@pendle/core-v2 2.19.0 → 2.20.0-tradingbot

package/contracts/interfaces/IPActionMarketCoreStatic.sol

@@ -1,4 +1,3 @@
-// SPDX-License-Identifier: GPL-3.0-or-later
 pragma solidity ^0.8.17;
 
 interface IPActionMarketCoreStatic {
@@ -6,14 +5,7 @@ interface IPActionMarketCoreStatic {
         address market,
         uint256 netSyDesired,
         uint256 netPtDesired
-    )
-        external
-        view
-        returns (
-            uint256 netLpOut,
-            uint256 netSyUsed,
-            uint256 netPtUsed
-        );
+    ) external view returns (uint256 netLpOut, uint256 netSyUsed, uint256 netPtUsed);
 
     function addLiquidityDualTokenAndPtStatic(
         address market,
@@ -32,9 +24,11 @@ interface IPActionMarketCoreStatic {
             uint256 netSyDesired
         );
 
-    function addLiquiditySinglePtStatic(address market, uint256 netPtIn)
+    function addLiquiditySinglePtStatic(
+        address market,
+        uint256 netPtIn
+    )
         external
-        view
         returns (
             uint256 netLpOut,
             uint256 netPtToSwap,
@@ -44,18 +38,16 @@ interface IPActionMarketCoreStatic {
             uint256 netSyFromSwap
         );
 
-    function addLiquiditySingleSyKeepYtStatic(address market, uint256 netSyIn)
-        external
-        view
-        returns (
-            uint256 netLpOut,
-            uint256 netYtOut,
-            uint256 netSyToPY
-        );
+    function addLiquiditySingleSyKeepYtStatic(
+        address market,
+        uint256 netSyIn
+    ) external returns (uint256 netLpOut, uint256 netYtOut, uint256 netSyToPY);
 
-    function addLiquiditySingleSyStatic(address market, uint256 netSyIn)
+    function addLiquiditySingleSyStatic(
+        address market,
+        uint256 netSyIn
+    )
         external
-        view
         returns (
             uint256 netLpOut,
             uint256 netPtFromSwap,
@@ -72,13 +64,7 @@ interface IPActionMarketCoreStatic {
         address bulk
     )
         external
-        view
-        returns (
-            uint256 netLpOut,
-            uint256 netYtOut,
-            uint256 netSyMinted,
-            uint256 netSyToPY
-        );
+        returns (uint256 netLpOut, uint256 netYtOut, uint256 netSyMinted, uint256 netSyToPY);
 
     function addLiquiditySingleTokenStatic(
         address market,
@@ -87,7 +73,6 @@ interface IPActionMarketCoreStatic {
         address bulk
     )
         external
-        view
         returns (
             uint256 netLpOut,
             uint256 netPtFromSwap,
@@ -98,28 +83,23 @@ interface IPActionMarketCoreStatic {
             uint256 netSyToSwap
         );
 
-    function removeLiquidityDualSyAndPtStatic(address market, uint256 netLpToRemove)
-        external
-        view
-        returns (uint256 netSyOut, uint256 netPtOut);
+    function removeLiquidityDualSyAndPtStatic(
+        address market,
+        uint256 netLpToRemove
+    ) external view returns (uint256 netSyOut, uint256 netPtOut);
 
     function removeLiquidityDualTokenAndPtStatic(
         address market,
         uint256 netLpToRemove,
         address tokenOut,
         address bulk
-    )
-        external
-        view
-        returns (
-            uint256 netTokenOut,
-            uint256 netPtOut,
-            uint256 netSyToRedeem
-        );
+    ) external view returns (uint256 netTokenOut, uint256 netPtOut, uint256 netSyToRedeem);
 
-    function removeLiquiditySinglePtStatic(address market, uint256 netLpToRemove)
+    function removeLiquiditySinglePtStatic(
+        address market,
+        uint256 netLpToRemove
+    )
         external
-        view
         returns (
             uint256 netPtOut,
             uint256 netPtFromSwap,
@@ -130,9 +110,11 @@ interface IPActionMarketCoreStatic {
             uint256 netPtFromBurn
         );
 
