// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
pragma solidity ^0.7.0;
import "./BalancerErrors.sol";
import "./IAuthentication.sol";
/**
* @dev Building block for performing access control on external functions.
*
* This contract is used via the `authenticate` modifier (or the `_authenticateCaller` function), which can be applied
* to external functions to only make them callable by authorized accounts.
*
* Derived contracts must implement the `_canPerform` function, which holds the actual access control logic.
*/
abstract contract Authentication is IAuthentication {
bytes32 private immutable _actionIdDisambiguator;
/**
* @dev The main purpose of the `actionIdDisambiguator` is to prevent accidental function selector collisions in
* multi contract systems.
*
* There are two main uses for it:
* - if the contract is a singleton, any unique identifier can be used to make the associated action identifiers
* unique. The contract's own address is a good option.
* - if the contract belongs to a family that shares action identifiers for the same functions, an identifier
* shared by the entire family (and no other contract) should be used instead.
*/
constructor(bytes32 actionIdDisambiguator) {
_actionIdDisambiguator = actionIdDisambiguator;
}
/**
* @dev Reverts unless the caller is allowed to call this function. Should only be applied to external functions.
*/
modifier authenticate() {
_authenticateCaller();
_;
}
/**
* @dev Reverts unless the caller is allowed to call the entry point function.
*/
function _authenticateCaller() internal view {
bytes32 actionId = getActionId(msg.sig);
_require(_canPerform(actionId, msg.sender), Errors.SENDER_NOT_ALLOWED);
}
function getActionId(bytes4 selector) public view override returns (bytes32) {
// Each external function is dynamically assigned an action identifier as the hash of the disambiguator and the
// function selector. Disambiguation is necessary to avoid potential collisions in the function selectors of
// multiple contracts.
return keccak256(abi.encodePacked(_actionIdDisambiguator, selector));
}
function _canPerform(bytes32 actionId, address user) internal view virtual returns (bool);
}
// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
pragma solidity ^0.7.0;
// solhint-disable
/**
* @dev Reverts if `condition` is false, with a revert reason containing `errorCode`. Only codes up to 999 are
* supported.
*/
function _require(bool condition, uint256 errorCode) pure {
if (!condition) _revert(errorCode);
}
/**
* @dev Reverts with a revert reason containing `errorCode`. Only codes up to 999 are supported.
*/
function _revert(uint256 errorCode) pure {
// We're going to dynamically create a revert string based on the error code, with the following format:
// 'BAL#{errorCode}'
// where the code is left-padded with zeroes to three digits (so they range from 000 to 999).
//
// We don't have revert strings embedded in the contract to save bytecode size: it takes much less space to store a
// number (8 to 16 bits) than the individual string characters.
//
// The dynamic string creation algorithm that follows could be implemented in Solidity, but assembly allows for a
// much denser implementation, again saving bytecode size. Given this function unconditionally reverts, this is a
// safe place to rely on it without worrying about how its usage might affect e.g. memory contents.
assembly {
// First, we need to compute the ASCII representation of the error code. We assume that it is in the 0-999
// range, so we only need to convert three digits. To convert the digits to ASCII, we add 0x30, the value for
// the '0' character.
let units := add(mod(errorCode, 10), 0x30)
errorCode := div(errorCode, 10)
let tenths := add(mod(errorCode, 10), 0x30)
errorCode := div(errorCode, 10)
let hundreds := add(mod(errorCode, 10), 0x30)
// With the individual characters, we can now construct the full string. The "BAL#" part is a known constant
// (0x42414c23): we simply shift this by 24 (to provide space for the 3 bytes of the error code), and add the
// characters to it, each shifted by a multiple of 8.
// The revert reason is then shifted left by 200 bits (256 minus the length of the string, 7 characters * 8 bits
// per character = 56) to locate it in the most significant part of the 256 slot (the beginning of a byte
// array).
let revertReason := shl(200, add(0x42414c23000000, add(add(units, shl(8, tenths)), shl(16, hundreds))))
// We can now encode the reason in memory, which can be safely overwritten as we're about to revert. The encoded
// message will have the following layout:
// [ revert reason identifier ] [ string location offset ] [ string length ] [ string contents ]
// The Solidity revert reason identifier is 0x08c739a0, the function selector of the Error(string) function. We
// also write zeroes to the next 28 bytes of memory, but those are about to be overwritten.
mstore(0x0, 0x08c379a000000000000000000000000000000000000000000000000000000000)
// Next is the offset to the location of the string, which will be placed immediately after (20 bytes away).
mstore(0x04, 0x0000000000000000000000000000000000000000000000000000000000000020)
// The string length is fixed: 7 characters.
mstore(0x24, 7)
// Finally, the string itself is stored.
mstore(0x44, revertReason)
// Even if the string is only 7 bytes long, we need to return a full 32 byte slot containing it. The length of
// the encoded message is therefore 4 + 32 + 32 + 32 = 100.
revert(0, 100)
}
}
library Errors {
// Math
uint256 internal constant ADD_OVERFLOW = 0;
uint256 internal constant SUB_OVERFLOW = 1;
uint256 internal constant SUB_UNDERFLOW = 2;
uint256 internal constant MUL_OVERFLOW = 3;
uint256 internal constant ZERO_DIVISION = 4;
uint256 internal constant DIV_INTERNAL = 5;
uint256 internal constant X_OUT_OF_BOUNDS = 6;
uint256 internal constant Y_OUT_OF_BOUNDS = 7;
uint256 internal constant PRODUCT_OUT_OF_BOUNDS = 8;
uint256 internal constant INVALID_EXPONENT = 9;
// Input
uint256 internal constant OUT_OF_BOUNDS = 100;
uint256 internal constant UNSORTED_ARRAY = 101;
uint256 internal constant UNSORTED_TOKENS = 102;
uint256 internal constant INPUT_LENGTH_MISMATCH = 103;
uint256 internal constant ZERO_TOKEN = 104;
// Shared pools
uint256 internal constant MIN_TOKENS = 200;
uint256 internal constant MAX_TOKENS = 201;
uint256 internal constant MAX_SWAP_FEE_PERCENTAGE = 202;
uint256 internal constant MIN_SWAP_FEE_PERCENTAGE = 203;
uint256 internal constant MINIMUM_BPT = 204;
uint256 internal constant CALLER_NOT_VAULT = 205;
uint256 internal constant UNINITIALIZED = 206;
uint256 internal constant BPT_IN_MAX_AMOUNT = 207;
uint256 internal constant BPT_OUT_MIN_AMOUNT = 208;
uint256 internal constant EXPIRED_PERMIT = 209;
uint256 internal constant NOT_TWO_TOKENS = 210;
// Pools
uint256 internal constant MIN_AMP = 300;
uint256 internal constant MAX_AMP = 301;
uint256 internal constant MIN_WEIGHT = 302;
uint256 internal constant MAX_STABLE_TOKENS = 303;
uint256 internal constant MAX_IN_RATIO = 304;
uint256 internal constant MAX_OUT_RATIO = 305;
uint256 internal constant MIN_BPT_IN_FOR_TOKEN_OUT = 306;
uint256 internal constant MAX_OUT_BPT_FOR_TOKEN_IN = 307;
uint256 internal constant NORMALIZED_WEIGHT_INVARIANT = 308;
uint256 internal constant INVALID_TOKEN = 309;
uint256 internal constant UNHANDLED_JOIN_KIND = 310;
uint256 internal constant ZERO_INVARIANT = 311;
uint256 internal constant ORACLE_INVALID_SECONDS_QUERY = 312;
uint256 internal constant ORACLE_NOT_INITIALIZED = 313;
uint256 internal constant ORACLE_QUERY_TOO_OLD = 314;
uint256 internal constant ORACLE_INVALID_INDEX = 315;
uint256 internal constant ORACLE_BAD_SECS = 316;
uint256 internal constant AMP_END_TIME_TOO_CLOSE = 317;
uint256 internal constant AMP_ONGOING_UPDATE = 318;
uint256 internal constant AMP_RATE_TOO_HIGH = 319;
uint256 internal constant AMP_NO_ONGOING_UPDATE = 320;
uint256 internal constant STABLE_INVARIANT_DIDNT_CONVERGE = 321;
uint256 internal constant STABLE_GET_BALANCE_DIDNT_CONVERGE = 322;
uint256 internal constant RELAYER_NOT_CONTRACT = 323;
uint256 internal constant BASE_POOL_RELAYER_NOT_CALLED = 324;
uint256 internal constant REBALANCING_RELAYER_REENTERED = 325;
uint256 internal constant GRADUAL_UPDATE_TIME_TRAVEL = 326;
uint256 internal constant SWAPS_DISABLED = 327;
uint256 internal constant CALLER_IS_NOT_LBP_OWNER = 328;
uint256 internal constant PRICE_RATE_OVERFLOW = 329;
// Lib
uint256 internal constant REENTRANCY = 400;
uint256 internal constant SENDER_NOT_ALLOWED = 401;
uint256 internal constant PAUSED = 402;
uint256 internal constant PAUSE_WINDOW_EXPIRED = 403;
uint256 internal constant MAX_PAUSE_WINDOW_DURATION = 404;
uint256 internal constant MAX_BUFFER_PERIOD_DURATION = 405;
uint256 internal constant INSUFFICIENT_BALANCE = 406;
uint256 internal constant INSUFFICIENT_ALLOWANCE = 407;
uint256 internal constant ERC20_TRANSFER_FROM_ZERO_ADDRESS = 408;
uint256 internal constant ERC20_TRANSFER_TO_ZERO_ADDRESS = 409;
uint256 internal constant ERC20_MINT_TO_ZERO_ADDRESS = 410;
uint256 internal constant ERC20_BURN_FROM_ZERO_ADDRESS = 411;
uint256 internal constant ERC20_APPROVE_FROM_ZERO_ADDRESS = 412;
uint256 internal constant ERC20_APPROVE_TO_ZERO_ADDRESS = 413;
uint256 internal constant ERC20_TRANSFER_EXCEEDS_ALLOWANCE = 414;
uint256 internal constant ERC20_DECREASED_ALLOWANCE_BELOW_ZERO = 415;
uint256 internal constant ERC20_TRANSFER_EXCEEDS_BALANCE = 416;
uint256 internal constant ERC20_BURN_EXCEEDS_ALLOWANCE = 417;
uint256 internal constant SAFE_ERC20_CALL_FAILED = 418;
uint256 internal constant ADDRESS_INSUFFICIENT_BALANCE = 419;
uint256 internal constant ADDRESS_CANNOT_SEND_VALUE = 420;
uint256 internal constant SAFE_CAST_VALUE_CANT_FIT_INT256 = 421;
uint256 internal constant GRANT_SENDER_NOT_ADMIN = 422;
uint256 internal constant REVOKE_SENDER_NOT_ADMIN = 423;
uint256 internal constant RENOUNCE_SENDER_NOT_ALLOWED = 424;
uint256 internal constant BUFFER_PERIOD_EXPIRED = 425;
uint256 internal constant CALLER_IS_NOT_OWNER = 426;
uint256 internal constant NEW_OWNER_IS_ZERO = 427;
uint256 internal constant CODE_DEPLOYMENT_FAILED = 428;
uint256 internal constant CALL_TO_NON_CONTRACT = 429;
uint256 internal constant LOW_LEVEL_CALL_FAILED = 430;
// Vault
uint256 internal constant INVALID_POOL_ID = 500;
uint256 internal constant CALLER_NOT_POOL = 501;
uint256 internal constant SENDER_NOT_ASSET_MANAGER = 502;
uint256 internal constant USER_DOESNT_ALLOW_RELAYER = 503;
uint256 internal constant INVALID_SIGNATURE = 504;
uint256 internal constant EXIT_BELOW_MIN = 505;
uint256 internal constant JOIN_ABOVE_MAX = 506;
uint256 internal constant SWAP_LIMIT = 507;
uint256 internal constant SWAP_DEADLINE = 508;
uint256 internal constant CANNOT_SWAP_SAME_TOKEN = 509;
uint256 internal constant UNKNOWN_AMOUNT_IN_FIRST_SWAP = 510;
uint256 internal constant MALCONSTRUCTED_MULTIHOP_SWAP = 511;
uint256 internal constant INTERNAL_BALANCE_OVERFLOW = 512;
uint256 internal constant INSUFFICIENT_INTERNAL_BALANCE = 513;
uint256 internal constant INVALID_ETH_INTERNAL_BALANCE = 514;
uint256 internal constant INVALID_POST_LOAN_BALANCE = 515;
uint256 internal constant INSUFFICIENT_ETH = 516;
uint256 internal constant UNALLOCATED_ETH = 517;
uint256 internal constant ETH_TRANSFER = 518;
uint256 internal constant CANNOT_USE_ETH_SENTINEL = 519;
uint256 internal constant TOKENS_MISMATCH = 520;
uint256 internal constant TOKEN_NOT_REGISTERED = 521;
uint256 internal constant TOKEN_ALREADY_REGISTERED = 522;
uint256 internal constant TOKENS_ALREADY_SET = 523;
uint256 internal constant TOKENS_LENGTH_MUST_BE_2 = 524;
uint256 internal constant NONZERO_TOKEN_BALANCE = 525;
uint256 internal constant BALANCE_TOTAL_OVERFLOW = 526;
uint256 internal constant POOL_NO_TOKENS = 527;
uint256 internal constant INSUFFICIENT_FLASH_LOAN_BALANCE = 528;
// Fees
uint256 internal constant SWAP_FEE_PERCENTAGE_TOO_HIGH = 600;
uint256 internal constant FLASH_LOAN_FEE_PERCENTAGE_TOO_HIGH = 601;
uint256 internal constant INSUFFICIENT_FLASH_LOAN_FEE_AMOUNT = 602;
}
// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
pragma solidity ^0.7.0;
import "@balancer-labs/v2-solidity-utils/contracts/openzeppelin/ERC20.sol";
import "@balancer-labs/v2-solidity-utils/contracts/openzeppelin/ERC20Permit.sol";
/**
* @title Highly opinionated token implementation
* @author Balancer Labs
* @dev
* - Includes functions to increase and decrease allowance as a workaround
* for the well-known issue with `approve`:
* https://github.com/ethereum/EIPs/issues/20#issuecomment-263524729
* - Allows for 'infinite allowance', where an allowance of 0xff..ff is not
* decreased by calls to transferFrom
* - Lets a token holder use `transferFrom` to send their own tokens,
* without first setting allowance
* - Emits 'Approval' events whenever allowance is changed by `transferFrom`
*/
contract BalancerPoolToken is ERC20, ERC20Permit {
constructor(string memory tokenName, string memory tokenSymbol)
ERC20(tokenName, tokenSymbol)
ERC20Permit(tokenName)
{
// solhint-disable-previous-line no-empty-blocks
}
// Overrides
/**
* @dev Override to allow for 'infinite allowance' and let the token owner use `transferFrom` with no self-allowance
*/
function transferFrom(
address sender,
address recipient,
uint256 amount
) public override returns (bool) {
uint256 currentAllowance = allowance(sender, msg.sender);
_require(msg.sender == sender || currentAllowance >= amount, Errors.ERC20_TRANSFER_EXCEEDS_ALLOWANCE);
_transfer(sender, recipient, amount);
if (msg.sender != sender && currentAllowance != uint256(-1)) {
// Because of the previous require, we know that if msg.sender != sender then currentAllowance >= amount
_approve(sender, msg.sender, currentAllowance - amount);
}
return true;
}
/**
* @dev Override to allow decreasing allowance by more than the current amount (setting it to zero)
*/
function decreaseAllowance(address spender, uint256 amount) public override returns (bool) {
uint256 currentAllowance = allowance(msg.sender, spender);
if (amount >= currentAllowance) {
_approve(msg.sender, spender, 0);
} else {
// No risk of underflow due to if condition
_approve(msg.sender, spender, currentAllowance - amount);
}
return true;
}
// Internal functions
function _mintPoolTokens(address recipient, uint256 amount) internal {
_mint(recipient, amount);
}
function _burnPoolTokens(address sender, uint256 amount) internal {
_burn(sender, amount);
}
}
// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
pragma solidity ^0.7.0;
pragma experimental ABIEncoderV2;
import "./BasePool.sol";
import "@balancer-labs/v2-vault/contracts/interfaces/IGeneralPool.sol";
/**
* @dev Extension of `BasePool`, adding a handler for `IGeneralPool.onSwap`.
