@pendle/core-v2 2.15.1 → 2.16.0

package/contracts/interfaces/Balancer/IERC4626LinearPool.sol

@@ -0,0 +1,181 @@
+// SPDX-License-Identifier: GPL-3.0-or-later
+pragma solidity 0.8.17;
+
+interface IERC4626LinearPool {
+    event Approval(address indexed owner, address indexed spender, uint256 value);
+    event PausedStateChanged(bool paused);
+    event RecoveryModeStateChanged(bool enabled);
+    event SwapFeePercentageChanged(uint256 swapFeePercentage);
+    event TargetsSet(address indexed token, uint256 lowerTarget, uint256 upperTarget);
+    event Transfer(address indexed from, address indexed to, uint256 value);
+
+    struct SwapRequest {
+        uint8 kind;
+        address tokenIn;
+        address tokenOut;
+        uint256 amount;
+        bytes32 poolId;
+        uint256 lastChangeBlock;
+        address from;
+        address to;
+        bytes userData;
+    }
+
+    function DOMAIN_SEPARATOR() external view returns (bytes32);
+
+    function allowance(address owner, address spender) external view returns (uint256);
+
+    function approve(address spender, uint256 amount) external returns (bool);
+
+    function balanceOf(address account) external view returns (uint256);
+
+    function decimals() external view returns (uint8);
+
+    function decreaseAllowance(address spender, uint256 amount) external returns (bool);
+
+    function disableRecoveryMode() external;
+
+    function enableRecoveryMode() external;
+
+    function getActionId(bytes4 selector) external view returns (bytes32);
+
+    function getAuthorizer() external view returns (address);
+
+    function getBptIndex() external pure returns (uint256);
+
+    function getDomainSeparator() external view returns (bytes32);
+
+    function getMainIndex() external view returns (uint256);
+
+    function getMainToken() external view returns (address);
+
+    function getNextNonce(address account) external view returns (uint256);
+
+    function getOwner() external view returns (address);
+
+    function getPausedState()
+        external
+        view
+        returns (
+            bool paused,
+            uint256 pauseWindowEndTime,
+            uint256 bufferPeriodEndTime
+        );
+
+    function getPoolId() external view returns (bytes32);
+
+    function getProtocolFeesCollector() external view returns (address);
+
+    function getRate() external view returns (uint256);
+
+    function getScalingFactors() external view returns (uint256[] memory);
+
+    function getSwapFeePercentage() external view returns (uint256);
+
+    function getTargets() external view returns (uint256 lowerTarget, uint256 upperTarget);
+
+    function getVault() external view returns (address);
+
+    function getVirtualSupply() external view returns (uint256);
+
+    function getWrappedIndex() external view returns (uint256);
+
+    function getWrappedToken() external view returns (address);
+
+    function getWrappedTokenRate() external view returns (uint256);
+
+    function inRecoveryMode() external view returns (bool);
+
+    function increaseAllowance(address spender, uint256 addedValue) external returns (bool);
+
+    function initialize() external;
+
+    function name() external view returns (string memory);
+
+    function nonces(address owner) external view returns (uint256);
+
+    function onExitPool(
+        bytes32 poolId,
+        address sender,
+        address,
+        uint256[] memory balances,
+        uint256,
+        uint256,
+        bytes memory userData
+    ) external returns (uint256[] memory amountsOut, uint256[] memory dueProtocolFees);
+
+    function onJoinPool(
+        bytes32 poolId,
+        address sender,
+        address recipient,
+        uint256[] memory balances,
+        uint256,
+        uint256,
+        bytes memory userData
+    ) external returns (uint256[] memory amountsIn, uint256[] memory dueProtocolFees);
+
+    function onSwap(
+        SwapRequest memory request,
+        uint256[] memory balances,
+        uint256 indexIn,
+        uint256 indexOut
+    ) external returns (uint256);
+
+    function onSwap(
+        SwapRequest memory request,
+        uint256 balanceTokenIn,
+        uint256 balanceTokenOut
+    ) external returns (uint256);
+
+    function pause() external;
+
+    function permit(
+        address owner,
+        address spender,
+        uint256 value,
+        uint256 deadline,
+        uint8 v,
+        bytes32 r,
+        bytes32 s
+    ) external;
+
+    function queryExit(
+        bytes32,
+        address sender,
+        address,
+        uint256[] memory balances,
+        uint256,
+        uint256,
+        bytes memory userData
+    ) external returns (uint256 bptIn, uint256[] memory amountsOut);
+
+    function queryJoin(
+        bytes32,
+        address sender,
+        address,
+        uint256[] memory balances,
+        uint256,
+        uint256,
+        bytes memory userData
+    ) external returns (uint256 bptOut, uint256[] memory amountsIn);
+
+    function setSwapFeePercentage(uint256 swapFeePercentage) external;
+
+    function setTargets(uint256 newLowerTarget, uint256 newUpperTarget) external;
+
+    function symbol() external view returns (string memory);
+
+    function totalSupply() external view returns (uint256);
+
+    function transfer(address recipient, uint256 amount) external returns (bool);
+
+    function transferFrom(
+        address sender,
+        address recipient,
+        uint256 amount
+    ) external returns (bool);
+
+    function unpause() external;
+
+    function version() external view returns (string memory);
+}

