@pendle/core-v2 3.0.0-beta-11 → 3.0.0-beta-12

package/contracts/oracles/PendleLpOracleLib.sol

@@ -18,7 +18,11 @@ library PendleLpOracleLib {
     function getLpToAssetRate(IPMarket market, uint32 duration) internal view returns (uint256) {
         (uint256 syIndex, uint256 pyIndex) = PendlePtOracleLib.getSYandPYIndexCurrent(market);
         uint256 lpToAssetRateRaw = _getLpToAssetRateRaw(market, duration, pyIndex);
-        return (lpToAssetRateRaw * syIndex) / pyIndex;
+        if (syIndex >= pyIndex) {
+            return lpToAssetRateRaw;
+        } else {
+            return (lpToAssetRateRaw * syIndex) / pyIndex;
+        }
     }
 
     function _getLpToAssetRateRaw(
@@ -28,20 +32,15 @@ library PendleLpOracleLib {
     ) private view returns (uint256 lpToAssetRateRaw) {
         MarketState memory state = market.readState(address(0));
 
-        MarketPreCompute memory comp = state.getMarketPreCompute(
-            PYIndex.wrap(pyIndex),
-            block.timestamp
-        );
-
         int256 totalHypotheticalAsset;
         if (state.expiry <= block.timestamp) {
             // 1 PT = 1 Asset post-expiry
-            totalHypotheticalAsset = state.totalPt + comp.totalAsset;
+            totalHypotheticalAsset = state.totalPt + PYIndexLib.syToAsset(PYIndex.wrap(pyIndex), state.totalSy);
         } else {
+            MarketPreCompute memory comp = state.getMarketPreCompute(PYIndex.wrap(pyIndex), block.timestamp);
+
             (int256 rateOracle, int256 rateHypTrade) = _getPtRatesRaw(market, state, duration);
-            int256 cParam = LogExpMath.exp(
-                comp.rateScalar.mulDown((rateOracle - comp.rateAnchor))
-            );
+            int256 cParam = LogExpMath.exp(comp.rateScalar.mulDown((rateOracle - comp.rateAnchor)));
 
             int256 tradeSize = (cParam.mulDown(comp.totalAsset) - state.totalPt).divDown(
                 PMath.IONE + cParam.divDown(rateHypTrade)

package/contracts/oracles/PendlePtOracle.sol

@@ -1,5 +1,5 @@
 // SPDX-License-Identifier: GPL-3.0-or-later
-pragma solidity 0.8.17;
+pragma solidity ^0.8.17;
 
 import "./PendlePtOracleLib.sol";
 import "../interfaces/IPPtOracle.sol";
@@ -40,10 +40,7 @@ contract PendlePtOracle is BoringOwnableUpgradeable, IPPtOracle {
      * @param market market to get rate from
      * @param duration twap duration
      */
-    function getPtToAssetRate(
-        address market,
-        uint32 duration
-    ) external view returns (uint256 ptToAssetRate) {
+    function getPtToAssetRate(address market, uint32 duration) external view returns (uint256 ptToAssetRate) {
         ptToAssetRate = IPMarket(market).getPtToAssetRate(duration);
     }
 
@@ -60,20 +57,10 @@ contract PendlePtOracle is BoringOwnableUpgradeable, IPPtOracle {
     )
         external
         view
-        returns (
-            bool increaseCardinalityRequired,
-            uint16 cardinalityRequired,
-            bool oldestObservationSatisfied
-        )
+        returns (bool increaseCardinalityRequired, uint16 cardinalityRequired, bool oldestObservationSatisfied)
     {
-        (
-            ,
-            ,
-            ,
-            uint16 observationIndex,
-            uint16 observationCardinality,
-            uint16 cardinalityReserved
-        ) = IPMarket(market)._storage();
+        (, , , uint16 observationIndex, uint16 observationCardinality, uint16 cardinalityReserved) = IPMarket(market)
+            ._storage();
 
