@pendle/core-v2 2.29.1 → 2.29.3

package/contracts/offchain-helpers/router-static/base/ActionMarketAuxStatic.sol

@@ -13,7 +13,9 @@ contract ActionMarketAuxStatic is IPActionMarketAuxStatic {
     using PYIndexLib for PYIndex;
     using PYIndexLib for IPYieldToken;
 
-    function getMarketState(address market)
+    function getMarketState(
+        address market
+    )
         public
         view
         returns (
@@ -34,11 +36,10 @@ contract ActionMarketAuxStatic is IPActionMarketAuxStatic {
         marketExchangeRateExcludeFee = getTradeExchangeRateExcludeFee(market, state);
     }
 
-    function getTradeExchangeRateExcludeFee(address market, MarketState memory state)
-        public
-        view
-        returns (uint256)
-    {
+    function getTradeExchangeRateExcludeFee(
+        address market,
+        MarketState memory state
+    ) public view returns (uint256) {
         if (IPMarket(market).isExpired()) return PMath.ONE;
 
         MarketPreCompute memory comp = state.getMarketPreCompute(
@@ -55,11 +56,10 @@ contract ActionMarketAuxStatic is IPActionMarketAuxStatic {
         return preFeeExchangeRate.Uint();
     }
 
-    function getTradeExchangeRateIncludeFee(address market, int256 netPtOut)
-        public
-        view
-        returns (uint256)
-    {
+    function getTradeExchangeRateIncludeFee(
+        address market,
+        int256 netPtOut
+    ) public view returns (uint256) {
         if (IPMarket(market).isExpired()) return PMath.ONE;
 
         int256 netPtToAccount = netPtOut;
@@ -87,21 +87,19 @@ contract ActionMarketAuxStatic is IPActionMarketAuxStatic {
         }
     }
 
-    function calcPriceImpactPt(address market, int256 netPtOut)
-        public
-        view
-        returns (uint256 priceImpact)
-    {
+    function calcPriceImpactPt(
+        address market,
+        int256 netPtOut
+    ) public view 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
-        view
-        returns (uint256 priceImpact)
-    {
+    function calcPriceImpactYt(
+        address market,
+        int256 netPtOut
+    ) public view returns (uint256 priceImpact) {
         uint256 ytPreTradeRate = _calcVirtualYTPrice(
             getTradeExchangeRateIncludeFee(market, _getSign(netPtOut))
         );
@@ -111,18 +109,21 @@ contract ActionMarketAuxStatic is IPActionMarketAuxStatic {
         priceImpact = _calculateImpact(ytPreTradeRate, ytTradedRate);
     }
 
-    function calcPriceImpactPY(address market, int256 netPtOut)
-        public
-        view
-        returns (uint256 priceImpact)
-    {
+    function calcPriceImpactPY(
+        address market,
+        int256 netPtOut
+    ) public view 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);
+        uint256 ptPreTradePrice = PMath.ONE.divDown(ptPreTradeRate);
+        uint256 ptTradePrice = PMath.ONE.divDown(ptTradeRate);
+
+        uint256 ytPreTradePrice = _calcVirtualYTPrice(ptPreTradeRate);
+        uint256 ytTradePrice = _calcVirtualYTPrice(ptTradeRate);
+
+        uint256 pyPreTradeRate = ytPreTradePrice.divDown(ptPreTradePrice);
+        uint256 pyTradeRate = ytTradePrice.divDown(ptTradePrice);
         priceImpact = _calculateImpact(pyPreTradeRate, pyTradeRate);
     }
 
@@ -177,11 +178,9 @@ contract ActionMarketAuxStatic is IPActionMarketAuxStatic {
         return lnImpliedRate.exp();
     }
 
-    function _calcVirtualYTPrice(uint256 ptAssetExchangeRate)
-        private
-        pure
-        returns (uint256 ytAssetExchangeRate)
-    {
+    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
@@ -194,15 +193,9 @@ contract ActionMarketAuxStatic is IPActionMarketAuxStatic {
         return IPMarket(market).readState(address(this));
     }
 
-    function _readTokens(address market)
-        internal
-        view
-        returns (
-            IStandardizedYield _SY,
-            IPPrincipalToken _PT,
-            IPYieldToken _YT
-        )
-    {
+    function _readTokens(
+        address market
+    ) internal view returns (IStandardizedYield _SY, IPPrincipalToken _PT, IPYieldToken _YT) {
         return IPMarket(market).readTokens();
     }
 
