@pendle/core-v2 0.8.0-beta-12 → 0.8.1-beta

package/contracts/offchain-helpers/RouterStatic.sol

@@ -163,23 +163,38 @@ contract RouterStatic is IPRouterStatic {
 
     function addLiquiditySinglePtStatic(address market, uint256 netPtIn)
         external
-        returns (uint256 netLpOut)
+        returns (
+            uint256 netLpOut,
+            uint256 netScyFee,
+            uint256 priceImpact
+        )
     {
         require(false, "NOT IMPLEMENTED");
     }
 
-    function addLiquiditySingleScy(address market, uint256 netScyIn)
+    function addLiquiditySingleScyStatic(address market, uint256 netScyIn)
         external
-        returns (uint256 netLpOut)
+        returns (
+            uint256 netLpOut,
+            uint256 netScyFee,
+            uint256 priceImpact
+        )
     {
         require(false, "NOT IMPLEMENTED");
     }
 
-    function addLiquiditySingleBaseToken(
+    function addLiquiditySingleBaseTokenStatic(
         address market,
         address baseToken,
         uint256 netBaseTokenIn
-    ) external returns (uint256 netLpOut) {
+    )
+        external
+        returns (
+            uint256 netLpOut,
+            uint256 netScyFee,
+            uint256 priceImpact
+        )
+    {
         require(false, "NOT IMPLEMENTED");
     }
 
@@ -194,30 +209,49 @@ contract RouterStatic is IPRouterStatic {
 
     function removeLiquiditySinglePtStatic(address market, uint256 lpToRemove)
         external
-        returns (uint256 netPtOut)
+        returns (
+            uint256 netPtOut,
+            uint256 netScyFee,
+            uint256 priceImpact
+        )
     {
         require(false, "NOT IMPLEMENTED");
     }
 
-    function removeLiquiditySingleScy(address market, uint256 lpToRemove)
+    function removeLiquiditySingleScyStatic(address market, uint256 lpToRemove)
         external
-        returns (uint256 netScyOut)
+        returns (
+            uint256 netScyOut,
+            uint256 netScyFee,
+            uint256 priceImpact
+        )
     {
         require(false, "NOT IMPLEMENTED");
     }
 
-    function removeLiquiditySingleBaseToken(
+    function removeLiquiditySingleBaseTokenStatic(
         address market,
         uint256 lpToRemove,
         address baseToken
-    ) external returns (uint256 netBaseTokenOut) {
+    )
+        external
+        returns (
+            uint256 netBaseTokenOut,
+            uint256 netScyFee,
+            uint256 priceImpact
+        )
+    {
         require(false, "NOT IMPLEMENTED");
     }
 
     function swapExactPtForScyStatic(address market, uint256 exactPtIn)
         public
         view
-        returns (uint256 netScyOut, uint256 netScyFee)
+        returns (
+            uint256 netScyOut,
+            uint256 netScyFee,
+            uint256 priceImpact
+        )
     {
         MarketState memory state = IPMarket(market).readState(false);
         (netScyOut, netScyFee) = state.swapExactPtForScy(
@@ -225,12 +259,17 @@ contract RouterStatic is IPRouterStatic {
             exactPtIn,
             block.timestamp
         );
+        priceImpact = calcPriceImpact(market, exactPtIn.neg());
     }
 
     function swapScyForExactPtStatic(address market, uint256 exactPtOut)
         external
         view
-        returns (uint256 netScyIn, uint256 netScyFee)
+        returns (
+            uint256 netScyIn,
+            uint256 netScyFee,
+            uint256 priceImpact
+        )
     {
         MarketState memory state = IPMarket(market).readState(false);
         (netScyIn, netScyFee) = state.swapScyForExactPt(
@@ -238,12 +277,17 @@ contract RouterStatic is IPRouterStatic {
             exactPtOut,
             block.timestamp
         );
+        priceImpact = calcPriceImpact(market, exactPtOut.Int());
     }
 