*
* Derived contracts must call `BasePool`'s constructor, and implement `_onSwapGivenIn` and `_onSwapGivenOut` along with
* `BasePool`'s virtual functions. Inheriting from this contract lets derived contracts choose the General
* specialization setting.
*/
abstract contract BaseGeneralPool is IGeneralPool, BasePool {
// Swap Hooks
function onSwap(
SwapRequest memory swapRequest,
uint256[] memory balances,
uint256 indexIn,
uint256 indexOut
) public virtual override returns (uint256) {
_validateIndexes(indexIn, indexOut, _getTotalTokens());
uint256[] memory scalingFactors = _scalingFactors();
return
swapRequest.kind == IVault.SwapKind.GIVEN_IN
? _swapGivenIn(swapRequest, balances, indexIn, indexOut, scalingFactors)
: _swapGivenOut(swapRequest, balances, indexIn, indexOut, scalingFactors);
}
function _swapGivenIn(
SwapRequest memory swapRequest,
uint256[] memory balances,
uint256 indexIn,
uint256 indexOut,
uint256[] memory scalingFactors
) internal returns (uint256) {
// Fees are subtracted before scaling, to reduce the complexity of the rounding direction analysis.
swapRequest.amount = _subtractSwapFeeAmount(swapRequest.amount);
_upscaleArray(balances, scalingFactors);
swapRequest.amount = _upscale(swapRequest.amount, scalingFactors[indexIn]);
uint256 amountOut = _onSwapGivenIn(swapRequest, balances, indexIn, indexOut);
// amountOut tokens are exiting the Pool, so we round down.
return _downscaleDown(amountOut, scalingFactors[indexOut]);
}
function _swapGivenOut(
SwapRequest memory swapRequest,
uint256[] memory balances,
uint256 indexIn,
uint256 indexOut,
uint256[] memory scalingFactors
) internal returns (uint256) {
_upscaleArray(balances, scalingFactors);
swapRequest.amount = _upscale(swapRequest.amount, scalingFactors[indexOut]);
uint256 amountIn = _onSwapGivenOut(swapRequest, balances, indexIn, indexOut);
// amountIn tokens are entering the Pool, so we round up.
amountIn = _downscaleUp(amountIn, scalingFactors[indexIn]);
// Fees are added after scaling happens, to reduce the complexity of the rounding direction analysis.
return _addSwapFeeAmount(amountIn);
}
/*
* @dev Called when a swap with the Pool occurs, where the amount of tokens entering the Pool is known.
*
* Returns the amount of tokens that will be taken from the Pool in return.
*
* All amounts inside `swapRequest` and `balances` are upscaled. The swap fee has already been deducted from
* `swapRequest.amount`.
*
* The return value is also considered upscaled, and will be downscaled (rounding down) before returning it to the
* Vault.
*/
function _onSwapGivenIn(
SwapRequest memory swapRequest,
uint256[] memory balances,
uint256 indexIn,
uint256 indexOut
) internal virtual returns (uint256);
/*
* @dev Called when a swap with the Pool occurs, where the amount of tokens exiting the Pool is known.
*
* Returns the amount of tokens that will be granted to the Pool in return.
*
* All amounts inside `swapRequest` and `balances` are upscaled.
*
* The return value is also considered upscaled, and will be downscaled (rounding up) before applying the swap fee
* and returning it to the Vault.
*/
function _onSwapGivenOut(
SwapRequest memory swapRequest,
uint256[] memory balances,
uint256 indexIn,
uint256 indexOut
) internal virtual returns (uint256);
function _validateIndexes(
uint256 indexIn,
uint256 indexOut,
uint256 limit
) private pure {
_require(indexIn < limit && indexOut < limit, Errors.OUT_OF_BOUNDS);
}
}
// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
pragma solidity ^0.7.0;
pragma experimental ABIEncoderV2;
import "./BasePool.sol";
import "@balancer-labs/v2-vault/contracts/interfaces/IMinimalSwapInfoPool.sol";
/**
* @dev Extension of `BasePool`, adding a handler for `IMinimalSwapInfoPool.onSwap`.
*
* Derived contracts must call `BasePool`'s constructor, and implement `_onSwapGivenIn` and `_onSwapGivenOut` along with
* `BasePool`'s virtual functions. Inheriting from this contract lets derived contracts choose the Two Token or Minimal
* Swap Info specialization settings.
*/
abstract contract BaseMinimalSwapInfoPool is IMinimalSwapInfoPool, BasePool {
// Swap Hooks
function onSwap(
SwapRequest memory request,
uint256 balanceTokenIn,
uint256 balanceTokenOut
) public virtual override returns (uint256) {
uint256 scalingFactorTokenIn = _scalingFactor(request.tokenIn);
uint256 scalingFactorTokenOut = _scalingFactor(request.tokenOut);
if (request.kind == IVault.SwapKind.GIVEN_IN) {
// Fees are subtracted before scaling, to reduce the complexity of the rounding direction analysis.
request.amount = _subtractSwapFeeAmount(request.amount);
// All token amounts are upscaled.
balanceTokenIn = _upscale(balanceTokenIn, scalingFactorTokenIn);
balanceTokenOut = _upscale(balanceTokenOut, scalingFactorTokenOut);
request.amount = _upscale(request.amount, scalingFactorTokenIn);
uint256 amountOut = _onSwapGivenIn(request, balanceTokenIn, balanceTokenOut);
// amountOut tokens are exiting the Pool, so we round down.
return _downscaleDown(amountOut, scalingFactorTokenOut);
} else {
// All token amounts are upscaled.
balanceTokenIn = _upscale(balanceTokenIn, scalingFactorTokenIn);
balanceTokenOut = _upscale(balanceTokenOut, scalingFactorTokenOut);
request.amount = _upscale(request.amount, scalingFactorTokenOut);
uint256 amountIn = _onSwapGivenOut(request, balanceTokenIn, balanceTokenOut);
// amountIn tokens are entering the Pool, so we round up.
amountIn = _downscaleUp(amountIn, scalingFactorTokenIn);
// Fees are added after scaling happens, to reduce the complexity of the rounding direction analysis.
return _addSwapFeeAmount(amountIn);
}
}
/*
* @dev Called when a swap with the Pool occurs, where the amount of tokens entering the Pool is known.
*
* Returns the amount of tokens that will be taken from the Pool in return.
*
* All amounts inside `swapRequest`, `balanceTokenIn` and `balanceTokenOut` are upscaled. The swap fee has already
* been deducted from `swapRequest.amount`.
*
* The return value is also considered upscaled, and will be downscaled (rounding down) before returning it to the
* Vault.
*/
function _onSwapGivenIn(
SwapRequest memory swapRequest,
uint256 balanceTokenIn,
uint256 balanceTokenOut
) internal virtual returns (uint256);
/*
* @dev Called when a swap with the Pool occurs, where the amount of tokens exiting the Pool is known.
*
* Returns the amount of tokens that will be granted to the Pool in return.
*
* All amounts inside `swapRequest`, `balanceTokenIn` and `balanceTokenOut` are upscaled.
*
* The return value is also considered upscaled, and will be downscaled (rounding up) before applying the swap fee
* and returning it to the Vault.
*/
function _onSwapGivenOut(
SwapRequest memory swapRequest,
uint256 balanceTokenIn,
uint256 balanceTokenOut
) internal virtual returns (uint256);
}
// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
pragma solidity ^0.7.0;
pragma experimental ABIEncoderV2;
import "@balancer-labs/v2-solidity-utils/contracts/math/Math.sol";
import "@balancer-labs/v2-solidity-utils/contracts/math/FixedPoint.sol";
import "@balancer-labs/v2-solidity-utils/contracts/helpers/InputHelpers.sol";
import "@balancer-labs/v2-solidity-utils/contracts/helpers/TemporarilyPausable.sol";
import "@balancer-labs/v2-solidity-utils/contracts/helpers/WordCodec.sol";
import "@balancer-labs/v2-solidity-utils/contracts/openzeppelin/ERC20.sol";
import "@balancer-labs/v2-vault/contracts/interfaces/IVault.sol";
import "@balancer-labs/v2-vault/contracts/interfaces/IBasePool.sol";
import "@balancer-labs/v2-asset-manager-utils/contracts/IAssetManager.sol";
import "./BalancerPoolToken.sol";
import "./BasePoolAuthorization.sol";
// solhint-disable max-states-count
/**
* @dev Reference implementation for the base layer of a Pool contract that manages a single Pool with optional
* Asset Managers, an admin-controlled swap fee percentage, and an emergency pause mechanism.
*
* Note that neither swap fees nor the pause mechanism are used by this contract. They are passed through so that
* derived contracts can use them via the `_addSwapFeeAmount` and `_subtractSwapFeeAmount` functions, and the
* `whenNotPaused` modifier.
*
* No admin permissions are checked here: instead, this contract delegates that to the Vault's own Authorizer.
*
* Because this contract doesn't implement the swap hooks, derived contracts should generally inherit from
* BaseGeneralPool or BaseMinimalSwapInfoPool. Otherwise, subclasses must inherit from the corresponding interfaces
* and implement the swap callbacks themselves.
*/
abstract contract BasePool is IBasePool, BasePoolAuthorization, BalancerPoolToken, TemporarilyPausable {
using WordCodec for bytes32;
using FixedPoint for uint256;
uint256 private constant _MIN_TOKENS = 2;
// 1e18 corresponds to 1.0, or a 100% fee
uint256 private constant _MIN_SWAP_FEE_PERCENTAGE = 1e12; // 0.0001%
uint256 private constant _MAX_SWAP_FEE_PERCENTAGE = 1e17; // 10%
uint256 private constant _MINIMUM_BPT = 1e6;
// Storage slot that can be used to store unrelated pieces of information. In particular, by default is used
// to store only the swap fee percentage of a pool. But it can be extended to store some more pieces of information.
// The swap fee percentage is stored in the most-significant 64 bits, therefore the remaining 192 bits can be
// used to store any other piece of information.
bytes32 private _miscData;
uint256 private constant _SWAP_FEE_PERCENTAGE_OFFSET = 192;
IVault private immutable _vault;
bytes32 private immutable _poolId;
event SwapFeePercentageChanged(uint256 swapFeePercentage);
constructor(
IVault vault,
IVault.PoolSpecialization specialization,
string memory name,
string memory symbol,
IERC20[] memory tokens,
address[] memory assetManagers,
uint256 swapFeePercentage,
uint256 pauseWindowDuration,
uint256 bufferPeriodDuration,
address owner
)
// Base Pools are expected to be deployed using factories. By using the factory address as the action
// disambiguator, we make all Pools deployed by the same factory share action identifiers. This allows for
// simpler management of permissions (such as being able to manage granting the 'set fee percentage' action in
// any Pool created by the same factory), while still making action identifiers unique among different factories
// if the selectors match, preventing accidental errors.
Authentication(bytes32(uint256(msg.sender)))
BalancerPoolToken(name, symbol)
BasePoolAuthorization(owner)
TemporarilyPausable(pauseWindowDuration, bufferPeriodDuration)
{
_require(tokens.length >= _MIN_TOKENS, Errors.MIN_TOKENS);
_require(tokens.length <= _getMaxTokens(), Errors.MAX_TOKENS);
// The Vault only requires the token list to be ordered for the Two Token Pools specialization. However,
// to make the developer experience consistent, we are requiring this condition for all the native pools.
// Also, since these Pools will register tokens only once, we can ensure the Pool tokens will follow the same
// order. We rely on this property to make Pools simpler to write, as it lets us assume that the
// order of token-specific parameters (such as token weights) will not change.
InputHelpers.ensureArrayIsSorted(tokens);
_setSwapFeePercentage(swapFeePercentage);
bytes32 poolId = vault.registerPool(specialization);
vault.registerTokens(poolId, tokens, assetManagers);
// Set immutable state variables - these cannot be read from during construction
_vault = vault;
_poolId = poolId;
}
// Getters / Setters
function getVault() public view returns (IVault) {
return _vault;
}
function getPoolId() public view override returns (bytes32) {
return _poolId;
}
function _getTotalTokens() internal view virtual returns (uint256);
function _getMaxTokens() internal pure virtual returns (uint256);
function getSwapFeePercentage() public view returns (uint256) {
return _miscData.decodeUint64(_SWAP_FEE_PERCENTAGE_OFFSET);
}
function setSwapFeePercentage(uint256 swapFeePercentage) external virtual authenticate whenNotPaused {
_setSwapFeePercentage(swapFeePercentage);
}
function _setSwapFeePercentage(uint256 swapFeePercentage) private {
_require(swapFeePercentage >= _MIN_SWAP_FEE_PERCENTAGE, Errors.MIN_SWAP_FEE_PERCENTAGE);
_require(swapFeePercentage <= _MAX_SWAP_FEE_PERCENTAGE, Errors.MAX_SWAP_FEE_PERCENTAGE);
_miscData = _miscData.insertUint64(swapFeePercentage, _SWAP_FEE_PERCENTAGE_OFFSET);
emit SwapFeePercentageChanged(swapFeePercentage);
}
function setAssetManagerPoolConfig(IERC20 token, bytes memory poolConfig)
public
virtual
authenticate
whenNotPaused
{
_setAssetManagerPoolConfig(token, poolConfig);
}
function _setAssetManagerPoolConfig(IERC20 token, bytes memory poolConfig) private {
bytes32 poolId = getPoolId();
(, , , address assetManager) = getVault().getPoolTokenInfo(poolId, token);
IAssetManager(assetManager).setConfig(poolId, poolConfig);
}
function setPaused(bool paused) external authenticate {
_setPaused(paused);
}
function _isOwnerOnlyAction(bytes32 actionId) internal view virtual override returns (bool) {
return
(actionId == getActionId(this.setSwapFeePercentage.selector)) ||
(actionId == getActionId(this.setAssetManagerPoolConfig.selector));
}
function _getMiscData() internal view returns (bytes32) {
return _miscData;
}
/**
* Inserts data into the least-significant 192 bits of the misc data storage slot.
