@pendle/core-v2 3.0.0-beta-9 → 3.0.0

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

@@ -18,11 +18,11 @@ contract ActionMarketCoreStatic is StorageLayout, IPActionMarketCoreStatic {
 
     // ============ ADD REMOVE LIQUIDITY ============
 
-    function addLiquidityDualSyAndPtStatic(address market, uint256 netSyDesired, uint256 netPtDesired)
-        public
-        view
-        returns (uint256 netLpOut, uint256 netSyUsed, uint256 netPtUsed)
-    {
+    function addLiquidityDualSyAndPtStatic(
+        address market,
+        uint256 netSyDesired,
+        uint256 netPtDesired
+    ) public view returns (uint256 netLpOut, uint256 netSyUsed, uint256 netPtUsed) {
         MarketState memory state = _readState(market);
         (, netLpOut, netSyUsed, netPtUsed) = state.addLiquidity(netSyDesired, netPtDesired, block.timestamp);
     }
@@ -31,6 +31,7 @@ contract ActionMarketCoreStatic is StorageLayout, IPActionMarketCoreStatic {
         address market,
         address tokenIn,
         uint256 netTokenDesired,
+        address bulk,
         uint256 netPtDesired
     )
         public
@@ -44,7 +45,7 @@ contract ActionMarketCoreStatic is StorageLayout, IPActionMarketCoreStatic {
             uint256 netSyDesired
         )
     {
-        netSyDesired = _mintSyFromTokenStatic(market, tokenIn, netTokenDesired);
+        netSyDesired = _mintSyFromTokenStatic(market, tokenIn, netTokenDesired, bulk);
 
         (netLpOut, netSyUsed, netPtUsed) = addLiquidityDualSyAndPtStatic(market, netSyDesired, netPtDesired);
 
@@ -54,7 +55,10 @@ contract ActionMarketCoreStatic is StorageLayout, IPActionMarketCoreStatic {
     }
 
     /// @dev netPtToSwap is the parameter to approx
-    function addLiquiditySinglePtStatic(address market, uint256 netPtIn)
+    function addLiquiditySinglePtStatic(
+        address market,
+        uint256 netPtIn
+    )
         public
         view
         returns (
@@ -69,20 +73,27 @@ contract ActionMarketCoreStatic is StorageLayout, IPActionMarketCoreStatic {
     {
         MarketState memory state = _readState(market);
 
-        (netPtToSwap,,) =
-            state.approxSwapPtToAddLiquidity(_pyIndex(market), netPtIn, 0, block.timestamp, defaultApproxParams);
+        (netPtToSwap, , ) = state.approxSwapPtToAddLiquidity(
+            _pyIndex(market),
+            netPtIn,
+            block.timestamp,
+            defaultApproxParams
+        );
 
         state = _readState(market); // re-read
 
-        (netSyFromSwap, netSyFee,) = state.swapExactPtForSy(_pyIndex(market), netPtToSwap, block.timestamp);
-        (, netLpOut,,) = state.addLiquidity(netSyFromSwap, netPtIn - netPtToSwap, block.timestamp);
+        (netSyFromSwap, netSyFee, ) = state.swapExactPtForSy(_pyIndex(market), netPtToSwap, block.timestamp);
+        (, netLpOut, , ) = state.addLiquidity(netSyFromSwap, netPtIn - netPtToSwap, block.timestamp);
 
         priceImpact = _calcPriceImpactPt(market, netPtToSwap.neg());
         exchangeRateAfter = _getTradeExchangeRateExcludeFee(market, state);
     }
 
     /// @dev netPtFromSwap is the parameter to approx
-    function addLiquiditySingleSyStatic(address market, uint256 netSyIn)
+    function addLiquiditySingleSyStatic(
+        address market,
+        uint256 netSyIn
+    )
         public
         view
         returns (
@@ -97,19 +108,28 @@ contract ActionMarketCoreStatic is StorageLayout, IPActionMarketCoreStatic {
     {
         MarketState memory state = _readState(market);
 
