@pendle/core-v2 5.0.7 → 5.1.1-beta

package/contracts/oracles/PendleSparkLinearDiscountOracle.sol

@@ -0,0 +1,45 @@
+// SPDX-License-Identifier: SEE LICENSE IN LICENSE
+pragma solidity ^0.8.19;
+
+contract PendleSparkLinearDiscountOracle {
+    uint256 private constant SECONDS_PER_YEAR = 365 days;
+    uint256 private constant ONE = 1e18;
+
+    address public immutable PT;
+    uint256 public immutable maturity;
+    uint256 public immutable baseDiscountPerYear; // 100% = 1e18
+
+    constructor(address _pt, uint256 _baseDiscountPerYear) {
+        require(_baseDiscountPerYear <= 1e18, "invalid discount");
+        require(_pt != address(0), "zero address");
+
+        PT = _pt;
+        maturity = PTExpiry(PT).expiry();
+        baseDiscountPerYear = _baseDiscountPerYear;
+    }
+
+    function latestRoundData()
+        external
+        view
+        returns (uint80 roundId, int256 answer, uint256 startedAt, uint256 updatedAt, uint80 answeredInRound)
+    {
+        uint256 timeLeft = (maturity > block.timestamp) ? maturity - block.timestamp : 0;
+        uint256 discount = getDiscount(timeLeft);
+
+        require(discount <= ONE, "discount overflow");
+
+        return (0, int256(ONE - discount), 0, 0, 0);
+    }
+
+    function decimals() external pure returns (uint8) {
+        return 18;
+    }
+
+    function getDiscount(uint256 timeLeft) public view returns (uint256) {
+        return (timeLeft * baseDiscountPerYear) / SECONDS_PER_YEAR;
+    }
+}
+
+interface PTExpiry {
+    function expiry() external view returns (uint256);
+}

package/contracts/router/ActionAddRemoveLiqV3.sol

@@ -4,7 +4,9 @@ pragma solidity ^0.8.17;
 import "./base/ActionBase.sol";
 import "../interfaces/IPActionAddRemoveLiqV3.sol";
 
-contract ActionAddRemoveLiqV3 is IPActionAddRemoveLiqV3, ActionBase {
+import {ActionDelegateBase} from "./base/ActionDelegateBase.sol";
+
+contract ActionAddRemoveLiqV3 is IPActionAddRemoveLiqV3, ActionBase, ActionDelegateBase {
     using PMath for uint256;
     using PMath for int256;
     using MarketMathCore for MarketState;
@@ -14,6 +16,8 @@ contract ActionAddRemoveLiqV3 is IPActionAddRemoveLiqV3, ActionBase {
     using PYIndexLib for PYIndex;
 
     // ------------------ ADD LIQUIDITY DUAL ------------------
+
+    /// @notice For details on the parameters (input, guessPtSwapToSy, limit, etc.), please refer to IPAllActionTypeV3.
     function addLiquidityDualTokenAndPt(
         address receiver,
         address market,
@@ -77,6 +81,7 @@ contract ActionAddRemoveLiqV3 is IPActionAddRemoveLiqV3, ActionBase {
 
     // ------------------ ADD LIQUIDITY SINGLE PT ------------------
 
+    /// @notice For details on the parameters (input, guessPtSwapToSy, limit, etc.), please refer to IPAllActionTypeV3.
     function addLiquiditySinglePt(
         address receiver,
         address market,
@@ -85,6 +90,9 @@ contract ActionAddRemoveLiqV3 is IPActionAddRemoveLiqV3, ActionBase {
         ApproxParams calldata guessPtSwapToSy,
         LimitOrderData calldata limit
     ) external returns (uint256 netLpOut, uint256 netSyFee) {
+        if (canUseOnchainApproximation(guessPtSwapToSy, limit)) {
+            return delegateToAddLiquiditySinglePtSimple(receiver, market, netPtIn, minLpOut);
+        }
         (, IPPrincipalToken PT, IPYieldToken YT) = IPMarket(market).readTokens();
         _transferFrom(PT, msg.sender, _entry_addLiquiditySinglePt(market, limit), netPtIn);
 
@@ -123,12 +131,9 @@ contract ActionAddRemoveLiqV3 is IPActionAddRemoveLiqV3, ActionBase {
         emit AddLiquiditySinglePt(msg.sender, market, receiver, netPtIn, netLpOut);
     }
 
-    function _entry_addLiquiditySinglePt(address market, LimitOrderData calldata lim) internal view returns (address) {
-        return !_isEmptyLimit(lim) ? address(this) : market;
-    }
-
     // ------------------ ADD LIQUIDITY SINGLE TOKEN ------------------
 
