@pendle/core-v2 2.15.2 → 2.17.0-tradingbot

package/build/artifacts/contracts/router/swap-aggregator/kyberswap/IMetaAggregationRouterV2.sol/IMetaAggregationRouterV2.dbg.json

@@ -0,0 +1,4 @@
+{
+  "_format": "hh-sol-dbg-1",
+  "buildInfo": "../../../../../build-info/1bf81f134058c934a6ad444823acb655.json"
+}

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

@@ -1,7 +1,7 @@
 {
   "_format": "hh-sol-artifact-1",
   "contractName": "IMetaAggregationRouterV2",
-  "sourceName": "contracts/router/swap-aggregator/kyberswap/arbitrum/IMetaAggregationRouterV2.sol",
+  "sourceName": "contracts/router/swap-aggregator/kyberswap/IMetaAggregationRouterV2.sol",
   "abi": [
     {
       "inputs": [

package/build/artifacts/contracts/router/swap-aggregator/kyberswap/KyberInputScalingHelper.sol/KyberInputScalingHelper.dbg.json

@@ -0,0 +1,4 @@
+{
+  "_format": "hh-sol-dbg-1",
+  "buildInfo": "../../../../../build-info/1bf81f134058c934a6ad444823acb655.json"
+}

package/build/artifacts/contracts/router/swap-aggregator/kyberswap/{ethereum/KyberHelperEthereum.sol/KyberHelperEthereum.json → KyberInputScalingHelper.sol/KyberInputScalingHelper.json}

@@ -1,7 +1,7 @@
 {
   "_format": "hh-sol-artifact-1",
-  "contractName": "KyberHelperEthereum",
-  "sourceName": "contracts/router/swap-aggregator/kyberswap/ethereum/KyberHelperEthereum.sol",
+  "contractName": "KyberInputScalingHelper",
+  "sourceName": "contracts/router/swap-aggregator/kyberswap/KyberInputScalingHelper.sol",
   "abi": [],
   "bytecode": "0x",
   "deployedBytecode": "0x",

package/build/artifacts/contracts/router/swap-aggregator/kyberswap/ScalingDataLib.sol/ScalingDataLib.dbg.json

@@ -0,0 +1,4 @@
+{
+  "_format": "hh-sol-dbg-1",
+  "buildInfo": "../../../../../build-info/1bf81f134058c934a6ad444823acb655.json"
+}

package/build/artifacts/contracts/router/swap-aggregator/kyberswap/ScalingDataLib.sol/ScalingDataLib.json

@@ -0,0 +1,10 @@
+{
+  "_format": "hh-sol-artifact-1",
+  "contractName": "ScalingDataLib",
+  "sourceName": "contracts/router/swap-aggregator/kyberswap/ScalingDataLib.sol",
+  "abi": [],
+  "bytecode": "0x60566037600b82828239805160001a607314602a57634e487b7160e01b600052600060045260246000fd5b30600052607381538281f3fe73000000000000000000000000000000000000000030146080604052600080fdfea2646970667358221220cfba1793d0bf2005e9ec0047b2572c3062305c74344dcf37d39ad9fc7600e96b64736f6c63430008110033",
+  "deployedBytecode": "0x73000000000000000000000000000000000000000030146080604052600080fdfea2646970667358221220cfba1793d0bf2005e9ec0047b2572c3062305c74344dcf37d39ad9fc7600e96b64736f6c63430008110033",
+  "linkReferences": {},
+  "deployedLinkReferences": {}
+}

package/contracts/core/StandardizedYield/implementations/BalancerStable/PendleAuraBbAWethSwethSY.sol