package/contracts/interfaces/Balancer/IVault.sol

@@ -27,6 +27,19 @@ interface IVault {
         bool fromInternalBalance;
     }
 
+    struct SwapRequest {
+        IVault.SwapKind kind;
+        IERC20 tokenIn;
+        IERC20 tokenOut;
+        uint256 amount;
+        // Misc data
+        bytes32 poolId;
+        uint256 lastChangeBlock;
+        address from;
+        address to;
+        bytes userData;
+    }
+
     function joinPool(
         bytes32 poolId,
         address sender,

package/contracts/offchain-helpers/MarketExchangeRateLib.sol

@@ -0,0 +1,43 @@
+// SPDX-License-Identifier: GPL-3.0-or-later
+pragma solidity 0.8.17;
+
+import "../core/Market/MarketMathCore.sol";
+import "../interfaces/IPMarket.sol";
+
+library MarketExchangeRateLib {
+    using Math for int256;
+    using MarketMathCore for MarketState;
+    using MarketMathCore for MarketPreCompute;
+
+    function getMarketExchangeRate(address market) internal view returns (uint256) {
+        MarketState memory state = IPMarket(market).readState(address(0));
+        MarketPreCompute memory comp = state.getMarketPreCompute(
+            _getPYIndexCurrent(market),
+            block.timestamp
+        );
+
+        return
+            MarketMathCore
+                ._getExchangeRate(
+                    state.totalPt,
+                    comp.totalAsset,
+                    comp.rateScalar,
+                    comp.rateAnchor,
+                    0
+                )
+                .Uint();
+    }
+
+    function _getPYIndexCurrent(address market) private view returns (PYIndex) {
+        (IStandardizedYield SY, , IPYieldToken YT) = IPMarket(market).readTokens();
+        uint256 ytIndex = YT.pyIndexStored();
+        uint256 pyIndexCurrent;
+        if (YT.doCacheIndexSameBlock() && YT.pyIndexLastUpdatedBlock() == block.number) {
+            pyIndexCurrent = ytIndex;
+        } else {
+            uint256 syIndex = SY.exchangeRate();
+            pyIndexCurrent = Math.max(syIndex, ytIndex);
+        }
+        return PYIndex.wrap(pyIndexCurrent);
+    }
+}

package/contracts/router/swap-aggregator/{PendleSwapEthereum.sol → PendleSwap.sol}

@@ -1,22 +1,18 @@
 // SPDX-License-Identifier: GPL-3.0-or-later
 pragma solidity 0.8.17;
 
-import "@openzeppelin/contracts/utils/Address.sol";
 import "../../core/libraries/TokenHelper.sol";
-import "../../core/libraries/Errors.sol";
 import "./IPSwapAggregator.sol";
-import "./1inch/OneInchAggregationRouterHelper.sol";
-import "./kyberswap/ethereum/KyberHelperEthereum.sol";
+import "./kyberswap/KyberInputScalingHelper.sol";
 