+    /// @notice For details on the parameters (input, guessPtSwapToSy, limit, etc.), please refer to IPAllActionTypeV3.
     function addLiquiditySingleToken(
         address receiver,
         address market,
@@ -137,6 +142,10 @@ contract ActionAddRemoveLiqV3 is IPActionAddRemoveLiqV3, ActionBase {
         TokenInput calldata input,
         LimitOrderData calldata limit
     ) external payable returns (uint256 netLpOut, uint256 netSyFee, uint256 netSyInterm) {
+        if (canUseOnchainApproximation(guessPtReceivedFromSy, limit)) {
+            return delegateToAddLiquiditySingleTokenSimple(receiver, market, minLpOut, input);
+        }
+
         (IStandardizedYield SY, , IPYieldToken YT) = IPMarket(market).readTokens();
 
         netSyInterm = _mintSyFromToken(_entry_addLiquiditySingleSy(market, limit), address(SY), 1, input);
@@ -163,6 +172,7 @@ contract ActionAddRemoveLiqV3 is IPActionAddRemoveLiqV3, ActionBase {
         );
     }
 
+    /// @notice For details on the parameters (input, guessPtSwapToSy, limit, etc.), please refer to IPAllActionTypeV3.
     function addLiquiditySingleSy(
         address receiver,
         address market,
@@ -171,6 +181,10 @@ contract ActionAddRemoveLiqV3 is IPActionAddRemoveLiqV3, ActionBase {
         ApproxParams calldata guessPtReceivedFromSy,
         LimitOrderData calldata limit
     ) external returns (uint256 netLpOut, uint256 netSyFee) {
+        if (canUseOnchainApproximation(guessPtReceivedFromSy, limit)) {
+            return delegateToAddLiquiditySingleSySimple(receiver, market, netSyIn, minLpOut);
+        }
+
         (IStandardizedYield SY, , IPYieldToken YT) = IPMarket(market).readTokens();
 
         _transferFrom(SY, msg.sender, _entry_addLiquiditySingleSy(market, limit), netSyIn);
@@ -189,10 +203,6 @@ contract ActionAddRemoveLiqV3 is IPActionAddRemoveLiqV3, ActionBase {
         emit AddLiquiditySingleSy(msg.sender, market, receiver, netSyIn, netLpOut);
     }
 
-    function _entry_addLiquiditySingleSy(address market, LimitOrderData calldata lim) internal view returns (address) {
-        return !_isEmptyLimit(lim) ? address(this) : market;
-    }
-
     function _addLiquiditySingleSy(
         address receiver,
         address market,
@@ -236,6 +246,7 @@ contract ActionAddRemoveLiqV3 is IPActionAddRemoveLiqV3, ActionBase {
 
     // ------------------ ADD LIQUIDITY SINGLE TOKEN KEEP YT ------------------
 
+    /// @notice For details on the parameters (input, guessPtSwapToSy, limit, etc.), please refer to IPAllActionTypeV3.
     function addLiquiditySingleTokenKeepYt(
         address receiver,
         address market,
@@ -330,6 +341,7 @@ contract ActionAddRemoveLiqV3 is IPActionAddRemoveLiqV3, ActionBase {
 
     // ------------------ REMOVE LIQUIDITY DUAL ------------------
 
+    /// @notice For details on the parameters (input, guessPtSwapToSy, limit, etc.), please refer to IPAllActionTypeV3.
     function removeLiquidityDualTokenAndPt(
         address receiver,
         address market,
@@ -377,6 +389,8 @@ contract ActionAddRemoveLiqV3 is IPActionAddRemoveLiqV3, ActionBase {
     }
 
     // ------------------ REMOVE LIQUIDITY SINGLE PT ------------------
+
+    /// @notice For details on the parameters (input, guessPtSwapToSy, limit, etc.), please refer to IPAllActionTypeV3.
     function removeLiquiditySinglePt(
         address receiver,
         address market,
@@ -385,6 +399,10 @@ contract ActionAddRemoveLiqV3 is IPActionAddRemoveLiqV3, ActionBase {
         ApproxParams calldata guessPtReceivedFromSy,
         LimitOrderData calldata limit
     ) external returns (uint256 netPtOut, uint256 netSyFee) {
+        if (canUseOnchainApproximation(guessPtReceivedFromSy, limit)) {
+            return delegateToRemoveLiquiditySinglePtSimple(receiver, market, netLpToRemove, minPtOut);
+        }
+
         uint256 netSyLeft;
 