-    function removeLiquiditySingleSyStatic(address market, uint256 netLpToRemove)
+    function removeLiquiditySingleSyStatic(
+        address market,
+        uint256 netLpToRemove
+    )
         external
-        view
         returns (
             uint256 netSyOut,
             uint256 netSyFee,
@@ -150,7 +132,6 @@ interface IPActionMarketCoreStatic {
         address bulk
     )
         external
-        view
         returns (
             uint256 netTokenOut,
             uint256 netSyFee,
@@ -162,9 +143,11 @@ interface IPActionMarketCoreStatic {
             uint256 netSyFromSwap
         );
 
-    function swapExactPtForSyStatic(address market, uint256 exactPtIn)
+    function swapExactPtForSyStatic(
+        address market,
+        uint256 exactPtIn
+    )
         external
-        view
         returns (
             uint256 netSyOut,
             uint256 netSyFee,
@@ -179,7 +162,6 @@ interface IPActionMarketCoreStatic {
         address bulk
     )
         external
-        view
         returns (
             uint256 netTokenOut,
             uint256 netSyToRedeem,
@@ -188,9 +170,11 @@ interface IPActionMarketCoreStatic {
             uint256 exchangeRateAfter
         );
 
-    function swapExactPtForYtStatic(address market, uint256 exactPtIn)
+    function swapExactPtForYtStatic(
+        address market,
+        uint256 exactPtIn
+    )
         external
-        view
         returns (
             uint256 netYtOut,
             uint256 totalPtToSwap,
@@ -199,9 +183,11 @@ interface IPActionMarketCoreStatic {
             uint256 exchangeRateAfter
         );
 
-    function swapExactSyForPtStatic(address market, uint256 exactSyIn)
+    function swapExactSyForPtStatic(
+        address market,
+        uint256 exactSyIn
+    )
         external
-        view
         returns (
             uint256 netPtOut,
             uint256 netSyFee,
@@ -209,9 +195,11 @@ interface IPActionMarketCoreStatic {
             uint256 exchangeRateAfter
         );
 
-    function swapExactSyForYtStatic(address market, uint256 exactSyIn)
+    function swapExactSyForYtStatic(
+        address market,
+        uint256 exactSyIn
+    )
         external
-        view
         returns (
             uint256 netYtOut,
             uint256 netSyFee,
@@ -226,7 +214,6 @@ interface IPActionMarketCoreStatic {
         address bulk
     )
         external
-        view
         returns (
             uint256 netPtOut,
             uint256 netSyMinted,
@@ -242,7 +229,6 @@ interface IPActionMarketCoreStatic {
         address bulk
     )
         external
-        view
         returns (
             uint256 netYtOut,
             uint256 netSyMinted,
@@ -251,9 +237,11 @@ interface IPActionMarketCoreStatic {
             uint256 exchangeRateAfter
         );
 
-    function swapExactYtForPtStatic(address market, uint256 exactYtIn)
+    function swapExactYtForPtStatic(
+        address market,
+        uint256 exactYtIn
+    )
         external
-        view
         returns (
             uint256 netPtOut,
             uint256 totalPtSwapped,
@@ -262,9 +250,11 @@ interface IPActionMarketCoreStatic {
             uint256 exchangeRateAfter
         );
 
-    function swapExactYtForSyStatic(address market, uint256 exactYtIn)
+    function swapExactYtForSyStatic(
+        address market,
+        uint256 exactYtIn
+    )
         external
-        view
         returns (
             uint256 netSyOut,
             uint256 netSyFee,
@@ -282,7 +272,6 @@ interface IPActionMarketCoreStatic {
         address bulk
     )
         external
-        view
         returns (
             uint256 netTokenOut,
             uint256 netSyFee,
@@ -294,9 +283,11 @@ interface IPActionMarketCoreStatic {
             uint256 netPYToRedeemSyOutInt
         );
 
-    function swapPtForExactSyStatic(address market, uint256 exactSyOut)
+    function swapPtForExactSyStatic(
+        address market,
+        uint256 exactSyOut
+    )
         external
-        view
         returns (
             uint256 netPtIn,
             uint256 netSyFee,
@@ -304,9 +295,11 @@ interface IPActionMarketCoreStatic {
             uint256 exchangeRateAfter
         );
 
-    function swapSyForExactPtStatic(address market, uint256 exactPtOut)
+    function swapSyForExactPtStatic(
+        address market,
+        uint256 exactPtOut
+    )
         external
-        view
         returns (
             uint256 netSyIn,
             uint256 netSyFee,
@@ -314,9 +307,11 @@ interface IPActionMarketCoreStatic {
             uint256 exchangeRateAfter
         );
 
