@pendle/core-v2 6.1.3-sweed → 6.1.4

package/contracts/offchain-helpers/MarketSweed.sol

@@ -1,239 +0,0 @@
-// SPDX-License-Identifier: MIT
-
-pragma solidity ^0.8.17;
-
-import "../interfaces/IPMarket.sol";
-import "../router/math/MarketApproxLibOnchain.sol";
-import "../router/base/ActionBase.sol";
-import "../interfaces/IMarketSweed.sol";
-
-contract MarketSweed is ActionBase, IMarketSweed {
-    using PMath for uint256;
-    using PMath for int256;
-    using PYIndexLib for PYIndex;
-    using MarketMathCore for MarketState;
-    using PYIndexLib for IPYieldToken;
-
-    address public immutable router;
-
-    struct MarketTokens {
-        IStandardizedYield SY;
-        IPPrincipalToken PT;
-        IPYieldToken YT;
-    }
-
-    constructor(address _router, address _dustReceiver) ActionBase(_dustReceiver) {
-        router = _router;
-    }
-
-    function seedAtImpliedRate(
-        address receiver,
-        address market,
-        uint256 minLpOut,
-        uint256 minYtOut,
-        TokenInput calldata input,
-        ApproxSweedParams calldata sweedParams
-    ) external payable returns (uint256 netLpOut, uint256 netYtOut, int256 guessedAmountPtToSwap) {
-        MarketTokens memory tokens;
-        (tokens.SY, tokens.PT, tokens.YT) = IPMarket(market).readTokens();
-
-        _mintSyFromToken(address(this), address(tokens.SY), 1, input);
-
-        uint256 netPtOut;
-        (netPtOut, netYtOut, guessedAmountPtToSwap) = _swap(receiver, market, tokens, sweedParams);
-
-        uint256 netYtFromSeed;
-        (netLpOut, netYtFromSeed, ) = _seed(receiver, market, tokens.SY, tokens.YT, _selfBalance(tokens.SY), netPtOut);
-        netYtOut += netYtFromSeed;
-
-        if (netLpOut < minLpOut) revert("Slippage: INSUFFICIENT_LP_OUT");
-        if (netYtOut < minYtOut) revert("Slippage: INSUFFICIENT_YT_OUT");
-    }
-
-    function mintPYFromToken__noCall(
-        address YT,
-        TokenInput calldata input
-    ) external payable returns (uint256 netPYOut) {
-        address SY = IPYieldToken(YT).SY();
-        _mintSyFromToken(YT, SY, 1, input);
-        netPYOut = IPYieldToken(YT).mintPY(msg.sender, msg.sender);
-    }
-
-    function _seed(
-        address receiver,
-        address market,
-        IStandardizedYield SY,
-        IPYieldToken YT,
-        uint256 netSyIn,
-        uint256 netPtIn
-    ) internal returns (uint256 netLpOut, uint256 netYtOut, uint256 netSyMintPy) {
-        MarketState memory state = _readMarket(market);
-
-        uint256 netSyDual = 0;
-        if (netPtIn > 0) {
-            /** Add dual SY + PT */
-            uint256 netPtDual;
-            (, , netSyDual, netPtDual) = _readMarket(market).addLiquidity(netSyIn, netPtIn, block.timestamp);
-            if (netPtIn > netPtDual || netSyDual == netSyIn) {
-                revert("MS: Bought too much PT");
-            }
-            netSyIn -= netSyDual;
-            _transferOut(YT.PT(), market, netPtDual);
-        }
-
-        PYIndex pyIndex = YT.newIndex();
-        netSyMintPy =
-            (netSyIn * state.totalPt.Uint()) /
-            (state.totalPt.Uint() + pyIndex.syToAsset(state.totalSy.Uint()));
-
-        uint256 netSyAddLiquidity = netSyIn - netSyMintPy;
-
-        // transfer SY to mint PY
-        _transferOut(address(SY), address(YT), netSyMintPy);
-
-        // PT goes to market, YT goes to receiver
-        netYtOut = YT.mintPY(market, receiver);
-
-        // the rest of SY goes to market
-        _transferOut(address(SY), market, netSyAddLiquidity + netSyDual);
-
-        (netLpOut, , ) = IPMarket(market).mint(receiver, netSyAddLiquidity, netYtOut);
-    }
-
-    function _swap(
-        address receiver,
-        address market,
-        MarketTokens memory tokens,
-        ApproxSweedParams memory sweedParams
-    ) internal returns (uint256 amountPtToAccount, uint256 amountYTToAccount, int256 guessedSwap) {
-        PYIndex index = _getPYIndex(market);