* Note that the remaining 64 bits are used for the swap fee percentage and cannot be overloaded.
*/
function _setMiscData(bytes32 newData) internal {
_miscData = _miscData.insertBits192(newData, 0);
}
// Join / Exit Hooks
modifier onlyVault(bytes32 poolId) {
_require(msg.sender == address(getVault()), Errors.CALLER_NOT_VAULT);
_require(poolId == getPoolId(), Errors.INVALID_POOL_ID);
_;
}
function onJoinPool(
bytes32 poolId,
address sender,
address recipient,
uint256[] memory balances,
uint256 lastChangeBlock,
uint256 protocolSwapFeePercentage,
bytes memory userData
) public virtual override onlyVault(poolId) returns (uint256[] memory, uint256[] memory) {
uint256[] memory scalingFactors = _scalingFactors();
if (totalSupply() == 0) {
(uint256 bptAmountOut, uint256[] memory amountsIn) = _onInitializePool(
poolId,
sender,
recipient,
scalingFactors,
userData
);
// On initialization, we lock _MINIMUM_BPT by minting it for the zero address. This BPT acts as a minimum
// as it will never be burned, which reduces potential issues with rounding, and also prevents the Pool from
// ever being fully drained.
_require(bptAmountOut >= _MINIMUM_BPT, Errors.MINIMUM_BPT);
_mintPoolTokens(address(0), _MINIMUM_BPT);
_mintPoolTokens(recipient, bptAmountOut - _MINIMUM_BPT);
// amountsIn are amounts entering the Pool, so we round up.
_downscaleUpArray(amountsIn, scalingFactors);
return (amountsIn, new uint256[](_getTotalTokens()));
} else {
_upscaleArray(balances, scalingFactors);
(uint256 bptAmountOut, uint256[] memory amountsIn, uint256[] memory dueProtocolFeeAmounts) = _onJoinPool(
poolId,
sender,
recipient,
balances,
lastChangeBlock,
protocolSwapFeePercentage,
scalingFactors,
userData
);
// Note we no longer use `balances` after calling `_onJoinPool`, which may mutate it.
_mintPoolTokens(recipient, bptAmountOut);
// amountsIn are amounts entering the Pool, so we round up.
_downscaleUpArray(amountsIn, scalingFactors);
// dueProtocolFeeAmounts are amounts exiting the Pool, so we round down.
_downscaleDownArray(dueProtocolFeeAmounts, scalingFactors);
return (amountsIn, dueProtocolFeeAmounts);
}
}
function onExitPool(
bytes32 poolId,
address sender,
address recipient,
uint256[] memory balances,
uint256 lastChangeBlock,
uint256 protocolSwapFeePercentage,
bytes memory userData
) public virtual override onlyVault(poolId) returns (uint256[] memory, uint256[] memory) {
uint256[] memory scalingFactors = _scalingFactors();
_upscaleArray(balances, scalingFactors);
(uint256 bptAmountIn, uint256[] memory amountsOut, uint256[] memory dueProtocolFeeAmounts) = _onExitPool(
poolId,
sender,
recipient,
balances,
lastChangeBlock,
protocolSwapFeePercentage,
scalingFactors,
userData
);
// Note we no longer use `balances` after calling `_onExitPool`, which may mutate it.
_burnPoolTokens(sender, bptAmountIn);
// Both amountsOut and dueProtocolFeeAmounts are amounts exiting the Pool, so we round down.
_downscaleDownArray(amountsOut, scalingFactors);
_downscaleDownArray(dueProtocolFeeAmounts, scalingFactors);
return (amountsOut, dueProtocolFeeAmounts);
}
// Query functions
/**
* @dev Returns the amount of BPT that would be granted to `recipient` if the `onJoinPool` hook were called by the
* Vault with the same arguments, along with the number of tokens `sender` would have to supply.
*
* This function is not meant to be called directly, but rather from a helper contract that fetches current Vault
* data, such as the protocol swap fee percentage and Pool balances.
*
* Like `IVault.queryBatchSwap`, this function is not view due to internal implementation details: the caller must
* explicitly use eth_call instead of eth_sendTransaction.
*/
function queryJoin(
bytes32 poolId,
address sender,
address recipient,
uint256[] memory balances,
uint256 lastChangeBlock,
uint256 protocolSwapFeePercentage,
bytes memory userData
) external returns (uint256 bptOut, uint256[] memory amountsIn) {
InputHelpers.ensureInputLengthMatch(balances.length, _getTotalTokens());
_queryAction(
poolId,
sender,
recipient,
balances,
lastChangeBlock,
protocolSwapFeePercentage,
userData,
_onJoinPool,
_downscaleUpArray
);
// The `return` opcode is executed directly inside `_queryAction`, so execution never reaches this statement,
// and we don't need to return anything here - it just silences compiler warnings.
return (bptOut, amountsIn);
}
/**
* @dev Returns the amount of BPT that would be burned from `sender` if the `onExitPool` hook were called by the
* Vault with the same arguments, along with the number of tokens `recipient` would receive.
*
* This function is not meant to be called directly, but rather from a helper contract that fetches current Vault
* data, such as the protocol swap fee percentage and Pool balances.
*
* Like `IVault.queryBatchSwap`, this function is not view due to internal implementation details: the caller must
* explicitly use eth_call instead of eth_sendTransaction.
*/
function queryExit(
bytes32 poolId,
address sender,
address recipient,
uint256[] memory balances,
uint256 lastChangeBlock,
uint256 protocolSwapFeePercentage,
bytes memory userData
) external returns (uint256 bptIn, uint256[] memory amountsOut) {
InputHelpers.ensureInputLengthMatch(balances.length, _getTotalTokens());
_queryAction(
poolId,
sender,
recipient,
balances,
lastChangeBlock,
protocolSwapFeePercentage,
userData,
_onExitPool,
_downscaleDownArray
);
// The `return` opcode is executed directly inside `_queryAction`, so execution never reaches this statement,
// and we don't need to return anything here - it just silences compiler warnings.
return (bptIn, amountsOut);
}
// Internal hooks to be overridden by derived contracts - all token amounts (except BPT) in these interfaces are
// upscaled.
/**
* @dev Called when the Pool is joined for the first time; that is, when the BPT total supply is zero.
*
* Returns the amount of BPT to mint, and the token amounts the Pool will receive in return.
*
* Minted BPT will be sent to `recipient`, except for _MINIMUM_BPT, which will be deducted from this amount and sent
* to the zero address instead. This will cause that BPT to remain forever locked there, preventing total BTP from
* ever dropping below that value, and ensuring `_onInitializePool` can only be called once in the entire Pool's
* lifetime.
*
* The tokens granted to the Pool will be transferred from `sender`. These amounts are considered upscaled and will
* be downscaled (rounding up) before being returned to the Vault.
*/
function _onInitializePool(
bytes32 poolId,
address sender,
address recipient,
uint256[] memory scalingFactors,
bytes memory userData
) internal virtual returns (uint256 bptAmountOut, uint256[] memory amountsIn);
/**
* @dev Called whenever the Pool is joined after the first initialization join (see `_onInitializePool`).
*
* Returns the amount of BPT to mint, the token amounts that the Pool will receive in return, and the number of
* tokens to pay in protocol swap fees.
*
* Implementations of this function might choose to mutate the `balances` array to save gas (e.g. when
* performing intermediate calculations, such as subtraction of due protocol fees). This can be done safely.
*
* Minted BPT will be sent to `recipient`.
*
* The tokens granted to the Pool will be transferred from `sender`. These amounts are considered upscaled and will
* be downscaled (rounding up) before being returned to the Vault.
*
* Due protocol swap fees will be taken from the Pool's balance in the Vault (see `IBasePool.onJoinPool`). These
* amounts are considered upscaled and will be downscaled (rounding down) before being returned to the Vault.
*/
function _onJoinPool(
bytes32 poolId,
address sender,
address recipient,
uint256[] memory balances,
uint256 lastChangeBlock,
uint256 protocolSwapFeePercentage,
uint256[] memory scalingFactors,
bytes memory userData
)
internal
virtual
returns (
uint256 bptAmountOut,
uint256[] memory amountsIn,
uint256[] memory dueProtocolFeeAmounts
);
/**
* @dev Called whenever the Pool is exited.
*
* Returns the amount of BPT to burn, the token amounts for each Pool token that the Pool will grant in return, and
* the number of tokens to pay in protocol swap fees.
*
* Implementations of this function might choose to mutate the `balances` array to save gas (e.g. when
* performing intermediate calculations, such as subtraction of due protocol fees). This can be done safely.
*
* BPT will be burnt from `sender`.
*
* The Pool will grant tokens to `recipient`. These amounts are considered upscaled and will be downscaled
* (rounding down) before being returned to the Vault.
*
* Due protocol swap fees will be taken from the Pool's balance in the Vault (see `IBasePool.onExitPool`). These
* amounts are considered upscaled and will be downscaled (rounding down) before being returned to the Vault.
*/
function _onExitPool(
bytes32 poolId,
address sender,
address recipient,
uint256[] memory balances,
uint256 lastChangeBlock,
uint256 protocolSwapFeePercentage,
uint256[] memory scalingFactors,
bytes memory userData
)
internal
virtual
returns (
uint256 bptAmountIn,
uint256[] memory amountsOut,
uint256[] memory dueProtocolFeeAmounts
);
// Internal functions
/**
* @dev Adds swap fee amount to `amount`, returning a higher value.
*/
function _addSwapFeeAmount(uint256 amount) internal view returns (uint256) {
// This returns amount + fee amount, so we round up (favoring a higher fee amount).
return amount.divUp(FixedPoint.ONE.sub(getSwapFeePercentage()));
}
/**
* @dev Subtracts swap fee amount from `amount`, returning a lower value.
*/
function _subtractSwapFeeAmount(uint256 amount) internal view returns (uint256) {
// This returns amount - fee amount, so we round up (favoring a higher fee amount).
uint256 feeAmount = amount.mulUp(getSwapFeePercentage());
return amount.sub(feeAmount);
}
// Scaling
/**
* @dev Returns a scaling factor that, when multiplied to a token amount for `token`, normalizes its balance as if
* it had 18 decimals.
*/
function _computeScalingFactor(IERC20 token) internal view returns (uint256) {
// Tokens that don't implement the `decimals` method are not supported.
uint256 tokenDecimals = ERC20(address(token)).decimals();
// Tokens with more than 18 decimals are not supported.
uint256 decimalsDifference = Math.sub(18, tokenDecimals);
return FixedPoint.ONE * 10**decimalsDifference;
}
/**
* @dev Returns the scaling factor for one of the Pool's tokens. Reverts if `token` is not a token registered by the
* Pool.
*
* All scaling factors are fixed-point values with 18 decimals, to allow for this function to be overridden by
* derived contracts that need to apply further scaling, making these factors potentially non-integer.
*
* The largest 'base' scaling factor (i.e. in tokens with less than 18 decimals) is 10**18, which in fixed-point is
* 10**36. This value can be multiplied with a 112 bit Vault balance with no overflow by a factor of ~1e7, making
* even relatively 'large' factors safe to use.
*
* The 1e7 figure is the result of 2**256 / (1e18 * 1e18 * 2**112).
*/
function _scalingFactor(IERC20 token) internal view virtual returns (uint256);
/**
* @dev Same as `_scalingFactor()`, except for all registered tokens (in the same order as registered). The Vault
* will always pass balances in this order when calling any of the Pool hooks.
*/
function _scalingFactors() internal view virtual returns (uint256[] memory);
function getScalingFactors() external view returns (uint256[] memory) {
return _scalingFactors();
}
/**
* @dev Applies `scalingFactor` to `amount`, resulting in a larger or equal value depending on whether it needed
* scaling or not.
*/
function _upscale(uint256 amount, uint256 scalingFactor) internal pure returns (uint256) {
// Upscale rounding wouldn't necessarily always go in the same direction: in a swap for example the balance of
// token in should be rounded up, and that of token out rounded down. This is the only place where we round in
// the same direction for all amounts, as the impact of this rounding is expected to be minimal (and there's no
// rounding error unless `_scalingFactor()` is overriden).
return FixedPoint.mulDown(amount, scalingFactor);
}
/**
* @dev Same as `_upscale`, but for an entire array. This function does not return anything, but instead *mutates*
* the `amounts` array.
*/
function _upscaleArray(uint256[] memory amounts, uint256[] memory scalingFactors) internal view {
for (uint256 i = 0; i < _getTotalTokens(); ++i) {
amounts[i] = FixedPoint.mulDown(amounts[i], scalingFactors[i]);
}
}
/**
* @dev Reverses the `scalingFactor` applied to `amount`, resulting in a smaller or equal value depending on
* whether it needed scaling or not. The result is rounded down.
*/
function _downscaleDown(uint256 amount, uint256 scalingFactor) internal pure returns (uint256) {
return FixedPoint.divDown(amount, scalingFactor);
}
/**
* @dev Same as `_downscaleDown`, but for an entire array. This function does not return anything, but instead
* *mutates* the `amounts` array.
*/
function _downscaleDownArray(uint256[] memory amounts, uint256[] memory scalingFactors) internal view {
for (uint256 i = 0; i < _getTotalTokens(); ++i) {
amounts[i] = FixedPoint.divDown(amounts[i], scalingFactors[i]);
}
}
/**
* @dev Reverses the `scalingFactor` applied to `amount`, resulting in a smaller or equal value depending on
* whether it needed scaling or not. The result is rounded up.
*/
function _downscaleUp(uint256 amount, uint256 scalingFactor) internal pure returns (uint256) {
return FixedPoint.divUp(amount, scalingFactor);
}
/**
* @dev Same as `_downscaleUp`, but for an entire array. This function does not return anything, but instead
* *mutates* the `amounts` array.
*/
function _downscaleUpArray(uint256[] memory amounts, uint256[] memory scalingFactors) internal view {
for (uint256 i = 0; i < _getTotalTokens(); ++i) {
amounts[i] = FixedPoint.divUp(amounts[i], scalingFactors[i]);
}
}
function _getAuthorizer() internal view override returns (IAuthorizer) {
// Access control management is delegated to the Vault's Authorizer. This lets Balancer Governance manage which
// accounts can call permissioned functions: for example, to perform emergency pauses.