         // checkIncreaseCardinalityRequired
         cardinalityRequired = _calcCardinalityRequiredRequired(duration);
@@ -90,7 +77,9 @@ contract PendlePtOracle is BoringOwnableUpgradeable, IPPtOracle {
     }
 
     function _calcCardinalityRequiredRequired(uint32 duration) internal view returns (uint16) {
-        uint32 cardinalityRequired = (duration * BLOCK_CYCLE_DENOMINATOR) / blockCycleNumerator;
+        uint32 cardinalityRequired = (duration * BLOCK_CYCLE_DENOMINATOR + blockCycleNumerator - 1) /
+            blockCycleNumerator +
+            1;
         if (cardinalityRequired > type(uint16).max) {
             revert TwapDurationTooLarge(duration, cardinalityRequired);
         }

package/contracts/oracles/PendlePtOracleLib.sol

@@ -16,7 +16,11 @@ library PendlePtOracleLib {
      */
     function getPtToAssetRate(IPMarket market, uint32 duration) internal view returns (uint256) {
         (uint256 syIndex, uint256 pyIndex) = getSYandPYIndexCurrent(market);
-        return (getPtToAssetRateRaw(market,duration) * syIndex) / pyIndex;
+        if (syIndex >= pyIndex) {
+            return getPtToAssetRateRaw(market, duration);
+        } else {
+            return (getPtToAssetRateRaw(market, duration) * syIndex) / pyIndex;
+        }
     }
 
     function getPtToAssetRateRaw(IPMarket market, uint32 duration) internal view returns (uint256) {
@@ -27,17 +31,12 @@ library PendlePtOracleLib {
         } else {
             uint256 lnImpliedRate = _getMarketLnImpliedRate(market, duration);
             uint256 timeToExpiry = expiry - block.timestamp;
-            uint256 assetToPtRate =
-                MarketMathCore._getExchangeRateFromImpliedRate(lnImpliedRate, timeToExpiry).Uint();
+            uint256 assetToPtRate = MarketMathCore._getExchangeRateFromImpliedRate(lnImpliedRate, timeToExpiry).Uint();
             return PMath.ONE.divDown(assetToPtRate);
         }
     }
 
-    function getSYandPYIndexCurrent(IPMarket market)
-        internal
-        view
-        returns (uint256 syIndex, uint256 pyIndex)
-    {
+    function getSYandPYIndexCurrent(IPMarket market) internal view returns (uint256 syIndex, uint256 pyIndex) {
         (IStandardizedYield SY, , IPYieldToken YT) = market.readTokens();
 
         syIndex = SY.exchangeRate();
@@ -50,11 +49,7 @@ library PendlePtOracleLib {
         }
     }
 
-    function _getMarketLnImpliedRate(IPMarket market, uint32 duration)
-        private
-        view
-        returns (uint256)
-    {
+    function _getMarketLnImpliedRate(IPMarket market, uint32 duration) private view returns (uint256) {
         uint32[] memory durations = new uint32[](2);
         durations[0] = duration;
 

package/contracts/oracles/samples/PendleLpGlpOracle.sol

@@ -1,5 +1,5 @@
 // SPDX-License-Identifier: GPL-3.0-or-later
-pragma solidity 0.8.17;
+pragma solidity ^0.8.17;
 
 import "../PendleLpOracleLib.sol";
 import "../../interfaces/IPPtOracle.sol";
@@ -18,19 +18,15 @@ contract PendleLpGlpOracle {
     address public immutable glpManager;
     error OracleNotReady(bool increaseCardinalityRequired, bool oldestObservationSatisfied);
 
-    constructor(
-        address _ptOracle,
-        uint32 _twapDuration,
-        address _market,
-        address _glpManager
-    ) {
+    constructor(address _ptOracle, uint32 _twapDuration, address _market, address _glpManager) {
         twapDuration = _twapDuration;
         market = _market;
         glpManager = _glpManager;
 
-        (bool increaseCardinalityRequired, , bool oldestObservationSatisfied) = IPPtOracle(
-            _ptOracle
-        ).getOracleState(market, twapDuration);
+        (bool increaseCardinalityRequired, , bool oldestObservationSatisfied) = IPPtOracle(_ptOracle).getOracleState(
+            market,
+            twapDuration
+        );
 
         if (increaseCardinalityRequired || !oldestObservationSatisfied) {
             revert OracleNotReady(increaseCardinalityRequired, oldestObservationSatisfied);

package/contracts/oracles/samples/PendlePtGlpOracle.sol

@@ -1,5 +1,5 @@
 // SPDX-License-Identifier: GPL-3.0-or-later
-pragma solidity 0.8.17;
+pragma solidity ^0.8.17;
 
 import "../PendlePtOracleLib.sol";
 import "../../interfaces/IPPtOracle.sol";
@@ -21,19 +21,15 @@ contract PendlePtGlpOracle {
     address public immutable glpManager;
     error OracleNotReady(bool increaseCardinalityRequired, bool oldestObservationSatisfied);
 