-        (netPtFromSwap,,) =
-            state.approxSwapSyToAddLiquidity(_pyIndex(market), netSyIn, 0, block.timestamp, defaultApproxParams);
+        (netPtFromSwap, , ) = state.approxSwapSyToAddLiquidity(
+            _pyIndex(market),
+            netSyIn,
+            block.timestamp,
+            defaultApproxParams
+        );
 
         state = _readState(market); // re-read
 
-        (netSyToSwap, netSyFee,) = state.swapSyForExactPt(_pyIndex(market), netPtFromSwap, block.timestamp);
-        (, netLpOut,,) = state.addLiquidity(netSyIn - netSyToSwap, netPtFromSwap, block.timestamp);
+        (netSyToSwap, netSyFee, ) = state.swapSyForExactPt(_pyIndex(market), netPtFromSwap, block.timestamp);
+        (, netLpOut, , ) = state.addLiquidity(netSyIn - netSyToSwap, netPtFromSwap, block.timestamp);
 
         priceImpact = _calcPriceImpactPt(market, netPtFromSwap.Int());
         exchangeRateAfter = _getTradeExchangeRateExcludeFee(market, state);
     }
 
-    function addLiquiditySingleTokenStatic(address market, address tokenIn, uint256 netTokenIn)
+    function addLiquiditySingleTokenStatic(
+        address market,
+        address tokenIn,
+        uint256 netTokenIn,
+        address bulk
+    )
         public
         view
         returns (
@@ -123,12 +143,19 @@ contract ActionMarketCoreStatic is StorageLayout, IPActionMarketCoreStatic {
             uint256 netSyToSwap
         )
     {
-        netSyMinted = _mintSyFromTokenStatic(market, tokenIn, netTokenIn);
-        (netLpOut, netPtFromSwap, netSyFee, priceImpact, exchangeRateAfter, netSyToSwap) =
-            addLiquiditySingleSyStatic(market, netSyMinted);
+        netSyMinted = _mintSyFromTokenStatic(market, tokenIn, netTokenIn, bulk);
+        (netLpOut, netPtFromSwap, netSyFee, priceImpact, exchangeRateAfter, netSyToSwap) = addLiquiditySingleSyStatic(
+            market,
+            netSyMinted
+        );
     }
 
-    function addLiquiditySingleTokenKeepYtStatic(address market, address tokenIn, uint256 netTokenIn)
+    function addLiquiditySingleTokenKeepYtStatic(
+        address market,
+        address tokenIn,
+        uint256 netTokenIn,
+        address bulk
+    )
         public
         view
         returns (
@@ -139,11 +166,14 @@ contract ActionMarketCoreStatic is StorageLayout, IPActionMarketCoreStatic {
             uint256 netSyToPY
         )
     {
-        netSyMinted = _mintSyFromTokenStatic(market, tokenIn, netTokenIn);
+        netSyMinted = _mintSyFromTokenStatic(market, tokenIn, netTokenIn, bulk);
         (netLpOut, netYtOut, netSyToPY) = addLiquiditySingleSyKeepYtStatic(market, netSyMinted);
     }
 
-    function addLiquiditySingleSyKeepYtStatic(address market, uint256 netSyIn)
+    function addLiquiditySingleSyKeepYtStatic(
+        address market,
+        uint256 netSyIn
+    )
         public
         view
         returns (
@@ -160,30 +190,33 @@ contract ActionMarketCoreStatic is StorageLayout, IPActionMarketCoreStatic {
 
         netYtOut = index.syToAsset(netSyToPY);
 
-        (, netLpOut,,) = state.addLiquidity(netSyIn - netSyToPY, netYtOut, block.timestamp);
+        (, netLpOut, , ) = state.addLiquidity(netSyIn - netSyToPY, netYtOut, block.timestamp);
     }
 
-    function removeLiquidityDualSyAndPtStatic(address market, uint256 netLpToRemove)
-        public
-        view
-        returns (uint256 netSyOut, uint256 netPtOut)
-    {
+    function removeLiquidityDualSyAndPtStatic(
+        address market,
+        uint256 netLpToRemove
+    ) public view returns (uint256 netSyOut, uint256 netPtOut) {
         MarketState memory state = _readState(market);
         (netSyOut, netPtOut) = state.removeLiquidity(netLpToRemove);
     }
 