@@ -210,11 +203,10 @@ contract ActionMarketAuxStatic is IPActionMarketAuxStatic {
         return netPtOut > 0 ? int256(1) : int256(-1);
     }
 
-    function _calculateImpact(uint256 rateBefore, uint256 rateTraded)
-        private
-        pure
-        returns (uint256 impact)
-    {
+    function _calculateImpact(
+        uint256 rateBefore,
+        uint256 rateTraded
+    ) private pure returns (uint256 impact) {
         impact = (rateBefore.Int() - rateTraded.Int()).abs().divDown(rateBefore);
     }
 

package/contracts/router/PendleRouterHelper2.sol

@@ -0,0 +1,40 @@
+// SPDX-License-Identifier: GPL-3.0-or-later
+pragma solidity 0.8.17;
+
+import "../interfaces/IPAllAction.sol";
+import "../interfaces/IPMarket.sol";
+import "../interfaces/IPRouterHelper.sol";
+import "./base/ActionBaseMintRedeem.sol";
+import "./base/MarketApproxLib.sol";
+import "../interfaces/IAddressProvider.sol";
+
+contract PendleRouterHelper2 is TokenHelper {
+    IPAllAction public immutable ROUTER;
+    address public immutable WETH;
+
+    constructor(address _ROUTER, address _WETH) {
+        ROUTER = IPAllAction(_ROUTER);
+        WETH = _WETH;
+        _safeApproveInf(WETH, address(ROUTER));
+    }
+
+    receive() external payable {}
+
+    /**
+     * @dev all the parameters for this function should be generated in the same way as they are
+     *  generated for the main Router, except that input.tokenIn & swapData should be generated
+     *  for tokenIn == WETH instead of ETH
+     */
+    function mintSyFromToken(address receiver, address SY, uint256 minSyOut, TokenInput calldata input)
+        external
+        payable
+        returns (uint256 netSyOut)
+    {
+        require(input.tokenIn == WETH);
+
+        _transferIn(NATIVE, msg.sender, input.netTokenIn);
+
+        _wrap_unwrap_ETH(NATIVE, WETH, input.netTokenIn);
+        netSyOut = ROUTER.mintSyFromToken(receiver, SY, minSyOut, input);
+    }
+}

package/deployments/1-core.json

@@ -25,6 +25,7 @@
     "routerStatic": "0x263833d47eA3fA4a30f269323aba6a107f9eB14C",
     "pendleSwap": "0x10115a984d69b0a832239a26d1841f10a59e45d8",
     "routerHelper": "0x462206b11d185ef6F64B41D344325401C37EC335",
+    "routerHelper2": "0x2ed3af0275a1fd0c53c39d70241a1c14e8ce37d3",
     "ptOracle": "0x14030836AEc15B2ad48bB097bd57032559339c92",
     "liquiditySeedingHelper": "0x39cD9CB33dA6b5eb2A22CbE0a07647E2c3C76D23",
     "vePendle": "0x4f30A9D41B80ecC5B94306AB4364951AE3170210",

package/deployments/1-markets/EPENDLE-SEP2024.json

@@ -0,0 +1,12 @@
+{
+    "name": "SY ePendle",
+    "symbol": "SY-ePendle",
+    "doCacheIndex": true,
+    "expiry": 1727308800,
+    "scalarRoot": "22259416476000000000",
+    "initialRateAnchor": "1134651159000000000",
+    "SY": "0x887bdD18D042A85b9c702698eFE71E1C38d5C868",
+    "PT": "0x0Ba11DEe8b63f08EA25d0cc733601e8C15325a8D",
+    "YT": "0x41535fc6AdCb81a7af1bD4669d221983Ed4e33Af",
+    "market": "0x0eB3f11ed8ca69813744868D02D83D4Fbf72841e"
+}

package/deployments/1-markets/SFRAX-MARCH2024.json

@@ -0,0 +1,10 @@
+{
+    "name": "SY sFRAX",
+    "SY": "0xb359F0A97Ca269Ae5574dc75be48b0e81eFD1dA2",
+    "YT": "0xDe364a895D4EC08c05A34F6883A8E41C15619Ed8",
+    "PT": "0xBF44fbCc181e297E1532B72c6ca500fe150C5b9E",
+    "market": "0x1806855b73881eD4E435c97C6Da58b01Be5D7390",
+    "expiry": 1711584000,
+    "scalarRoot": "151425174849000000000",
+    "initAnchor": "1025338668000000000"
+}