-    constructor(
-        address _ptOracle,
-        uint32 _twapDuration,
-        address _market,
-        address _glpManager
-    ) {
+    constructor(address _ptOracle, uint32 _twapDuration, address _market, address _glpManager) {
         twapDuration = _twapDuration;
         market = _market;
         glpManager = _glpManager;
 
-        (bool increaseCardinalityRequired, , bool oldestObservationSatisfied) = IPPtOracle(
-            _ptOracle
-        ).getOracleState(market, twapDuration);
+        (bool increaseCardinalityRequired, , bool oldestObservationSatisfied) = IPPtOracle(_ptOracle).getOracleState(
+            market,
+            twapDuration
+        );
 
         if (increaseCardinalityRequired || !oldestObservationSatisfied) {
             revert OracleNotReady(increaseCardinalityRequired, oldestObservationSatisfied);

package/contracts/oracles/samples/PendlePtUsdChainlinkOracle.sol

@@ -1,9 +1,9 @@
 // SPDX-License-Identifier: GPL-3.0-or-later
-pragma solidity 0.8.17;
+pragma solidity ^0.8.17;
 
 import "../../interfaces/IPPtOracle.sol";
 import "../../core/libraries/math/PMath.sol";
-import { AggregatorV2V3Interface as IChainlinkAggregator } from "@chainlink/contracts/src/v0.8/interfaces/AggregatorV2V3Interface.sol";
+import {AggregatorV2V3Interface as IChainlinkAggregator} from "@chainlink/contracts/src/v0.8/interfaces/AggregatorV2V3Interface.sol";
 
 /**
  * @notice The returned price from this contract is multiply with the default USD price of asset
@@ -20,21 +20,17 @@ contract PendlePtUsdChainlinkOracle {
 
     error OracleNotReady(bool increaseCardinalityRequired, bool oldestObservationSatisfied);
 
-    constructor(
-        address _ptOracle,
-        uint32 _twapDuration,
-        address _market,
-        address _feed
-    ) {
+    constructor(address _ptOracle, uint32 _twapDuration, address _market, address _feed) {
         ptOracle = _ptOracle;
         twapDuration = _twapDuration;
         market = _market;
         feed = _feed;
         feedDecimals = IChainlinkAggregator(feed).decimals();
 
-        (bool increaseCardinalityRequired, , bool oldestObservationSatisfied) = IPPtOracle(
-            _ptOracle
-        ).getOracleState(market, twapDuration);
+        (bool increaseCardinalityRequired, , bool oldestObservationSatisfied) = IPPtOracle(_ptOracle).getOracleState(
+            market,
+            twapDuration
+        );
 
         if (increaseCardinalityRequired || !oldestObservationSatisfied) {
             revert OracleNotReady(increaseCardinalityRequired, oldestObservationSatisfied);
@@ -49,10 +45,7 @@ contract PendlePtUsdChainlinkOracle {
 
     function _getUnderlyingAssetPrice() internal view virtual returns (uint256) {
         uint256 rawPrice = uint256(IChainlinkAggregator(feed).latestAnswer());
-        return
-            feedDecimals < 18
-                ? rawPrice * 10**(18 - feedDecimals)
-                : rawPrice / 10**(feedDecimals - 18);
+        return feedDecimals < 18 ? rawPrice * 10 ** (18 - feedDecimals) : rawPrice / 10 ** (feedDecimals - 18);
     }
 
     function decimals() external pure virtual returns (uint8) {

package/contracts/router/ActionAddRemoveLiqV3.sol

@@ -21,12 +21,12 @@ contract ActionAddRemoveLiqV3 is IPActionAddRemoveLiqV3, ActionBase {
         uint256 netPtDesired,
         uint256 minLpOut
     ) external payable returns (uint256 netLpOut, uint256 netPtUsed, uint256 netSyInterm) {
-        (IStandardizedYield SY, IPPrincipalToken PT,) = IPMarket(market).readTokens();
+        (IStandardizedYield SY, IPPrincipalToken PT, ) = IPMarket(market).readTokens();
 
         netSyInterm = _mintSyFromToken(market, address(SY), 1, input);
         uint256 netSyUsed;
 
