@pendle/core-v2 5.3.0 → 5.4.0

package/contracts/{router/math/MarketApproxLib.sol → offchain-helpers/router-static/base/MarketApproxLibV1.sol}

@@ -1,9 +1,9 @@
 // SPDX-License-Identifier: GPL-3.0-or-later
 pragma solidity ^0.8.0;
 
-import "../../core/libraries/math/PMath.sol";
-import "../../core/Market/MarketMathCore.sol";
-import {ApproxParams} from "../../interfaces/IPAllActionTypeV3.sol";
+import "../../../core/libraries/math/PMath.sol";
+import "../../../core/Market/MarketMathCore.sol";
+import {ApproxParams} from "../../../interfaces/IPAllActionTypeV3.sol";
 
 /// Further explanation of the eps. Take swapExactSyForPt for example. To calc the corresponding amount of Pt to swap out,
 /// it's necessary to run an approximation algorithm, because by default there only exists the Pt to Sy formula
@@ -20,7 +20,7 @@ import {ApproxParams} from "../../interfaces/IPAllActionTypeV3.sol";
 /// approximation, it will be used (and save all the guessing). It's expected that this shortcut will be used in most cases
 /// except in cases that there is a trade in the same market right before the tx
 
-library MarketApproxPtInLib {
+library MarketApproxPtInLibV1 {
     using MarketMathCore for MarketState;
     using PYIndexLib for PYIndex;
     using PMath for uint256;
@@ -79,7 +79,7 @@ library MarketApproxPtInLib {
         uint256 exactSyIn,
         uint256 blockTime,
         ApproxParams memory approx
-    ) internal pure returns (uint256, /*netYtOut*/ uint256 /*netSyFee*/) {
+    ) internal pure returns (uint256, /*netYtOut*/ uint256 /*netSyFee*/, uint256 /*iter*/) {
         MarketPreCompute memory comp = market.getMarketPreCompute(index, blockTime);
         if (approx.guessOffchain == 0) {
             approx.guessMin = PMath.max(approx.guessMin, index.syToAsset(exactSyIn));
@@ -101,7 +101,7 @@ library MarketApproxPtInLib {
 
             if (netSyToPull <= exactSyIn) {
                 if (PMath.isASmallerApproxB(netSyToPull, exactSyIn, approx.eps)) {
-                    return (guess, netSyFee);
+                    return (guess, netSyFee, iter);
                 }
                 approx.guessMin = guess;
             } else {
@@ -135,7 +135,7 @@ library MarketApproxPtInLib {
         uint256 _netSyHolding,
         uint256 _blockTime,
         ApproxParams memory approx
-    ) internal pure returns (uint256, /*netPtSwap*/ uint256, /*netSyFromSwap*/ uint256 /*netSyFee*/) {
+    ) internal pure returns (uint256, /*netPtSwap*/ uint256, /*netSyFromSwap*/ uint256, /*netSyFee*/ uint256 /*iter*/) {
         Args5 memory a = Args5(_market, _index, _totalPtIn, _netSyHolding, _blockTime, approx);
         MarketPreCompute memory comp = a.market.getMarketPreCompute(a.index, a.blockTime);
         if (approx.guessOffchain == 0) {
@@ -159,7 +159,7 @@ library MarketApproxPtInLib {
             );
 
             if (PMath.isAApproxB(syNumerator, ptNumerator, approx.eps)) {
-                return (guess, netSyOut, netSyFee);
+                return (guess, netSyOut, netSyFee, iter);
             }
 
             if (syNumerator <= ptNumerator) {
@@ -303,7 +303,7 @@ library MarketApproxPtInLib {
     }
 }
 
-library MarketApproxPtOutLib {
+library MarketApproxPtOutLibV1 {
     using MarketMathCore for MarketState;
     using PYIndexLib for PYIndex;
     using PMath for uint256;
@@ -323,7 +323,7 @@ library MarketApproxPtOutLib {
         uint256 exactSyIn,
         uint256 blockTime,
         ApproxParams memory approx
-    ) internal pure returns (uint256, /*netPtOut*/ uint256 /*netSyFee*/) {
+    ) internal pure returns (uint256, /*netPtOut*/ uint256 /*netSyFee*/, uint256 /*iter*/) {
         MarketPreCompute memory comp = market.getMarketPreCompute(index, blockTime);
         if (approx.guessOffchain == 0) {
             // no limit on min
@@ -338,7 +338,7 @@ library MarketApproxPtOutLib {
 
             if (netSyIn <= exactSyIn) {
                 if (PMath.isASmallerApproxB(netSyIn, exactSyIn, approx.eps)) {
-                    return (guess, netSyFee);
+                    return (guess, netSyFee, iter);
                 }
                 approx.guessMin = guess;
             } else {
@@ -415,7 +415,7 @@ library MarketApproxPtOutLib {
         uint256 _netPtHolding,
         uint256 _blockTime,
         ApproxParams memory _approx
-    ) internal pure returns (uint256, /*netPtFromSwap*/ uint256, /*netSySwap*/ uint256 /*netSyFee*/) {
+    ) internal pure returns (uint256, /*netPtFromSwap*/ uint256, /*netSySwap*/ uint256, /*netSyFee*/ uint256 /*iter*/) {
         Args6 memory a = Args6(_market, _index, _totalSyIn, _netPtHolding, _blockTime, _approx);
 
