@pendle/core-v2 2.1.1-mainnet → 2.2.0-mainnet

package/contracts/offchain-helpers/MarketMathStatic.sol

@@ -1,572 +0,0 @@
-// SPDX-License-Identifier: GPL-3.0-or-later
-pragma solidity 0.8.17;
-
-import "../router/base/MarketApproxLib.sol";
-import "../interfaces/IPMarket.sol";
-
-library MarketMathStatic {
-    using MarketMathCore for MarketState;
-    using MarketApproxPtInLib for MarketState;
-    using MarketApproxPtOutLib for MarketState;
-    using Math for uint256;
-    using Math for int256;
-    using LogExpMath for int256;
-    using PYIndexLib for PYIndex;
-    using PYIndexLib for IPYieldToken;
-
-    function getDefaultApproxParams() public pure returns (ApproxParams memory) {
-        return
-            ApproxParams({
-                guessMin: 0,
-                guessMax: type(uint256).max,
-                guessOffchain: 0,
-                maxIteration: 256,
-                eps: 1e14
-            });
-    }
-
-    function addLiquidityDualSyAndPtStatic(
-        address market,
-        uint256 netSyDesired,
-        uint256 netPtDesired
-    )
-        external
-        view
-        returns (
-            uint256 netLpOut,
-            uint256 netSyUsed,
-            uint256 netPtUsed
-        )
-    {
-        MarketState memory state = IPMarket(market).readState(address(this));
-        (, netLpOut, netSyUsed, netPtUsed) = state.addLiquidity(
-            netSyDesired,
-            netPtDesired,
-            block.timestamp
-        );
-    }
-
-    /// @dev netPtToSwap is the parameter to approx
-    function addLiquiditySinglePtStatic(address market, uint256 netPtIn)
-        external
-        returns (
-            uint256 netLpOut,
-            uint256 netPtToSwap,
-            uint256 netSyFee,
-            uint256 priceImpact,
-            uint256 exchangeRateAfter
-        )
-    {
-        MarketState memory state = IPMarket(market).readState(address(this));
-
-        (netPtToSwap, , ) = state.approxSwapPtToAddLiquidity(
-            pyIndex(market),
-            netPtIn,
-            block.timestamp,
-            getDefaultApproxParams()
-        );
-
-        state = IPMarket(market).readState(address(this)); // re-read
-
-        uint256 netSyReceived;
-        (netSyReceived, netSyFee, ) = state.swapExactPtForSy(
-            pyIndex(market),
-            netPtToSwap,
-            block.timestamp
-        );
-        (, netLpOut, , ) = state.addLiquidity(
-            netSyReceived,
-            netPtIn - netPtToSwap,
-            block.timestamp
-        );
-
-        priceImpact = calcPriceImpactPt(market, netPtToSwap.neg());
-        exchangeRateAfter = _getTradeExchangeRateExcludeFee(market, state);
-    }
-
-    /// @dev netPtFromSwap is the parameter to approx
-    function addLiquiditySingleSyStatic(address market, uint256 netSyIn)
-        public
-        returns (
-            uint256 netLpOut,
-            uint256 netPtFromSwap,
-            uint256 netSyFee,
-            uint256 priceImpact,
-            uint256 exchangeRateAfter
-        )
-    {
-        MarketState memory state = IPMarket(market).readState(address(this));
-
-        (netPtFromSwap, , ) = state.approxSwapSyToAddLiquidity(
-            pyIndex(market),
-            netSyIn,
-            block.timestamp,
-            getDefaultApproxParams()
-        );
-
-        state = IPMarket(market).readState(address(this)); // re-read
-
-        uint256 netSySwap;
-        (netSySwap, netSyFee, ) = state.swapSyForExactPt(
-            pyIndex(market),
-            netPtFromSwap,
-            block.timestamp
-        );
-        (, netLpOut, , ) = state.addLiquidity(netSyIn - netSySwap, netPtFromSwap, block.timestamp);
-
-        priceImpact = calcPriceImpactPt(market, netPtFromSwap.Int());
-        exchangeRateAfter = _getTradeExchangeRateExcludeFee(market, state);
-    }
-
-    function addLiquiditySingleSyKeepYtStatic(address market, uint256 netSyIn)
-        public