-        (,, netSyUsed, netPtUsed) = _readMarket(market).addLiquidity(netSyInterm, netPtDesired, block.timestamp);
+        (, , netSyUsed, netPtUsed) = _readMarket(market).addLiquidity(netSyInterm, netPtDesired, block.timestamp);
 
         if (netSyInterm != netSyUsed) {
             revert Errors.RouterNotAllSyUsed(netSyInterm, netSyUsed);
@@ -34,12 +34,19 @@ contract ActionAddRemoveLiqV3 is IPActionAddRemoveLiqV3, ActionBase {
 
         // SY has been minted and transferred to the market
         _transferFrom(PT, msg.sender, market, netPtUsed);
-        (netLpOut,,) = IPMarket(market).mint(receiver, netSyUsed, netPtUsed);
+        (netLpOut, , ) = IPMarket(market).mint(receiver, netSyUsed, netPtUsed);
 
         if (netLpOut < minLpOut) revert Errors.RouterInsufficientLpOut(netLpOut, minLpOut);
 
         emit AddLiquidityDualTokenAndPt(
-            msg.sender, market, input.tokenIn, receiver, input.netTokenIn, netPtUsed, netLpOut, netSyInterm
+            msg.sender,
+            market,
+            input.tokenIn,
+            receiver,
+            input.netTokenIn,
+            netPtUsed,
+            netLpOut,
+            netSyInterm
         );
     }
 
@@ -50,15 +57,18 @@ contract ActionAddRemoveLiqV3 is IPActionAddRemoveLiqV3, ActionBase {
         uint256 netPtDesired,
         uint256 minLpOut
     ) external returns (uint256 netLpOut, uint256 netSyUsed, uint256 netPtUsed) {
-        (IStandardizedYield SY, IPPrincipalToken PT,) = IPMarket(market).readTokens();
+        (IStandardizedYield SY, IPPrincipalToken PT, ) = IPMarket(market).readTokens();
 
         // calculate the amount of SY and PT to be used
-        (, netLpOut, netSyUsed, netPtUsed) =
-            _readMarket(market).addLiquidity(netSyDesired, netPtDesired, block.timestamp);
+        (, netLpOut, netSyUsed, netPtUsed) = _readMarket(market).addLiquidity(
+            netSyDesired,
+            netPtDesired,
+            block.timestamp
+        );
 
         _transferFrom(SY, msg.sender, market, netSyUsed);
         _transferFrom(PT, msg.sender, market, netPtUsed);
-        (netLpOut,,) = IPMarket(market).mint(receiver, netSyUsed, netPtUsed);
+        (netLpOut, , ) = IPMarket(market).mint(receiver, netSyUsed, netPtUsed);
 
         if (netLpOut < minLpOut) revert Errors.RouterInsufficientLpOut(netLpOut, minLpOut);
 
@@ -82,24 +92,31 @@ contract ActionAddRemoveLiqV3 is IPActionAddRemoveLiqV3, ActionBase {
         uint256 netSyReceived;
 
         if (!_isEmptyLimit(limit)) {
-            (netPtLeft, netSyReceived, netSyFee,) = _fillLimit(market, PT, netPtLeft, limit);
+            (netPtLeft, netSyReceived, netSyFee, ) = _fillLimit(market, PT, netPtLeft, limit);
             _transferOut(address(PT), market, netPtLeft);
         }
 
-        (uint256 netPtSwapMarket,,) = _readMarket(market).approxSwapPtToAddLiquidity(
-            YT.newIndex(), netPtLeft, netSyReceived, block.timestamp, guessPtSwapToSy
+        (uint256 netPtSwapMarket, , ) = _readMarket(market).approxSwapPtToAddLiquidity(
+            YT.newIndex(),
+            netPtLeft,
+            netSyReceived,
+            block.timestamp,
+            guessPtSwapToSy
         );
 