@@ -0,0 +1,153 @@
+// SPDX-License-Identifier: GPL-3.0-or-later
+pragma solidity 0.8.17;
+
+import "./base/PendleAuraBalancerStableLPSYV2.sol";
+import "./base/ComposableStable/ComposableStablePreview.sol";
+import "./base/Linear/BbAPoolHelper.sol";
+
+contract PendleAuraBbAWethSwethSY is PendleAuraBalancerStableLPSYV2, BbAWethHelper {
+    uint256 internal constant AURA_PID = 86;
+    address internal constant LP = 0x02D928E68D8F10C0358566152677Db51E1e2Dc8C;
+    address internal constant SWETH = 0xf951E335afb289353dc249e82926178EaC7DEd78;
+
+    bool internal constant NO_TOKENS_EXEMPT = true;
+    bool internal constant ALL_TOKENS_EXEMPT = false;
+
+    constructor(
+        string memory _name,
+        string memory _symbol,
+        LinearPreview _linearPreviewHelper,
+        ComposableStablePreview _composablePreviewHelper
+    )
+        BbAWethHelper(_linearPreviewHelper)
+        PendleAuraBalancerStableLPSYV2(_name, _symbol, LP, AURA_PID, _composablePreviewHelper)
+    //solhint-disable-next-line
+    {
+
+    }
+
+    function _deposit(address tokenIn, uint256 amount)
+        internal
+        override
+        returns (uint256 amountSharesOut)
+    {
+        if (tokenIn == NATIVE || tokenIn == WETH || tokenIn == WA_WETH) {
+            uint256 amountBbAWeth = _depositBbAWeth(tokenIn, amount);
+            amountSharesOut = super._deposit(BB_A_WETH, amountBbAWeth);
+        } else {
+            amountSharesOut = super._deposit(tokenIn, amount);
+        }
+    }
+
+    function _redeem(
+        address receiver,
+        address tokenOut,
+        uint256 amountSharesToRedeem
+    ) internal override returns (uint256 amountTokenOut) {
+        if (tokenOut == NATIVE || tokenOut == WETH || tokenOut == WA_WETH) {
+            uint256 amountBbAWeth = super._redeem(address(this), BB_A_WETH, amountSharesToRedeem);
+            amountTokenOut = _redeemBbAWeth(receiver, tokenOut, amountBbAWeth);
+        } else {
+            return super._redeem(receiver, tokenOut, amountSharesToRedeem);
+        }
+    }
+
+    function _previewDeposit(address tokenIn, uint256 amountTokenToDeposit)
+        internal
+        view
+        override
+        returns (uint256 amountSharesOut)
+    {
+        if (tokenIn == NATIVE || tokenIn == WETH || tokenIn == WA_WETH) {
+            uint256 amountBbAWeth = _previewDepositBbAWeth(tokenIn, amountTokenToDeposit);
+            amountSharesOut = super._previewDeposit(BB_A_WETH, amountBbAWeth);
+        } else {
+            amountSharesOut = super._previewDeposit(tokenIn, amountTokenToDeposit);
+        }
+    }
+
+    function _previewRedeem(address tokenOut, uint256 amountSharesToRedeem)
+        internal
+        view
+        override
+        returns (uint256 amountTokenOut)
+    {
+        if (tokenOut == NATIVE || tokenOut == WETH || tokenOut == WA_WETH) {
+            uint256 amountBbAWeth = super._previewRedeem(BB_A_WETH, amountSharesToRedeem);
+            amountTokenOut = _previewRedeemBbAWeth(tokenOut, amountBbAWeth);
+        } else {
+            return super._previewRedeem(tokenOut, amountSharesToRedeem);
+        }
+    }
+
+    function _getImmutablePoolData() internal pure override returns (bytes memory ret) {
+        ComposableStablePreview.ImmutableData memory res;
+        res.poolTokens = _getPoolTokenAddresses();
+        res.rateProviders = _getRateProviders();
+        res.rawScalingFactors = _getRawScalingFactors();
+        res.isExemptFromYieldProtocolFee = _getExemption();
+        res.LP = LP;
+        res.noTokensExempt = NO_TOKENS_EXEMPT;
+        res.allTokensExempt = ALL_TOKENS_EXEMPT;
+        res.bptIndex = _getBPTIndex();
+        res.totalTokens = res.poolTokens.length;
+
+        return abi.encode(res);
+    }
+
+    //  --------------------------------- POOL CONSTANTS ---------------------------------
+    function _getPoolTokenAddresses() internal pure override returns (address[] memory res) {
+        res = new address[](3);
+        res[0] = LP;
+        res[1] = BB_A_WETH;
+        res[2] = SWETH;
+    }
+
+    function _getBPTIndex() internal pure override returns (uint256) {
+        return 0;
+    }
+
+    function _getRateProviders() internal pure returns (address[] memory res) {
+        res = new address[](3);
+        res[0] = 0x0000000000000000000000000000000000000000;
+        res[1] = 0x60D604890feaa0b5460B28A424407c24fe89374a;
+        res[2] = 0xf951E335afb289353dc249e82926178EaC7DEd78;
+    }
+
+    function _getRawScalingFactors() internal pure returns (uint256[] memory res) {
+        res = new uint256[](3);
+        res[0] = res[1] = res[2] = 1e18;
+    }
+
+    function _getExemption() internal pure returns (bool[] memory res) {
+        res = new bool[](3);
+        res[0] = res[1] = res[2] = false;
+    }
+
+    function getTokensIn() public pure override returns (address[] memory res) {
+        res = new address[](6);
+        res[0] = NATIVE;
+        res[1] = WETH;
+        res[2] = WA_WETH;
+        res[3] = BB_A_WETH;
+        res[4] = SWETH;
+        res[5] = LP;
+    }
+
+    function getTokensOut() public pure override returns (address[] memory res) {
+        return getTokensIn();
+    }
+
+    function isValidTokenIn(address token) public pure override returns (bool) {
+        return (token == NATIVE ||
+            token == WETH ||
+            token == WA_WETH ||
+            token == BB_A_WETH ||
+            token == SWETH ||
+            token == LP);
+    }
+
+    function isValidTokenOut(address token) public pure override returns (bool) {
+        return isValidTokenIn(token);
+    }
+}