         // execute the burn
@@ -415,6 +433,7 @@ contract ActionAddRemoveLiqV3 is IPActionAddRemoveLiqV3, ActionBase {
 
     // ------------------ REMOVE LIQUIDITY SINGLE TOKEN ------------------
 
+    /// @notice For details on the parameters (input, guessPtSwapToSy, limit, etc.), please refer to IPAllActionTypeV3.
     function removeLiquiditySingleToken(
         address receiver,
         address market,
@@ -441,6 +460,7 @@ contract ActionAddRemoveLiqV3 is IPActionAddRemoveLiqV3, ActionBase {
         );
     }
 
+    /// @notice For details on the parameters (input, guessPtSwapToSy, limit, etc.), please refer to IPAllActionTypeV3.
     function removeLiquiditySingleSy(
         address receiver,
         address market,

package/contracts/router/ActionMiscV3.sol

@@ -6,6 +6,8 @@ import "../interfaces/IPActionMiscV3.sol";
 import "../interfaces/IPReflector.sol";
 
 contract ActionMiscV3 is IPActionMiscV3, ActionBase {
+    uint256 private constant NOT_FOUND = type(uint256).max;
+
     function mintSyFromToken(
         address receiver,
         address SY,
@@ -16,6 +18,7 @@ contract ActionMiscV3 is IPActionMiscV3, ActionBase {
         emit MintSyFromToken(msg.sender, input.tokenIn, SY, receiver, input.netTokenIn, netSyOut);
     }
 
+    /// @notice For details on the parameters (input, guessPtSwapToSy, limit, etc.), please refer to IPAllActionTypeV3.
     function redeemSyToToken(
         address receiver,
         address SY,
@@ -26,6 +29,7 @@ contract ActionMiscV3 is IPActionMiscV3, ActionBase {
         emit RedeemSyToToken(msg.sender, output.tokenOut, SY, receiver, netSyIn, netTokenOut);
     }
 
+    /// @notice For details on the parameters (input, guessPtSwapToSy, limit, etc.), please refer to IPAllActionTypeV3.
     function mintPyFromToken(
         address receiver,
         address YT,
@@ -40,6 +44,7 @@ contract ActionMiscV3 is IPActionMiscV3, ActionBase {
         emit MintPyFromToken(msg.sender, input.tokenIn, YT, receiver, input.netTokenIn, netPyOut, netSyInterm);
     }
 
+    /// @notice For details on the parameters (input, guessPtSwapToSy, limit, etc.), please refer to IPAllActionTypeV3.
     function redeemPyToToken(
         address receiver,
         address YT,
@@ -93,6 +98,114 @@ contract ActionMiscV3 is IPActionMiscV3, ActionBase {
         }
     }
 