-    function removeLiquidityDualTokenAndPtStatic(address market, uint256 netLpToRemove, address tokenOut)
-        public
-        view
-        returns (uint256 netTokenOut, uint256 netPtOut, uint256 netSyToRedeem)
-    {
+    function removeLiquidityDualTokenAndPtStatic(
+        address market,
+        uint256 netLpToRemove,
+        address tokenOut,
+        address bulk
+    ) public view returns (uint256 netTokenOut, uint256 netPtOut, uint256 netSyToRedeem) {
         (netSyToRedeem, netPtOut) = removeLiquidityDualSyAndPtStatic(market, netLpToRemove);
-        netTokenOut = _redeemSyToTokenStatic(market, tokenOut, netSyToRedeem);
+        netTokenOut = _redeemSyToTokenStatic(market, tokenOut, netSyToRedeem, bulk);
     }
 
     /// @dev netPtFromSwap is the parameter to approx
     /// @notice should revert post-expiry
-    function removeLiquiditySinglePtStatic(address market, uint256 netLpToRemove)
+    function removeLiquiditySinglePtStatic(
+        address market,
+        uint256 netLpToRemove
+    )
         public
         view
         returns (
@@ -200,8 +233,12 @@ contract ActionMarketCoreStatic is StorageLayout, IPActionMarketCoreStatic {
         MarketState memory state = _readState(market);
 
         (netSyFromBurn, netPtFromBurn) = state.removeLiquidity(netLpToRemove);
-        (netPtFromSwap, netSyFee) =
-            state.approxSwapExactSyForPt(_pyIndex(market), netSyFromBurn, block.timestamp, defaultApproxParams);
+        (netPtFromSwap, netSyFee) = state.approxSwapExactSyForPt(
+            _pyIndex(market),
+            netSyFromBurn,
+            block.timestamp,
+            defaultApproxParams
+        );
 
         netPtOut = netPtFromBurn + netPtFromSwap;
         priceImpact = _calcPriceImpactPt(market, netPtFromSwap.Int());
@@ -211,7 +248,10 @@ contract ActionMarketCoreStatic is StorageLayout, IPActionMarketCoreStatic {
         exchangeRateAfter = _getTradeExchangeRateExcludeFee(market, state);
     }
 
-    function removeLiquiditySingleSyStatic(address market, uint256 netLpToRemove)
+    function removeLiquiditySingleSyStatic(
+        address market,
+        uint256 netLpToRemove
+    )
         public
         view
         returns (
@@ -235,7 +275,7 @@ contract ActionMarketCoreStatic is StorageLayout, IPActionMarketCoreStatic {
             priceImpact = 0;
             exchangeRateAfter = PMath.ONE;
         } else {
-            (netSyFromSwap, netSyFee,) = state.swapExactPtForSy(_pyIndex(market), netPtFromBurn, block.timestamp);
+            (netSyFromSwap, netSyFee, ) = state.swapExactPtForSy(_pyIndex(market), netPtFromBurn, block.timestamp);
 
             netSyOut = netSyFromBurn + netSyFromSwap;
             priceImpact = _calcPriceImpactPt(market, netPtFromBurn.neg());
@@ -243,7 +283,12 @@ contract ActionMarketCoreStatic is StorageLayout, IPActionMarketCoreStatic {
         }
     }
 
-    function removeLiquiditySingleTokenStatic(address market, uint256 netLpToRemove, address tokenOut)
+    function removeLiquiditySingleTokenStatic(
+        address market,
+        uint256 netLpToRemove,
+        address tokenOut,
+        address bulk
+    )
         public
         view
         returns (
@@ -258,45 +303,53 @@ contract ActionMarketCoreStatic is StorageLayout, IPActionMarketCoreStatic {
             uint256 netSyFromSwap
         )
     {
-        (netSyOut, netSyFee, priceImpact, exchangeRateAfter, netSyFromBurn, netPtFromBurn, netSyFromSwap) =
-            removeLiquiditySingleSyStatic(market, netLpToRemove);
+        (
+            netSyOut,
+            netSyFee,
+            priceImpact,
+            exchangeRateAfter,
+            netSyFromBurn,
+            netPtFromBurn,
+            netSyFromSwap
+        ) = removeLiquiditySingleSyStatic(market, netLpToRemove);
 