     function swapExactScyForPtStatic(address market, uint256 exactScyIn)
         public
         view
-        returns (uint256 netPtOut, uint256 netScyFee)
+        returns (
+            uint256 netPtOut,
+            uint256 netScyFee,
+            uint256 priceImpact
+        )
     {
         MarketState memory state = IPMarket(market).readState(false);
         (netPtOut, , netScyFee) = state.approxSwapExactScyForPt(
@@ -252,12 +296,17 @@ contract RouterStatic is IPRouterStatic {
             block.timestamp,
             approxParams
         );
+        priceImpact = calcPriceImpact(market, netPtOut.Int());
     }
 
     function swapPtForExactScyStatic(address market, uint256 exactScyOut)
         public
         view
-        returns (uint256 netPtIn, uint256 netScyFee)
+        returns (
+            uint256 netPtIn,
+            uint256 netScyFee,
+            uint256 priceImpact
+        )
     {
         MarketState memory state = IPMarket(market).readState(false);
 
@@ -267,13 +316,22 @@ contract RouterStatic is IPRouterStatic {
             block.timestamp,
             approxParams
         );
+        priceImpact = calcPriceImpact(market, netPtIn.neg());
     }
 
     function swapExactBaseTokenForPtStatic(
         address market,
         address baseToken,
         uint256 amountBaseToken
-    ) external view returns (uint256 netPtOut, uint256 netScyFee) {
+    )
+        external
+        view
+        returns (
+            uint256 netPtOut,
+            uint256 netScyFee,
+            uint256 priceImpact
+        )
+    {
         (ISuperComposableYield SCY, , ) = IPMarket(market).readTokens();
 
         return swapExactScyForPtStatic(market, SCY.previewDeposit(baseToken, amountBaseToken));
@@ -283,9 +341,17 @@ contract RouterStatic is IPRouterStatic {
         address market,
         uint256 exactYtIn,
         address baseToken
-    ) external view returns (uint256 netBaseTokenOut, uint256 netScyFee) {
+    )
+        external
+        view
+        returns (
+            uint256 netBaseTokenOut,
+            uint256 netScyFee,
+            uint256 priceImpact
+        )
+    {
         uint256 netScyOut;
-        (netScyOut, netScyFee) = swapExactPtForScyStatic(market, exactYtIn);
+        (netScyOut, netScyFee, priceImpact) = swapExactPtForScyStatic(market, exactYtIn);
 
         (ISuperComposableYield SCY, , ) = IPMarket(market).readTokens();
         netBaseTokenOut = SCY.previewRedeem(baseToken, netScyOut);
@@ -294,7 +360,11 @@ contract RouterStatic is IPRouterStatic {
     function swapScyForExactYtStatic(address market, uint256 exactYtOut)
         external
         view
-        returns (uint256 netScyIn, uint256 netScyFee)
+        returns (
+            uint256 netScyIn,
+            uint256 netScyFee,
+            uint256 priceImpact
+        )
     {
         MarketState memory state = IPMarket(market).readState(false);
 
@@ -309,12 +379,18 @@ contract RouterStatic is IPRouterStatic {
 
         uint256 totalScyNeed = index.assetToScyUp(exactYtOut);
         netScyIn = totalScyNeed.subMax0(scyReceived);
+
+        priceImpact = calcPriceImpact(market, exactYtOut.neg());
     }
 
     function swapExactScyForYtStatic(address market, uint256 exactScyIn)
         public
         view
-        returns (uint256 netYtOut, uint256 netScyFee)
+        returns (
+            uint256 netYtOut,
+            uint256 netScyFee,
+            uint256 priceImpact
+        )
     {
         MarketState memory state = IPMarket(market).readState(false);
         SCYIndex index = scyIndex(market);
@@ -325,12 +401,18 @@ contract RouterStatic is IPRouterStatic {
             block.timestamp,
             approxParams
         );
+
+        priceImpact = calcPriceImpact(market, netYtOut.neg());
     }
 
     function swapExactYtForScyStatic(address market, uint256 exactYtIn)
         public
         view
-        returns (uint256 netScyOut, uint256 netScyFee)
+        returns (
+            uint256 netScyOut,
+            uint256 netScyFee,
+            uint256 priceImpact
+        )
     {
         MarketState memory state = IPMarket(market).readState(false);
 