-    function swapSyForExactYtStatic(address market, uint256 exactYtOut)
+    function swapSyForExactYtStatic(
+        address market,
+        uint256 exactYtOut
+    )
         external
-        view
         returns (
             uint256 netSyIn,
             uint256 netSyFee,
@@ -326,9 +321,11 @@ interface IPActionMarketCoreStatic {
             uint256 totalSyNeedInt
         );
 
-    function swapYtForExactSyStatic(address market, uint256 exactSyOut)
+    function swapYtForExactSyStatic(
+        address market,
+        uint256 exactSyOut
+    )
         external
-        view
         returns (
             uint256 netYtIn,
             uint256 netSyFee,

package/contracts/interfaces/IPActionMintRedeemStatic.sol

@@ -1,4 +1,3 @@
-// SPDX-License-Identifier: GPL-3.0-or-later
 pragma solidity ^0.8.17;
 
 interface IPActionMintRedeemStatic {
@@ -14,26 +13,19 @@ interface IPActionMintRedeemStatic {
         address SY,
         uint256 netTokenIn,
         uint256 netSyIn
-    )
-        external
-        view
-        returns (
-            address bulk,
-            uint256 totalToken,
-            uint256 totalSy
-        );
+    ) external view returns (address bulk, uint256 totalToken, uint256 totalSy);
 
-    function mintPyFromSyStatic(address YT, uint256 netSyToMint)
-        external
-        view
-        returns (uint256 netPYOut);
+    function mintPyFromSyStatic(
+        address YT,
+        uint256 netSyToMint
+    ) external returns (uint256 netPYOut);
 
     function mintPyFromTokenStatic(
         address YT,
         address tokenIn,
         uint256 netTokenIn,
         address bulk
-    ) external view returns (uint256 netPyOut);
+    ) external returns (uint256 netPyOut);
 
     function mintSyFromTokenStatic(
         address SY,
@@ -42,17 +34,17 @@ interface IPActionMintRedeemStatic {
         address bulk
     ) external view returns (uint256 netSyOut);
 
-    function redeemPyToSyStatic(address YT, uint256 netPYToRedeem)
-        external
-        view
-        returns (uint256 netSyOut);
+    function redeemPyToSyStatic(
+        address YT,
+        uint256 netPYToRedeem
+    ) external returns (uint256 netSyOut);
 
     function redeemPyToTokenStatic(
         address YT,
         uint256 netPYToRedeem,
         address tokenOut,
         address bulk
-    ) external view returns (uint256 netTokenOut);
+    ) external returns (uint256 netTokenOut);
 
     function redeemSyToTokenStatic(
         address SY,
@@ -60,8 +52,4 @@ interface IPActionMintRedeemStatic {
         uint256 netSyIn,
         address bulk
     ) external view returns (uint256 netTokenOut);
-
-    function pyIndexCurrentViewMarket(address market) external view returns (uint256);
-
-    function pyIndexCurrentViewYt(address yt) external view returns (uint256);
 }

package/contracts/interfaces/IPRouterStatic.sol

@@ -1,4 +1,3 @@
-// SPDX-License-Identifier: GPL-3.0-or-later
 pragma solidity ^0.8.17;
 
 import "./IPActionMarketAuxStatic.sol";
@@ -9,7 +8,6 @@ import "./IPActionVePendleStatic.sol";
 import "./IPMiniDiamond.sol";
 import "./IPActionStorageStatic.sol";
 
-//solhint-disable-next-line no-empty-blocks
 interface IPRouterStatic is
     IPActionMintRedeemStatic,
     IPActionInfoStatic,
@@ -18,6 +16,4 @@ interface IPRouterStatic is
     IPActionVePendleStatic,
     IPMiniDiamond,
     IPActionStorageStatic
-{
-
-}
+{}

package/contracts/interfaces/IStandardizedYield.sol

@@ -146,29 +146,24 @@ interface IStandardizedYield is IERC20Metadata {
 
     function isValidTokenOut(address token) external view returns (bool);
 
-    function previewDeposit(address tokenIn, uint256 amountTokenToDeposit)
-        external
-        view
-        returns (uint256 amountSharesOut);
+    function previewDeposit(
+        address tokenIn,
+        uint256 amountTokenToDeposit
+    ) external view returns (uint256 amountSharesOut);
 