-        returns (uint256 netLpOut, uint256 netYtOut)
-    {
-        MarketState memory state = IPMarket(market).readState(address(this));
-        PYIndex index = pyIndex(market);
-
-        uint256 netSyToPt = (netSyIn * state.totalPt.Uint()) /
-            (state.totalPt.Uint() + index.syToAsset(state.totalSy.Uint()));
-
-        netYtOut = index.syToAsset(netSyToPt);
-
-        (, netLpOut, , ) = state.addLiquidity(netSyIn - netSyToPt, netYtOut, block.timestamp);
-    }
-
-    function removeLiquidityDualSyAndPtStatic(address market, uint256 netLpToRemove)
-        external
-        view
-        returns (uint256 netSyOut, uint256 netPtOut)
-    {
-        MarketState memory state = IPMarket(market).readState(address(this));
-        (netSyOut, netPtOut) = state.removeLiquidity(netLpToRemove);
-    }
-
-    /// @dev netPtFromSwap is the parameter to approx
-    function removeLiquiditySinglePtStatic(address market, uint256 netLpToRemove)
-        external
-        returns (
-            uint256 netPtOut,
-            uint256 netPtFromSwap,
-            uint256 netSyFee,
-            uint256 priceImpact,
-            uint256 exchangeRateAfter
-        )
-    {
-        MarketState memory state = IPMarket(market).readState(address(this));
-
-        (uint256 syFromBurn, uint256 ptFromBurn) = state.removeLiquidity(netLpToRemove);
-        (netPtFromSwap, netSyFee) = state.approxSwapExactSyForPt(
-            pyIndex(market),
-            syFromBurn,
-            block.timestamp,
-            getDefaultApproxParams()
-        );
-
-        netPtOut = ptFromBurn + netPtFromSwap;
-        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)
-        public
-        returns (
-            uint256 netSyOut,
-            uint256 netSyFee,
-            uint256 priceImpact,
-            uint256 exchangeRateAfter
-        )
-    {
-        MarketState memory state = IPMarket(market).readState(address(this));
-
-        (uint256 syFromBurn, uint256 ptFromBurn) = state.removeLiquidity(netLpToRemove);
-
-        if (IPMarket(market).isExpired()) {
-            netSyOut = syFromBurn + pyIndex(market).assetToSy(ptFromBurn);
-        } else {
-            uint256 syFromSwap;
-            (syFromSwap, netSyFee, ) = state.swapExactPtForSy(
-                pyIndex(market),
-                ptFromBurn,
-                block.timestamp
-            );
-
-            netSyOut = syFromBurn + syFromSwap;
-            priceImpact = calcPriceImpactPt(market, ptFromBurn.neg());
-            exchangeRateAfter = _getTradeExchangeRateExcludeFee(market, state);
-        }
-    }
-
-    function swapExactPtForSyStatic(address market, uint256 exactPtIn)
-        public
-        returns (
-            uint256 netSyOut,
-            uint256 netSyFee,
-            uint256 priceImpact,
-            uint256 exchangeRateAfter
-        )
-    {
-        MarketState memory state = IPMarket(market).readState(address(this));
-        (netSyOut, netSyFee, ) = state.swapExactPtForSy(
-            pyIndex(market),
-            exactPtIn,
-            block.timestamp
-        );
-        priceImpact = calcPriceImpactPt(market, exactPtIn.neg());
-        exchangeRateAfter = _getTradeExchangeRateExcludeFee(market, state);
-    }
-
-    function swapSyForExactPtStatic(address market, uint256 exactPtOut)
-        external
-        returns (
-            uint256 netSyIn,
-            uint256 netSyFee,
-            uint256 priceImpact,
-            uint256 exchangeRateAfter
-        )
-    {
-        MarketState memory state = IPMarket(market).readState(address(this));
-        (netSyIn, netSyFee, ) = state.swapSyForExactPt(
-            pyIndex(market),
-            exactPtOut,
-            block.timestamp
-        );
-        priceImpact = calcPriceImpactPt(market, exactPtOut.Int());
-        exchangeRateAfter = _getTradeExchangeRateExcludeFee(market, state);
-    }
-
-    /// @dev netPtOut is the parameter to approx