// If the owner is delegated, then *all* permissioned functions, including `setSwapFeePercentage`, will be under
// Governance control.
return getVault().getAuthorizer();
}
function _queryAction(
bytes32 poolId,
address sender,
address recipient,
uint256[] memory balances,
uint256 lastChangeBlock,
uint256 protocolSwapFeePercentage,
bytes memory userData,
function(bytes32, address, address, uint256[] memory, uint256, uint256, uint256[] memory, bytes memory)
internal
returns (uint256, uint256[] memory, uint256[] memory) _action,
function(uint256[] memory, uint256[] memory) internal view _downscaleArray
) private {
// This uses the same technique used by the Vault in queryBatchSwap. Refer to that function for a detailed
// explanation.
if (msg.sender != address(this)) {
// We perform an external call to ourselves, forwarding the same calldata. In this call, the else clause of
// the preceding if statement will be executed instead.
// solhint-disable-next-line avoid-low-level-calls
(bool success, ) = address(this).call(msg.data);
// solhint-disable-next-line no-inline-assembly
assembly {
// This call should always revert to decode the bpt and token amounts from the revert reason
switch success
case 0 {
// Note we are manually writing the memory slot 0. We can safely overwrite whatever is
// stored there as we take full control of the execution and then immediately return.
// We copy the first 4 bytes to check if it matches with the expected signature, otherwise
// there was another revert reason and we should forward it.
returndatacopy(0, 0, 0x04)
let error := and(mload(0), 0xffffffff00000000000000000000000000000000000000000000000000000000)
// If the first 4 bytes don't match with the expected signature, we forward the revert reason.
if eq(eq(error, 0x43adbafb00000000000000000000000000000000000000000000000000000000), 0) {
returndatacopy(0, 0, returndatasize())
revert(0, returndatasize())
}
// The returndata contains the signature, followed by the raw memory representation of the
// `bptAmount` and `tokenAmounts` (array: length + data). We need to return an ABI-encoded
// representation of these.
// An ABI-encoded response will include one additional field to indicate the starting offset of
// the `tokenAmounts` array. The `bptAmount` will be laid out in the first word of the
// returndata.
//
// In returndata:
// [ signature ][ bptAmount ][ tokenAmounts length ][ tokenAmounts values ]
// [ 4 bytes ][ 32 bytes ][ 32 bytes ][ (32 * length) bytes ]
//
// We now need to return (ABI-encoded values):
// [ bptAmount ][ tokeAmounts offset ][ tokenAmounts length ][ tokenAmounts values ]
// [ 32 bytes ][ 32 bytes ][ 32 bytes ][ (32 * length) bytes ]
// We copy 32 bytes for the `bptAmount` from returndata into memory.
// Note that we skip the first 4 bytes for the error signature
returndatacopy(0, 0x04, 32)
// The offsets are 32-bytes long, so the array of `tokenAmounts` will start after
// the initial 64 bytes.
mstore(0x20, 64)
// We now copy the raw memory array for the `tokenAmounts` from returndata into memory.
// Since bpt amount and offset take up 64 bytes, we start copying at address 0x40. We also
// skip the first 36 bytes from returndata, which correspond to the signature plus bpt amount.
returndatacopy(0x40, 0x24, sub(returndatasize(), 36))
// We finally return the ABI-encoded uint256 and the array, which has a total length equal to
// the size of returndata, plus the 32 bytes of the offset but without the 4 bytes of the
// error signature.
return(0, add(returndatasize(), 28))
}
default {
// This call should always revert, but we fail nonetheless if that didn't happen
invalid()
}
}
} else {
uint256[] memory scalingFactors = _scalingFactors();
_upscaleArray(balances, scalingFactors);
(uint256 bptAmount, uint256[] memory tokenAmounts, ) = _action(
poolId,
sender,
recipient,
balances,
lastChangeBlock,
protocolSwapFeePercentage,
scalingFactors,
userData
);
_downscaleArray(tokenAmounts, scalingFactors);
// solhint-disable-next-line no-inline-assembly
assembly {
// We will return a raw representation of `bptAmount` and `tokenAmounts` in memory, which is composed of
// a 32-byte uint256, followed by a 32-byte for the array length, and finally the 32-byte uint256 values
// Because revert expects a size in bytes, we multiply the array length (stored at `tokenAmounts`) by 32
let size := mul(mload(tokenAmounts), 32)
// We store the `bptAmount` in the previous slot to the `tokenAmounts` array. We can make sure there
// will be at least one available slot due to how the memory scratch space works.
// We can safely overwrite whatever is stored in this slot as we will revert immediately after that.
let start := sub(tokenAmounts, 0x20)
mstore(start, bptAmount)
// We send one extra value for the error signature "QueryError(uint256,uint256[])" which is 0x43adbafb
// We use the previous slot to `bptAmount`.
mstore(sub(start, 0x20), 0x0000000000000000000000000000000000000000000000000000000043adbafb)
start := sub(start, 0x04)
// When copying from `tokenAmounts` into returndata, we copy the additional 68 bytes to also return
// the `bptAmount`, the array 's length, and the error signature.
revert(start, add(size, 68))
}
}
}
}
// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
pragma solidity ^0.7.0;
import "@balancer-labs/v2-solidity-utils/contracts/helpers/Authentication.sol";
import "@balancer-labs/v2-vault/contracts/interfaces/IAuthorizer.sol";
import "./BasePool.sol";
/**
* @dev Base authorization layer implementation for Pools.
*
* The owner account can call some of the permissioned functions - access control of the rest is delegated to the
* Authorizer. Note that this owner is immutable: more sophisticated permission schemes, such as multiple ownership,
* granular roles, etc., could be built on top of this by making the owner a smart contract.
*
* Access control of all other permissioned functions is delegated to an Authorizer. It is also possible to delegate
* control of *all* permissioned functions to the Authorizer by setting the owner address to `_DELEGATE_OWNER`.
*/
abstract contract BasePoolAuthorization is Authentication {
address private immutable _owner;
address private constant _DELEGATE_OWNER = 0xBA1BA1ba1BA1bA1bA1Ba1BA1ba1BA1bA1ba1ba1B;
constructor(address owner) {
_owner = owner;
}
function getOwner() public view returns (address) {
return _owner;
}
function getAuthorizer() external view returns (IAuthorizer) {
return _getAuthorizer();
}
function _canPerform(bytes32 actionId, address account) internal view override returns (bool) {
if ((getOwner() != _DELEGATE_OWNER) && _isOwnerOnlyAction(actionId)) {
// Only the owner can perform "owner only" actions, unless the owner is delegated.
return msg.sender == getOwner();
} else {
// Non-owner actions are always processed via the Authorizer, as "owner only" ones are when delegated.
return _getAuthorizer().canPerform(actionId, account, address(this));
}
}
function _isOwnerOnlyAction(bytes32 actionId) internal view virtual returns (bool);
function _getAuthorizer() internal view virtual returns (IAuthorizer);
}
// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
pragma solidity ^0.7.0;
library Buffer {
// The buffer is a circular storage structure with 1024 slots.
// solhint-disable-next-line private-vars-leading-underscore
uint256 internal constant SIZE = 1024;
/**
* @dev Returns the index of the element before the one pointed by `index`.
*/
function prev(uint256 index) internal pure returns (uint256) {
return sub(index, 1);
}
/**
* @dev Returns the index of the element after the one pointed by `index`.
*/
function next(uint256 index) internal pure returns (uint256) {
return add(index, 1);
}
/**
* @dev Returns the index of an element `offset` slots after the one pointed by `index`.
*/
function add(uint256 index, uint256 offset) internal pure returns (uint256) {
return (index + offset) % SIZE;
}
/**
* @dev Returns the index of an element `offset` slots before the one pointed by `index`.
*/
function sub(uint256 index, uint256 offset) internal pure returns (uint256) {
return (index + SIZE - offset) % SIZE;
}
}
// SPDX-License-Identifier: MIT
pragma solidity ^0.7.0;
/**
* @dev https://eips.ethereum.org/EIPS/eip-712[EIP 712] is a standard for hashing and signing of typed structured data.
*
* The encoding specified in the EIP is very generic, and such a generic implementation in Solidity is not feasible,
* thus this contract does not implement the encoding itself. Protocols need to implement the type-specific encoding
* they need in their contracts using a combination of `abi.encode` and `keccak256`.
*
* This contract implements the EIP 712 domain separator ({_domainSeparatorV4}) that is used as part of the encoding
* scheme, and the final step of the encoding to obtain the message digest that is then signed via ECDSA
* ({_hashTypedDataV4}).
*
* The implementation of the domain separator was designed to be as efficient as possible while still properly updating
* the chain id to protect against replay attacks on an eventual fork of the chain.
*
* NOTE: This contract implements the version of the encoding known as "v4", as implemented by the JSON RPC method
* https://docs.metamask.io/guide/signing-data.html[`eth_signTypedDataV4` in MetaMask].
*
* _Available since v3.4._
*/
abstract contract EIP712 {
/* solhint-disable var-name-mixedcase */
bytes32 private immutable _HASHED_NAME;
bytes32 private immutable _HASHED_VERSION;
bytes32 private immutable _TYPE_HASH;
/* solhint-enable var-name-mixedcase */
/**
* @dev Initializes the domain separator and parameter caches.
*
* The meaning of `name` and `version` is specified in
* https://eips.ethereum.org/EIPS/eip-712#definition-of-domainseparator[EIP 712]:
*
* - `name`: the user readable name of the signing domain, i.e. the name of the DApp or the protocol.
* - `version`: the current major version of the signing domain.
*
* NOTE: These parameters cannot be changed except through a xref:learn::upgrading-smart-contracts.adoc[smart
* contract upgrade].
*/
constructor(string memory name, string memory version) {
_HASHED_NAME = keccak256(bytes(name));
_HASHED_VERSION = keccak256(bytes(version));
_TYPE_HASH = keccak256("EIP712Domain(string name,string version,uint256 chainId,address verifyingContract)");
}
/**
* @dev Returns the domain separator for the current chain.
*/
function _domainSeparatorV4() internal view virtual returns (bytes32) {
return keccak256(abi.encode(_TYPE_HASH, _HASHED_NAME, _HASHED_VERSION, _getChainId(), address(this)));
}
/**
* @dev Given an already https://eips.ethereum.org/EIPS/eip-712#definition-of-hashstruct[hashed struct], this
* function returns the hash of the fully encoded EIP712 message for this domain.
*
* This hash can be used together with {ECDSA-recover} to obtain the signer of a message. For example:
*
* ```solidity
* bytes32 digest = _hashTypedDataV4(keccak256(abi.encode(
* keccak256("Mail(address to,string contents)"),
* mailTo,
* keccak256(bytes(mailContents))
* )));
* address signer = ECDSA.recover(digest, signature);
* ```
*/
function _hashTypedDataV4(bytes32 structHash) internal view virtual returns (bytes32) {
return keccak256(abi.encodePacked("\x19\x01", _domainSeparatorV4(), structHash));
}
function _getChainId() private view returns (uint256 chainId) {
// Silence state mutability warning without generating bytecode.
// See https://github.com/ethereum/solidity/issues/10090#issuecomment-741789128 and
// https://github.com/ethereum/solidity/issues/2691
this;
// solhint-disable-next-line no-inline-assembly
assembly {
chainId := chainid()
}
}
}
// SPDX-License-Identifier: MIT
pragma solidity ^0.7.0;
import "../helpers/BalancerErrors.sol";
import "./IERC20.sol";
import "./SafeMath.sol";
/**
* @dev Implementation of the {IERC20} interface.
*
* This implementation is agnostic to the way tokens are created. This means
* that a supply mechanism has to be added in a derived contract using {_mint}.
* For a generic mechanism see {ERC20PresetMinterPauser}.
*
* TIP: For a detailed writeup see our guide
* https://forum.zeppelin.solutions/t/how-to-implement-erc20-supply-mechanisms/226[How
* to implement supply mechanisms].
*
* We have followed general OpenZeppelin guidelines: functions revert instead
* of returning `false` on failure. This behavior is nonetheless conventional
* and does not conflict with the expectations of ERC20 applications.
*
* Additionally, an {Approval} event is emitted on calls to {transferFrom}.
* This allows applications to reconstruct the allowance for all accounts just
* by listening to said events. Other implementations of the EIP may not emit
* these events, as it isn't required by the specification.
*
* Finally, the non-standard {decreaseAllowance} and {increaseAllowance}
* functions have been added to mitigate the well-known issues around setting
* allowances. See {IERC20-approve}.
*/
contract ERC20 is IERC20 {
using SafeMath for uint256;
mapping(address => uint256) private _balances;
mapping(address => mapping(address => uint256)) private _allowances;
uint256 private _totalSupply;
string private _name;
string private _symbol;
uint8 private _decimals;
/**
* @dev Sets the values for {name} and {symbol}, initializes {decimals} with
* a default value of 18.
*
* To select a different value for {decimals}, use {_setupDecimals}.
*
* All three of these values are immutable: they can only be set once during
* construction.
*/
constructor(string memory name_, string memory symbol_) {
_name = name_;
_symbol = symbol_;
_decimals = 18;
}
/**
* @dev Returns the name of the token.
*/
function name() public view returns (string memory) {
return _name;
}
/**
* @dev Returns the symbol of the token, usually a shorter version of the
* name.
*/
function symbol() public view returns (string memory) {
return _symbol;
}
/**
* @dev Returns the number of decimals used to get its user representation.
* For example, if `decimals` equals `2`, a balance of `505` tokens should
* be displayed to a user as `5,05` (`505 / 10 ** 2`).
*
* Tokens usually opt for a value of 18, imitating the relationship between
* Ether and Wei. This is the value {ERC20} uses, unless {_setupDecimals} is
* called.
*
* NOTE: This information is only used for _display_ purposes: it in
* no way affects any of the arithmetic of the contract, including
* {IERC20-balanceOf} and {IERC20-transfer}.
*/
function decimals() public view returns (uint8) {
return _decimals;
}
/**
* @dev See {IERC20-totalSupply}.
*/
function totalSupply() public view override returns (uint256) {
return _totalSupply;
}
/**
* @dev See {IERC20-balanceOf}.
*/
function balanceOf(address account) public view override returns (uint256) {
return _balances[account];
}
/**
* @dev See {IERC20-transfer}.
*
* Requirements:
*
* - `recipient` cannot be the zero address.
* - the caller must have a balance of at least `amount`.
*/
function transfer(address recipient, uint256 amount) public virtual override returns (bool) {
_transfer(msg.sender, recipient, amount);
return true;
}
/**
* @dev See {IERC20-allowance}.