package/deployments/1-markets/SILO-CRVUSD-MARCH2024.json

@@ -0,0 +1,10 @@
+{
+    "name": "SY Silo crvUSD",
+    "SY": "0xE05082B184a34668CD8A904D85FA815802BBb04c",
+    "YT": "0xED97f94dd94255637A054098604E0201C442a3FD",
+    "PT": "0xB87511364014C088e30f872EfC4a00D7efB843AC",
+    "market": "0xC9beCdbC62efb867cB52222b34c187fB170379C6",
+    "expiry": 1711584000,
+    "scalarRoot": "50749840533000000000",
+    "initAnchor": "1033799235000000000"
+}

package/deployments/10-core.json

@@ -22,6 +22,7 @@
     "routerStatic": "0x704478Dd72FD7F9B83d1F1e0fc18C14B54F034d0",
     "pendleSwap": "0x963ddBB35c1AE44e2a159E3b5fb5177E0B32660d",
     "routerHelper": "0x462206b11d185ef6F64B41D344325401C37EC335",
+    "routerHelper2": "0x25e5e9E134ddAf1D378fcB0Ec8dbd3F148cb55FD",
     "ptOracle": "0x4106FC9811a792130502Bb3A5b693894cca7bD8e",
     "externalRewardDistributor": "0x1fBaCedf510dAA79dfD9B41227A7ba192d5D548D",
     "liquiditySeedingHelper": "0xFc7A495389cD3454f5cC0Ecaa55D30E343A1Fc16",

package/deployments/42161-core.json

@@ -22,9 +22,11 @@
     "routerStatic": "0xAdB09F65bd90d19e3148D9ccb693F3161C6DB3E8",
     "pendleSwap": "0x38812c3ac3563bf200482ac9d096952d7cb55f9b",
     "routerHelper": "0x462206b11d185ef6F64B41D344325401C37EC335",
+    "routerHelper2": "0x64e50365eb97a199d71b15e32761c4b9147cd0f0",
     "ptOracle": "0x1f6Cee6740e1492C279532348137FF40E0f23D05",
     "liquiditySeedingHelper": "0x5e5A839443f59776a789C40506A63C0c70071008",
     "receiverEndpoint": "0xC9215ae9EC67385F38C755D862C8eE3702B5793A",
     "vePendle": "0x3209E9412cca80B18338f2a56ADA59c484c39644",
-    "gaugeController": "0x1e56299ebc8a1010cec26005d12e3e5c5cc2db00"
+    "gaugeController": "0x1e56299ebc8a1010cec26005d12e3e5c5cc2db00",
+    "arbMerkleDistribution": "0x23a102e78D1FF1645a3666691495174764a5FCAF"
 }

package/deployments/42161-markets/KYBER-AXLWSTETH-WSTETH-MARCH2024.json

@@ -0,0 +1,10 @@
+{
+    "name": "SY Kyber Elastic axlWstEth-wstETH",
+    "SY": "0x6f14d3cD37a0647a3eE60eb2214486f8A1CDdccc",
+    "YT": "0xFafA2b178cB40Ac28E034548D9ba6085bcc5CA28",
+    "PT": "0x8491F9a5Ba93ab2def499d956fd7CaAf1e9f6040",
+    "market": "0xb7ffe52EA584d2169Ae66e7F0423574A5E15056F",
+    "expiry": 1711584000,
+    "scalarRoot": "38277548936000000000",
+    "initAnchor": "1042001573000000000"
+}

package/deployments/56-core.json

@@ -22,6 +22,7 @@
     "routerStatic": "0x2700ADB035F82a11899ce1D3f1BF8451c296eABb",
     "pendleSwap": "0x59f0c4a186744b573f15fbbc3737014f7f3da835",
     "routerHelper": "0x09D65812dCD0f276e052583d41885cA5C7Dd0086",
+    "routerHelper2": "0x46aCbe071f580bfC09C6F48326f01148991DB107",
     "ptOracle": "0xA48A88EbF6683324bAf17aEB51A6d89294D4bedc",
     "liquiditySeedingHelper": "0x203D3A2Fd52973A34bAb6fC50E3B69863bdb769C",
     "receiverEndpoint": "0x998CF52b2585e05494BF9F2bF502351a9C7FdA8f",