package/contracts/core/StandardizedYield/implementations/BalancerStable/base/ComposableStable/ComposableStableMath.sol

@@ -0,0 +1,289 @@
+// SPDX-License-Identifier: GPL-3.0-or-later
+pragma solidity ^0.8.17;
+
+import "../FixedPoint.sol";
+
+// almost copy-paste from https://etherscan.io/token/0x1e19cf2d73a72ef1332c882f20534b6519be0276#code
+library ComposableStableMath {
+    using FixedPoint for uint256;
+
+    uint256 internal constant _MIN_AMP = 1;
+    uint256 internal constant _MAX_AMP = 5000;
+    uint256 internal constant _AMP_PRECISION = 1e3;
+
+    function _calculateInvariant(uint256 amplificationParameter, uint256[] memory balances)
+        internal
+        pure
+        returns (uint256)
+    {
+        unchecked {
+            /**********************************************************************************************
+        // invariant                                                                                 //
+        // D = invariant                                                  D^(n+1)                    //
+        // A = amplification coefficient      A  n^n S + D = A D n^n + -----------                   //
+        // S = sum of balances                                             n^n P                     //
+        // P = product of balances                                                                   //
+        // n = number of tokens                                                                      //
+        **********************************************************************************************/
+
+            // Always round down, to match Vyper's arithmetic (which always truncates).
+
+            uint256 sum = 0; // S in the Curve version
+            uint256 numTokens = balances.length;
+            for (uint256 i = 0; i < numTokens; i++) {
+                sum = sum.add(balances[i]);
+            }
+            if (sum == 0) {
+                return 0;
+            }
+
+            uint256 prevInvariant; // Dprev in the Curve version
+            uint256 invariant = sum; // D in the Curve version
+            uint256 ampTimesTotal = amplificationParameter * numTokens; // Ann in the Curve version
+
+            for (uint256 i = 0; i < 255; i++) {
+                uint256 D_P = invariant;
+
+                for (uint256 j = 0; j < numTokens; j++) {
+                    // (D_P * invariant) / (balances[j] * numTokens)
+                    D_P = divDown(mul(D_P, invariant), mul(balances[j], numTokens));
+                }
+
+                prevInvariant = invariant;
+
+                invariant = divDown(
+                    mul(
+                        // (ampTimesTotal * sum) / AMP_PRECISION + D_P * numTokens
+                        (
+                            divDown(mul(ampTimesTotal, sum), _AMP_PRECISION).add(
+                                mul(D_P, numTokens)
+                            )
+                        ),
+                        invariant
+                    ),
+                    // ((ampTimesTotal - _AMP_PRECISION) * invariant) / _AMP_PRECISION + (numTokens + 1) * D_P
+                    (
+                        divDown(mul((ampTimesTotal - _AMP_PRECISION), invariant), _AMP_PRECISION)
+                            .add(mul((numTokens + 1), D_P))
+                    )
+                );
+
+                if (invariant > prevInvariant) {
+                    if (invariant - prevInvariant <= 1) {
+                        return invariant;
+                    }
+                } else if (prevInvariant - invariant <= 1) {
+                    return invariant;
+                }
+            }
+
+            revert("Stable Invariant did not converge");
+        }
+    }
+
+    function _calcBptOutGivenExactTokensIn(
+        uint256 amp,
+        uint256[] memory balances,
+        uint256[] memory amountsIn,
+        uint256 bptTotalSupply,
+        uint256 currentInvariant,
+        uint256 swapFeePercentage
+    ) internal pure returns (uint256) {
+        unchecked {
+            // BPT out, so we round down overall.
+