-        MarketState memory state = _readMarket(market);
-        MarketPreCompute memory comp = state.getMarketPreCompute(index, block.timestamp);
-
-        if (state.lastLnImpliedRate > sweedParams.targetLnImpliedRate) {
-            // Normalize maxPtToSwap
-            sweedParams.maxPtToSwap = PMath.min(
-                sweedParams.maxPtToSwap,
-                MarketApproxPtOutLibOnchain.calcMaxPtOut(comp, state.totalPt)
-            );
-
-            int256 amountSyToAccount;
-
-            (guessedSwap, amountSyToAccount) = _calcAmountPtToBuy(state, index, sweedParams);
-            amountPtToAccount = guessedSwap.Uint();
-
-            _transferOut(address(tokens.SY), market, amountSyToAccount.abs());
-            IPMarket(market).swapSyForExactPt(address(this), guessedSwap.abs(), EMPTY_BYTES);
-        } else {
-            // Normalize maxPtToSwap
-            sweedParams.maxPtToSwap = PMath.min(
-                sweedParams.maxPtToSwap,
-                MarketApproxPtInLibOnchain.calcSoftMaxPtIn(state, comp)
-            );
-
-            guessedSwap = _calcAmountPtToSell(state, index, sweedParams);
-
-            uint256 amountPtToSell = guessedSwap.abs();
-            amountYTToAccount = amountPtToSell;
-
-            _transferOut(address(tokens.SY), address(tokens.YT), index.assetToSyUp(amountPtToSell));
-            uint256 amountPYOut = tokens.YT.mintPY(market, receiver);
-
-            assert(amountPYOut >= amountPtToSell);
-
-            // this amount of SY will be used to add liquidity in later step
-            IPMarket(market).swapExactPtForSy(address(this), amountPtToSell, EMPTY_BYTES);
-        }
-    }
-
-    function _calcAmountPtToBuy(
-        MarketState memory state,
-        PYIndex index,
-        ApproxSweedParams memory sweedParams
-    ) internal view returns (int256 amountPtToSwapToAccount, int256 amountSyToAccount) {
-        int256 refAmt = sweedParams.maxPtToSwap.Int();
-        int256 accPtToAccount = 0;
-
-        for (uint256 iter = 0; iter < sweedParams.maxIteration; ++iter) {
-            int256 guess;
-            if (iter == 0 && _isValidGuessOffchain(sweedParams, true)) {
-                guess = sweedParams.guessOffchain;
-            } else {
-                refAmt /= 2;
-                guess = accPtToAccount + refAmt;
-            }
-
-            MarketState memory localState = _deepCopy(state);
-
-            // // Will not revert. maxPtToBuy should already be normalized
-            (int256 localAmountSyToAccount, , ) = localState.executeTradeCore(index, guess, block.timestamp);
-
-            if (PMath.isAApproxB(localState.lastLnImpliedRate, sweedParams.targetLnImpliedRate, sweedParams.eps)) {
-                return (guess, localAmountSyToAccount);
-            }
-
-            if (localState.lastLnImpliedRate > sweedParams.targetLnImpliedRate) {
-                accPtToAccount += refAmt;
-            }
-        }
-        revert("_calcAmountPtToBuy: failed");
-    }
-
-    function _calcAmountPtToSell(
-        MarketState memory state,
-        PYIndex index,
-        ApproxSweedParams memory sweedParams
-    ) internal view returns (int256 amountPtToSwapToAccount) {
-        int256 refAmt = sweedParams.maxPtToSwap.Int();
-        int256 accPtToAccount = 0;
-
-        for (uint256 iter = 0; iter < sweedParams.maxIteration; ++iter) {
-            int256 guess;
-            if (iter == 0 && _isValidGuessOffchain(sweedParams, false)) {
-                guess = sweedParams.guessOffchain;
-            } else {
-                refAmt /= 2;
-                guess = accPtToAccount - refAmt;
-            }
-
-            MarketState memory localState = _deepCopy(state);
-
-            // Will not revert. maxPtToSell should already be normalized
-            localState.executeTradeCore(index, guess, block.timestamp);
-
-            if (PMath.isAApproxB(localState.lastLnImpliedRate, sweedParams.targetLnImpliedRate, sweedParams.eps)) {