         // execute the swap
-        (uint256 netSyOutMarket, uint256 netSyFeeMarket) =
-            IPMarket(market).swapExactPtForSy(market, netPtSwapMarket, EMPTY_BYTES);
+        (uint256 netSyOutMarket, uint256 netSyFeeMarket) = IPMarket(market).swapExactPtForSy(
+            market,
+            netPtSwapMarket,
+            EMPTY_BYTES
+        );
 
         netPtLeft -= netPtSwapMarket;
         netSyReceived += netSyOutMarket;
         netSyFee += netSyFeeMarket;
 
         // execute the addLiquidity
-        (netLpOut,,) = IPMarket(market).mint(receiver, netSyReceived, netPtLeft);
+        (netLpOut, , ) = IPMarket(market).mint(receiver, netSyReceived, netPtLeft);
 
         if (netLpOut < minLpOut) revert Errors.RouterInsufficientLpOut(netLpOut, minLpOut);
 
@@ -120,15 +137,29 @@ contract ActionAddRemoveLiqV3 is IPActionAddRemoveLiqV3, ActionBase {
         TokenInput calldata input,
         LimitOrderData calldata limit
     ) external payable returns (uint256 netLpOut, uint256 netSyFee, uint256 netSyInterm) {
-        (IStandardizedYield SY,, IPYieldToken YT) = IPMarket(market).readTokens();
+        (IStandardizedYield SY, , IPYieldToken YT) = IPMarket(market).readTokens();
 
         netSyInterm = _mintSyFromToken(_entry_addLiquiditySingleSy(market, limit), address(SY), 1, input);
 
-        (netLpOut, netSyFee) =
-            _addLiquiditySingleSy(receiver, market, SY, YT, netSyInterm, minLpOut, guessPtReceivedFromSy, limit);
+        (netLpOut, netSyFee) = _addLiquiditySingleSy(
+            receiver,
+            market,
+            SY,
+            YT,
+            netSyInterm,
+            minLpOut,
+            guessPtReceivedFromSy,
+            limit
+        );
 
         emit AddLiquiditySingleToken(
-            msg.sender, market, input.tokenIn, receiver, input.netTokenIn, netLpOut, netSyInterm
+            msg.sender,
+            market,
+            input.tokenIn,
+            receiver,
+            input.netTokenIn,
+            netLpOut,
+            netSyInterm
         );
     }
 
@@ -140,12 +171,20 @@ contract ActionAddRemoveLiqV3 is IPActionAddRemoveLiqV3, ActionBase {
         ApproxParams calldata guessPtReceivedFromSy,
         LimitOrderData calldata limit
     ) external returns (uint256 netLpOut, uint256 netSyFee) {
-        (IStandardizedYield SY,, IPYieldToken YT) = IPMarket(market).readTokens();
+        (IStandardizedYield SY, , IPYieldToken YT) = IPMarket(market).readTokens();
 
         _transferFrom(SY, msg.sender, _entry_addLiquiditySingleSy(market, limit), netSyIn);
 
-        (netLpOut, netSyFee) =
-            _addLiquiditySingleSy(receiver, market, SY, YT, netSyIn, minLpOut, guessPtReceivedFromSy, limit);
+        (netLpOut, netSyFee) = _addLiquiditySingleSy(
+            receiver,
+            market,
+            SY,
+            YT,
+            netSyIn,
+            minLpOut,
+            guessPtReceivedFromSy,
+            limit
+        );
 
         emit AddLiquiditySingleSy(msg.sender, market, receiver, netSyIn, netLpOut);
     }
@@ -168,22 +207,29 @@ contract ActionAddRemoveLiqV3 is IPActionAddRemoveLiqV3, ActionBase {
         uint256 netPtReceived;
 
         if (!_isEmptyLimit(limit)) {
-            (netSyLeft, netPtReceived, netSyFee,) = _fillLimit(market, SY, netSyLeft, limit);
+            (netSyLeft, netPtReceived, netSyFee, ) = _fillLimit(market, SY, netSyLeft, limit);
             _transferOut(address(SY), market, netSyLeft);
         }
 