-    function previewRedeem(address tokenOut, uint256 amountSharesToRedeem)
-        external
-        view
-        returns (uint256 amountTokenOut);
+    function previewRedeem(
+        address tokenOut,
+        uint256 amountSharesToRedeem
+    ) external view returns (uint256 amountTokenOut);
 
     /**
      * @notice This function contains information to interpret what the asset is
-     * @return assetType the type of the asset (0 for ERC20 tokens, 1 for AMM liquidity tokens,
-        2 for bridged yield bearing tokens like wstETH, rETH on Arbi whose the underlying asset doesn't exist on the chain)
+     * @return assetType the type of the asset (0 for ERC20 tokens, 1 for AMM liquidity tokens)
      * @return assetAddress the address of the asset
      * @return assetDecimals the decimals of the asset
      */
     function assetInfo()
         external
         view
-        returns (
-            AssetType assetType,
-            address assetAddress,
-            uint8 assetDecimals
-        );
+        returns (AssetType assetType, address assetAddress, uint8 assetDecimals);
 }

package/contracts/interfaces/TradingBot/IBotDecisionHelper.sol

@@ -0,0 +1,75 @@
+// SPDX-License-Identifier: GPL-3.0-or-later
+pragma solidity 0.8.17;
+
+import "./ITradingBotBase.sol";
+
+enum TradeActionType {
+    NONE,
+    AddLiqFromYt, // Sell YT for LP
+    RemoveLiqToYt // Zap out to YT,
+}
+
+enum RebalanceType {
+    NONE,
+    AddLiqKeepYt,
+    RemoveLpAndYt,
+    SellYt
+}
+
+interface IBotDecisionHelper {
+    enum TradeActionResult {
+        TARGET_NOT_REACHED,
+        SUCCESS,
+        FAIL_OR_TARGET_EXCEED
+    }
+
+    struct RebalanceOutput {
+        RebalanceType rebalanceType;
+        uint256 amountIn;
+        uint256 amountOut;
+        uint256 amountOut2;
+    }
+
+    struct TradeParams {
+        StrategyData strategyData;
+        TradeActionType action;
+        uint256 targetIy;
+    }
+
+    struct TradeResult {
+        TradeActionType action;
+        int currentBin;
+        uint256 targetIy;
+        uint256 guessBotParams;
+        uint256 guessIntParams;
+        uint256 amountOut;
+    }
+
+    function getCurrentBin(StrategyData memory strategyData) external view returns (int256);
+
+    function searchForBotParam(
+        StrategyData memory strategyData,
+        TradeActionType action,
+        uint256 targetIy,
+        uint256 rebalanceAdditionalCheck,
+        ApproxParams memory botParams,
+        ApproxParams memory intParams
+    ) external view returns (uint256);
+
+    function getRebalanceAction(address botAddress) external view returns (RebalanceOutput memory);
+
+    function getTradeAction(address botAddress) external view returns (TradeResult memory res);
+
+    function getBotPosition(
+        address botAddress
+    )
+        external
+        view
+        returns (
+            StrategyData memory strategyData,
+            uint256 tvlInSy,
+            uint256 iy,
+            uint256 currentSyRatio,
+            uint256 currentYtPtRatio
+        );
+}

package/contracts/interfaces/TradingBot/ILongYieldDecisionHelper.sol

@@ -0,0 +1,8 @@
+// SPDX-License-Identifier: GPL-3.0-or-later
+pragma solidity 0.8.17;
+
+import "./IBotDecisionHelper.sol";
+
+interface ILongYieldDecisionHelper is IBotDecisionHelper {
+    function getAvailableZpiAmount(address botAddress) external returns (uint256 amountSyToZpi);
+}