+    /// @dev The interface might change in the future, check with Pendle team before use
+    function redeemDueInterestAndRewardsV2(
+        IStandardizedYield[] calldata SYs,
+        RedeemYtIncomeToTokenStruct[] calldata YTs,
+        IPMarket[] calldata markets,
+        IPSwapAggregator pendleSwap,
+        SwapDataExtra[] calldata swaps
+    ) external returns (uint256[] memory netOutFromSwaps, uint256[] memory netInterests) {
+        if (swaps.length == 0) {
+            return (netOutFromSwaps, __redeemDueInterestAndRewardsV2NoSwap(SYs, YTs, markets));
+        } else {
+            return __redeemDueInterestAndRewardsV2AndSwap(SYs, YTs, markets, pendleSwap, swaps);
+        }
+    }
+
+    function __redeemDueInterestAndRewardsV2NoSwap(
+        IStandardizedYield[] calldata SYs,
+        RedeemYtIncomeToTokenStruct[] calldata YTs,
+        IPMarket[] calldata markets
+    ) private returns (uint256[] memory netInterests) {
+        netInterests = new uint256[](YTs.length);
+        for (uint256 i = 0; i < SYs.length; ++i) SYs[i].claimRewards(msg.sender);
+
+        for (uint256 i = 0; i < YTs.length; ++i) {
+            (uint256 netSyInt, ) = YTs[i].yt.redeemDueInterestAndRewards(
+                msg.sender,
+                YTs[i].doRedeemInterest,
+                YTs[i].doRedeemRewards
+            );
+
+            if (netSyInt == 0) continue;
+
+            IStandardizedYield SY = IStandardizedYield(YTs[i].yt.SY());
+            _transferFrom(SY, msg.sender, address(SY), netSyInt);
+            netInterests[i] = SY.redeem(msg.sender, netSyInt, YTs[i].tokenRedeemSy, YTs[i].minTokenRedeemOut, true);
+        }
+
+        for (uint256 i = 0; i < markets.length; ++i) markets[i].redeemRewards(msg.sender);
+    }
+
+    function __redeemDueInterestAndRewardsV2AndSwap(
+        IStandardizedYield[] calldata SYs,
+        RedeemYtIncomeToTokenStruct[] calldata YTs,
+        IPMarket[] calldata markets,
+        IPSwapAggregator pendleSwap,
+        SwapDataExtra[] calldata swaps
+    ) private returns (uint256[] memory netOutFromSwaps, uint256[] memory netInterests) {
+        netOutFromSwaps = new uint256[](swaps.length);
+        uint256[] memory netSwaps = new uint256[](swaps.length);
+
+        for (uint256 i = 0; i < SYs.length; ++i) {
+            _add(swaps, netSwaps, SYs[i].getRewardTokens(), SYs[i].claimRewards(msg.sender));
+        }
+
+        netInterests = new uint256[](YTs.length);
+        for (uint256 i = 0; i < YTs.length; ++i) {
+            uint256[] memory netRewards;
+            (netInterests[i], netRewards) = YTs[i].yt.redeemDueInterestAndRewards(
+                msg.sender,
+                YTs[i].doRedeemInterest,
+                YTs[i].doRedeemRewards
+            );
+
+            if (YTs[i].doRedeemRewards) _add(swaps, netSwaps, YTs[i].yt.getRewardTokens(), netRewards);
+        }
+
+        for (uint256 i = 0; i < markets.length; ++i) {
+            _add(swaps, netSwaps, markets[i].getRewardTokens(), markets[i].redeemRewards(msg.sender));
+        }
+
+        for (uint256 i = 0; i < swaps.length; ++i) {
+            _transferIn(swaps[i].tokenIn, msg.sender, netSwaps[i]);
+        }
+
+        for (uint256 i = 0; i < YTs.length; ++i) {
+            if (netInterests[i] == 0) continue;
+            IStandardizedYield SY = IStandardizedYield(YTs[i].yt.SY());
+            netInterests[i] = _redeemSyAndAdd(
+                swaps,
+                netSwaps,
+                SY,
+                netInterests[i],
+                YTs[i].tokenRedeemSy,
+                YTs[i].minTokenRedeemOut
+            );
+        }
+
+        for (uint256 i = 0; i < swaps.length; ++i) netOutFromSwaps[i] = _swap(swaps[i], netSwaps[i], pendleSwap, true);
+    }
+
+    /// @dev The interface might change in the future, check with Pendle team before use
+    function swapTokensToTokens(
+        IPSwapAggregator pendleSwap,
+        SwapDataExtra[] calldata swaps,
+        uint256[] calldata netSwaps
+    ) external payable returns (uint256[] memory netOutFromSwaps) {
+        netOutFromSwaps = new uint256[](swaps.length);
+
+        for (uint256 i = 0; i < swaps.length; ++i) {
+            _transferIn(swaps[i].tokenIn, msg.sender, netSwaps[i]);
+        }
+
+        for (uint256 i = 0; i < swaps.length; ++i) {
+            netOutFromSwaps[i] = _swap(swaps[i], netSwaps[i], pendleSwap, false);
+        }
+    }
+
+    /// @dev Deprecated, please use swapTokensToTokens which support unwrapping ETH too
     function swapTokenToToken(
         address receiver,
         uint256 minTokenOut,
@@ -106,6 +219,7 @@ contract ActionMiscV3 is IPActionMiscV3, ActionBase {
         _transferOut(inp.tokenMintSy, receiver, netTokenOut);
     }
 
+    /// @dev The interface might change in the future, check with Pendle team before use
     function swapTokenToTokenViaSy(
         address receiver,
         address SY,
@@ -117,7 +231,7 @@ contract ActionMiscV3 is IPActionMiscV3, ActionBase {
         netTokenOut = IStandardizedYield(SY).redeem(receiver, netSyInterm, tokenRedeemSy, minTokenOut, true);
     }
 
-    /// @dev The interface might change in the future, check with Pendle team before use
+    /// @notice For details on the parameters (input, guessPtSwapToSy, limit, etc.), please refer to IPAllActionTypeV3.
     function exitPreExpToToken(
         address receiver,
         address market,
@@ -135,7 +249,7 @@ contract ActionMiscV3 is IPActionMiscV3, ActionBase {
         emit ExitPreExpToToken(msg.sender, market, output.tokenOut, receiver, netLpIn, totalTokenOut, params);
     }
 