-contract PendleSwapEthereum is
-    IPSwapAggregator,
-    TokenHelper,
-    KyberHelperEthereum,
-    OneInchAggregationRouterHelper
-{
+contract PendleSwap is IPSwapAggregator, TokenHelper, KyberInputScalingHelper {
     using Address for address;
 
-    function swap(address tokenIn, uint256 amountIn, SwapData calldata data) external payable {
+    function swap(
+        address tokenIn,
+        uint256 amountIn,
+        SwapData calldata data
+    ) external payable {
         _safeApproveInf(tokenIn, data.extRouter);
         data.extRouter.functionCallWithValue(
             data.needScale
@@ -34,7 +30,7 @@ contract PendleSwapEthereum is
         if (swapType == SwapType.KYBERSWAP) {
             scaledCallData = _getKyberScaledInputData(rawCallData, amountIn);
         } else if (swapType == SwapType.ONE_INCH) {
-            scaledCallData = _get1inchScaledInputData(rawCallData, amountIn);
+            revert("not supported");
         } else {
             assert(false);
         }

package/contracts/router/swap-aggregator/kyberswap/{arbitrum/IExecutorHelper1.sol → IExecutorHelper.sol}

@@ -1,9 +1,22 @@
 // SPDX-License-Identifier: MIT
 pragma solidity 0.8.17;
 
-import "./IHashflow.sol";
+interface IExecutorHelper {
+    struct Swap {
+        bytes data;
+        bytes4 functionSelector;
+    }
+
+    struct SwapExecutorDescription {
+        Swap[][] swapSequences;
+        address tokenIn;
+        address tokenOut;
+        uint256 minTotalAmountOut;
+        address to;
+        uint256 deadline;
+        bytes destTokenFeeData;
+    }
 
-interface IExecutorHelper1 {
     struct UniSwap {
         address pool;
         address tokenIn;
@@ -51,15 +64,6 @@ interface IExecutorHelper1 {
         uint160 sqrtPriceLimitX96;
         bool isUniV3; // true = UniV3, false = ProMM
     }
-    struct SwapCallbackData {
-        bytes path;
-        address payer;
-    }
-    struct SwapCallbackDataPath {
-        address pool;
-        address tokenIn;
-        address tokenOut;
-    }
 
     struct BalancerV2 {
         address vault;
@@ -70,14 +74,6 @@ interface IExecutorHelper1 {
         uint256 limit;
     }
 
-    struct KyberRFQ {
-        address rfq;
-        bytes order;
-        bytes signature;
-        uint256 amount;
-        address payable target;
-    }
-
     struct DODO {
         address recipient;
         address pool;
@@ -110,9 +106,27 @@ interface IExecutorHelper1 {
         bool useAtomicExchange;
     }
 
-    struct Hashflow {
+    struct Platypus {
+        address pool;
+        address tokenIn;
+        address tokenOut;
+        address recipient;
+        uint256 collectAmount; // amount that should be transferred to the pool
+        uint256 limitReturnAmount;
+    }
+
+    struct PSM {
         address router;
-        IHashflow.Quote quote;
+        address tokenIn;
+        address tokenOut;
+        uint256 amountIn;
+        address recipient;
+    }
+
+    struct WSTETH {
+        address pool;
+        uint256 amount;
+        bool isWrapping;
     }
 
     function executeUniSwap(
@@ -175,6 +189,18 @@ interface IExecutorHelper1 {
         uint256 previousAmountOut
     ) external payable returns (uint256);
 
+    function executePlatypusSwap(
+        uint256 index,
+        bytes memory data,
+        uint256 previousAmountOut
+    ) external payable returns (uint256);
+
+    function executeWrappedstETHSwap(
+        uint256 index,
+        bytes memory data,
+        uint256 previousAmountOut
+    ) external payable returns (uint256);
+
     function executeSynthetixSwap(
         uint256 index,
         bytes memory data,
@@ -187,9 +213,27 @@ interface IExecutorHelper1 {
         uint256 previousAmountOut
     ) external payable returns (uint256);
 