package/deployments/core.ts

@@ -0,0 +1,29 @@
+import ethCoreJSON from './1-core.json';
+
+export interface PendleCore {
+    PENDLE: string;
+    yieldContractFactory: string;
+    marketFactory: string;
+    bulkSellerFactory: string;
+    bulkSellerOffchain: string;
+    router: string;
+    routerStatic: string;
+    vePendle: string;
+    gaugeController: string;
+}
+
+export interface PendleCoreMainchain extends PendleCore {
+    senderEndpoint: string;
+    votingController: string;
+    feeDistributor: string;
+}
+
+export interface PendleCoreSidechain extends PendleCore {
+    receiverEndpoint: string;
+}
+
+const ethCore: PendleCoreMainchain = ethCoreJSON;
+
+export const pendleCore = {
+    ethereum: ethCore,
+};

package/deployments/index.ts

@@ -0,0 +1,4 @@
+export * from './core';
+export * from './markets';
+export * from './misc';
+export * from '../typechain-types';

package/deployments/markets/ape-june-29-2023.ts

@@ -0,0 +1,3 @@
+import { MarketDeployment } from './types';
+import marketApeJune292022JSON from '../1-markets/APE-JUNE-29.json';
+export const apeJune292022: MarketDeployment = marketApeJune292022JSON;

package/deployments/markets/balancer-reth-dec-28-2023.ts

@@ -0,0 +1,3 @@
+import { MarketDeployment } from './types';
+import marketBalancerRethDec282023JSON from '../1-markets/BALANCER-LP-AURA-RETH-WETH-28DEC.json';
+export const balancerRethDec282023: MarketDeployment = marketBalancerRethDec282023JSON;

package/deployments/markets/balancer-wsteth-jun-27-2024.ts

@@ -0,0 +1,3 @@
+import { MarketDeployment } from './types';
+import marketBalancerWstEthJun272024JSON from '../1-markets/BALANCER-LP-AURA-WSTETH-WETH-JUN272024.json';
+export const balancerWstEthJun272024: MarketDeployment = marketBalancerWstEthJun272024JSON;

package/deployments/markets/curve-fraxusdc-march-30-2023.ts

@@ -0,0 +1,3 @@
+import { MarketDeployment } from './types';
+import marketCurveFraxUsdcMarch302023JSON from '../1-markets/FRAXUSDC-CURVELP-MARCH30.json';
+export const curveFraxUsdcMarch302023: MarketDeployment = marketCurveFraxUsdcMarch302023JSON;

package/deployments/markets/index.ts

@@ -0,0 +1,17 @@
+import { apeJune292022 } from './ape-june-29-2023';
+import { balancerRethDec282023 } from './balancer-reth-dec-28-2023';
+import { balancerWstEthJun272024 } from './balancer-wsteth-jun-27-2024';
+import { curveFraxUsdcMarch302023 } from './curve-fraxusdc-march-30-2023';
+import { looksMarch302023 } from './looks-march-30-2023';
+import { stEthJune292023 } from './steth-june-29-2023';
+import { stEthMarch302023 } from './steth-march-30-2023';
+
+export const markets = {
+    apeJune292022,
+    balancerRethDec282023,
+    balancerWstEthJun272024,
+    curveFraxUsdcMarch302023,
+    looksMarch302023,
+    stEthJune292023,
+    stEthMarch302023,
+};

package/deployments/markets/looks-march-30-2023.ts

@@ -0,0 +1,3 @@
+import { MarketDeployment } from './types';
+import marketLooksMarch302023JSON from '../1-markets/LOOKS-STAKING-MARCH30.json';
+export const looksMarch302023: MarketDeployment = marketLooksMarch302023JSON;

package/deployments/markets/steth-june-29-2023.ts

@@ -0,0 +1,3 @@
+import { MarketDeployment } from './types';
+import marketStEthJune292023JSON from '../1-markets/STETH-JUNE29.json';
+export const stEthJune292023: MarketDeployment = marketStEthJune292023JSON;

package/deployments/markets/steth-march-30-2023.ts

@@ -0,0 +1,3 @@
+import { MarketDeployment } from './types';
+import marketStEthMarch302023JSON from '../1-markets/STETH-MARCH30.json';
+export const stEthMarch302023: MarketDeployment = marketStEthMarch302023JSON;

package/deployments/markets/types.ts

@@ -0,0 +1,9 @@
+export interface MarketDeployment {
+    name: string;
+    SY: string;
+    YT: string;
+    PT: string;
+    market: string;
+    expiry: number;
+    bulkSeller?: string;
+}