg
         returns (
             uint256 netBaseTokenOut,
             uint256 netSyFee,
-            uint256 priceImpact,
-            uint256 exchangeRateAfter
+            uint256 priceImpact
         )
     {
         uint256 netSyOut;
-        (netSyOut, netSyFee, priceImpact, exchangeRateAfter) = MarketMathStatic
-            .swapExactPtForSyStatic(market, exactPtIn);
+        (netSyOut, netSyFee, priceImpact) = MarketMathStatic.swapExactPtForSyStatic(
+            market,
+            exactPtIn
+        );
 
         netBaseTokenOut = previewRedeemStatic(getSyMarket(market), baseToken, netSyOut, bulk);
     }
@@ -536,8 +540,7 @@ contract RouterStatic is Initializable, Proxy, BoringOwnableUpgradeable, UUPSUpg
         returns (
             uint256 netSyIn,
             uint256 netSyFee,
-            uint256 priceImpact,
-            uint256 exchangeRateAfter
+            uint256 priceImpact
         )
     {
         return MarketMathStatic.swapSyForExactYtStatic(market, exactYtOut);
@@ -548,11 +551,11 @@ contract RouterStatic is Initializable, Proxy, BoringOwnableUpgradeable, UUPSUpg
         returns (
             uint256 netYtOut,
             uint256 netSyFee,
-            uint256 priceImpact,
-            uint256 exchangeRateAfter
+            uint256 priceImpact
         )
     {
-        return MarketMathStatic.swapExactSyForYtStatic(market, exactSyIn);
+        return
+            MarketMathStatic.swapExactSyForYtStatic(market, exactSyIn, getDefaultApproxParams());
     }
 
     function swapExactYtForSyStatic(address market, uint256 exactYtIn)
@@ -560,8 +563,7 @@ contract RouterStatic is Initializable, Proxy, BoringOwnableUpgradeable, UUPSUpg
         returns (
             uint256 netSyOut,
             uint256 netSyFee,
-            uint256 priceImpact,
-            uint256 exchangeRateAfter
+            uint256 priceImpact
         )
     {
         return MarketMathStatic.swapExactYtForSyStatic(market, exactYtIn);
@@ -572,11 +574,11 @@ contract RouterStatic is Initializable, Proxy, BoringOwnableUpgradeable, UUPSUpg
         returns (
             uint256 netYtIn,
             uint256 netSyFee,
-            uint256 priceImpact,
-            uint256 exchangeRateAfter
+            uint256 priceImpact
         )
     {
-        return MarketMathStatic.swapYtForExactSyStatic(market, exactSyOut);
+        return
+            MarketMathStatic.swapYtForExactSyStatic(market, exactSyOut, getDefaultApproxParams());
     }
 
     function swapExactYtForBaseTokenStatic(
@@ -589,13 +591,14 @@ contract RouterStatic is Initializable, Proxy, BoringOwnableUpgradeable, UUPSUpg
         returns (
             uint256 netBaseTokenOut,
             uint256 netSyFee,
-            uint256 priceImpact,
-            uint256 exchangeRateAfter
+            uint256 priceImpact
         )
     {
         uint256 netSyOut;
-        (netSyOut, netSyFee, priceImpact, exchangeRateAfter) = MarketMathStatic
-            .swapExactYtForSyStatic(market, exactYtIn);
+        (netSyOut, netSyFee, priceImpact) = MarketMathStatic.swapExactYtForSyStatic(
+            market,
+            exactYtIn
+        );
 
         netBaseTokenOut = previewRedeemStatic(getSyMarket(market), baseToken, netSyOut, bulk);
     }
@@ -610,8 +613,7 @@ contract RouterStatic is Initializable, Proxy, BoringOwnableUpgradeable, UUPSUpg
         returns (
             uint256 netYtOut,
             uint256 netSyFee,
-            uint256 priceImpact,
-            uint256 exchangeRateAfter
+            uint256 priceImpact
         )
     {
         uint256 netSyIn = previewDepositStatic(
@@ -621,7 +623,7 @@ contract RouterStatic is Initializable, Proxy, BoringOwnableUpgradeable, UUPSUpg
             bulk
         );
 
-        return MarketMathStatic.swapExactSyForYtStatic(market, netSyIn);
+        return MarketMathStatic.swapExactSyForYtStatic(market, netSyIn, getDefaultApproxParams());
     }
 
     function swapExactPtForYtStatic(address market, uint256 exactPtIn)
@@ -630,11 +632,10 @@ contract RouterStatic is Initializable, Proxy, BoringOwnableUpgradeable, UUPSUpg
             uint256 netYtOut,
             uint256 totalPtToSwap,
             uint256 netSyFee,
-            uint256 priceImpact,
-            uint256 exchangeRateAfter
+            uint256 priceImpact
         )
     {
-        return MarketMathStatic.swapExactPtForYt(market, exactPtIn);
+        return MarketMathStatic.swapExactPtForYt(market, exactPtIn, getDefaultApproxParams());
     }
 
     function swapExactYtForPtStatic(address market, uint256 exactYtIn)
@@ -643,11 +644,10 @@ contract RouterStatic is Initializable, Proxy, BoringOwnableUpgradeable, UUPSUpg
             uint256 netPtOut,
             uint256 totalPtSwapped,
             uint256 netSyFee,
-            uint256 priceImpact,
-            uint256 exchangeRateAfter
+            uint256 priceImpact
         )
     {
-        return MarketMathStatic.swapExactYtForPt(market, exactYtIn);
+        return MarketMathStatic.swapExactYtForPt(market, exactYtIn, getDefaultApproxParams());
     }
 
     // ============= vePENDLE =============
@@ -778,7 +778,7 @@ contract RouterStatic is Initializable, Proxy, BoringOwnableUpgradeable, UUPSUpg
         public
         returns (uint256 priceImpact)
     {
-        return MarketMathStatic.calcPriceImpactPt(market, netPtOut);
+        return MarketMathStatic.calcPriceImpact(market, netPtOut);
     }
 
     // either but not both pyToken or market must be != 0
@@ -803,7 +803,7 @@ contract RouterStatic is Initializable, Proxy, BoringOwnableUpgradeable, UUPSUpg
         address bulk,
         uint256 netSyOut
     ) public view returns (uint256 netTokenIn) {
-        uint256 pivotAmount = 10**IERC20Metadata(tokenIn).decimals();
+        uint256 pivotAmount = netSyOut;
 
         uint256 low = pivotAmount;
         {