+    function executePSMSwap(
+        uint256 index,
+        bytes memory data,
+        uint256 previousAmountOut
+    ) external payable returns (uint256);
+
+    function executeFraxSwap(
+        uint256 index,
+        bytes memory data,
+        uint256 previousAmountOut
+    ) external payable returns (uint256);
+
     function executeCamelotSwap(
         uint256 index,
         bytes memory data,
         uint256 previousAmountOut
     ) external payable returns (uint256);
+
+    function executeKyberLimitOrder(
+        uint256 index,
+        bytes memory data,
+        uint256 previousAmountOut
+    ) external payable returns (uint256);
 }

package/contracts/router/swap-aggregator/kyberswap/{arbitrum/IMetaAggregationRouterV2.sol → IMetaAggregationRouterV2.sol}

@@ -28,9 +28,10 @@ interface IMetaAggregationRouterV2 {
         bytes clientData;
     }
 
-    function swap(
-        SwapExecutionParams calldata execution
-    ) external payable returns (uint256, uint256);
+    function swap(SwapExecutionParams calldata execution)
+        external
+        payable
+        returns (uint256, uint256);
 
     function swapSimpleMode(
         IAggregationExecutor caller,

package/contracts/router/swap-aggregator/kyberswap/KyberInputScalingHelper.sol

@@ -0,0 +1,235 @@
+// SPDX-License-Identifier: MIT
+
+pragma solidity 0.8.17;
+import "./IMetaAggregationRouterV2.sol";
+import "./IHashflow.sol";
+import "./IExecutorHelper.sol";
+import "./ScalingDataLib.sol";
+
+abstract contract KyberInputScalingHelper {
+    uint256 private constant _PARTIAL_FILL = 0x01;
+    uint256 private constant _REQUIRES_EXTRA_ETH = 0x02;
+    uint256 private constant _SHOULD_CLAIM = 0x04;
+    uint256 private constant _BURN_FROM_MSG_SENDER = 0x08;
+    uint256 private constant _BURN_FROM_TX_ORIGIN = 0x10;
+    uint256 private constant _SIMPLE_SWAP = 0x20;
+
+    // fee data in case taking in dest token
+    struct PositiveSlippageFeeData {
+        uint256 partnerPSInfor; // [partnerReceiver (160 bit) + partnerPercent(96bits)]
+        uint256 expectedReturnAmount;
+    }
+
+    struct Swap {
+        bytes data;
+        bytes4 functionSelector;
+    }
+
+    struct SimpleSwapData {
+        address[] firstPools;
+        uint256[] firstSwapAmounts;
+        bytes[] swapDatas;
+        uint256 deadline;
+        bytes positiveSlippageData;
+    }
+
+    struct SwapExecutorDescription {
+        Swap[][] swapSequences;
+        address tokenIn;
+        address tokenOut;
+        uint256 minTotalAmountOut;
+        address to;
+        uint256 deadline;
+        bytes positiveSlippageData;
+    }
+
+    function _getKyberScaledInputData(bytes calldata inputData, uint256 newAmount)
+        internal
+        pure
+        returns (bytes memory)
+    {
+        bytes4 selector = bytes4(inputData[:4]);
+        bytes calldata dataToDecode = inputData[4:];
+
+        if (selector == IMetaAggregationRouterV2.swap.selector) {
+            IMetaAggregationRouterV2.SwapExecutionParams memory params = abi.decode(
+                dataToDecode,
+                (IMetaAggregationRouterV2.SwapExecutionParams)
+            );
+
+            (params.desc, params.targetData) = _getScaledInputDataV2(
+                params.desc,
+                params.targetData,
+                newAmount,
+                _flagsChecked(params.desc.flags, _SIMPLE_SWAP)
+            );
+            return abi.encodeWithSelector(selector, params);
+        } else if (selector == IMetaAggregationRouterV2.swapSimpleMode.selector) {
+            (
+                address callTarget,
+                IMetaAggregationRouterV2.SwapDescriptionV2 memory desc,
+                bytes memory targetData,
+                bytes memory clientData
+            ) = abi.decode(
+                    dataToDecode,
+                    (address, IMetaAggregationRouterV2.SwapDescriptionV2, bytes, bytes)
+                );