package/contracts/interfaces/TradingBot/ILongYieldTradingBot.sol

@@ -0,0 +1,51 @@
+// SPDX-License-Identifier: GPL-3.0-or-later
+pragma solidity 0.8.17;
+
+import "./ITradingBotBase.sol";
+import "./IBotDecisionHelper.sol";
+
+interface ILongYieldTradingBot is ITradingBotBase {
+    event SwapSyToYt(ApproxParams botParams, uint256 maxSyIn, uint256 exactYtOut, uint256 netSyIn);
+
+    event AddLiqKeepYt(
+        uint256 netSyIn,
+        uint256 netLpOut,
+        uint256 netYtOut
+    );
+
+    event AddLiqFromSy(ApproxParams botParams, uint256 maxSyIn, uint256 netSyIn, uint256 netLpOut);
+
+    event AddLiqFromYt(ApproxParams botParams, uint256 netYtIn, uint256 netLpOut);
+
+    event RemoveLiqToYt(ApproxParams botParams, uint256 netLpIn, uint256 netYtOut);
+
+    struct AddLiqFromYtInput {
+        ApproxParams botParams;
+        uint256 minLpOut;
+        uint256 targetIy;
+        int256 currentBin;
+    }
+
+    struct RemoveLiqToYtInput {
+        ApproxParams botParams;
+        ApproxParams guessTotalPtToSwap;
+        uint256 minYtOut;
+        uint256 targetIy;
+        int256 currentBin;
+    }
+
+
+    function addLiqKeepYt(
+        uint256 netSyIn,
+        uint256 minLpOut,
+        uint256 minYtOut
+    ) external returns (uint256 netLpOut, uint256 netYtOut);
+
+    function addLiqFromYt(
+        AddLiqFromYtInput calldata inputParams
+    ) external returns (uint256 netPtFromSwap, uint256 netLpOut, uint256 netYtIn);
+
+    function removeLiqToYt(
+        RemoveLiqToYtInput calldata inputParams
+    ) external returns (uint256 netLpRemoved, uint256 netYtOut);
+}

package/contracts/interfaces/TradingBot/IShortYieldDecisionHelper.sol

@@ -0,0 +1,7 @@
+// SPDX-License-Identifier: GPL-3.0-or-later
+pragma solidity 0.8.17;
+
+import "./IBotDecisionHelper.sol";
+
+interface IShortYieldDecisionHelper is IBotDecisionHelper {
+}

package/contracts/interfaces/TradingBot/IShortYieldTradingBot.sol

@@ -0,0 +1,27 @@
+// SPDX-License-Identifier: GPL-3.0-or-later
+pragma solidity 0.8.17;
+
+import "./ITradingBotBase.sol";
+import "./IBotDecisionHelper.sol";
+
+interface IShortYieldTradingBot is ITradingBotBase {
+    event MintPy(uint256 netSyIn, uint256 netPyOut);
+
+    event SwapPtForYt(SwapInput inputParams, uint256 netYtOut);
+
+    event SwapYtForPt(SwapInput inputParams, uint256 netPtOut);
+
+    struct SwapInput {
+        ApproxParams botParams;
+        ApproxParams guessTotalPtToSwap;
+        uint256 minAmountOut;
+        uint256 targetIy;
+        int256 currentBin;
+    }
+
+    function mintPY(uint256 netSyIn, uint256 minPyOut) external returns (uint256 netPyOut);
+
+    function swapPtForYt(SwapInput calldata inputParams) external returns (uint256 netYtOut);
+
+    function swapYtForPt(SwapInput calldata inputParams) external returns (uint256 netPtOut);
+}

package/contracts/interfaces/TradingBot/ITradingBotBase.sol

@@ -0,0 +1,53 @@
+// SPDX-License-Identifier: GPL-3.0-or-later
+pragma solidity 0.8.17;
+
+import "../IPAllAction.sol";
+import "../../core/libraries/TokenAmountLib.sol";
+import "../../core/TradingBot/libraries/MarketExtLib.sol";
+
+struct BotState {
+    uint256 lpBalance;
+    uint256 ytBalance;
+    uint256 ptBalance;
+    uint256 syBalance;
+    uint256 buyBins;
+}
+
+struct TradingSpecs {
+    uint256 buyYtIy;
+    uint256 sellYtIy;
+    uint256 targetSyRatio;
+    uint256 bufferSyRatio;
+    uint256 targetYtPtRatio;
+    uint256 numOfBins;
+}
+
+struct StrategyData {
+    BotState botState;
+    MarketExtState marketExt;
+    TradingSpecs specs;
+}
+
+interface ITradingBotBase {
+    struct MultiApproval {
+        address[] tokens;
+        address spender;
+    }
+
+    event DepositSy(uint256 netSyIn);
+
+    event DepositToken(address indexed token, uint256 netTokenIn);
+
+    event WithdrawFunds(address indexed token, uint256 amount);
+
+    event ClaimAndCompound(uint256 netSyOut);
+
+    function compound(
+        TokenInput calldata inp,
+        uint256 minSyOut
+    ) external returns (uint256 netSyOut);
+
+    function readStrategyData() external view returns (StrategyData memory strategyData);
+
+    function setSpecs(TradingSpecs calldata _specs) external;
+}