-        netTokenOut = _redeemSyToTokenStatic(market, tokenOut, netSyOut);
+        netTokenOut = _redeemSyToTokenStatic(market, tokenOut, netSyOut, bulk);
     }
 
     // ============ SWAP PT ============
 
-    function swapExactPtForSyStatic(address market, uint256 exactPtIn)
-        public
-        view
-        returns (uint256 netSyOut, uint256 netSyFee, uint256 priceImpact, uint256 exchangeRateAfter)
-    {
+    function swapExactPtForSyStatic(
+        address market,
+        uint256 exactPtIn
+    ) public view returns (uint256 netSyOut, uint256 netSyFee, uint256 priceImpact, uint256 exchangeRateAfter) {
         MarketState memory state = _readState(market);
-        (netSyOut, netSyFee,) = state.swapExactPtForSy(_pyIndex(market), exactPtIn, block.timestamp);
+        (netSyOut, netSyFee, ) = state.swapExactPtForSy(_pyIndex(market), exactPtIn, block.timestamp);
         priceImpact = _calcPriceImpactPt(market, exactPtIn.neg());
         exchangeRateAfter = _getTradeExchangeRateExcludeFee(market, state);
     }
 
-    function swapSyForExactPtStatic(address market, uint256 exactPtOut)
-        public
-        view
-        returns (uint256 netSyIn, uint256 netSyFee, uint256 priceImpact, uint256 exchangeRateAfter)
-    {
+    function swapSyForExactPtStatic(
+        address market,
+        uint256 exactPtOut
+    ) public view returns (uint256 netSyIn, uint256 netSyFee, uint256 priceImpact, uint256 exchangeRateAfter) {
         MarketState memory state = _readState(market);
-        (netSyIn, netSyFee,) = state.swapSyForExactPt(_pyIndex(market), exactPtOut, block.timestamp);
+        (netSyIn, netSyFee, ) = state.swapSyForExactPt(_pyIndex(market), exactPtOut, block.timestamp);
         priceImpact = _calcPriceImpactPt(market, exactPtOut.Int());
         exchangeRateAfter = _getTradeExchangeRateExcludeFee(market, state);
     }
 
     /// @dev netPtOut is the parameter to approx
-    function swapExactSyForPtStatic(address market, uint256 exactSyIn)
-        public
-        view
-        returns (uint256 netPtOut, uint256 netSyFee, uint256 priceImpact, uint256 exchangeRateAfter)
-    {
+    function swapExactSyForPtStatic(
+        address market,
+        uint256 exactSyIn
+    ) public view returns (uint256 netPtOut, uint256 netSyFee, uint256 priceImpact, uint256 exchangeRateAfter) {
         MarketState memory state = _readState(market);
-        (netPtOut, netSyFee) =
-            state.approxSwapExactSyForPt(_pyIndex(market), exactSyIn, block.timestamp, defaultApproxParams);
+        (netPtOut, netSyFee) = state.approxSwapExactSyForPt(
+            _pyIndex(market),
+            exactSyIn,
+            block.timestamp,
+            defaultApproxParams
+        );
         priceImpact = _calcPriceImpactPt(market, netPtOut.Int());
 
         // Execute swap to calculate exchangeRateAfter
@@ -305,15 +358,18 @@ contract ActionMarketCoreStatic is StorageLayout, IPActionMarketCoreStatic {
     }
 
     /// @dev netPtIn is the parameter to approx
-    function swapPtForExactSyStatic(address market, uint256 exactSyOut)
-        public
-        view
-        returns (uint256 netPtIn, uint256 netSyFee, uint256 priceImpact, uint256 exchangeRateAfter)
-    {
+    function swapPtForExactSyStatic(
+        address market,
+        uint256 exactSyOut
+    ) public view returns (uint256 netPtIn, uint256 netSyFee, uint256 priceImpact, uint256 exchangeRateAfter) {
         MarketState memory state = _readState(market);
 
-        (netPtIn,, netSyFee) =
-            state.approxSwapPtForExactSy(_pyIndex(market), exactSyOut, block.timestamp, defaultApproxParams);
+        (netPtIn, , netSyFee) = state.approxSwapPtForExactSy(
+            _pyIndex(market),
+            exactSyOut,
+            block.timestamp,
+            defaultApproxParams
+        );
         priceImpact = _calcPriceImpactPt(market, netPtIn.neg());
 