@@ -343,12 +425,17 @@ contract RouterStatic is IPRouterStatic {
         uint256 amountPYToRedeemScyOut = exactYtIn - amountPYToRepayScyOwed;
 
         netScyOut = index.assetToScy(amountPYToRedeemScyOut);
+        priceImpact = calcPriceImpact(market, exactYtIn.Int());
     }
 
     function swapYtForExactScyStatic(address market, uint256 exactScyOut)
         external
         view
-        returns (uint256 netYtIn, uint256 netScyFee)
+        returns (
+            uint256 netYtIn,
+            uint256 netScyFee,
+            uint256 priceImpact
+        )
     {
         MarketState memory state = IPMarket(market).readState(false);
 
@@ -360,15 +447,24 @@ contract RouterStatic is IPRouterStatic {
             block.timestamp,
             approxParams
         );
+        priceImpact = calcPriceImpact(market, netYtIn.Int());
     }
 
     function swapExactYtForBaseTokenStatic(
         address market,
         uint256 exactYtIn,
         address baseToken
-    ) external view returns (uint256 netBaseTokenOut, uint256 netScyFee) {
+    )
+        external
+        view
+        returns (
+            uint256 netBaseTokenOut,
+            uint256 netScyFee,
+            uint256 priceImpact
+        )
+    {
         uint256 netScyOut;
-        (netScyOut, netScyFee) = swapExactYtForScyStatic(market, exactYtIn);
+        (netScyOut, netScyFee, priceImpact) = swapExactYtForScyStatic(market, exactYtIn);
 
         (ISuperComposableYield SCY, , ) = IPMarket(market).readTokens();
         netBaseTokenOut = SCY.previewRedeem(baseToken, netScyOut);
@@ -378,7 +474,15 @@ contract RouterStatic is IPRouterStatic {
         address market,
         address baseToken,
         uint256 amountBaseToken
-    ) external view returns (uint256 netPtOut, uint256 netScyFee) {
+    )
+        external
+        view
+        returns (
+            uint256 netPtOut,
+            uint256 netScyFee,
+            uint256 priceImpact
+        )
+    {
         (ISuperComposableYield SCY, , ) = IPMarket(market).readTokens();
 
         return swapExactScyForYtStatic(market, SCY.previewDeposit(baseToken, amountBaseToken));
@@ -445,22 +549,47 @@ contract RouterStatic is IPRouterStatic {
     }
 
     function getExchangeRate(address market) public view returns (uint256) {
+        return getTradeExchangeRateIncludeFee(market, 0);
+    }
+
+    function getTradeExchangeRateIncludeFee(address market, int256 netPtOut)
+        public
+        view
+        returns (uint256)
+    {
+        int256 netPtToAccount = netPtOut;
         MarketState memory state = IPMarket(market).readState(false);
         MarketPreCompute memory comp = state.getMarketPreCompute(
             scyIndex(market),
             block.timestamp
         );
 
-        return
-            MarketMathCore
-                ._getExchangeRate(
-                    state.totalPt,
-                    comp.totalAsset,
-                    comp.rateScalar,
-                    comp.rateAnchor,
-                    0
-                )
-                .Uint();
+        int256 preFeeExchangeRate = MarketMathCore._getExchangeRate(
+            state.totalPt,
+            comp.totalAsset,
+            comp.rateScalar,
+            comp.rateAnchor,
+            netPtToAccount
+        );
+
+        if (netPtToAccount > 0) {
+            int256 postFeeExchangeRate = preFeeExchangeRate.divDown(comp.feeRate);
+            require(postFeeExchangeRate >= Math.IONE, "exchange rate below 1");
+            return postFeeExchangeRate.Uint();
+        } else {
+            return preFeeExchangeRate.mulDown(comp.feeRate).Uint();
+        }
+    }
+
+    function calcPriceImpact(address market, int256 netPtOut)
+        public
+        view
+        returns (uint256 priceImpact)
+    {
+        uint256 preTradeRate = getExchangeRate(market);
+        uint256 tradedRate = getTradeExchangeRateIncludeFee(market, netPtOut);
+
+        priceImpact = (tradedRate.Int() - preTradeRate.Int()).abs().divDown(preTradeRate);
     }
 