-        (uint256 netPtOutMarket,,) = _readMarket(market).approxSwapSyToAddLiquidity(
-            YT.newIndex(), netSyLeft, netPtReceived, block.timestamp, guessPtReceivedFromSy
+        (uint256 netPtOutMarket, , ) = _readMarket(market).approxSwapSyToAddLiquidity(
+            YT.newIndex(),
+            netSyLeft,
+            netPtReceived,
+            block.timestamp,
+            guessPtReceivedFromSy
         );
 
-        (uint256 netSySwapMarket, uint256 netSyFeeMarket) =
-            IPMarket(market).swapSyForExactPt(market, netPtOutMarket, EMPTY_BYTES);
+        (uint256 netSySwapMarket, uint256 netSyFeeMarket) = IPMarket(market).swapSyForExactPt(
+            market,
+            netPtOutMarket,
+            EMPTY_BYTES
+        );
 
         netSyLeft -= netSySwapMarket;
         netPtReceived += netPtOutMarket;
         netSyFee += netSyFeeMarket;
 
-        (netLpOut,,) = IPMarket(market).mint(receiver, netSyLeft, netPtReceived);
+        (netLpOut, , ) = IPMarket(market).mint(receiver, netSyLeft, netPtReceived);
 
         if (netLpOut < minLpOut) revert Errors.RouterInsufficientLpOut(netLpOut, minLpOut);
     }
@@ -197,15 +243,30 @@ contract ActionAddRemoveLiqV3 is IPActionAddRemoveLiqV3, ActionBase {
         uint256 minYtOut,
         TokenInput calldata input
     ) external payable returns (uint256 netLpOut, uint256 netYtOut, uint256 netSyMintPy, uint256 netSyInterm) {
-        (IStandardizedYield SY,, IPYieldToken YT) = IPMarket(market).readTokens();
+        (IStandardizedYield SY, , IPYieldToken YT) = IPMarket(market).readTokens();
 
         netSyInterm = _mintSyFromToken(address(this), address(SY), 1, input);
 
-        (netLpOut, netYtOut, netSyMintPy) =
-            _addLiquiditySingleSyKeepYt(receiver, market, SY, YT, netSyInterm, minLpOut, minYtOut);
+        (netLpOut, netYtOut, netSyMintPy) = _addLiquiditySingleSyKeepYt(
+            receiver,
+            market,
+            SY,
+            YT,
+            netSyInterm,
+            minLpOut,
+            minYtOut
+        );
 
         emit AddLiquiditySingleTokenKeepYt(
-            msg.sender, market, input.tokenIn, receiver, input.netTokenIn, netLpOut, netYtOut, netSyMintPy, netSyInterm
+            msg.sender,
+            market,
+            input.tokenIn,
+            receiver,
+            input.netTokenIn,
+            netLpOut,
+            netYtOut,
+            netSyMintPy,
+            netSyInterm
         );
     }
 
@@ -216,12 +277,19 @@ contract ActionAddRemoveLiqV3 is IPActionAddRemoveLiqV3, ActionBase {
         uint256 minLpOut,
         uint256 minYtOut
     ) external returns (uint256 netLpOut, uint256 netYtOut, uint256 netSyMintPy) {
-        (IStandardizedYield SY,, IPYieldToken YT) = IPMarket(market).readTokens();
+        (IStandardizedYield SY, , IPYieldToken YT) = IPMarket(market).readTokens();
 
         _transferIn(address(SY), msg.sender, netSyIn);
 
-        (netLpOut, netYtOut, netSyMintPy) =
-            _addLiquiditySingleSyKeepYt(receiver, market, SY, YT, netSyIn, minLpOut, minYtOut);
+        (netLpOut, netYtOut, netSyMintPy) = _addLiquiditySingleSyKeepYt(
+            receiver,
+            market,
+            SY,
+            YT,
+            netSyIn,
+            minLpOut,
+            minYtOut
+        );
 
         emit AddLiquiditySingleSyKeepYt(msg.sender, market, receiver, netSyIn, netSyMintPy, netLpOut, netYtOut);
     }
@@ -240,7 +308,8 @@ contract ActionAddRemoveLiqV3 is IPActionAddRemoveLiqV3, ActionBase {
         PYIndex pyIndex = YT.newIndex();
 
         netSyMintPy =
-            (netSyIn * state.totalPt.Uint()) / (state.totalPt.Uint() + pyIndex.syToAsset(state.totalSy.Uint()));
+            (netSyIn * state.totalPt.Uint()) /
+            (state.totalPt.Uint() + pyIndex.syToAsset(state.totalSy.Uint()));
 
         uint256 netSyAddLiquidity = netSyIn - netSyMintPy;
 
