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

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

@@ -1,171 +0,0 @@
-// SPDX-License-Identifier: GPL-3.0-or-later
-pragma solidity ^0.8.17;
-
-import "../../../interfaces/IPMarket.sol";
-import "../../../interfaces/IPRouterStatic.sol";
-import "./StorageLayout.sol";
-
-contract ActionMarketAuxStatic is IPActionMarketAuxStatic {
-    using MarketMathCore for MarketState;
-    using PMath for int256;
-    using PMath for uint256;
-    using LogExpMath for int256;
-    using PYIndexLib for PYIndex;
-    using PYIndexLib for IPYieldToken;
-
-    function getMarketState(address market)
-        public
-        view
-        returns (
-            address pt,
-            address yt,
-            address sy,
-            int256 impliedYield,
-            uint256 marketExchangeRateExcludeFee,
-            MarketState memory state
-        )
-    {
-        (IStandardizedYield SY, IPPrincipalToken PT, IPYieldToken YT) = _readTokens(market);
-        pt = address(PT);
-        yt = address(YT);
-        sy = address(SY);
-        state = _readState(market);
-        impliedYield = _getPtImpliedYield(market);
-        marketExchangeRateExcludeFee = getTradeExchangeRateExcludeFee(market, state);
-    }
-
-    function getTradeExchangeRateExcludeFee(address market, MarketState memory state) public view returns (uint256) {
-        if (IPMarket(market).isExpired()) return PMath.ONE;
-
-        MarketPreCompute memory comp = state.getMarketPreCompute(_pyIndex(market), block.timestamp);
-        int256 preFeeExchangeRate =
-            MarketMathCore._getExchangeRate(state.totalPt, comp.totalAsset, comp.rateScalar, comp.rateAnchor, 0);
-        return preFeeExchangeRate.Uint();
-    }
-
-    function getTradeExchangeRateIncludeFee(address market, int256 netPtOut) public view returns (uint256) {
-        if (IPMarket(market).isExpired()) return PMath.ONE;
-
-        int256 netPtToAccount = netPtOut;
-        MarketState memory state = _readState(market);
-        MarketPreCompute memory comp = state.getMarketPreCompute(_pyIndex(market), block.timestamp);
-
-        int256 preFeeExchangeRate = MarketMathCore._getExchangeRate(
-            state.totalPt, comp.totalAsset, comp.rateScalar, comp.rateAnchor, netPtToAccount
-        );
-
-        if (netPtToAccount > 0) {
-            int256 postFeeExchangeRate = preFeeExchangeRate.divDown(comp.feeRate);
-            if (postFeeExchangeRate < PMath.IONE) {
-                revert Errors.MarketExchangeRateBelowOne(postFeeExchangeRate);
-            }
-            return postFeeExchangeRate.Uint();
-        } else {
-            return preFeeExchangeRate.mulDown(comp.feeRate).Uint();
-        }
-    }
-
-    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) {
-        uint256 ytPreTradeRate = _calcVirtualYTPrice(getTradeExchangeRateIncludeFee(market, _getSign(netPtOut)));
-        uint256 ytTradedRate = _calcVirtualYTPrice(getTradeExchangeRateIncludeFee(market, netPtOut));
-        priceImpact = _calculateImpact(ytPreTradeRate, ytTradedRate);
-    }
-
-    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);
-        priceImpact = _calculateImpact(pyPreTradeRate, pyTradeRate);
-    }
-
-    function getLpToSyRate(address market) public view returns (uint256) {
-        (IStandardizedYield SY,,) = _readTokens(market);
-        return getLpToAssetRate(market).divDown(SY.exchangeRate());
-    }
-
-    function getPtToSyRate(address market) public view returns (uint256) {
-        (IStandardizedYield SY,,) = _readTokens(market);
-        return getPtToAssetRate(market).divDown(SY.exchangeRate());
-    }
-
-    function getLpToAssetRate(address market) public view returns (uint256) {
-        MarketState memory state = _readState(market);
-        PYIndex pyIndexCurrent = _pyIndex(market);
-        MarketPreCompute memory comp = state.getMarketPreCompute(pyIndexCurrent, block.timestamp);
-
-        int256 totalHypotheticalAsset =
-            comp.totalAsset + state.totalPt.mulDown(int256(_getPtToAssetRate(market, state, pyIndexCurrent)));
-
-        return uint256(totalHypotheticalAsset.divDown(state.totalLp));
-    }
-
-    function getPtToAssetRate(address market) public view returns (uint256) {
-        MarketState memory state = _readState(market);
-        return _getPtToAssetRate(market, state, _pyIndex(market));
-    }
-
-    function _getPtToAssetRate(address market, MarketState memory state, PYIndex pyIndexCurrent)
-        internal
-        view
-        returns (uint256 ptToAssetRate)
-    {
-        if (state.expiry <= block.timestamp) {
-            (IStandardizedYield SY,,) = _readTokens(market);
-            return (SY.exchangeRate().divDown(PYIndex.unwrap(pyIndexCurrent)));
-        }
-        uint256 timeToExpiry = state.expiry - block.timestamp;
-        int256 assetToPtRate = MarketMathCore._getExchangeRateFromImpliedRate(state.lastLnImpliedRate, timeToExpiry);
-
-        ptToAssetRate = uint256(PMath.IONE.divDown(assetToPtRate));
-    }
-
-    function _getPtImpliedYield(address market) internal view returns (int256) {
-        MarketState memory state = _readState(market);
-
-        int256 lnImpliedRate = (state.lastLnImpliedRate).Int();
-        return lnImpliedRate.exp();
-    }
-
-    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
-        // 1 yt = 1 Asset - 1/EX Asset
-        // 1 yt = (EX - 1) / EX Asset
-        return (ptAssetExchangeRate - PMath.ONE).divDown(ptAssetExchangeRate);
-    }
-
-    function _readState(address market) internal view returns (MarketState memory) {
-        return IPMarket(market).readState(address(this));
-    }
-
-    function _readTokens(address market)
-        internal
-        view
-        returns (IStandardizedYield _SY, IPPrincipalToken _PT, IPYieldToken _YT)
-    {
-        return IPMarket(market).readTokens();
-    }
-
-    function _getSign(int256 netPtOut) private pure returns (int256) {
-        return netPtOut > 0 ? int256(1) : int256(-1);
-    }
-
-    function _calculateImpact(uint256 rateBefore, uint256 rateTraded) private pure returns (uint256 impact) {
-        impact = (rateBefore.Int() - rateTraded.Int()).abs().divDown(rateBefore);
-    }
-
-    function _pyIndex(address market) private view returns (PYIndex) {
-        return PYIndex.wrap(IPRouterStatic(address(this)).pyIndexCurrentViewMarket(market));
-    }
-}