*/
function allowance(address owner, address spender) public view virtual override returns (uint256) {
return _allowances[owner][spender];
}
/**
* @dev See {IERC20-approve}.
*
* Requirements:
*
* - `spender` cannot be the zero address.
*/
function approve(address spender, uint256 amount) public virtual override returns (bool) {
_approve(msg.sender, spender, amount);
return true;
}
/**
* @dev See {IERC20-transferFrom}.
*
* Emits an {Approval} event indicating the updated allowance. This is not
* required by the EIP. See the note at the beginning of {ERC20}.
*
* Requirements:
*
* - `sender` and `recipient` cannot be the zero address.
* - `sender` must have a balance of at least `amount`.
* - the caller must have allowance for ``sender``'s tokens of at least
* `amount`.
*/
function transferFrom(
address sender,
address recipient,
uint256 amount
) public virtual override returns (bool) {
_transfer(sender, recipient, amount);
_approve(
sender,
msg.sender,
_allowances[sender][msg.sender].sub(amount, Errors.ERC20_TRANSFER_EXCEEDS_ALLOWANCE)
);
return true;
}
/**
* @dev Atomically increases the allowance granted to `spender` by the caller.
*
* This is an alternative to {approve} that can be used as a mitigation for
* problems described in {IERC20-approve}.
*
* Emits an {Approval} event indicating the updated allowance.
*
* Requirements:
*
* - `spender` cannot be the zero address.
*/
function increaseAllowance(address spender, uint256 addedValue) public virtual returns (bool) {
_approve(msg.sender, spender, _allowances[msg.sender][spender].add(addedValue));
return true;
}
/**
* @dev Atomically decreases the allowance granted to `spender` by the caller.
*
* This is an alternative to {approve} that can be used as a mitigation for
* problems described in {IERC20-approve}.
*
* Emits an {Approval} event indicating the updated allowance.
*
* Requirements:
*
* - `spender` cannot be the zero address.
* - `spender` must have allowance for the caller of at least
* `subtractedValue`.
*/
function decreaseAllowance(address spender, uint256 subtractedValue) public virtual returns (bool) {
_approve(
msg.sender,
spender,
_allowances[msg.sender][spender].sub(subtractedValue, Errors.ERC20_DECREASED_ALLOWANCE_BELOW_ZERO)
);
return true;
}
/**
* @dev Moves tokens `amount` from `sender` to `recipient`.
*
* This is internal function is equivalent to {transfer}, and can be used to
* e.g. implement automatic token fees, slashing mechanisms, etc.
*
* Emits a {Transfer} event.
*
* Requirements:
*
* - `sender` cannot be the zero address.
* - `recipient` cannot be the zero address.
* - `sender` must have a balance of at least `amount`.
*/
function _transfer(
address sender,
address recipient,
uint256 amount
) internal virtual {
_require(sender != address(0), Errors.ERC20_TRANSFER_FROM_ZERO_ADDRESS);
_require(recipient != address(0), Errors.ERC20_TRANSFER_TO_ZERO_ADDRESS);
_beforeTokenTransfer(sender, recipient, amount);
_balances[sender] = _balances[sender].sub(amount, Errors.ERC20_TRANSFER_EXCEEDS_BALANCE);
_balances[recipient] = _balances[recipient].add(amount);
emit Transfer(sender, recipient, amount);
}
/** @dev Creates `amount` tokens and assigns them to `account`, increasing
* the total supply.
*
* Emits a {Transfer} event with `from` set to the zero address.
*
* Requirements:
*
* - `to` cannot be the zero address.
*/
function _mint(address account, uint256 amount) internal virtual {
_beforeTokenTransfer(address(0), account, amount);
_totalSupply = _totalSupply.add(amount);
_balances[account] = _balances[account].add(amount);
emit Transfer(address(0), account, amount);
}
/**
* @dev Destroys `amount` tokens from `account`, reducing the
* total supply.
*
* Emits a {Transfer} event with `to` set to the zero address.
*
* Requirements:
*
* - `account` cannot be the zero address.
* - `account` must have at least `amount` tokens.
*/
function _burn(address account, uint256 amount) internal virtual {
_require(account != address(0), Errors.ERC20_BURN_FROM_ZERO_ADDRESS);
_beforeTokenTransfer(account, address(0), amount);
_balances[account] = _balances[account].sub(amount, Errors.ERC20_BURN_EXCEEDS_ALLOWANCE);
_totalSupply = _totalSupply.sub(amount);
emit Transfer(account, address(0), amount);
}
/**
* @dev Sets `amount` as the allowance of `spender` over the `owner` s tokens.
*
* This internal function is equivalent to `approve`, and can be used to
* e.g. set automatic allowances for certain subsystems, etc.
*
* Emits an {Approval} event.
*
* Requirements:
*
* - `owner` cannot be the zero address.
* - `spender` cannot be the zero address.
*/
function _approve(
address owner,
address spender,
uint256 amount
) internal virtual {
_allowances[owner][spender] = amount;
emit Approval(owner, spender, amount);
}
/**
* @dev Sets {decimals} to a value other than the default one of 18.
*
* WARNING: This function should only be called from the constructor. Most
* applications that interact with token contracts will not expect
* {decimals} to ever change, and may work incorrectly if it does.
*/
function _setupDecimals(uint8 decimals_) internal {
_decimals = decimals_;
}
/**
* @dev Hook that is called before any transfer of tokens. This includes
* minting and burning.
*
* Calling conditions:
*
* - when `from` and `to` are both non-zero, `amount` of ``from``'s tokens
* will be to transferred to `to`.
* - when `from` is zero, `amount` tokens will be minted for `to`.
* - when `to` is zero, `amount` of ``from``'s tokens will be burned.
* - `from` and `to` are never both zero.
*
* To learn more about hooks, head to xref:ROOT:extending-contracts.adoc#using-hooks[Using Hooks].
*/
function _beforeTokenTransfer(
address from,
address to,
uint256 amount
) internal virtual {}
}
// SPDX-License-Identifier: MIT
pragma solidity ^0.7.0;
import "./ERC20.sol";
import "./IERC20Permit.sol";
import "./EIP712.sol";
/**
* @dev Implementation of the ERC20 Permit extension allowing approvals to be made via signatures, as defined in
* https://eips.ethereum.org/EIPS/eip-2612[EIP-2612].
*
* Adds the {permit} method, which can be used to change an account's ERC20 allowance (see {IERC20-allowance}) by
* presenting a message signed by the account. By not relying on `{IERC20-approve}`, the token holder account doesn't
* need to send a transaction, and thus is not required to hold Ether at all.
*
* _Available since v3.4._
*/
abstract contract ERC20Permit is ERC20, IERC20Permit, EIP712 {
mapping(address => uint256) private _nonces;
// solhint-disable-next-line var-name-mixedcase
bytes32 private immutable _PERMIT_TYPEHASH =
keccak256("Permit(address owner,address spender,uint256 value,uint256 nonce,uint256 deadline)");
/**
* @dev Initializes the {EIP712} domain separator using the `name` parameter, and setting `version` to `"1"`.
*
* It's a good idea to use the same `name` that is defined as the ERC20 token name.
*/
constructor(string memory name) EIP712(name, "1") {}
/**
* @dev See {IERC20Permit-permit}.
*/
function permit(
address owner,
address spender,
uint256 value,
uint256 deadline,
uint8 v,
bytes32 r,
bytes32 s
) public virtual override {
// solhint-disable-next-line not-rely-on-time
_require(block.timestamp <= deadline, Errors.EXPIRED_PERMIT);
uint256 nonce = _nonces[owner];
bytes32 structHash = keccak256(abi.encode(_PERMIT_TYPEHASH, owner, spender, value, nonce, deadline));
bytes32 hash = _hashTypedDataV4(structHash);
address signer = ecrecover(hash, v, r, s);
_require((signer != address(0)) && (signer == owner), Errors.INVALID_SIGNATURE);
_nonces[owner] = nonce + 1;
_approve(owner, spender, value);
}
/**
* @dev See {IERC20Permit-nonces}.
*/
function nonces(address owner) public view override returns (uint256) {
return _nonces[owner];
}
/**
* @dev See {IERC20Permit-DOMAIN_SEPARATOR}.
*/
// solhint-disable-next-line func-name-mixedcase
function DOMAIN_SEPARATOR() external view override returns (bytes32) {
return _domainSeparatorV4();
}
}
// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
pragma solidity ^0.7.0;
import "./LogExpMath.sol";
import "../helpers/BalancerErrors.sol";
/* solhint-disable private-vars-leading-underscore */
library FixedPoint {
uint256 internal constant ONE = 1e18; // 18 decimal places
uint256 internal constant MAX_POW_RELATIVE_ERROR = 10000; // 10^(-14)
// Minimum base for the power function when the exponent is 'free' (larger than ONE).
uint256 internal constant MIN_POW_BASE_FREE_EXPONENT = 0.7e18;
function add(uint256 a, uint256 b) internal pure returns (uint256) {
// Fixed Point addition is the same as regular checked addition
uint256 c = a + b;
_require(c >= a, Errors.ADD_OVERFLOW);
return c;
}
function sub(uint256 a, uint256 b) internal pure returns (uint256) {
// Fixed Point addition is the same as regular checked addition
_require(b <= a, Errors.SUB_OVERFLOW);
uint256 c = a - b;
return c;
}
function mulDown(uint256 a, uint256 b) internal pure returns (uint256) {
uint256 product = a * b;
_require(a == 0 || product / a == b, Errors.MUL_OVERFLOW);
return product / ONE;
}
function mulUp(uint256 a, uint256 b) internal pure returns (uint256) {
uint256 product = a * b;
_require(a == 0 || product / a == b, Errors.MUL_OVERFLOW);
if (product == 0) {
return 0;
} else {
// The traditional divUp formula is:
// divUp(x, y) := (x + y - 1) / y
// To avoid intermediate overflow in the addition, we distribute the division and get:
// divUp(x, y) := (x - 1) / y + 1
// Note that this requires x != 0, which we already tested for.
return ((product - 1) / ONE) + 1;
}
}
function divDown(uint256 a, uint256 b) internal pure returns (uint256) {
_require(b != 0, Errors.ZERO_DIVISION);
if (a == 0) {
return 0;
} else {
uint256 aInflated = a * ONE;
_require(aInflated / a == ONE, Errors.DIV_INTERNAL); // mul overflow
return aInflated / b;
}
}
function divUp(uint256 a, uint256 b) internal pure returns (uint256) {
_require(b != 0, Errors.ZERO_DIVISION);
if (a == 0) {
return 0;
} else {
uint256 aInflated = a * ONE;
_require(aInflated / a == ONE, Errors.DIV_INTERNAL); // mul overflow
// The traditional divUp formula is:
// divUp(x, y) := (x + y - 1) / y
// To avoid intermediate overflow in the addition, we distribute the division and get:
// divUp(x, y) := (x - 1) / y + 1
// Note that this requires x != 0, which we already tested for.
return ((aInflated - 1) / b) + 1;
}
}
/**
* @dev Returns x^y, assuming both are fixed point numbers, rounding down. The result is guaranteed to not be above
* the true value (that is, the error function expected - actual is always positive).
*/
function powDown(uint256 x, uint256 y) internal pure returns (uint256) {
uint256 raw = LogExpMath.pow(x, y);
uint256 maxError = add(mulUp(raw, MAX_POW_RELATIVE_ERROR), 1);
if (raw < maxError) {
return 0;
} else {
return sub(raw, maxError);
}
}
/**
* @dev Returns x^y, assuming both are fixed point numbers, rounding up. The result is guaranteed to not be below
* the true value (that is, the error function expected - actual is always negative).
*/
function powUp(uint256 x, uint256 y) internal pure returns (uint256) {
uint256 raw = LogExpMath.pow(x, y);
uint256 maxError = add(mulUp(raw, MAX_POW_RELATIVE_ERROR), 1);
return add(raw, maxError);
}
/**
* @dev Returns the complement of a value (1 - x), capped to 0 if x is larger than 1.
*
* Useful when computing the complement for values with some level of relative error, as it strips this error and
* prevents intermediate negative values.
*/
function complement(uint256 x) internal pure returns (uint256) {
return (x < ONE) ? (ONE - x) : 0;
}
}
// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
pragma solidity ^0.7.0;
/**
* @dev This is an empty interface used to represent either ERC20-conforming token contracts or ETH (using the zero
* address sentinel value). We're just relying on the fact that `interface` can be used to declare new address-like
* types.
*
* This concept is unrelated to a Pool's Asset Managers.
*/
interface IAsset {
// solhint-disable-previous-line no-empty-blocks
}
// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
pragma solidity ^0.7.0;
pragma experimental ABIEncoderV2;
import "@balancer-labs/v2-solidity-utils/contracts/openzeppelin/IERC20.sol";
interface IAssetManager {
/**
* @notice Emitted when asset manager is rebalanced
*/
event Rebalance(bytes32 poolId);
/**
* @notice Sets the config
*/
function setConfig(bytes32 poolId, bytes calldata config) external;
/**
* Note: No function to read the asset manager config is included in IAssetManager
* as the signature is expected to vary between asset manager implementations
*/
/**
* @notice Returns the asset manager's token
*/
function getToken() external view returns (IERC20);
/**
* @return the current assets under management of this asset manager
*/
function getAUM(bytes32 poolId) external view returns (uint256);
/**
* @return poolCash - The up-to-date cash balance of the pool
* @return poolManaged - The up-to-date managed balance of the pool
*/
function getPoolBalances(bytes32 poolId) external view returns (uint256 poolCash, uint256 poolManaged);
/**
* @return The difference in tokens between the target investment
* and the currently invested amount (i.e. the amount that can be invested)
*/
function maxInvestableBalance(bytes32 poolId) external view returns (int256);
/**
* @notice Updates the Vault on the value of the pool's investment returns
*/
function updateBalanceOfPool(bytes32 poolId) external;
/**
* @notice Determines whether the pool should rebalance given the provided balances
*/
function shouldRebalance(uint256 cash, uint256 managed) external view returns (bool);
/**
* @notice Rebalances funds between the pool and the asset manager to maintain target investment percentage.
* @param poolId - the poolId of the pool to be rebalanced
* @param force - a boolean representing whether a rebalance should be forced even when the pool is near balance
*/
function rebalance(bytes32 poolId, bool force) external;
/**
* @notice allows an authorized rebalancer to remove capital to facilitate large withdrawals
* @param poolId - the poolId of the pool to withdraw funds back to
* @param amount - the amount of tokens to withdraw back to the pool
*/
function capitalOut(bytes32 poolId, uint256 amount) external;
}
// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
pragma solidity ^0.7.0;
interface IAuthentication {
/**
* @dev Returns the action identifier associated with the external function described by `selector`.