+
+            (desc, targetData) = _getScaledInputDataV2(desc, targetData, newAmount, true);
+            return abi.encodeWithSelector(selector, callTarget, desc, targetData, clientData);
+        } else revert("InputScalingHelper: Invalid selector");
+    }
+
+    function _getScaledInputDataV2(
+        IMetaAggregationRouterV2.SwapDescriptionV2 memory desc,
+        bytes memory executorData,
+        uint256 newAmount,
+        bool isSimpleMode
+    ) internal pure returns (IMetaAggregationRouterV2.SwapDescriptionV2 memory, bytes memory) {
+        uint256 oldAmount = desc.amount;
+        if (oldAmount == newAmount) {
+            return (desc, executorData);
+        }
+
+        // simple mode swap
+        if (isSimpleMode) {
+            return (
+                _scaledSwapDescriptionV2(desc, oldAmount, newAmount),
+                _scaledSimpleSwapData(executorData, oldAmount, newAmount)
+            );
+        }
+
+        //normal mode swap
+        return (
+            _scaledSwapDescriptionV2(desc, oldAmount, newAmount),
+            _scaledExecutorCallBytesData(executorData, oldAmount, newAmount)
+        );
+    }
+
+    /// @dev Scale the swap description
+    function _scaledSwapDescriptionV2(
+        IMetaAggregationRouterV2.SwapDescriptionV2 memory desc,
+        uint256 oldAmount,
+        uint256 newAmount
+    ) internal pure returns (IMetaAggregationRouterV2.SwapDescriptionV2 memory) {
+        desc.minReturnAmount = (desc.minReturnAmount * newAmount) / oldAmount;
+        if (desc.minReturnAmount == 0) desc.minReturnAmount = 1;
+        desc.amount = newAmount;
+
+        uint256 nReceivers = desc.srcReceivers.length;
+        for (uint256 i = 0; i < nReceivers; ) {
+            desc.srcAmounts[i] = (desc.srcAmounts[i] * newAmount) / oldAmount;
+            unchecked {
+                ++i;
+            }
+        }
+        return desc;
+    }
+
+    /// @dev Scale the executorData in case swapSimpleMode
+    function _scaledSimpleSwapData(
+        bytes memory data,
+        uint256 oldAmount,
+        uint256 newAmount
+    ) internal pure returns (bytes memory) {
+        SimpleSwapData memory swapData = abi.decode(data, (SimpleSwapData));
+
+        uint256 nPools = swapData.firstPools.length;
+        for (uint256 i = 0; i < nPools; ) {
+            swapData.firstSwapAmounts[i] = (swapData.firstSwapAmounts[i] * newAmount) / oldAmount;
+            unchecked {
+                ++i;
+            }
+        }
+        swapData.positiveSlippageData = _scaledPositiveSlippageFeeData(
+            swapData.positiveSlippageData,
+            oldAmount,
+            newAmount
+        );
+        return abi.encode(swapData);
+    }
+
+    /// @dev Scale the executorData in case normal swap
+    function _scaledExecutorCallBytesData(
+        bytes memory data,
+        uint256 oldAmount,
+        uint256 newAmount
+    ) internal pure returns (bytes memory) {
+        SwapExecutorDescription memory executorDesc = abi.decode(data, (SwapExecutorDescription));
+        executorDesc.minTotalAmountOut = (executorDesc.minTotalAmountOut * newAmount) / oldAmount;
+        executorDesc.positiveSlippageData = _scaledPositiveSlippageFeeData(
+            executorDesc.positiveSlippageData,
+            oldAmount,
+            newAmount
+        );
+
+        uint256 nSequences = executorDesc.swapSequences.length;
+        for (uint256 i = 0; i < nSequences; ) {
+            Swap memory swap = executorDesc.swapSequences[i][0];
+            bytes4 functionSelector = swap.functionSelector;
+
+            if (functionSelector == IExecutorHelper.executeUniSwap.selector) {
+                swap.data = ScalingDataLib.newUniSwap(swap.data, oldAmount, newAmount);
+            } else if (functionSelector == IExecutorHelper.executeStableSwap.selector) {
+                swap.data = ScalingDataLib.newStableSwap(swap.data, oldAmount, newAmount);