-    function swapExactSyForPtStatic(address market, uint256 exactSyIn)
-        public
-        returns (
-            uint256 netPtOut,
-            uint256 netSyFee,
-            uint256 priceImpact,
-            uint256 exchangeRateAfter
-        )
-    {
-        MarketState memory state = IPMarket(market).readState(address(this));
-        (netPtOut, netSyFee) = state.approxSwapExactSyForPt(
-            pyIndex(market),
-            exactSyIn,
-            block.timestamp,
-            getDefaultApproxParams()
-        );
-        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
-    function swapPtForExactSyStatic(address market, uint256 exactSyOut)
-        public
-        returns (
-            uint256 netPtIn,
-            uint256 netSyFee,
-            uint256 priceImpact,
-            uint256 exchangeRateAfter
-        )
-    {
-        MarketState memory state = IPMarket(market).readState(address(this));
-
-        (netPtIn, , netSyFee) = state.approxSwapPtForExactSy(
-            pyIndex(market),
-            exactSyOut,
-            block.timestamp,
-            getDefaultApproxParams()
-        );
-        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)
-        external
-        returns (
-            uint256 netSyIn,
-            uint256 netSyFee,
-            uint256 priceImpact,
-            uint256 exchangeRateAfter
-        )
-    {
-        priceImpact = calcPriceImpactYt(market, exactYtOut.neg());
-
-        MarketState memory state = IPMarket(market).readState(address(this));
-        PYIndex index = pyIndex(market);
-
-        uint256 syReceived;
-        (syReceived, netSyFee, ) = state.swapExactPtForSy(
-            pyIndex(market),
-            exactYtOut,
-            block.timestamp
-        );
-
-        uint256 totalSyNeed = index.assetToSyUp(exactYtOut);
-        netSyIn = totalSyNeed.subMax0(syReceived);
-
-        exchangeRateAfter = _getTradeExchangeRateExcludeFee(market, state);
-    }
-
-    /// @dev netYtOut is the parameter to approx
-    function swapExactSyForYtStatic(address market, uint256 exactSyIn)
-        public
-        returns (
-            uint256 netYtOut,
-            uint256 netSyFee,
-            uint256 priceImpact,
-            uint256 exchangeRateAfter
-        )
-    {
-        MarketState memory state = IPMarket(market).readState(address(this));
-        PYIndex index = pyIndex(market);
-
-        (netYtOut, netSyFee) = state.approxSwapExactSyForYt(
-            index,
-            exactSyIn,
-            block.timestamp,
-            getDefaultApproxParams()
-        );
-
-        priceImpact = calcPriceImpactYt(market, netYtOut.neg());
-
-        // Execute swap to calculate exchangeRateAfter
-        state.swapExactPtForSy(index, netYtOut, block.timestamp);
-        exchangeRateAfter = _getTradeExchangeRateExcludeFee(market, state);
-    }
-
-    function swapExactYtForSyStatic(address market, uint256 exactYtIn)
-        public
-        returns (
-            uint256 netSyOut,
-            uint256 netSyFee,
-            uint256 priceImpact,
-            uint256 exchangeRateAfter
-        )
-    {
-        priceImpact = calcPriceImpactYt(market, exactYtIn.Int());
-
-        MarketState memory state = IPMarket(market).readState(address(this));
-
-        PYIndex index = pyIndex(market);
-
-        uint256 syOwed;
-        (syOwed, netSyFee, ) = state.swapSyForExactPt(index, exactYtIn, block.timestamp);
-
-        uint256 amountPYToRepaySyOwed = index.syToAssetUp(syOwed);
-        uint256 amountPYToRedeemSyOut = exactYtIn - amountPYToRepaySyOwed;
-
-        netSyOut = index.assetToSy(amountPYToRedeemSyOut);
-        exchangeRateAfter = _getTradeExchangeRateExcludeFee(market, state);
-    }
-
-    /// @dev netYtIn is the parameter to approx
-    function swapYtForExactSyStatic(address market, uint256 exactSyOut)
-        external
-        returns (
-            uint256 netYtIn,
-            uint256 netSyFee,
-            uint256 priceImpact,