-    /// @dev The interface might change in the future, check with Pendle team before use
+    /// @notice For details on the parameters (input, guessPtSwapToSy, limit, etc.), please refer to IPAllActionTypeV3.
     function exitPreExpToSy(
         address receiver,
         address market,
@@ -198,7 +312,7 @@ contract ActionMiscV3 is IPActionMiscV3, ActionBase {
         p.totalSyOut = p.netSyFromRemove + p.netSyFromRedeem + p.netSyFromSwap;
     }
 
-    /// @dev The interface might change in the future, check with Pendle team before use
+    /// @notice For details on the parameters (input, guessPtSwapToSy, limit, etc.), please refer to IPAllActionTypeV3.
     function exitPostExpToToken(
         address receiver,
         address market,
@@ -228,6 +342,73 @@ contract ActionMiscV3 is IPActionMiscV3, ActionBase {
         emit ExitPostExpToSy(msg.sender, market, receiver, netLpIn, params);
     }
 
+    function _redeemSyAndAdd(
+        SwapDataExtra[] calldata swaps,
+        uint256[] memory netSwaps,
+        IStandardizedYield SY,
+        uint256 netSyToRedeem,
+        address tokenRedeemSy,
+        uint256 minTokenRedeemSy
+    ) internal returns (uint256 netTokenOut) {
+        _transferFrom(SY, msg.sender, address(SY), netSyToRedeem);
+
+        uint256 index = _find(swaps, tokenRedeemSy);
+        if (index == NOT_FOUND) {
+            return SY.redeem(msg.sender, netSyToRedeem, tokenRedeemSy, minTokenRedeemSy, true);
+        }
+
+        netTokenOut = SY.redeem(address(this), netSyToRedeem, tokenRedeemSy, minTokenRedeemSy, true);
+        netSwaps[index] += netTokenOut;
+    }
+
+    function _add(
+        SwapDataExtra[] calldata swaps,
+        uint256[] memory netSwaps,
+        address[] memory tokens,
+        uint256[] memory amounts
+    ) internal pure {
+        for (uint256 i = 0; i < tokens.length; ++i) {
+            uint256 index = _find(swaps, tokens[i]);
+            if (index == NOT_FOUND) continue;
+
+            netSwaps[index] += amounts[i];
+        }
+    }
+
+    function _swap(
+        SwapDataExtra calldata $,
+        uint256 netSwap,
+        IPSwapAggregator pendleSwap,
+        bool needScale
+    ) internal returns (uint256 netTokenOut) {
+        SwapType swapType = $.swapData.swapType;
+        assert(swapType != SwapType.NONE);
+
+        if (swapType == SwapType.ETH_WETH) {
+            _wrap_unwrap_ETH($.tokenIn, $.tokenOut, netSwap);
+
+            netTokenOut = netSwap;
+        } else {
+            assert($.swapData.needScale == needScale);
+
+            _transferOut($.tokenIn, address(pendleSwap), netSwap);
+
+            uint256 preBalance = _selfBalance($.tokenOut);
+            IPSwapAggregator(pendleSwap).swap($.tokenIn, netSwap, $.swapData);
+            netTokenOut = _selfBalance($.tokenOut) - preBalance;
+        }
+
+        require(netTokenOut >= $.minOut, "Slippage: INSUFFICIENT_TOKEN_OUT");
+        _transferOut($.tokenOut, msg.sender, netTokenOut);
+    }
+
+    function _find(SwapDataExtra[] calldata swaps, address token) internal pure returns (uint256 index) {
+        for (uint256 i = 0; i < swaps.length; ++i) {
+            if (swaps[i].tokenIn == token) return i;
+        }
+        return NOT_FOUND;
+    }
+
     function _exitPostExpToSy(
         bool setReceiverToSy,
         address receiver,
@@ -290,20 +471,6 @@ contract ActionMiscV3 is IPActionMiscV3, ActionBase {
         revert Errors.SimulationResults(success, result);
     }
 
-    function _delegateToSelf(
-        bytes memory data,
-        bool allowFailure
-    ) internal returns (bool success, bytes memory result) {
-        (success, result) = address(this).delegatecall(data);
-
-        if (!success && !allowFailure) {
-            assembly {
-                // We use Yul's revert() to bubble up errors from the target contract.
-                revert(add(32, result), mload(result))
-            }
-        }
-    }
-
     function _callToReflector(address payable reflector, bytes memory data) internal returns (bytes memory) {
         return IPReflector(reflector).reflect(data);
     }