     function getUserPYInfo(address py, address user)

package/deployments/43113-core.json

@@ -3,14 +3,14 @@
     "network": 43113,
     "celerBus": "0xE9533976C590200E32d95C53f06AE12d292cFc47",
     "treasury": "0xB4E292AD98Ba0D5531Ca573757f7b7d6c0C205d8",
-    "governanceManager": "0x96Ee4f9D53dFac1fDC10CD079F5D850cEb95b464",
+    "governanceManager": "0x9Fa21ea40DC8Bec8374370dC41311EBd0094fe90",
     "PENDLE": "0x83B694f9Ef84D22BECe87257f0cd4513737A505e",
-    "yieldContractFactory": "0x2B233F133f3DA67698453F4A251BAF8BAc1E584d",
-    "marketFactory": "0xE3a730f28EAe40309A9868Fb5b66B5BaaF531204",
+    "yieldContractFactory": "0x7cD7cc0990A0F61532410fE11f884f2caD7e59D3",
+    "marketFactory": "0xC548667E796eE4C8Ca5DC77267fC54280D0186bd",
     "router": "0xFEdBED4682D136925d30FFb9B8977CC9b3a6c406",
-    "routerStatic": "0x1436Cb03C753bB9fAc7fcfE5627d08F143D6d8ed",
+    "routerStatic": "0x7ED62d31D43327b754dC5Ad19b1d52350d42fc98",
     "startTime": 1657756800,
-    "vePendle": "0xD05B49500F35d879F3Bf220c81BE3ff9d73Ca205",
-    "votingController": "0x449f676be160C5C682E1E64934f29641D6096116",
-    "gaugeController": "0xc13B5c62e80bA35fEF620de4257e961AafFD5542"
+    "vePendle": "0x962CF13c612e9Deb36909BFb18a4E2A8C0E21F04",
+    "votingController": "0x62610A346Ae06bffE41A3b2CF489202Cc612c174",
+    "gaugeController": "0x05Ce96794ad10E63E45D3a0D5a7292B9ad4d320C"
 }

package/deployments/43113-markets/benqi-market-4Ccb97.json

@@ -0,0 +1,7 @@
+{
+    "SCY": "0x4c91cC2062ABE2000A0E8AdF6b9b3Ceea839EAF7",
+    "expiry": 1673308800,
+    "PT": "0x4DD96B846ceAe5cF7aAD9B54f0038a84A061BBE6",
+    "YT": "0xEe4bAB001dA03580FEC384622598E3b82BfF3A12",
+    "market": "0xf8C43803f9340651bC5f7e2aA8BeC79b604Ccb97"
+}

package/deployments/43113-markets/benqi-market-534471.json

@@ -0,0 +1,7 @@
+{
+    "SCY": "0xe0c34CeF3980988a71aFC902FD7B12E0c51961E3",
+    "expiry": 1673308800,
+    "PT": "0x0Ec11A71A2077660430052928fEBBb26f7cB50af",
+    "YT": "0x17592AeBeEA2E5744c70e67D7cD59A33380691e0",
+    "market": "0xF7bd412e31Aea3a27cAECB56C821616775534471"
+}