-            uint256 exchangeRateAfter
-        )
-    {
-        MarketState memory state = IPMarket(market).readState(address(this));
-
-        PYIndex index = pyIndex(market);
-
-        (netYtIn, , netSyFee) = state.approxSwapYtForExactSy(
-            index,
-            exactSyOut,
-            block.timestamp,
-            getDefaultApproxParams()
-        );
-        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
-    function swapExactPtForYt(address market, uint256 exactPtIn)
-        external
-        returns (
-            uint256 netYtOut,
-            uint256 totalPtToSwap,
-            uint256 netSyFee,
-            uint256 priceImpact,
-            uint256 exchangeRateAfter
-        )
-    {
-        MarketState memory state = IPMarket(market).readState(address(this));
-        PYIndex index = pyIndex(market);
-
-        (netYtOut, totalPtToSwap, netSyFee) = state.approxSwapExactPtForYt(
-            index,
-            exactPtIn,
-            block.timestamp,
-            getDefaultApproxParams()
-        );
-        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
-    function swapExactYtForPt(address market, uint256 exactYtIn)
-        external
-        returns (
-            uint256 netPtOut,
-            uint256 totalPtSwapped,
-            uint256 netSyFee,
-            uint256 priceImpact,
-            uint256 exchangeRateAfter
-        )
-    {
-        MarketState memory state = IPMarket(market).readState(address(this));
-        PYIndex index = pyIndex(market);
-
-        (netPtOut, totalPtSwapped, netSyFee) = state.approxSwapExactYtForPt(
-            index,
-            exactYtIn,
-            block.timestamp,
-            getDefaultApproxParams()
-        );
-
-        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) {
-        (, , IPYieldToken YT) = IPMarket(market).readTokens();
-
-        return YT.newIndex();
-    }
-
-    function getTradeExchangeRateExcludeFee(address market) public returns (uint256) {
-        if (IPMarket(market).isExpired()) return Math.ONE;
-        MarketState memory state = IPMarket(market).readState(address(this));
-        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,
-            comp.rateScalar,
-            comp.rateAnchor,
-            0
-        );
-        return preFeeExchangeRate.Uint();
-    }
-
-    function getTradeExchangeRateIncludeFee(address market, int256 netPtOut)
-        public
-        returns (uint256)
-    {
-        if (IPMarket(market).isExpired()) return Math.ONE;
-        int256 netPtToAccount = netPtOut;
-        MarketState memory state = IPMarket(market).readState(address(this));
-        MarketPreCompute memory comp = state.getMarketPreCompute(pyIndex(market), block.timestamp);
-
-        int256 preFeeExchangeRate = MarketMathCore._getExchangeRate(
-            state.totalPt,
-            comp.totalAsset,
-            comp.rateScalar,
-            comp.rateAnchor,
-            netPtToAccount
-        );
-
-        if (netPtToAccount > 0) {
-            int256 postFeeExchangeRate = preFeeExchangeRate.divDown(comp.feeRate);
-            if (postFeeExchangeRate < Math.IONE)
-                revert Errors.MarketExchangeRateBelowOne(postFeeExchangeRate);
-            return postFeeExchangeRate.Uint();
-        } else {
-            return preFeeExchangeRate.mulDown(comp.feeRate).Uint();
-        }
-    }
-
-    function calcPriceImpactPt(address market, int256 netPtOut)
-        public
-        returns (uint256 priceImpact)
-    {
-        uint256 preTradeRate = getTradeExchangeRateIncludeFee(market, _getSign(netPtOut));
-        uint256 tradedRate = getTradeExchangeRateIncludeFee(market, netPtOut);
-        priceImpact = _calculateImpact(preTradeRate, tradedRate);
-    }
-
-    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) {
-        MarketState memory state = IPMarket(market).readState(address(this));
-
-        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);
-    }
-}