         // Execute swap to calculate exchangeRateAfter
@@ -321,7 +377,12 @@ contract ActionMarketCoreStatic is StorageLayout, IPActionMarketCoreStatic {
         exchangeRateAfter = _getTradeExchangeRateExcludeFee(market, state);
     }
 
-    function swapExactTokenForPtStatic(address market, address tokenIn, uint256 amountTokenIn)
+    function swapExactTokenForPtStatic(
+        address market,
+        address tokenIn,
+        uint256 amountTokenIn,
+        address bulk
+    )
         public
         view
         returns (
@@ -332,12 +393,17 @@ contract ActionMarketCoreStatic is StorageLayout, IPActionMarketCoreStatic {
             uint256 exchangeRateAfter
         )
     {
-        netSyMinted = _mintSyFromTokenStatic(market, tokenIn, amountTokenIn);
+        netSyMinted = _mintSyFromTokenStatic(market, tokenIn, amountTokenIn, bulk);
 
         (netPtOut, netSyFee, priceImpact, exchangeRateAfter) = swapExactSyForPtStatic(market, netSyMinted);
     }
 
-    function swapExactPtForTokenStatic(address market, uint256 exactPtIn, address tokenOut)
+    function swapExactPtForTokenStatic(
+        address market,
+        uint256 exactPtIn,
+        address tokenOut,
+        address bulk
+    )
         public
         view
         returns (
@@ -350,12 +416,15 @@ contract ActionMarketCoreStatic is StorageLayout, IPActionMarketCoreStatic {
     {
         (netSyToRedeem, netSyFee, priceImpact, exchangeRateAfter) = swapExactPtForSyStatic(market, exactPtIn);
 
-        netTokenOut = _redeemSyToTokenStatic(market, tokenOut, netSyToRedeem);
+        netTokenOut = _redeemSyToTokenStatic(market, tokenOut, netSyToRedeem, bulk);
     }
 
     // ============ SWAP YT ============
 
-    function swapSyForExactYtStatic(address market, uint256 exactYtOut)
+    function swapSyForExactYtStatic(
+        address market,
+        uint256 exactYtOut
+    )
         public
         view
         returns (
@@ -373,7 +442,7 @@ contract ActionMarketCoreStatic is StorageLayout, IPActionMarketCoreStatic {
         MarketState memory state = _readState(market);
         PYIndex index = _pyIndex(market);
 
-        (netSyReceivedInt, netSyFee,) = state.swapExactPtForSy(_pyIndex(market), exactYtOut, block.timestamp);
+        (netSyReceivedInt, netSyFee, ) = state.swapExactPtForSy(_pyIndex(market), exactYtOut, block.timestamp);
 
         totalSyNeedInt = index.assetToSyUp(exactYtOut);
         netSyIn = totalSyNeedInt.subMax0(netSyReceivedInt);
@@ -382,11 +451,10 @@ contract ActionMarketCoreStatic is StorageLayout, IPActionMarketCoreStatic {
     }
 
     /// @dev netYtOut is the parameter to approx
-    function swapExactSyForYtStatic(address market, uint256 exactSyIn)
-        public
-        view
-        returns (uint256 netYtOut, uint256 netSyFee, uint256 priceImpact, uint256 exchangeRateAfter)
-    {
+    function swapExactSyForYtStatic(
+        address market,
+        uint256 exactSyIn
+    ) public view returns (uint256 netYtOut, uint256 netSyFee, uint256 priceImpact, uint256 exchangeRateAfter) {
         MarketState memory state = _readState(market);
         PYIndex index = _pyIndex(market);
 
@@ -399,7 +467,10 @@ contract ActionMarketCoreStatic is StorageLayout, IPActionMarketCoreStatic {
         exchangeRateAfter = _getTradeExchangeRateExcludeFee(market, state);
     }
 
-    function swapExactYtForSyStatic(address market, uint256 exactYtIn)
+    function swapExactYtForSyStatic(
+        address market,
+        uint256 exactYtIn
+    )
         public
         view
         returns (
@@ -419,7 +490,7 @@ contract ActionMarketCoreStatic is StorageLayout, IPActionMarketCoreStatic {
 