*/
function getActionId(bytes4 selector) external view returns (bytes32);
}
// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
pragma solidity ^0.7.0;
interface IAuthorizer {
/**
* @dev Returns true if `account` can perform the action described by `actionId` in the contract `where`.
*/
function canPerform(
bytes32 actionId,
address account,
address where
) external view returns (bool);
}
// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
pragma solidity ^0.7.0;
pragma experimental ABIEncoderV2;
import "./IVault.sol";
import "./IPoolSwapStructs.sol";
/**
* @dev Interface for adding and removing liquidity that all Pool contracts should implement. Note that this is not
* the complete Pool contract interface, as it is missing the swap hooks. Pool contracts should also inherit from
* either IGeneralPool or IMinimalSwapInfoPool
*/
interface IBasePool is IPoolSwapStructs {
/**
* @dev Called by the Vault when a user calls `IVault.joinPool` to add liquidity to this Pool. Returns how many of
* each registered token the user should provide, as well as the amount of protocol fees the Pool owes to the Vault.
* The Vault will then take tokens from `sender` and add them to the Pool's balances, as well as collect
* the reported amount in protocol fees, which the pool should calculate based on `protocolSwapFeePercentage`.
*
* Protocol fees are reported and charged on join events so that the Pool is free of debt whenever new users join.
*
* `sender` is the account performing the join (from which tokens will be withdrawn), and `recipient` is the account
* designated to receive any benefits (typically pool shares). `balances` contains the total balances
* for each token the Pool registered in the Vault, in the same order that `IVault.getPoolTokens` would return.
*
* `lastChangeBlock` is the last block in which *any* of the Pool's registered tokens last changed its total
* balance.
*
* `userData` contains any pool-specific instructions needed to perform the calculations, such as the type of
* join (e.g., proportional given an amount of pool shares, single-asset, multi-asset, etc.)
*
* Contracts implementing this function should check that the caller is indeed the Vault before performing any
* state-changing operations, such as minting pool shares.
*/
function onJoinPool(
bytes32 poolId,
address sender,
address recipient,
uint256[] memory balances,
uint256 lastChangeBlock,
uint256 protocolSwapFeePercentage,
bytes memory userData
) external returns (uint256[] memory amountsIn, uint256[] memory dueProtocolFeeAmounts);
/**
* @dev Called by the Vault when a user calls `IVault.exitPool` to remove liquidity from this Pool. Returns how many
* tokens the Vault should deduct from the Pool's balances, as well as the amount of protocol fees the Pool owes
* to the Vault. The Vault will then take tokens from the Pool's balances and send them to `recipient`,
* as well as collect the reported amount in protocol fees, which the Pool should calculate based on
* `protocolSwapFeePercentage`.
*
* Protocol fees are charged on exit events to guarantee that users exiting the Pool have paid their share.
*
* `sender` is the account performing the exit (typically the pool shareholder), and `recipient` is the account
* to which the Vault will send the proceeds. `balances` contains the total token balances for each token
* the Pool registered in the Vault, in the same order that `IVault.getPoolTokens` would return.
*
* `lastChangeBlock` is the last block in which *any* of the Pool's registered tokens last changed its total
* balance.
*
* `userData` contains any pool-specific instructions needed to perform the calculations, such as the type of
* exit (e.g., proportional given an amount of pool shares, single-asset, multi-asset, etc.)
*
* Contracts implementing this function should check that the caller is indeed the Vault before performing any
* state-changing operations, such as burning pool shares.
*/
function onExitPool(
bytes32 poolId,
address sender,
address recipient,
uint256[] memory balances,
uint256 lastChangeBlock,
uint256 protocolSwapFeePercentage,
bytes memory userData
) external returns (uint256[] memory amountsOut, uint256[] memory dueProtocolFeeAmounts);
function getPoolId() external view returns (bytes32);
}
// SPDX-License-Identifier: MIT
pragma solidity ^0.7.0;
/**
* @dev Interface of the ERC20 standard as defined in the EIP.
*/
interface IERC20 {
/**
* @dev Returns the amount of tokens in existence.
*/
function totalSupply() external view returns (uint256);
/**
* @dev Returns the amount of tokens owned by `account`.
*/
function balanceOf(address account) external view returns (uint256);
/**
* @dev Moves `amount` tokens from the caller's account to `recipient`.
*
* Returns a boolean value indicating whether the operation succeeded.
*
* Emits a {Transfer} event.
*/
function transfer(address recipient, uint256 amount) external returns (bool);
/**
* @dev Returns the remaining number of tokens that `spender` will be
* allowed to spend on behalf of `owner` through {transferFrom}. This is
* zero by default.
*
* This value changes when {approve} or {transferFrom} are called.
*/
function allowance(address owner, address spender) external view returns (uint256);
/**
* @dev Sets `amount` as the allowance of `spender` over the caller's tokens.
*
* Returns a boolean value indicating whether the operation succeeded.
*
* IMPORTANT: Beware that changing an allowance with this method brings the risk
* that someone may use both the old and the new allowance by unfortunate
* transaction ordering. One possible solution to mitigate this race
* condition is to first reduce the spender's allowance to 0 and set the
* desired value afterwards:
* https://github.com/ethereum/EIPs/issues/20#issuecomment-263524729
*
* Emits an {Approval} event.
*/
function approve(address spender, uint256 amount) external returns (bool);
/**
* @dev Moves `amount` tokens from `sender` to `recipient` using the
* allowance mechanism. `amount` is then deducted from the caller's
* allowance.
*
* Returns a boolean value indicating whether the operation succeeded.
*
* Emits a {Transfer} event.
*/
function transferFrom(
address sender,
address recipient,
uint256 amount
) external returns (bool);
/**
* @dev Emitted when `value` tokens are moved from one account (`from`) to
* another (`to`).
*
* Note that `value` may be zero.
*/
event Transfer(address indexed from, address indexed to, uint256 value);
/**
* @dev Emitted when the allowance of a `spender` for an `owner` is set by
* a call to {approve}. `value` is the new allowance.
*/
event Approval(address indexed owner, address indexed spender, uint256 value);
}
// SPDX-License-Identifier: MIT
pragma solidity ^0.7.0;
/**
* @dev Interface of the ERC20 Permit extension allowing approvals to be made via signatures, as defined in
* https://eips.ethereum.org/EIPS/eip-2612[EIP-2612].
*
* Adds the {permit} method, which can be used to change an account's ERC20 allowance (see {IERC20-allowance}) by
* presenting a message signed by the account. By not relying on `{IERC20-approve}`, the token holder account doesn't
* need to send a transaction, and thus is not required to hold Ether at all.
*/
interface IERC20Permit {
/**
* @dev Sets `value` as the allowance of `spender` over `owner`'s tokens,
* given `owner`'s signed approval.
*
* IMPORTANT: The same issues {IERC20-approve} has related to transaction
* ordering also apply here.
*
* Emits an {Approval} event.
*
* Requirements:
*
* - `spender` cannot be the zero address.
* - `deadline` must be a timestamp in the future.
* - `v`, `r` and `s` must be a valid `secp256k1` signature from `owner`
* over the EIP712-formatted function arguments.
* - the signature must use ``owner``'s current nonce (see {nonces}).
*
* For more information on the signature format, see the
* https://eips.ethereum.org/EIPS/eip-2612#specification[relevant EIP
* section].
*/
function permit(
address owner,
address spender,
uint256 value,
uint256 deadline,
uint8 v,
bytes32 r,
bytes32 s
) external;
/**
* @dev Returns the current nonce for `owner`. This value must be
* included whenever a signature is generated for {permit}.
*
* Every successful call to {permit} increases ``owner``'s nonce by one. This
* prevents a signature from being used multiple times.
*/
function nonces(address owner) external view returns (uint256);
/**
* @dev Returns the domain separator used in the encoding of the signature for `permit`, as defined by {EIP712}.
*/
// solhint-disable-next-line func-name-mixedcase
function DOMAIN_SEPARATOR() external view returns (bytes32);
}
// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
pragma solidity ^0.7.0;
// Inspired by Aave Protocol's IFlashLoanReceiver.
import "@balancer-labs/v2-solidity-utils/contracts/openzeppelin/IERC20.sol";
interface IFlashLoanRecipient {
/**
* @dev When `flashLoan` is called on the Vault, it invokes the `receiveFlashLoan` hook on the recipient.
*
* At the time of the call, the Vault will have transferred `amounts` for `tokens` to the recipient. Before this
* call returns, the recipient must have transferred `amounts` plus `feeAmounts` for each token back to the
* Vault, or else the entire flash loan will revert.
*
* `userData` is the same value passed in the `IVault.flashLoan` call.
*/
function receiveFlashLoan(
IERC20[] memory tokens,
uint256[] memory amounts,
uint256[] memory feeAmounts,
bytes memory userData
) external;
}
// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
pragma solidity ^0.7.0;
pragma experimental ABIEncoderV2;
import "./IBasePool.sol";
/**
* @dev IPools with the General specialization setting should implement this interface.
*
* This is called by the Vault when a user calls `IVault.swap` or `IVault.batchSwap` to swap with this Pool.
* Returns the number of tokens the Pool will grant to the user in a 'given in' swap, or that the user will
* grant to the pool in a 'given out' swap.
*
* This can often be implemented by a `view` function, since many pricing algorithms don't need to track state
* changes in swaps. However, contracts implementing this in non-view functions should check that the caller is
* indeed the Vault.
*/
interface IGeneralPool is IBasePool {
function onSwap(
SwapRequest memory swapRequest,
uint256[] memory balances,
uint256 indexIn,
uint256 indexOut
) external returns (uint256 amount);
}
// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
pragma solidity ^0.7.0;
pragma experimental ABIEncoderV2;
import "./IBasePool.sol";
/**
* @dev Pool contracts with the MinimalSwapInfo or TwoToken specialization settings should implement this interface.
*
* This is called by the Vault when a user calls `IVault.swap` or `IVault.batchSwap` to swap with this Pool.
* Returns the number of tokens the Pool will grant to the user in a 'given in' swap, or that the user will grant
* to the pool in a 'given out' swap.
*
* This can often be implemented by a `view` function, since many pricing algorithms don't need to track state
* changes in swaps. However, contracts implementing this in non-view functions should check that the caller is
* indeed the Vault.
*/
interface IMinimalSwapInfoPool is IBasePool {
function onSwap(
SwapRequest memory swapRequest,
uint256 currentBalanceTokenIn,
uint256 currentBalanceTokenOut
) external returns (uint256 amount);
}
// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
pragma solidity ^0.7.0;
interface IPoolPriceOracle {
/**
* @dev Returns the raw data of the sample at `index`.
*/
function getSample(uint256 index)
external
view
returns (
int256 logPairPrice,
int256 accLogPairPrice,
int256 logBptPrice,
int256 accLogBptPrice,
int256 logInvariant,
int256 accLogInvariant,
uint256 timestamp
);
/**
* @dev Returns the total number of samples.
*/
function getTotalSamples() external view returns (uint256);
}
// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
pragma solidity ^0.7.0;
pragma experimental ABIEncoderV2;
import "@balancer-labs/v2-solidity-utils/contracts/openzeppelin/IERC20.sol";
import "./IVault.sol";
interface IPoolSwapStructs {
// This is not really an interface - it just defines common structs used by other interfaces: IGeneralPool and
// IMinimalSwapInfoPool.
//
// This data structure represents a request for a token swap, where `kind` indicates the swap type ('given in' or
// 'given out') which indicates whether or not the amount sent by the pool is known.
//
// The pool receives `tokenIn` and sends `tokenOut`. `amount` is the number of `tokenIn` tokens the pool will take
// in, or the number of `tokenOut` tokens the Pool will send out, depending on the given swap `kind`.
//
// All other fields are not strictly necessary for most swaps, but are provided to support advanced scenarios in
// some Pools.
//
// `poolId` is the ID of the Pool involved in the swap - this is useful for Pool contracts that implement more than
// one Pool.
//
// The meaning of `lastChangeBlock` depends on the Pool specialization:
// - Two Token or Minimal Swap Info: the last block in which either `tokenIn` or `tokenOut` changed its total
// balance.
// - General: the last block in which *any* of the Pool's registered tokens changed its total balance.
//
// `from` is the origin address for the funds the Pool receives, and `to` is the destination address
// where the Pool sends the outgoing tokens.
//
// `userData` is extra data provided by the caller - typically a signature from a trusted party.
struct SwapRequest {
IVault.SwapKind kind;
IERC20 tokenIn;
IERC20 tokenOut;
uint256 amount;
// Misc data
bytes32 poolId;
uint256 lastChangeBlock;
address from;
address to;
bytes userData;
}
}
// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
pragma solidity ^0.7.0;
pragma experimental ABIEncoderV2;
/**
* @dev Interface for querying historical data from a Pool that can be used as a Price Oracle.
*
* This lets third parties retrieve average prices of tokens held by a Pool over a given period of time, as well as the
* price of the Pool share token (BPT) and invariant. Since the invariant is a sensible measure of Pool liquidity, it
* can be used to compare two different price sources, and choose the most liquid one.
*
* Once the oracle is fully initialized, all queries are guaranteed to succeed as long as they require no data that
* is not older than the largest safe query window.
*/
interface IPriceOracle {
// The three values that can be queried:
//
// - PAIR_PRICE: the price of the tokens in the Pool, expressed as the price of the second token in units of the
// first token. For example, if token A is worth $2, and token B is worth $4, the pair price will be 2.0.
// Note that the price is computed *including* the tokens decimals. This means that the pair price of a Pool with
// DAI and USDC will be close to 1.0, despite DAI having 18 decimals and USDC 6.
//
// - BPT_PRICE: the price of the Pool share token (BPT), in units of the first token.
// Note that the price is computed *including* the tokens decimals. This means that the BPT price of a Pool with
// USDC in which BPT is worth $5 will be 5.0, despite the BPT having 18 decimals and USDC 6.
//
// - INVARIANT: the value of the Pool's invariant, which serves as a measure of its liquidity.
enum Variable { PAIR_PRICE, BPT_PRICE, INVARIANT }
/**
* @dev Returns the time average weighted price corresponding to each of `queries`. Prices are represented as 18
* decimal fixed point values.
*/
function getTimeWeightedAverage(OracleAverageQuery[] memory queries)
external
view
returns (uint256[] memory results);
/**
* @dev Returns latest sample of `variable`. Prices are represented as 18 decimal fixed point values.
*/
function getLatest(Variable variable) external view returns (uint256);
/**
* @dev Information for a Time Weighted Average query.
*
* Each query computes the average over a window of duration `secs` seconds that ended `ago` seconds ago. For
* example, the average over the past 30 minutes is computed by settings secs to 1800 and ago to 0. If secs is 1800
* and ago is 1800 as well, the average between 60 and 30 minutes ago is computed instead.