+            } else if (functionSelector == IExecutorHelper.executeCurveSwap.selector) {
+                swap.data = ScalingDataLib.newCurveSwap(swap.data, oldAmount, newAmount);
+            } else if (functionSelector == IExecutorHelper.executeKyberDMMSwap.selector) {
+                swap.data = ScalingDataLib.newKyberDMM(swap.data, oldAmount, newAmount);
+            } else if (functionSelector == IExecutorHelper.executeUniV3ProMMSwap.selector) {
+                swap.data = ScalingDataLib.newUniV3ProMM(swap.data, oldAmount, newAmount);
+            } else if (functionSelector == IExecutorHelper.executeRfqSwap.selector) {
+                revert("InputScalingHelper: Can not scale RFQ swap");
+            } else if (functionSelector == IExecutorHelper.executeBalV2Swap.selector) {
+                swap.data = ScalingDataLib.newBalancerV2(swap.data, oldAmount, newAmount);
+            } else if (functionSelector == IExecutorHelper.executeWrappedstETHSwap.selector) {
+                swap.data = ScalingDataLib.newWrappedstETHSwap(swap.data, oldAmount, newAmount);
+            } else if (functionSelector == IExecutorHelper.executeDODOSwap.selector) {
+                swap.data = ScalingDataLib.newDODO(swap.data, oldAmount, newAmount);
+            } else if (functionSelector == IExecutorHelper.executeVelodromeSwap.selector) {
+                swap.data = ScalingDataLib.newVelodrome(swap.data, oldAmount, newAmount);
+            } else if (functionSelector == IExecutorHelper.executeGMXSwap.selector) {
+                swap.data = ScalingDataLib.newGMX(swap.data, oldAmount, newAmount);
+            } else if (functionSelector == IExecutorHelper.executeSynthetixSwap.selector) {
+                swap.data = ScalingDataLib.newSynthetix(swap.data, oldAmount, newAmount);
+            } else if (functionSelector == IExecutorHelper.executeHashflowSwap.selector) {
+                revert("InputScalingHelper: Can not scale RFQ swap");
+            } else if (functionSelector == IExecutorHelper.executeCamelotSwap.selector) {
+                swap.data = ScalingDataLib.newCamelot(swap.data, oldAmount, newAmount);
+            } else if (functionSelector == IExecutorHelper.executeKyberLimitOrder.selector) {
+                revert("InputScalingHelper: Can not scale RFQ swap");
+            } else if (functionSelector == IExecutorHelper.executePSMSwap.selector) {
+                swap.data = ScalingDataLib.newPSM(swap.data, oldAmount, newAmount);
+            } else if (functionSelector == IExecutorHelper.executeFraxSwap.selector) {
+                swap.data = ScalingDataLib.newFrax(swap.data, oldAmount, newAmount);
+            } else if (functionSelector == IExecutorHelper.executePlatypusSwap.selector) {
+                swap.data = ScalingDataLib.newPlatypus(swap.data, oldAmount, newAmount);
+            } else revert("AggregationExecutor: Dex type not supported");
+            unchecked {
+                ++i;
+            }
+        }
+        return abi.encode(executorDesc);
+    }
+
+    function _scaledPositiveSlippageFeeData(
+        bytes memory data,
+        uint256 oldAmount,
+        uint256 newAmount
+    ) internal pure returns (bytes memory newData) {
+        if (data.length > 32) {
+            PositiveSlippageFeeData memory psData = abi.decode(data, (PositiveSlippageFeeData));
+            psData.expectedReturnAmount = (psData.expectedReturnAmount * newAmount) / oldAmount;
+            data = abi.encode(psData);
+        } else if (data.length == 32) {
+            uint256 expectedReturnAmount = abi.decode(data, (uint256));
+            expectedReturnAmount = (expectedReturnAmount * newAmount) / oldAmount;
+            data = abi.encode(expectedReturnAmount);
+        }
+        return data;
+    }
+
+    function _flagsChecked(uint256 number, uint256 flag) internal pure returns (bool) {
+        return number & flag != 0;
+    }
+}