         MarketPreCompute memory comp = a.market.getMarketPreCompute(a.index, a.blockTime);
@@ -453,7 +453,7 @@ library MarketApproxPtOutLib {
             }
 
             if (PMath.isAApproxB(ptNumerator, syNumerator, a.approx.eps)) {
-                return (guess, netSyIn, netSyFee);
+                return (guess, netSyIn, netSyFee, iter);
             }
 
             if (ptNumerator <= syNumerator) {

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

@@ -1,7 +1,7 @@
 // SPDX-License-Identifier: GPL-3.0-or-later
 pragma solidity ^0.8.17;
 
-import "../../../router/math/MarketApproxLib.sol";
+import "./MarketApproxLibV1.sol";
 
 abstract contract StorageLayout {
     address internal owner;

package/contracts/router/ActionAddRemoveLiqV3.sol

@@ -10,8 +10,8 @@ contract ActionAddRemoveLiqV3 is IPActionAddRemoveLiqV3, ActionBase, ActionDeleg
     using PMath for uint256;
     using PMath for int256;
     using MarketMathCore for MarketState;
-    using MarketApproxPtInLib for MarketState;
-    using MarketApproxPtOutLib for MarketState;
+    using MarketApproxPtInLibV2 for MarketState;
+    using MarketApproxPtOutLibV2 for MarketState;
     using PYIndexLib for IPYieldToken;
     using PYIndexLib for PYIndex;
 
@@ -104,7 +104,7 @@ contract ActionAddRemoveLiqV3 is IPActionAddRemoveLiqV3, ActionBase, ActionDeleg
             _transferOut(address(PT), market, netPtLeft);
         }
 
-        (uint256 netPtSwapMarket, , ) = _readMarket(market).approxSwapPtToAddLiquidity(
+        (uint256 netPtSwapMarket, , ) = _readMarket(market).approxSwapPtToAddLiquidityV2(
             YT.newIndex(),
             netPtLeft,
             netSyReceived,
@@ -221,7 +221,7 @@ contract ActionAddRemoveLiqV3 is IPActionAddRemoveLiqV3, ActionBase, ActionDeleg
             _transferOut(address(SY), market, netSyLeft);
         }
 
-        (uint256 netPtOutMarket, , ) = _readMarket(market).approxSwapSyToAddLiquidity(
+        (uint256 netPtOutMarket, , ) = _readMarket(market).approxSwapSyToAddLiquidityV2(
             YT.newIndex(),
             netSyLeft,
             netPtReceived,

package/contracts/router/ActionMiscV3.sol

@@ -205,20 +205,6 @@ contract ActionMiscV3 is IPActionMiscV3, ActionBase {
         }
     }
 
-    /// @dev Deprecated, please use swapTokensToTokens which support unwrapping ETH too
-    function swapTokenToToken(
-        address receiver,
-        uint256 minTokenOut,
-        TokenInput calldata inp
-    ) external payable returns (uint256 netTokenOut) {
-        _swapTokenInput(inp);
-
-        netTokenOut = _selfBalance(inp.tokenMintSy);
-        if (netTokenOut < minTokenOut) revert("Slippage: INSUFFICIENT_TOKEN_OUT");
-
-        _transferOut(inp.tokenMintSy, receiver, netTokenOut);
-    }
-
     /// @dev The interface might change in the future, check with Pendle team before use
     function swapTokenToTokenViaSy(
         address receiver,

package/contracts/router/ActionSwapYTV3.sol

@@ -8,8 +8,8 @@ import {ActionDelegateBase} from "./base/ActionDelegateBase.sol";
 
 contract ActionSwapYTV3 is CallbackHelper, IPActionSwapYTV3, ActionBase, ActionDelegateBase {
     using PMath for uint256;
-    using MarketApproxPtInLib for MarketState;
-    using MarketApproxPtOutLib for MarketState;
+    using MarketApproxPtInLibV2 for MarketState;
+    using MarketApproxPtOutLibV2 for MarketState;
     using PYIndexLib for IPYieldToken;
 