+            // First loop calculates the sum of all token balances, which will be used to calculate
+            // the current weights of each token, relative to this sum
+            uint256 sumBalances = 0;
+            for (uint256 i = 0; i < balances.length; i++) {
+                sumBalances = sumBalances.add(balances[i]);
+            }
+
+            // Calculate the weighted balance ratio without considering fees
+            uint256[] memory balanceRatiosWithFee = new uint256[](amountsIn.length);
+            // The weighted sum of token balance ratios with fee
+            uint256 invariantRatioWithFees = 0;
+            for (uint256 i = 0; i < balances.length; i++) {
+                uint256 currentWeight = balances[i].divDown(sumBalances);
+                balanceRatiosWithFee[i] = balances[i].add(amountsIn[i]).divDown(balances[i]);
+                invariantRatioWithFees = invariantRatioWithFees.add(
+                    balanceRatiosWithFee[i].mulDown(currentWeight)
+                );
+            }
+
+            // Second loop calculates new amounts in, taking into account the fee on the percentage excess
+            uint256[] memory newBalances = new uint256[](balances.length);
+            for (uint256 i = 0; i < balances.length; i++) {
+                uint256 amountInWithoutFee;
+
+                // Check if the balance ratio is greater than the ideal ratio to charge fees or not
+                if (balanceRatiosWithFee[i] > invariantRatioWithFees) {
+                    uint256 nonTaxableAmount = balances[i].mulDown(
+                        invariantRatioWithFees.sub(FixedPoint.ONE)
+                    );
+                    uint256 taxableAmount = amountsIn[i].sub(nonTaxableAmount);
+                    // No need to use checked arithmetic for the swap fee, it is guaranteed to be lower than 50%
+                    amountInWithoutFee = nonTaxableAmount.add(
+                        taxableAmount.mulDown(FixedPoint.ONE - swapFeePercentage)
+                    );
+                } else {
+                    amountInWithoutFee = amountsIn[i];
+                }
+
+                newBalances[i] = balances[i].add(amountInWithoutFee);
+            }
+
+            uint256 newInvariant = _calculateInvariant(amp, newBalances);
+            uint256 invariantRatio = newInvariant.divDown(currentInvariant);
+
+            // If the invariant didn't increase for any reason, we simply don't mint BPT
+            if (invariantRatio > FixedPoint.ONE) {
+                return bptTotalSupply.mulDown(invariantRatio - FixedPoint.ONE);
+            } else {
+                return 0;
+            }
+        }
+    }
+
+    function _calcTokenOutGivenExactBptIn(
+        uint256 amp,
+        uint256[] memory balances,
+        uint256 tokenIndex,
+        uint256 bptAmountIn,
+        uint256 bptTotalSupply,
+        uint256 currentInvariant,
+        uint256 swapFeePercentage
+    ) internal pure returns (uint256) {
+        unchecked {
+            // Token out, so we round down overall.
+
+            uint256 newInvariant = bptTotalSupply.sub(bptAmountIn).divUp(bptTotalSupply).mulUp(
+                currentInvariant
+            );
+
+            // Calculate amount out without fee
+            uint256 newBalanceTokenIndex = _getTokenBalanceGivenInvariantAndAllOtherBalances(
+                amp,
+                balances,
+                newInvariant,
+                tokenIndex
+            );
+            uint256 amountOutWithoutFee = balances[tokenIndex].sub(newBalanceTokenIndex);
+
+            // First calculate the sum of all token balances, which will be used to calculate
+            // the current weight of each token
+            uint256 sumBalances = 0;
+            for (uint256 i = 0; i < balances.length; i++) {
+                sumBalances = sumBalances.add(balances[i]);
+            }
+
+            // We can now compute how much excess balance is being withdrawn as a result of the virtual swaps, which result
+            // in swap fees.
+            uint256 currentWeight = balances[tokenIndex].divDown(sumBalances);