-                return guess;
-            }
-
-            if (localState.lastLnImpliedRate < sweedParams.targetLnImpliedRate) {
-                accPtToAccount -= refAmt;
-            }
-        }
-        revert("_calcAmountPtToSell: failed");
-    }
-
-    function _getPYIndex(address market) internal returns (PYIndex) {
-        (, , IPYieldToken YT) = IPMarket(market).readTokens();
-        return PYIndex.wrap(YT.pyIndexCurrent());
-    }
-
-    function _deepCopy(MarketState memory state) internal pure returns (MarketState memory copiedState) {
-        copiedState.totalPt = state.totalPt;
-        copiedState.totalSy = state.totalSy;
-        copiedState.totalLp = state.totalLp;
-        copiedState.treasury = state.treasury;
-
-        copiedState.scalarRoot = state.scalarRoot;
-        copiedState.expiry = state.expiry;
-
-        copiedState.lnFeeRateRoot = state.lnFeeRateRoot;
-        copiedState.reserveFeePercent = state.reserveFeePercent;
-        copiedState.lastLnImpliedRate = state.lastLnImpliedRate;
-    }
-
-    function _isValidGuessOffchain(ApproxSweedParams memory sweedParams, bool isBuyingPt) internal pure returns (bool) {
-        if (sweedParams.guessOffchain == 0) return false;
-        if (isBuyingPt != (sweedParams.guessOffchain > 0)) return false;
-        return sweedParams.guessOffchain.abs() <= sweedParams.maxPtToSwap;
-    }
-}

package/typechain-types/ActionBase.ts

@@ -1,81 +0,0 @@
-/* Autogenerated file. Do not edit manually. */
-/* tslint:disable */
-/* eslint-disable */
-import {
-  BaseContract,
-  BigNumber,
-  BytesLike,
-  CallOverrides,
-  PopulatedTransaction,
-  Signer,
-  utils,
-} from "ethers";
-import { FunctionFragment, Result } from "@ethersproject/abi";
-import { Listener, Provider } from "@ethersproject/providers";
-import type {
-  TypedEventFilter,
-  TypedEvent,
-  TypedListener,
-  OnEvent,
-} from "./common";
-
-export interface ActionBaseInterface extends utils.Interface {
-  contractName: "ActionBase";
-  functions: {
-    "tracker()": FunctionFragment;
-  };
-
-  encodeFunctionData(functionFragment: "tracker", values?: undefined): string;
-
-  decodeFunctionResult(functionFragment: "tracker", data: BytesLike): Result;
-
-  events: {};
-}
-
-export interface ActionBase extends BaseContract {
-  contractName: "ActionBase";
-  connect(signerOrProvider: Signer | Provider | string): this;
-  attach(addressOrName: string): this;
-  deployed(): Promise<this>;
-
-  interface: ActionBaseInterface;
-
-  queryFilter<TEvent extends TypedEvent>(
-    event: TypedEventFilter<TEvent>,
-    fromBlockOrBlockhash?: string | number | undefined,
-    toBlock?: string | number | undefined
-  ): Promise<Array<TEvent>>;
-
-  listeners<TEvent extends TypedEvent>(
-    eventFilter?: TypedEventFilter<TEvent>
-  ): Array<TypedListener<TEvent>>;
-  listeners(eventName?: string): Array<Listener>;
-  removeAllListeners<TEvent extends TypedEvent>(
-    eventFilter: TypedEventFilter<TEvent>
-  ): this;
-  removeAllListeners(eventName?: string): this;
-  off: OnEvent<this>;
-  on: OnEvent<this>;
-  once: OnEvent<this>;
-  removeListener: OnEvent<this>;
-
-  functions: {
-    tracker(overrides?: CallOverrides): Promise<[string]>;
-  };
-
-  tracker(overrides?: CallOverrides): Promise<string>;
-
-  callStatic: {
-    tracker(overrides?: CallOverrides): Promise<string>;
-  };
-
-  filters: {};
-
-  estimateGas: {
-    tracker(overrides?: CallOverrides): Promise<BigNumber>;
-  };
-
-  populateTransaction: {
-    tracker(overrides?: CallOverrides): Promise<PopulatedTransaction>;
-  };
-}

package/typechain-types/ActionInputTracker.ts

@@ -1,81 +0,0 @@
-/* Autogenerated file. Do not edit manually. */
-/* tslint:disable */
-/* eslint-disable */
-import {
-  BaseContract,
-  BigNumber,
-  BytesLike,
-  CallOverrides,
-  PopulatedTransaction,
-  Signer,
-  utils,
-} from "ethers";
-import { FunctionFragment, Result } from "@ethersproject/abi";