@@ -253,7 +322,7 @@ contract ActionAddRemoveLiqV3 is IPActionAddRemoveLiqV3, ActionBase {
         // PT goes to market, YT goes to receiver
         netYtOut = YT.mintPY(market, receiver);
 
-        (netLpOut,,) = IPMarket(market).mint(receiver, netSyAddLiquidity, netYtOut);
+        (netLpOut, , ) = IPMarket(market).mint(receiver, netSyAddLiquidity, netYtOut);
 
         if (netLpOut < minLpOut) revert Errors.RouterInsufficientLpOut(netLpOut, minLpOut);
         if (netYtOut < minYtOut) revert Errors.RouterInsufficientYtOut(netYtOut, minYtOut);
@@ -268,7 +337,7 @@ contract ActionAddRemoveLiqV3 is IPActionAddRemoveLiqV3, ActionBase {
         TokenOutput calldata output,
         uint256 minPtOut
     ) external returns (uint256 netTokenOut, uint256 netPtOut, uint256 netSyInterm) {
-        (IStandardizedYield SY,,) = IPMarket(market).readTokens();
+        (IStandardizedYield SY, , ) = IPMarket(market).readTokens();
 
         // burn LP, SY sent to SY, PT sent to receiver
         _transferFrom(IERC20(market), msg.sender, market, netLpToRemove);
@@ -279,7 +348,14 @@ contract ActionAddRemoveLiqV3 is IPActionAddRemoveLiqV3, ActionBase {
         // redeem SY to token
         netTokenOut = _redeemSyToToken(receiver, address(SY), netSyInterm, output, false);
         emit RemoveLiquidityDualTokenAndPt(
-            msg.sender, market, output.tokenOut, receiver, netLpToRemove, netPtOut, netTokenOut, netSyInterm
+            msg.sender,
+            market,
+            output.tokenOut,
+            receiver,
+            netLpToRemove,
+            netPtOut,
+            netTokenOut,
+            netSyInterm
         );
     }
 
@@ -313,13 +389,22 @@ contract ActionAddRemoveLiqV3 is IPActionAddRemoveLiqV3, ActionBase {
 
         // execute the burn
         _transferFrom(IERC20(market), msg.sender, market, netLpToRemove);
-        (uint256 netSyOutBurn, uint256 netPtOutBurn) =
-            IPMarket(market).burn(_entry_swapExactSyForPt(market, limit), receiver, netLpToRemove);
+        (uint256 netSyOutBurn, uint256 netPtOutBurn) = IPMarket(market).burn(
+            _entry_swapExactSyForPt(market, limit),
+            receiver,
+            netLpToRemove
+        );
         netSyLeft += netSyOutBurn;
         netPtOut += netPtOutBurn;
 
-        (uint256 netPtOutSwap, uint256 netSyFeeSwap) =
-            _swapExactSyForPt(receiver, market, netSyLeft, 0, guessPtReceivedFromSy, limit);
+        (uint256 netPtOutSwap, uint256 netSyFeeSwap) = _swapExactSyForPt(
+            receiver,
+            market,
+            netSyLeft,
+            0,
+            guessPtReceivedFromSy,
+            limit
+        );
         netPtOut += netPtOutSwap;
         netSyFee += netSyFeeSwap;
 
@@ -337,7 +422,7 @@ contract ActionAddRemoveLiqV3 is IPActionAddRemoveLiqV3, ActionBase {
         TokenOutput calldata output,
         LimitOrderData calldata limit
     ) external returns (uint256 netTokenOut, uint256 netSyFee, uint256 netSyInterm) {
-        (IStandardizedYield SY,,) = IPMarket(market).readTokens();
+        (IStandardizedYield SY, , ) = IPMarket(market).readTokens();
 