*/
struct OracleAverageQuery {
Variable variable;
uint256 secs;
uint256 ago;
}
/**
* @dev Returns largest time window that can be safely queried, where 'safely' means the Oracle is guaranteed to be
* able to produce a result and not revert.
*
* If a query has a non-zero `ago` value, then `secs + ago` (the oldest point in time) must be smaller than this
* value for 'safe' queries.
*/
function getLargestSafeQueryWindow() external view returns (uint256);
/**
* @dev Returns the accumulators corresponding to each of `queries`.
*/
function getPastAccumulators(OracleAccumulatorQuery[] memory queries)
external
view
returns (int256[] memory results);
/**
* @dev Information for an Accumulator query.
*
* Each query estimates the accumulator at a time `ago` seconds ago.
*/
struct OracleAccumulatorQuery {
Variable variable;
uint256 ago;
}
}
// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
pragma solidity ^0.7.0;
pragma experimental ABIEncoderV2;
import "@balancer-labs/v2-solidity-utils/contracts/openzeppelin/IERC20.sol";
import "./IVault.sol";
import "./IAuthorizer.sol";
interface IProtocolFeesCollector {
event SwapFeePercentageChanged(uint256 newSwapFeePercentage);
event FlashLoanFeePercentageChanged(uint256 newFlashLoanFeePercentage);
function withdrawCollectedFees(
IERC20[] calldata tokens,
uint256[] calldata amounts,
address recipient
) external;
function setSwapFeePercentage(uint256 newSwapFeePercentage) external;
function setFlashLoanFeePercentage(uint256 newFlashLoanFeePercentage) external;
function getSwapFeePercentage() external view returns (uint256);
function getFlashLoanFeePercentage() external view returns (uint256);
function getCollectedFeeAmounts(IERC20[] memory tokens) external view returns (uint256[] memory feeAmounts);
function getAuthorizer() external view returns (IAuthorizer);
function vault() external view returns (IVault);
}
// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
pragma solidity ^0.7.0;
interface IRateProvider {
function getRate() external view returns (uint256);
}
// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
pragma solidity ^0.7.0;
/**
* @dev Interface for the SignatureValidator helper, used to support meta-transactions.
*/
interface ISignaturesValidator {
/**
* @dev Returns the EIP712 domain separator.
*/
function getDomainSeparator() external view returns (bytes32);
/**
* @dev Returns the next nonce used by an address to sign messages.
*/
function getNextNonce(address user) external view returns (uint256);
}
// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
pragma solidity ^0.7.0;
/**
* @dev Interface for the TemporarilyPausable helper.
*/
interface ITemporarilyPausable {
/**
* @dev Emitted every time the pause state changes by `_setPaused`.
*/
event PausedStateChanged(bool paused);
/**
* @dev Returns the current paused state.
*/
function getPausedState()
external
view
returns (
bool paused,
uint256 pauseWindowEndTime,
uint256 bufferPeriodEndTime
);
}
// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
pragma experimental ABIEncoderV2;
import "@balancer-labs/v2-solidity-utils/contracts/openzeppelin/IERC20.sol";
import "@balancer-labs/v2-solidity-utils/contracts/helpers/ISignaturesValidator.sol";
import "@balancer-labs/v2-solidity-utils/contracts/helpers/ITemporarilyPausable.sol";
import "@balancer-labs/v2-solidity-utils/contracts/misc/IWETH.sol";
import "./IAsset.sol";
import "./IAuthorizer.sol";
import "./IFlashLoanRecipient.sol";
import "./IProtocolFeesCollector.sol";
pragma solidity ^0.7.0;
/**
* @dev Full external interface for the Vault core contract - no external or public methods exist in the contract that
* don't override one of these declarations.
*/
interface IVault is ISignaturesValidator, ITemporarilyPausable {
// Generalities about the Vault:
//
// - Whenever documentation refers to 'tokens', it strictly refers to ERC20-compliant token contracts. Tokens are
// transferred out of the Vault by calling the `IERC20.transfer` function, and transferred in by calling
// `IERC20.transferFrom`. In these cases, the sender must have previously allowed the Vault to use their tokens by
// calling `IERC20.approve`. The only deviation from the ERC20 standard that is supported is functions not returning
// a boolean value: in these scenarios, a non-reverting call is assumed to be successful.
//
// - All non-view functions in the Vault are non-reentrant: calling them while another one is mid-execution (e.g.
// while execution control is transferred to a token contract during a swap) will result in a revert. View
// functions can be called in a re-reentrant way, but doing so might cause them to return inconsistent results.
// Contracts calling view functions in the Vault must make sure the Vault has not already been entered.
//
// - View functions revert if referring to either unregistered Pools, or unregistered tokens for registered Pools.
// Authorizer
//
// Some system actions are permissioned, like setting and collecting protocol fees. This permissioning system exists
// outside of the Vault in the Authorizer contract: the Vault simply calls the Authorizer to check if the caller
// can perform a given action.
/**
* @dev Returns the Vault's Authorizer.
*/
function getAuthorizer() external view returns (IAuthorizer);
/**
* @dev Sets a new Authorizer for the Vault. The caller must be allowed by the current Authorizer to do this.
*
* Emits an `AuthorizerChanged` event.
*/
function setAuthorizer(IAuthorizer newAuthorizer) external;
/**
* @dev Emitted when a new authorizer is set by `setAuthorizer`.
*/
event AuthorizerChanged(IAuthorizer indexed newAuthorizer);
// Relayers
//
// Additionally, it is possible for an account to perform certain actions on behalf of another one, using their
// Vault ERC20 allowance and Internal Balance. These accounts are said to be 'relayers' for these Vault functions,
// and are expected to be smart contracts with sound authentication mechanisms. For an account to be able to wield
// this power, two things must occur:
// - The Authorizer must grant the account the permission to be a relayer for the relevant Vault function. This
// means that Balancer governance must approve each individual contract to act as a relayer for the intended
// functions.
// - Each user must approve the relayer to act on their behalf.
// This double protection means users cannot be tricked into approving malicious relayers (because they will not
// have been allowed by the Authorizer via governance), nor can malicious relayers approved by a compromised
// Authorizer or governance drain user funds, since they would also need to be approved by each individual user.
/**
* @dev Returns true if `user` has approved `relayer` to act as a relayer for them.
*/
function hasApprovedRelayer(address user, address relayer) external view returns (bool);
/**
* @dev Allows `relayer` to act as a relayer for `sender` if `approved` is true, and disallows it otherwise.
*
* Emits a `RelayerApprovalChanged` event.
*/
function setRelayerApproval(
address sender,
address relayer,
bool approved
) external;
/**
* @dev Emitted every time a relayer is approved or disapproved by `setRelayerApproval`.
*/
event RelayerApprovalChanged(address indexed relayer, address indexed sender, bool approved);
// Internal Balance
//
// Users can deposit tokens into the Vault, where they are allocated to their Internal Balance, and later
// transferred or withdrawn. It can also be used as a source of tokens when joining Pools, as a destination
// when exiting them, and as either when performing swaps. This usage of Internal Balance results in greatly reduced
// gas costs when compared to relying on plain ERC20 transfers, leading to large savings for frequent users.
//
// Internal Balance management features batching, which means a single contract call can be used to perform multiple
// operations of different kinds, with different senders and recipients, at once.
/**
* @dev Returns `user`'s Internal Balance for a set of tokens.
*/
function getInternalBalance(address user, IERC20[] memory tokens) external view returns (uint256[] memory);
/**
* @dev Performs a set of user balance operations, which involve Internal Balance (deposit, withdraw or transfer)
* and plain ERC20 transfers using the Vault's allowance. This last feature is particularly useful for relayers, as
* it lets integrators reuse a user's Vault allowance.
*
* For each operation, if the caller is not `sender`, it must be an authorized relayer for them.
*/
function manageUserBalance(UserBalanceOp[] memory ops) external payable;
/**
* @dev Data for `manageUserBalance` operations, which include the possibility for ETH to be sent and received
without manual WETH wrapping or unwrapping.
*/
struct UserBalanceOp {
UserBalanceOpKind kind;
IAsset asset;
uint256 amount;
address sender;
address payable recipient;
}
// There are four possible operations in `manageUserBalance`:
//
// - DEPOSIT_INTERNAL
// Increases the Internal Balance of the `recipient` account by transferring tokens from the corresponding
// `sender`. The sender must have allowed the Vault to use their tokens via `IERC20.approve()`.
//
// ETH can be used by passing the ETH sentinel value as the asset and forwarding ETH in the call: it will be wrapped
// and deposited as WETH. Any ETH amount remaining will be sent back to the caller (not the sender, which is
// relevant for relayers).
//
// Emits an `InternalBalanceChanged` event.
//
//
// - WITHDRAW_INTERNAL
// Decreases the Internal Balance of the `sender` account by transferring tokens to the `recipient`.
//
// ETH can be used by passing the ETH sentinel value as the asset. This will deduct WETH instead, unwrap it and send
// it to the recipient as ETH.
//
// Emits an `InternalBalanceChanged` event.
//
//
// - TRANSFER_INTERNAL
// Transfers tokens from the Internal Balance of the `sender` account to the Internal Balance of `recipient`.
//
// Reverts if the ETH sentinel value is passed.
//
// Emits an `InternalBalanceChanged` event.
//
//
// - TRANSFER_EXTERNAL
// Transfers tokens from `sender` to `recipient`, using the Vault's ERC20 allowance. This is typically used by
// relayers, as it lets them reuse a user's Vault allowance.
//
// Reverts if the ETH sentinel value is passed.
//
// Emits an `ExternalBalanceTransfer` event.
enum UserBalanceOpKind { DEPOSIT_INTERNAL, WITHDRAW_INTERNAL, TRANSFER_INTERNAL, TRANSFER_EXTERNAL }
/**
* @dev Emitted when a user's Internal Balance changes, either from calls to `manageUserBalance`, or through
* interacting with Pools using Internal Balance.
*
* Because Internal Balance works exclusively with ERC20 tokens, ETH deposits and withdrawals will use the WETH
* address.
*/
event InternalBalanceChanged(address indexed user, IERC20 indexed token, int256 delta);
/**
* @dev Emitted when a user's Vault ERC20 allowance is used by the Vault to transfer tokens to an external account.
*/
event ExternalBalanceTransfer(IERC20 indexed token, address indexed sender, address recipient, uint256 amount);
// Pools
//
// There are three specialization settings for Pools, which allow for cheaper swaps at the cost of reduced
// functionality:
//
// - General: no specialization, suited for all Pools. IGeneralPool is used for swap request callbacks, passing the
// balance of all tokens in the Pool. These Pools have the largest swap costs (because of the extra storage reads),
// which increase with the number of registered tokens.
//
// - Minimal Swap Info: IMinimalSwapInfoPool is used instead of IGeneralPool, which saves gas by only passing the
// balance of the two tokens involved in the swap. This is suitable for some pricing algorithms, like the weighted
// constant product one popularized by Balancer V1. Swap costs are smaller compared to general Pools, and are
// independent of the number of registered tokens.
//
// - Two Token: only allows two tokens to be registered. This achieves the lowest possible swap gas cost. Like
// minimal swap info Pools, these are called via IMinimalSwapInfoPool.
enum PoolSpecialization { GENERAL, MINIMAL_SWAP_INFO, TWO_TOKEN }
/**
* @dev Registers the caller account as a Pool with a given specialization setting. Returns the Pool's ID, which
* is used in all Pool-related functions. Pools cannot be deregistered, nor can the Pool's specialization be
* changed.
*
* The caller is expected to be a smart contract that implements either `IGeneralPool` or `IMinimalSwapInfoPool`,
* depending on the chosen specialization setting. This contract is known as the Pool's contract.
*
* Note that the same contract may register itself as multiple Pools with unique Pool IDs, or in other words,
* multiple Pools may share the same contract.
*
* Emits a `PoolRegistered` event.
*/
function registerPool(PoolSpecialization specialization) external returns (bytes32);
/**
* @dev Emitted when a Pool is registered by calling `registerPool`.
*/
event PoolRegistered(bytes32 indexed poolId, address indexed poolAddress, PoolSpecialization specialization);
/**
* @dev Returns a Pool's contract address and specialization setting.
*/
function getPool(bytes32 poolId) external view returns (address, PoolSpecialization);
/**
* @dev Registers `tokens` for the `poolId` Pool. Must be called by the Pool's contract.
*
* Pools can only interact with tokens they have registered. Users join a Pool by transferring registered tokens,
* exit by receiving registered tokens, and can only swap registered tokens.
*
* Each token can only be registered once. For Pools with the Two Token specialization, `tokens` must have a length
* of two, that is, both tokens must be registered in the same `registerTokens` call, and they must be sorted in
* ascending order.
*
* The `tokens` and `assetManagers` arrays must have the same length, and each entry in these indicates the Asset
* Manager for the corresponding token. Asset Managers can manage a Pool's tokens via `managePoolBalance`,
* depositing and withdrawing them directly, and can even set their balance to arbitrary amounts. They are therefore
* expected to be highly secured smart contracts with sound design principles, and the decision to register an
* Asset Manager should not be made lightly.
*
* Pools can choose not to assign an Asset Manager to a given token by passing in the zero address. Once an Asset
* Manager is set, it cannot be changed except by deregistering the associated token and registering again with a
* different Asset Manager.
*
* Emits a `TokensRegistered` event.
*/
function registerTokens(
bytes32 poolId,
IERC20[] memory tokens,
address[] memory assetManagers
) external;
/**
* @dev Emitted when a Pool registers tokens by calling `registerTokens`.
*/
event TokensRegistered(bytes32 indexed poolId, IERC20[] tokens, address[] assetManagers);
/**
* @dev Deregisters `tokens` for the `poolId` Pool. Must be called by the Pool's contract.
*
* Only registered tokens (via `registerTokens`) can be deregistered. Additionally, they must have zero total
* balance. For Pools with the Two Token specialization, `tokens` must have a length of two, that is, both tokens
* must be deregistered in the same `deregisterTokens` call.
*
* A deregistered token can be re-registered later on, possibly with a different Asset Manager.
*
* Emits a `TokensDeregistered` event.
*/
function deregisterTokens(bytes32 poolId, IERC20[] memory tokens) external;
/**
* @dev Emitted when a Pool deregisters tokens by calling `deregisterTokens`.
*/
event TokensDeregistered(bytes32 indexed poolId, IERC20[] tokens);
/**
* @dev Returns detailed information for a Pool's registered token.
*
* `cash` is the number of tokens the Vault currently holds for the Pool. `managed` is the number of tokens
* withdrawn and held outside the Vault by the Pool's token Asset Manager. The Pool's total balance for `token`
* equals the sum of `cash` and `managed`.
*
* Internally, `cash` and `managed` are stored using 112 bits. No action can ever cause a Pool's token `cash`,
* `managed` or `total` balance to be greater than 2^112 - 1.