package/deployments/80001-core.json

@@ -3,13 +3,13 @@
     "network": 80001,
     "celerBus": "0x7d43AABC515C356145049227CeE54B608342c0ad",
     "treasury": "0x1fAd3Ce1c1aB563441d58b79e49cb0ebC12C1Bd5",
-    "governanceManager": "0x707371c284b7F6E2f276ac49B5d3c7211b7E7BAE",
+    "governanceManager": "0xBbB6d40218DaCd41244959C6ce5d49962aC654D2",
     "PENDLE": "0x563f1e87a6a3Cb4A84F7D438fCF4882133e59d6d",
-    "yieldContractFactory": "0xa8E22cc2E74dACb43E73cFa89172bfa30eFA0A56",
-    "marketFactory": "0x5539C4BCcff8d5881eCb1B95D2f6E7Eb47f0f801",
+    "yieldContractFactory": "0xa5d6a70E58697aA02DE87B93D4A60BEc35653124",
+    "marketFactory": "0x48b2FC3f745E142e43A701040764d466F68FCb4C",
     "router": "0x24d7CEaFBA7c7b32BE200aD6dA38C03797F0611f",
-    "routerStatic": "0xf68aD0dF5E6034A934bE0e3E8b23Ab77f9778315",
+    "routerStatic": "0x5424C1096EfD73Dd1a095A7dD7AC6c90Fdc011F2",
     "startTime": 1657756800,
-    "vePendle": "0x35d294d0922838b0899Cbf4C35f4945B2b3D20f1",
-    "gaugeController": "0x36e65521b2a1AEBA9a009226e75125cEcf00702f"
+    "vePendle": "0x9dA981bD2fEf17699372E63B0E1F23d972dB2829",
+    "gaugeController": "0x1cE4840aE31221A64409Ec19c75b81984dFaBD1B"
 }

package/deployments/80001-markets/benqi-market-109acB.json

@@ -0,0 +1,7 @@
+{
+    "SCY": "0xB180706D89f10A3529eEA66aC467dE26eaC7aCc5",
+    "expiry": 1673308800,
+    "PT": "0x6E6c9f945Dca8A60BCB4A5ff0b463DAE0bE3FCb5",
+    "YT": "0xa5b92608c69A261865f59a9BeC6E7BF46EF23464",
+    "market": "0xE93feCDbDc4685321AACfeACC91218b714109acB"
+}

package/deployments/80001-markets/benqi-market-4e470E.json

@@ -0,0 +1,7 @@
+{
+    "SCY": "0xff1B93a18Ac40CADE55a1F62A19c92ec2e5b0B78",
+    "expiry": 1673308800,
+    "PT": "0x23d8a4D4f52A523A604B8C60CD5fe1C69ce96E0E",
+    "YT": "0x8DBd084bE2fC128Ace1D3c079a8386B4509dcf99",
+    "market": "0x8aBbb71F06444fE39BCf4479eB58CF0a894e470E"
+}

package/package.json

@@ -2,7 +2,7 @@
   "name": "@pendle/core-v2",
   "description": "Core smart contracts of Pendle Protocol.",
   "license": "BUSL-1.1",
-  "version": "0.8.0-beta-12",
+  "version": "0.8.1-beta",
   "homepage": "https://pendle.finance",
   "keywords": [
     "pendle",
@@ -29,7 +29,7 @@
     "hardhat-contract-sizer": "^2.5.1",
     "prettier": "^2.6.2",
     "prettier-plugin-solidity": "^1.0.0-beta.19",
-    "solc": "^0.8.13",
+    "solc": "0.8.14-fixed",
     "solhint": "^3.3.7",
     "ts-node": "^10.7.0",
     "typechain": "^8.0.0",
@@ -41,7 +41,7 @@
     "clean": "yarn hardhat clean",
     "fcompile": "yarn clean && yarn compile"
   },
-  "packageManager": "yarn@3.1.1",
+  "packageManager": "yarn@3.2.2",
   "dependencies": {
     "@openzeppelin/contracts": "^4.5.0",
     "@openzeppelin/contracts-upgradeable": "^4.5.2",

package/typechain-types/IPRouterStatic.ts

@@ -439,7 +439,11 @@ export interface IPRouterStatic extends BaseContract {
       exactPtIn: BigNumberish,
       overrides?: CallOverrides
     ): Promise<
-      [BigNumber, BigNumber] & { netScyOut: BigNumber; netScyFee: BigNumber }
+      [BigNumber, BigNumber, BigNumber] & {
+        netScyOut: BigNumber;
+        netScyFee: BigNumber;
+        priceImpact: BigNumber;
+      }
     >;
 