-import { Listener, Provider } from "@ethersproject/providers";
-import type {
-  TypedEventFilter,
-  TypedEvent,
-  TypedListener,
-  OnEvent,
-} from "./common";
-
-export interface ActionInputTrackerInterface extends utils.Interface {
-  contractName: "ActionInputTracker";
-  functions: {
-    "tracker()": FunctionFragment;
-  };
-
-  encodeFunctionData(functionFragment: "tracker", values?: undefined): string;
-
-  decodeFunctionResult(functionFragment: "tracker", data: BytesLike): Result;
-
-  events: {};
-}
-
-export interface ActionInputTracker extends BaseContract {
-  contractName: "ActionInputTracker";
-  connect(signerOrProvider: Signer | Provider | string): this;
-  attach(addressOrName: string): this;
-  deployed(): Promise<this>;
-
-  interface: ActionInputTrackerInterface;
-
-  queryFilter<TEvent extends TypedEvent>(
-    event: TypedEventFilter<TEvent>,
-    fromBlockOrBlockhash?: string | number | undefined,
-    toBlock?: string | number | undefined
-  ): Promise<Array<TEvent>>;
-
-  listeners<TEvent extends TypedEvent>(
-    eventFilter?: TypedEventFilter<TEvent>
-  ): Array<TypedListener<TEvent>>;
-  listeners(eventName?: string): Array<Listener>;
-  removeAllListeners<TEvent extends TypedEvent>(
-    eventFilter: TypedEventFilter<TEvent>
-  ): this;
-  removeAllListeners(eventName?: string): this;
-  off: OnEvent<this>;
-  on: OnEvent<this>;
-  once: OnEvent<this>;
-  removeListener: OnEvent<this>;
-
-  functions: {
-    tracker(overrides?: CallOverrides): Promise<[string]>;
-  };
-
-  tracker(overrides?: CallOverrides): Promise<string>;
-
-  callStatic: {
-    tracker(overrides?: CallOverrides): Promise<string>;
-  };
-
-  filters: {};
-
-  estimateGas: {
-    tracker(overrides?: CallOverrides): Promise<BigNumber>;
-  };
-
-  populateTransaction: {
-    tracker(overrides?: CallOverrides): Promise<PopulatedTransaction>;
-  };
-}

package/typechain-types/BoringOwnableUpgradeable.ts

@@ -1,203 +0,0 @@
-/* Autogenerated file. Do not edit manually. */
-/* tslint:disable */
-/* eslint-disable */
-import {
-  BaseContract,
-  BigNumber,
-  BytesLike,
-  CallOverrides,
-  ContractTransaction,
-  Overrides,
-  PopulatedTransaction,
-  Signer,
-  utils,
-} from "ethers";
-import { FunctionFragment, Result, EventFragment } from "@ethersproject/abi";
-import { Listener, Provider } from "@ethersproject/providers";
-import type {
-  TypedEventFilter,
-  TypedEvent,
-  TypedListener,
-  OnEvent,
-} from "./common";
-
-export interface BoringOwnableUpgradeableInterface extends utils.Interface {
-  contractName: "BoringOwnableUpgradeable";
-  functions: {
-    "claimOwnership()": FunctionFragment;
-    "owner()": FunctionFragment;
-    "pendingOwner()": FunctionFragment;
-    "transferOwnership(address,bool,bool)": FunctionFragment;
-  };
-
-  encodeFunctionData(
-    functionFragment: "claimOwnership",
-    values?: undefined
-  ): string;
-  encodeFunctionData(functionFragment: "owner", values?: undefined): string;
-  encodeFunctionData(
-    functionFragment: "pendingOwner",
-    values?: undefined
-  ): string;
-  encodeFunctionData(
-    functionFragment: "transferOwnership",
-    values: [string, boolean, boolean]
-  ): string;
-
-  decodeFunctionResult(
-    functionFragment: "claimOwnership",
-    data: BytesLike
-  ): Result;
-  decodeFunctionResult(functionFragment: "owner", data: BytesLike): Result;
-  decodeFunctionResult(
-    functionFragment: "pendingOwner",
-    data: BytesLike
-  ): Result;
-  decodeFunctionResult(
-    functionFragment: "transferOwnership",
-    data: BytesLike
-  ): Result;
-
-  events: {
-    "Initialized(uint8)": EventFragment;
-    "OwnershipTransferred(address,address)": EventFragment;
-  };
-
-  getEvent(nameOrSignatureOrTopic: "Initialized"): EventFragment;
-  getEvent(nameOrSignatureOrTopic: "OwnershipTransferred"): EventFragment;
-}
-
-export type InitializedEvent = TypedEvent<[number], { version: number }>;
-