+            uint256 taxablePercentage = currentWeight.complement();
+
+            // Swap fees are typically charged on 'token in', but there is no 'token in' here, so we apply it
+            // to 'token out'. This results in slightly larger price impact. Fees are rounded up.
+            uint256 taxableAmount = amountOutWithoutFee.mulUp(taxablePercentage);
+            uint256 nonTaxableAmount = amountOutWithoutFee.sub(taxableAmount);
+
+            // No need to use checked arithmetic for the swap fee, it is guaranteed to be lower than 50%
+            return nonTaxableAmount.add(taxableAmount.mulDown(FixedPoint.ONE - swapFeePercentage));
+        }
+    }
+
+    // This function calculates the balance of a given token (tokenIndex)
+    // given all the other balances and the invariant
+    function _getTokenBalanceGivenInvariantAndAllOtherBalances(
+        uint256 amplificationParameter,
+        uint256[] memory balances,
+        uint256 invariant,
+        uint256 tokenIndex
+    ) internal pure returns (uint256) {
+        unchecked {
+            // Rounds result up overall
+
+            uint256 ampTimesTotal = amplificationParameter * balances.length;
+            uint256 sum = balances[0];
+            uint256 P_D = balances[0] * balances.length;
+            for (uint256 j = 1; j < balances.length; j++) {
+                P_D = divDown(mul(mul(P_D, balances[j]), balances.length), invariant);
+                sum = sum.add(balances[j]);
+            }
+            // No need to use safe math, based on the loop above `sum` is greater than or equal to `balances[tokenIndex]`
+            sum = sum - balances[tokenIndex];
+
+            uint256 inv2 = mul(invariant, invariant);
+            // We remove the balance from c by multiplying it
+            uint256 c = mul(
+                mul(divUp(inv2, mul(ampTimesTotal, P_D)), _AMP_PRECISION),
+                balances[tokenIndex]
+            );
+            uint256 b = sum.add(mul(divDown(invariant, ampTimesTotal), _AMP_PRECISION));
+
+            // We iterate to find the balance
+            uint256 prevTokenBalance = 0;
+            // We multiply the first iteration outside the loop with the invariant to set the value of the
+            // initial approximation.
+            uint256 tokenBalance = divUp(inv2.add(c), invariant.add(b));
+
+            for (uint256 i = 0; i < 255; i++) {
+                prevTokenBalance = tokenBalance;
+
+                tokenBalance = divUp(
+                    mul(tokenBalance, tokenBalance).add(c),
+                    mul(tokenBalance, 2).add(b).sub(invariant)
+                );
+
+                if (tokenBalance > prevTokenBalance) {
+                    if (tokenBalance - prevTokenBalance <= 1) {
+                        return tokenBalance;
+                    }
+                } else if (prevTokenBalance - tokenBalance <= 1) {
+                    return tokenBalance;
+                }
+            }
+
+            revert("Stable get balance did not converge");
+        }
+    }
+
+    /*///////////////////////////////////////////////////////////////
+                    LEGACY MATH FUNCTIONS
+    //////////////////////////////////////////////////////////////*/
+
+    function mul(uint256 a, uint256 b) internal pure returns (uint256) {
+        unchecked {
+            uint256 c = a * b;
+            require(a == 0 || c / a == b);
+            return c;
+        }
+    }
+
+    function div(
+        uint256 a,
+        uint256 b,
+        bool roundUp
+    ) private pure returns (uint256) {
+        return roundUp ? divUp(a, b) : divDown(a, b);
+    }
+
+    function divDown(uint256 a, uint256 b) private pure returns (uint256) {
+        unchecked {
+            require(b != 0);
+            return a / b;
+        }
+    }
+
+    function divUp(uint256 a, uint256 b) private pure returns (uint256) {
+        unchecked {
+            require(b != 0);
+
+            if (a == 0) {
+                return 0;
+            } else {
+                return 1 + (a - 1) / b;
+            }
+        }
+    }
+}