         _transferFrom(IERC20(market), msg.sender, market, netLpToRemove);
 
@@ -346,7 +431,13 @@ contract ActionAddRemoveLiqV3 is IPActionAddRemoveLiqV3, ActionBase {
         netTokenOut = _redeemSyToToken(receiver, address(SY), netSyInterm, output, false);
 
         emit RemoveLiquiditySingleToken(
-            msg.sender, market, output.tokenOut, receiver, netLpToRemove, netTokenOut, netSyInterm
+            msg.sender,
+            market,
+            output.tokenOut,
+            receiver,
+            netLpToRemove,
+            netTokenOut,
+            netSyInterm
         );
     }
 
@@ -380,12 +471,13 @@ contract ActionAddRemoveLiqV3 is IPActionAddRemoveLiqV3, ActionBase {
         if (netSyOut < minSyOut) revert Errors.RouterInsufficientSyOut(netSyOut, minSyOut);
     }
 
-    function __removeLpToSyAfterExpiry(address receiver, address market, uint256 netLpToRemove)
-        internal
-        returns (uint256 netSyOut)
-    {
-        (,, IPYieldToken YT) = IPMarket(market).readTokens();
-        (uint256 syFromBurn,) = IPMarket(market).burn(receiver, address(YT), netLpToRemove);
+    function __removeLpToSyAfterExpiry(
+        address receiver,
+        address market,
+        uint256 netLpToRemove
+    ) internal returns (uint256 netSyOut) {
+        (, , IPYieldToken YT) = IPMarket(market).readTokens();
+        (uint256 syFromBurn, ) = IPMarket(market).burn(receiver, address(YT), netLpToRemove);
         netSyOut = syFromBurn + YT.redeemPY(receiver);
     }
 
@@ -397,8 +489,11 @@ contract ActionAddRemoveLiqV3 is IPActionAddRemoveLiqV3, ActionBase {
     ) internal returns (uint256 netSyOut, uint256 netSyFee) {
         uint256 netPtLeft;
 
-        (uint256 netSyOutBurn, uint256 netPtOutBurn) =
-            IPMarket(market).burn(receiver, _entry_swapExactPtForSy(market, limit), netLpToRemove);
+        (uint256 netSyOutBurn, uint256 netPtOutBurn) = IPMarket(market).burn(
+            receiver,
+            _entry_swapExactPtForSy(market, limit),
+            netLpToRemove
+        );
         netSyOut += netSyOutBurn;
         netPtLeft += netPtOutBurn;
 

package/contracts/router/ActionCallbackV3.sol

@@ -7,7 +7,7 @@ import "./base/CallbackHelper.sol";
 
 import "../core/libraries/TokenHelper.sol";
 
-contract ActionCallbackV3 is IPOrderMixinType, IPActionCallbackV3, CallbackHelper, TokenHelper {
+contract ActionCallbackV3 is IPLimitOrderType, IPActionCallbackV3, CallbackHelper, TokenHelper {
     using PMath for int256;
     using PMath for uint256;
     using PYIndexLib for PYIndex;
@@ -28,14 +28,21 @@ contract ActionCallbackV3 is IPOrderMixinType, IPActionCallbackV3, CallbackHelpe
         }
     }
 
-    function normalFillCallback(uint256 actualMaking, uint256 actualTaking, uint256, /*totalFee*/ bytes memory data)
+    function limitRouterCallback(
+        uint256 actualMaking,
+        uint256 actualTaking,
+        uint256,
+        /*totalFee*/ bytes memory data
+    )
         external
         returns (
             bytes memory // encode as netTransferToLimit, netOutputFromLimit
         )
     {
-        (OrderType orderType, IPYieldToken YT, uint256 netRemaining, address receiver) =
-            abi.decode(data, (OrderType, IPYieldToken, uint256, address));
+        (OrderType orderType, IPYieldToken YT, uint256 netRemaining, address receiver) = abi.decode(
+            data,
+            (OrderType, IPYieldToken, uint256, address)
+        );
 
         if (orderType == OrderType.SY_FOR_PT || orderType == OrderType.SY_FOR_YT) {
             PYIndex index = YT.newIndex();