-export type InitializedEventFilter = TypedEventFilter<InitializedEvent>;
-
-export type OwnershipTransferredEvent = TypedEvent<
-  [string, string],
-  { previousOwner: string; newOwner: string }
->;
-
-export type OwnershipTransferredEventFilter =
-  TypedEventFilter<OwnershipTransferredEvent>;
-
-export interface BoringOwnableUpgradeable extends BaseContract {
-  contractName: "BoringOwnableUpgradeable";
-  connect(signerOrProvider: Signer | Provider | string): this;
-  attach(addressOrName: string): this;
-  deployed(): Promise<this>;
-
-  interface: BoringOwnableUpgradeableInterface;
-
-  queryFilter<TEvent extends TypedEvent>(
-    event: TypedEventFilter<TEvent>,
-    fromBlockOrBlockhash?: string | number | undefined,
-    toBlock?: string | number | undefined
-  ): Promise<Array<TEvent>>;
-
-  listeners<TEvent extends TypedEvent>(
-    eventFilter?: TypedEventFilter<TEvent>
-  ): Array<TypedListener<TEvent>>;
-  listeners(eventName?: string): Array<Listener>;
-  removeAllListeners<TEvent extends TypedEvent>(
-    eventFilter: TypedEventFilter<TEvent>
-  ): this;
-  removeAllListeners(eventName?: string): this;
-  off: OnEvent<this>;
-  on: OnEvent<this>;
-  once: OnEvent<this>;
-  removeListener: OnEvent<this>;
-
-  functions: {
-    claimOwnership(
-      overrides?: Overrides & { from?: string | Promise<string> }
-    ): Promise<ContractTransaction>;
-
-    owner(overrides?: CallOverrides): Promise<[string]>;
-
-    pendingOwner(overrides?: CallOverrides): Promise<[string]>;
-
-    transferOwnership(
-      newOwner: string,
-      direct: boolean,
-      renounce: boolean,
-      overrides?: Overrides & { from?: string | Promise<string> }
-    ): Promise<ContractTransaction>;
-  };
-
-  claimOwnership(
-    overrides?: Overrides & { from?: string | Promise<string> }
-  ): Promise<ContractTransaction>;
-
-  owner(overrides?: CallOverrides): Promise<string>;
-
-  pendingOwner(overrides?: CallOverrides): Promise<string>;
-
-  transferOwnership(
-    newOwner: string,
-    direct: boolean,
-    renounce: boolean,
-    overrides?: Overrides & { from?: string | Promise<string> }
-  ): Promise<ContractTransaction>;
-
-  callStatic: {
-    claimOwnership(overrides?: CallOverrides): Promise<void>;
-
-    owner(overrides?: CallOverrides): Promise<string>;
-
-    pendingOwner(overrides?: CallOverrides): Promise<string>;
-
-    transferOwnership(
-      newOwner: string,
-      direct: boolean,
-      renounce: boolean,
-      overrides?: CallOverrides
-    ): Promise<void>;
-  };
-
-  filters: {
-    "Initialized(uint8)"(version?: null): InitializedEventFilter;
-    Initialized(version?: null): InitializedEventFilter;
-
-    "OwnershipTransferred(address,address)"(
-      previousOwner?: string | null,
-      newOwner?: string | null
-    ): OwnershipTransferredEventFilter;
-    OwnershipTransferred(
-      previousOwner?: string | null,
-      newOwner?: string | null
-    ): OwnershipTransferredEventFilter;
-  };
-
-  estimateGas: {
-    claimOwnership(
-      overrides?: Overrides & { from?: string | Promise<string> }
-    ): Promise<BigNumber>;
-
-    owner(overrides?: CallOverrides): Promise<BigNumber>;
-
-    pendingOwner(overrides?: CallOverrides): Promise<BigNumber>;
-
-    transferOwnership(
-      newOwner: string,
-      direct: boolean,
-      renounce: boolean,
-      overrides?: Overrides & { from?: string | Promise<string> }
-    ): Promise<BigNumber>;
-  };
-
-  populateTransaction: {
-    claimOwnership(
-      overrides?: Overrides & { from?: string | Promise<string> }
-    ): Promise<PopulatedTransaction>;
-
-    owner(overrides?: CallOverrides): Promise<PopulatedTransaction>;
-
-    pendingOwner(overrides?: CallOverrides): Promise<PopulatedTransaction>;
-
-    transferOwnership(
-      newOwner: string,
-      direct: boolean,
-      renounce: boolean,
-      overrides?: Overrides & { from?: string | Promise<string> }
-    ): Promise<PopulatedTransaction>;
-  };
-}