         PYIndex index = _pyIndex(market);
 
-        (netSyOwedInt, netSyFee,) = state.swapSyForExactPt(index, exactYtIn, block.timestamp);
+        (netSyOwedInt, netSyFee, ) = state.swapSyForExactPt(index, exactYtIn, block.timestamp);
 
         netPYToRepaySyOwedInt = index.syToAssetUp(netSyOwedInt);
         netPYToRedeemSyOutInt = exactYtIn - netPYToRepaySyOwedInt;
@@ -428,7 +499,12 @@ contract ActionMarketCoreStatic is StorageLayout, IPActionMarketCoreStatic {
         exchangeRateAfter = _getTradeExchangeRateExcludeFee(market, state);
     }
 
-    function swapExactYtForTokenStatic(address market, uint256 exactYtIn, address tokenOut)
+    function swapExactYtForTokenStatic(
+        address market,
+        uint256 exactYtIn,
+        address tokenOut,
+        address bulk
+    )
         public
         view
         returns (
@@ -443,23 +519,29 @@ contract ActionMarketCoreStatic is StorageLayout, IPActionMarketCoreStatic {
             uint256 netPYToRedeemSyOutInt
         )
     {
-        (netSyOut, netSyFee, priceImpact, exchangeRateAfter, netSyOwedInt, netPYToRepaySyOwedInt, netPYToRedeemSyOutInt)
-        = swapExactYtForSyStatic(market, exactYtIn);
+        (
+            netSyOut,
+            netSyFee,
+            priceImpact,
+            exchangeRateAfter,
+            netSyOwedInt,
+            netPYToRepaySyOwedInt,
+            netPYToRedeemSyOutInt
+        ) = swapExactYtForSyStatic(market, exactYtIn);
 
-        netTokenOut = _redeemSyToTokenStatic(market, tokenOut, netSyOut);
+        netTokenOut = _redeemSyToTokenStatic(market, tokenOut, netSyOut, bulk);
     }
 
     /// @dev netYtIn is the parameter to approx
-    function swapYtForExactSyStatic(address market, uint256 exactSyOut)
-        public
-        view
-        returns (uint256 netYtIn, uint256 netSyFee, uint256 priceImpact, uint256 exchangeRateAfter)
-    {
+    function swapYtForExactSyStatic(
+        address market,
+        uint256 exactSyOut
+    ) public view returns (uint256 netYtIn, uint256 netSyFee, uint256 priceImpact, uint256 exchangeRateAfter) {
         MarketState memory state = _readState(market);
 
         PYIndex index = _pyIndex(market);
 
-        (netYtIn,, netSyFee) = state.approxSwapYtForExactSy(index, exactSyOut, block.timestamp, defaultApproxParams);
+        (netYtIn, , netSyFee) = state.approxSwapYtForExactSy(index, exactSyOut, block.timestamp, defaultApproxParams);
         priceImpact = _calcPriceImpactYt(market, netYtIn.Int());
 
         // Execute swap to calculate exchangeRateAfter
@@ -467,7 +549,12 @@ contract ActionMarketCoreStatic is StorageLayout, IPActionMarketCoreStatic {
         exchangeRateAfter = _getTradeExchangeRateExcludeFee(market, state);
     }
 
-    function swapExactTokenForYtStatic(address market, address tokenIn, uint256 amountTokenIn)
+    function swapExactTokenForYtStatic(
+        address market,
+        address tokenIn,
+        uint256 amountTokenIn,
+        address bulk
+    )
         public
         view
         returns (
@@ -478,12 +565,15 @@ contract ActionMarketCoreStatic is StorageLayout, IPActionMarketCoreStatic {
             uint256 exchangeRateAfter
         )
     {
-        netSyMinted = _mintSyFromTokenStatic(market, tokenIn, amountTokenIn);
+        netSyMinted = _mintSyFromTokenStatic(market, tokenIn, amountTokenIn, bulk);
         (netYtOut, netSyFee, priceImpact, exchangeRateAfter) = swapExactSyForYtStatic(market, netSyMinted);
     }
 