     swapExactScyForPtStatic(
@@ -447,7 +451,11 @@ export interface IPRouterStatic extends BaseContract {
       exactScyIn: BigNumberish,
       overrides?: CallOverrides
     ): Promise<
-      [BigNumber, BigNumber] & { netPtOut: BigNumber; netScyFee: BigNumber }
+      [BigNumber, BigNumber, BigNumber] & {
+        netPtOut: BigNumber;
+        netScyFee: BigNumber;
+        priceImpact: BigNumber;
+      }
     >;
 
     swapScyForExactPtStatic(
@@ -455,7 +463,11 @@ export interface IPRouterStatic extends BaseContract {
       exactPtOut: BigNumberish,
       overrides?: CallOverrides
     ): Promise<
-      [BigNumber, BigNumber] & { netScyIn: BigNumber; netScyFee: BigNumber }
+      [BigNumber, BigNumber, BigNumber] & {
+        netScyIn: BigNumber;
+        netScyFee: BigNumber;
+        priceImpact: BigNumber;
+      }
     >;
   };
 
@@ -566,7 +578,11 @@ export interface IPRouterStatic extends BaseContract {
     exactPtIn: BigNumberish,
     overrides?: CallOverrides
   ): Promise<
-    [BigNumber, BigNumber] & { netScyOut: BigNumber; netScyFee: BigNumber }
+    [BigNumber, BigNumber, BigNumber] & {
+      netScyOut: BigNumber;
+      netScyFee: BigNumber;
+      priceImpact: BigNumber;
+    }
   >;
 
   swapExactScyForPtStatic(
@@ -574,7 +590,11 @@ export interface IPRouterStatic extends BaseContract {
     exactScyIn: BigNumberish,
     overrides?: CallOverrides
   ): Promise<
-    [BigNumber, BigNumber] & { netPtOut: BigNumber; netScyFee: BigNumber }
+    [BigNumber, BigNumber, BigNumber] & {
+      netPtOut: BigNumber;
+      netScyFee: BigNumber;
+      priceImpact: BigNumber;
+    }
   >;
 
   swapScyForExactPtStatic(
@@ -582,7 +602,11 @@ export interface IPRouterStatic extends BaseContract {
     exactPtOut: BigNumberish,
     overrides?: CallOverrides
   ): Promise<
-    [BigNumber, BigNumber] & { netScyIn: BigNumber; netScyFee: BigNumber }
+    [BigNumber, BigNumber, BigNumber] & {
+      netScyIn: BigNumber;
+      netScyFee: BigNumber;
+      priceImpact: BigNumber;
+    }
   >;
 
   callStatic: {
@@ -699,7 +723,11 @@ export interface IPRouterStatic extends BaseContract {
       exactPtIn: BigNumberish,
       overrides?: CallOverrides
     ): Promise<
-      [BigNumber, BigNumber] & { netScyOut: BigNumber; netScyFee: BigNumber }
+      [BigNumber, BigNumber, BigNumber] & {
+        netScyOut: BigNumber;
+        netScyFee: BigNumber;
+        priceImpact: BigNumber;
+      }
     >;
 
     swapExactScyForPtStatic(
@@ -707,7 +735,11 @@ export interface IPRouterStatic extends BaseContract {
       exactScyIn: BigNumberish,
       overrides?: CallOverrides
     ): Promise<
-      [BigNumber, BigNumber] & { netPtOut: BigNumber; netScyFee: BigNumber }
+      [BigNumber, BigNumber, BigNumber] & {
+        netPtOut: BigNumber;
+        netScyFee: BigNumber;
+        priceImpact: BigNumber;
+      }
     >;
 
     swapScyForExactPtStatic(
@@ -715,7 +747,11 @@ export interface IPRouterStatic extends BaseContract {
       exactPtOut: BigNumberish,
       overrides?: CallOverrides
     ): Promise<
-      [BigNumber, BigNumber] & { netScyIn: BigNumber; netScyFee: BigNumber }
+      [BigNumber, BigNumber, BigNumber] & {
+        netScyIn: BigNumber;
+        netScyFee: BigNumber;
+        priceImpact: BigNumber;
+      }
     >;
   };