     // ------------------ SWAP TOKEN FOR YT ------------------
@@ -105,67 +105,4 @@ contract ActionSwapYTV3 is CallbackHelper, IPActionSwapYTV3, ActionBase, ActionD
         (netSyOut, netSyFee) = _swapExactYtForSy(receiver, market, SY, YT, exactYtIn, minSyOut, limit);
         emit SwapYtAndSy(msg.sender, market, receiver, exactYtIn.neg(), netSyOut.Int());
     }
-
-    // ------------------ SWAP PT FOR YT ------------------
-
-    /// @notice For details on the parameters (input, guessPtSwapToSy, limit, etc.), please refer to IPAllActionTypeV3.
-    function swapExactPtForYt(
-        address receiver,
-        address market,
-        uint256 exactPtIn,
-        uint256 minYtOut,
-        ApproxParams calldata guessTotalPtToSwap
-    ) external returns (uint256 netYtOut, uint256 netSyFee) {
-        (, IPPrincipalToken PT, IPYieldToken YT) = IPMarket(market).readTokens();
-
-        uint256 totalPtToSwap;
-        (netYtOut, totalPtToSwap, netSyFee) = _readMarket(market).approxSwapExactPtForYt(
-            YT.newIndex(),
-            exactPtIn,
-            block.timestamp,
-            guessTotalPtToSwap
-        );
-
-        _transferFrom(IERC20(PT), msg.sender, market, exactPtIn);
-
-        IPMarket(market).swapExactPtForSy(
-            address(YT),
-            totalPtToSwap,
-            _encodeSwapExactPtForYt(receiver, exactPtIn, minYtOut, YT)
-        );
-
-        emit SwapPtAndYt(msg.sender, market, receiver, exactPtIn.neg(), netYtOut.Int());
-    }
-
-    // ------------------ SWAP YT FOR PT ------------------
-
-    /// @notice For details on the parameters (input, guessPtSwapToSy, limit, etc.), please refer to IPAllActionTypeV3.
-    function swapExactYtForPt(
-        address receiver,
-        address market,
-        uint256 exactYtIn,
-        uint256 minPtOut,
-        ApproxParams calldata guessTotalPtFromSwap
-    ) external returns (uint256 netPtOut, uint256 netSyFee) {
-        (, IPPrincipalToken PT, IPYieldToken YT) = IPMarket(market).readTokens();
-
-        uint256 totalPtFromSwap;
-        (netPtOut, totalPtFromSwap, netSyFee) = _readMarket(market).approxSwapExactYtForPt(
-            YT.newIndex(),
-            exactYtIn,
-            block.timestamp,
-            guessTotalPtFromSwap
-        );
-
-        if (netPtOut < minPtOut) revert("Slippage: INSUFFICIENT_PT_OUT");
-
-        _transferFrom(IERC20(YT), msg.sender, address(YT), exactYtIn);
-        IPMarket(market).swapSyForExactPt(
-            address(this),
-            totalPtFromSwap,
-            _encodeSwapExactYtForPt(receiver, netPtOut, PT, YT)
-        );
-
-        emit SwapPtAndYt(msg.sender, market, receiver, netPtOut.Int(), exactYtIn.neg());
-    }
 }

package/contracts/router/base/ActionBase.sol

@@ -6,15 +6,14 @@ import "../../interfaces/IStandardizedYield.sol";
 import "../../interfaces/IPYieldToken.sol";
 import "../../interfaces/IPAllActionTypeV3.sol";
 import "../../interfaces/IPMarket.sol";
-import "../../router/math/MarketApproxLib.sol";
-
+import "../../router/math/MarketApproxLibV2.sol";
 import "../../core/libraries/Errors.sol";
 import "../swap-aggregator/IPSwapAggregator.sol";
 import "./CallbackHelper.sol";
 
 abstract contract ActionBase is TokenHelper, CallbackHelper, IPLimitOrderType {
-    using MarketApproxPtInLib for MarketState;
-    using MarketApproxPtOutLib for MarketState;
+    using MarketApproxPtInLibV2 for MarketState;
+    using MarketApproxPtOutLibV2 for MarketState;
     using PMath for uint256;
     using PYIndexLib for IPYieldToken;
     using PYIndexLib for PYIndex;
@@ -234,7 +233,7 @@ abstract contract ActionBase is TokenHelper, CallbackHelper, IPLimitOrderType {
         }
 
         if (doMarketOrder) {
-            (uint256 netPtOutMarket, ) = _readMarket(market).approxSwapExactSyForPt(
+            (uint256 netPtOutMarket, ) = _readMarket(market).approxSwapExactSyForPtV2(
                 YT.newIndex(),
                 netSyLeft,
                 block.timestamp,
@@ -329,7 +328,7 @@ abstract contract ActionBase is TokenHelper, CallbackHelper, IPLimitOrderType {
         }
 
         if (doMarketOrder) {
-            (uint256 netYtOutMarket, ) = _readMarket(market).approxSwapExactSyForYt(
+            (uint256 netYtOutMarket, ) = _readMarket(market).approxSwapExactSyForYtV2(
                 YT.newIndex(),
                 netSyLeft,
                 block.timestamp,