     // totalPtToSwap is the param to approx
-    function swapExactPtForYtStatic(address market, uint256 exactPtIn)
+    function swapExactPtForYtStatic(
+        address market,
+        uint256 exactPtIn
+    )
         public
         view
         returns (
@@ -497,8 +587,12 @@ contract ActionMarketCoreStatic is StorageLayout, IPActionMarketCoreStatic {
         MarketState memory state = _readState(market);
         PYIndex index = _pyIndex(market);
 
-        (netYtOut, totalPtToSwap, netSyFee) =
-            state.approxSwapExactPtForYt(index, exactPtIn, block.timestamp, defaultApproxParams);
+        (netYtOut, totalPtToSwap, netSyFee) = state.approxSwapExactPtForYt(
+            index,
+            exactPtIn,
+            block.timestamp,
+            defaultApproxParams
+        );
         priceImpact = _calcPriceImpactPY(market, totalPtToSwap.neg());
 
         // Execute swap to calculate exchangeRateAfter
@@ -507,7 +601,10 @@ contract ActionMarketCoreStatic is StorageLayout, IPActionMarketCoreStatic {
     }
 
     // totalPtSwapped is the param to approx
-    function swapExactYtForPtStatic(address market, uint256 exactYtIn)
+    function swapExactYtForPtStatic(
+        address market,
+        uint256 exactYtIn
+    )
         public
         view
         returns (
@@ -521,8 +618,12 @@ contract ActionMarketCoreStatic is StorageLayout, IPActionMarketCoreStatic {
         MarketState memory state = _readState(market);
         PYIndex index = _pyIndex(market);
 
-        (netPtOut, totalPtSwapped, netSyFee) =
-            state.approxSwapExactYtForPt(index, exactYtIn, block.timestamp, defaultApproxParams);
+        (netPtOut, totalPtSwapped, netSyFee) = state.approxSwapExactYtForPt(
+            index,
+            exactYtIn,
+            block.timestamp,
+            defaultApproxParams
+        );
 
         priceImpact = _calcPriceImpactPY(market, totalPtSwapped.Int());
 
@@ -543,27 +644,26 @@ contract ActionMarketCoreStatic is StorageLayout, IPActionMarketCoreStatic {
         return IPRouterStatic(address(this)).calcPriceImpactYt(market, netPtOut);
     }
 
-    function _mintSyFromTokenStatic(address market, address tokenIn, uint256 netTokenToDeposit)
-        internal
-        view
-        returns (uint256)
-    {
-        return IPRouterStatic(address(this)).mintSyFromTokenStatic(_getSyMarket(market), tokenIn, netTokenToDeposit);
+    function _mintSyFromTokenStatic(
+        address market,
+        address tokenIn,
+        uint256 netTokenToDeposit,
+        address bulk
+    ) internal view returns (uint256) {
+        return
+            IPRouterStatic(address(this)).mintSyFromTokenStatic(_getSyMarket(market), tokenIn, netTokenToDeposit, bulk);
     }
 
-    function _redeemSyToTokenStatic(address market, address tokenOut, uint256 netSyToRedeem)
-        internal
-        view
-        returns (uint256)
-    {
-        return IPRouterStatic(address(this)).redeemSyToTokenStatic(_getSyMarket(market), tokenOut, netSyToRedeem);
+    function _redeemSyToTokenStatic(
+        address market,
+        address tokenOut,
+        uint256 netSyToRedeem,
+        address bulk
+    ) internal view returns (uint256) {
+        return IPRouterStatic(address(this)).redeemSyToTokenStatic(_getSyMarket(market), tokenOut, netSyToRedeem, bulk);
     }
 
-    function _getTradeExchangeRateExcludeFee(address market, MarketState memory state)
-        internal
-        view
-        returns (uint256)
-    {
+    function _getTradeExchangeRateExcludeFee(address market, MarketState memory state) internal view returns (uint256) {
         return IPRouterStatic(address(this)).getTradeExchangeRateExcludeFee(market, state);
     }
 
@@ -576,7 +676,7 @@ contract ActionMarketCoreStatic is StorageLayout, IPActionMarketCoreStatic {
     }
 
     function _getSyMarket(address market) internal view returns (address) {
-        (IStandardizedYield SY,,) = IPMarket(market).readTokens();
+        (IStandardizedYield SY, , ) = IPMarket(market).readTokens();
         return address(SY);
     }
 }