*
* `lastChangeBlock` is the number of the block in which `token`'s total balance was last modified (via either a
* join, exit, swap, or Asset Manager update). This value is useful to avoid so-called 'sandwich attacks', for
* example when developing price oracles. A change of zero (e.g. caused by a swap with amount zero) is considered a
* change for this purpose, and will update `lastChangeBlock`.
*
* `assetManager` is the Pool's token Asset Manager.
*/
function getPoolTokenInfo(bytes32 poolId, IERC20 token)
external
view
returns (
uint256 cash,
uint256 managed,
uint256 lastChangeBlock,
address assetManager
);
/**
* @dev Returns a Pool's registered tokens, the total balance for each, and the latest block when *any* of
* the tokens' `balances` changed.
*
* The order of the `tokens` array is the same order that will be used in `joinPool`, `exitPool`, as well as in all
* Pool hooks (where applicable). Calls to `registerTokens` and `deregisterTokens` may change this order.
*
* If a Pool only registers tokens once, and these are sorted in ascending order, they will be stored in the same
* order as passed to `registerTokens`.
*
* Total balances include both tokens held by the Vault and those withdrawn by the Pool's Asset Managers. These are
* the amounts used by joins, exits and swaps. For a detailed breakdown of token balances, use `getPoolTokenInfo`
* instead.
*/
function getPoolTokens(bytes32 poolId)
external
view
returns (
IERC20[] memory tokens,
uint256[] memory balances,
uint256 lastChangeBlock
);
/**
* @dev Called by users to join a Pool, which transfers tokens from `sender` into the Pool's balance. This will
* trigger custom Pool behavior, which will typically grant something in return to `recipient` - often tokenized
* Pool shares.
*
* If the caller is not `sender`, it must be an authorized relayer for them.
*
* The `assets` and `maxAmountsIn` arrays must have the same length, and each entry indicates the maximum amount
* to send for each asset. The amounts to send are decided by the Pool and not the Vault: it just enforces
* these maximums.
*
* If joining a Pool that holds WETH, it is possible to send ETH directly: the Vault will do the wrapping. To enable
* this mechanism, the IAsset sentinel value (the zero address) must be passed in the `assets` array instead of the
* WETH address. Note that it is not possible to combine ETH and WETH in the same join. Any excess ETH will be sent
* back to the caller (not the sender, which is important for relayers).
*
* `assets` must have the same length and order as the array returned by `getPoolTokens`. This prevents issues when
* interacting with Pools that register and deregister tokens frequently. If sending ETH however, the array must be
* sorted *before* replacing the WETH address with the ETH sentinel value (the zero address), which means the final
* `assets` array might not be sorted. Pools with no registered tokens cannot be joined.
*
* If `fromInternalBalance` is true, the caller's Internal Balance will be preferred: ERC20 transfers will only
* be made for the difference between the requested amount and Internal Balance (if any). Note that ETH cannot be
* withdrawn from Internal Balance: attempting to do so will trigger a revert.
*
* This causes the Vault to call the `IBasePool.onJoinPool` hook on the Pool's contract, where Pools implement
* their own custom logic. This typically requires additional information from the user (such as the expected number
* of Pool shares). This can be encoded in the `userData` argument, which is ignored by the Vault and passed
* directly to the Pool's contract, as is `recipient`.
*
* Emits a `PoolBalanceChanged` event.
*/
function joinPool(
bytes32 poolId,
address sender,
address recipient,
JoinPoolRequest memory request
) external payable;
struct JoinPoolRequest {
IAsset[] assets;
uint256[] maxAmountsIn;
bytes userData;
bool fromInternalBalance;
}
/**
* @dev Called by users to exit a Pool, which transfers tokens from the Pool's balance to `recipient`. This will
* trigger custom Pool behavior, which will typically ask for something in return from `sender` - often tokenized
* Pool shares. The amount of tokens that can be withdrawn is limited by the Pool's `cash` balance (see
* `getPoolTokenInfo`).
*
* If the caller is not `sender`, it must be an authorized relayer for them.
*
* The `tokens` and `minAmountsOut` arrays must have the same length, and each entry in these indicates the minimum
* token amount to receive for each token contract. The amounts to send are decided by the Pool and not the Vault:
* it just enforces these minimums.
*
* If exiting a Pool that holds WETH, it is possible to receive ETH directly: the Vault will do the unwrapping. To
* enable this mechanism, the IAsset sentinel value (the zero address) must be passed in the `assets` array instead
* of the WETH address. Note that it is not possible to combine ETH and WETH in the same exit.
*
* `assets` must have the same length and order as the array returned by `getPoolTokens`. This prevents issues when
* interacting with Pools that register and deregister tokens frequently. If receiving ETH however, the array must
* be sorted *before* replacing the WETH address with the ETH sentinel value (the zero address), which means the
* final `assets` array might not be sorted. Pools with no registered tokens cannot be exited.
*
* If `toInternalBalance` is true, the tokens will be deposited to `recipient`'s Internal Balance. Otherwise,
* an ERC20 transfer will be performed. Note that ETH cannot be deposited to Internal Balance: attempting to
* do so will trigger a revert.
*
* `minAmountsOut` is the minimum amount of tokens the user expects to get out of the Pool, for each token in the
* `tokens` array. This array must match the Pool's registered tokens.
*
* This causes the Vault to call the `IBasePool.onExitPool` hook on the Pool's contract, where Pools implement
* their own custom logic. This typically requires additional information from the user (such as the expected number
* of Pool shares to return). This can be encoded in the `userData` argument, which is ignored by the Vault and
* passed directly to the Pool's contract.
*
* Emits a `PoolBalanceChanged` event.
*/
function exitPool(
bytes32 poolId,
address sender,
address payable recipient,
ExitPoolRequest memory request
) external;
struct ExitPoolRequest {
IAsset[] assets;
uint256[] minAmountsOut;
bytes userData;
bool toInternalBalance;
}
/**
* @dev Emitted when a user joins or exits a Pool by calling `joinPool` or `exitPool`, respectively.
*/
event PoolBalanceChanged(
bytes32 indexed poolId,
address indexed liquidityProvider,
IERC20[] tokens,
int256[] deltas,
uint256[] protocolFeeAmounts
);
enum PoolBalanceChangeKind { JOIN, EXIT }
// Swaps
//
// Users can swap tokens with Pools by calling the `swap` and `batchSwap` functions. To do this,
// they need not trust Pool contracts in any way: all security checks are made by the Vault. They must however be
// aware of the Pools' pricing algorithms in order to estimate the prices Pools will quote.
//
// The `swap` function executes a single swap, while `batchSwap` can perform multiple swaps in sequence.
// In each individual swap, tokens of one kind are sent from the sender to the Pool (this is the 'token in'),
// and tokens of another kind are sent from the Pool to the recipient in exchange (this is the 'token out').
// More complex swaps, such as one token in to multiple tokens out can be achieved by batching together
// individual swaps.
//
// There are two swap kinds:
// - 'given in' swaps, where the amount of tokens in (sent to the Pool) is known, and the Pool determines (via the
// `onSwap` hook) the amount of tokens out (to send to the recipient).
// - 'given out' swaps, where the amount of tokens out (received from the Pool) is known, and the Pool determines
// (via the `onSwap` hook) the amount of tokens in (to receive from the sender).
//
// Additionally, it is possible to chain swaps using a placeholder input amount, which the Vault replaces with
// the calculated output of the previous swap. If the previous swap was 'given in', this will be the calculated
// tokenOut amount. If the previous swap was 'given out', it will use the calculated tokenIn amount. These extended
// swaps are known as 'multihop' swaps, since they 'hop' through a number of intermediate tokens before arriving at
// the final intended token.
//
// In all cases, tokens are only transferred in and out of the Vault (or withdrawn from and deposited into Internal
// Balance) after all individual swaps have been completed, and the net token balance change computed. This makes
// certain swap patterns, such as multihops, or swaps that interact with the same token pair in multiple Pools, cost
// much less gas than they would otherwise.
//
// It also means that under certain conditions it is possible to perform arbitrage by swapping with multiple
// Pools in a way that results in net token movement out of the Vault (profit), with no tokens being sent in (only
// updating the Pool's internal accounting).
//
// To protect users from front-running or the market changing rapidly, they supply a list of 'limits' for each token
// involved in the swap, where either the maximum number of tokens to send (by passing a positive value) or the
// minimum amount of tokens to receive (by passing a negative value) is specified.
//
// Additionally, a 'deadline' timestamp can also be provided, forcing the swap to fail if it occurs after
// this point in time (e.g. if the transaction failed to be included in a block promptly).
//
// If interacting with Pools that hold WETH, it is possible to both send and receive ETH directly: the Vault will do
// the wrapping and unwrapping. To enable this mechanism, the IAsset sentinel value (the zero address) must be
// passed in the `assets` array instead of the WETH address. Note that it is possible to combine ETH and WETH in the
// same swap. Any excess ETH will be sent back to the caller (not the sender, which is relevant for relayers).
//
// Finally, Internal Balance can be used when either sending or receiving tokens.
enum SwapKind { GIVEN_IN, GIVEN_OUT }
/**
* @dev Performs a swap with a single Pool.
*
* If the swap is 'given in' (the number of tokens to send to the Pool is known), it returns the amount of tokens
* taken from the Pool, which must be greater than or equal to `limit`.
*
* If the swap is 'given out' (the number of tokens to take from the Pool is known), it returns the amount of tokens
* sent to the Pool, which must be less than or equal to `limit`.
*
* Internal Balance usage and the recipient are determined by the `funds` struct.
*
* Emits a `Swap` event.
*/
function swap(
SingleSwap memory singleSwap,
FundManagement memory funds,
uint256 limit,
uint256 deadline
) external payable returns (uint256);
/**
* @dev Data for a single swap executed by `swap`. `amount` is either `amountIn` or `amountOut` depending on
* the `kind` value.
*
* `assetIn` and `assetOut` are either token addresses, or the IAsset sentinel value for ETH (the zero address).
* Note that Pools never interact with ETH directly: it will be wrapped to or unwrapped from WETH by the Vault.
*
* The `userData` field is ignored by the Vault, but forwarded to the Pool in the `onSwap` hook, and may be
* used to extend swap behavior.
*/
struct SingleSwap {
bytes32 poolId;
SwapKind kind;
IAsset assetIn;
IAsset assetOut;
uint256 amount;
bytes userData;
}
/**
* @dev Performs a series of swaps with one or multiple Pools. In each individual swap, the caller determines either
* the amount of tokens sent to or received from the Pool, depending on the `kind` value.
*
* Returns an array with the net Vault asset balance deltas. Positive amounts represent tokens (or ETH) sent to the
* Vault, and negative amounts represent tokens (or ETH) sent by the Vault. Each delta corresponds to the asset at
* the same index in the `assets` array.
*
* Swaps are executed sequentially, in the order specified by the `swaps` array. Each array element describes a
* Pool, the token to be sent to this Pool, the token to receive from it, and an amount that is either `amountIn` or
* `amountOut` depending on the swap kind.
*
* Multihop swaps can be executed by passing an `amount` value of zero for a swap. This will cause the amount in/out
* of the previous swap to be used as the amount in for the current one. In a 'given in' swap, 'tokenIn' must equal
* the previous swap's `tokenOut`. For a 'given out' swap, `tokenOut` must equal the previous swap's `tokenIn`.
*
* The `assets` array contains the addresses of all assets involved in the swaps. These are either token addresses,
* or the IAsset sentinel value for ETH (the zero address). Each entry in the `swaps` array specifies tokens in and
* out by referencing an index in `assets`. Note that Pools never interact with ETH directly: it will be wrapped to
* or unwrapped from WETH by the Vault.
*
* Internal Balance usage, sender, and recipient are determined by the `funds` struct. The `limits` array specifies
* the minimum or maximum amount of each token the vault is allowed to transfer.
*
* `batchSwap` can be used to make a single swap, like `swap` does, but doing so requires more gas than the
* equivalent `swap` call.
*
* Emits `Swap` events.
*/
function batchSwap(
SwapKind kind,
BatchSwapStep[] memory swaps,
IAsset[] memory assets,
FundManagement memory funds,
int256[] memory limits,
uint256 deadline
) external payable returns (int256[] memory);
/**
* @dev Data for each individual swap executed by `batchSwap`. The asset in and out fields are indexes into the
* `assets` array passed to that function, and ETH assets are converted to WETH.
*
* If `amount` is zero, the multihop mechanism is used to determine the actual amount based on the amount in/out
* from the previous swap, depending on the swap kind.
*
* The `userData` field is ignored by the Vault, but forwarded to the Pool in the `onSwap` hook, and may be
* used to extend swap behavior.
*/
struct BatchSwapStep {
bytes32 poolId;
uint256 assetInIndex;
uint256 assetOutIndex;
uint256 amount;
bytes userData;
}
/**
* @dev Emitted for each individual swap performed by `swap` or `batchSwap`.
*/
event Swap(
bytes32 indexed poolId,
IERC20 indexed tokenIn,
IERC20 indexed tokenOut,
uint256 amountIn,
uint256 amountOut
);
/**
* @dev All tokens in a swap are either sent from the `sender` account to the Vault, or from the Vault to the
* `recipient` account.
*
* If the caller is not `sender`, it must be an authorized relayer for them.
*
* If `fromInternalBalance` is true, the `sender`'s Internal Balance will be preferred, performing an ERC20
* transfer for the difference between the requested amount and the User's Internal Balance (if any). The `sender`
* must have allowed the Vault to use their tokens via `IERC20.approve()`. This matches the behavior of
* `joinPool`.
*
* If `toInternalBalance` is true, tokens will be deposited to `recipient`'s internal balance instead of
* transferred. This matches the behavior of `exitPool`.
*
* Note that ETH cannot be deposited to or withdrawn from Internal Balance: attempting to do so will trigger a
* revert.
*/
struct FundManagement {
address sender;
bool fromInternalBalance;
address payable recipient;
bool toInternalBalance;
}
/**
* @dev Simulates a call to `batchSwap`, returning an array of Vault asset deltas. Calls to `swap` cannot be
* simulated directly, but an equivalent `batchSwap` call can and will yield the exact same result.
*
* Each element in the array corresponds to the asset at the same index, and indicates the number of tokens (or ETH)
* the Vault would take from the sender (if positive) or send to the recipient (if negative). The arguments it
* receives are the same that an equivalent `batchSwap` call would receive.
*
* Unlike `batchSwap`, this function performs no checks on the sender or recipient field in the `funds` struct.
* This makes it suitable to be called by off-chain applications via eth_call without needing to hold tokens,
* approve them for the Vault, or even know a user's address.
*
* Note that this function is not 'view' (due to implementation details): the client code must explicitly execute
* eth_call instead of eth_sendTransaction.
*/
function queryBatchSwap(
SwapKind kind,
BatchSwapStep[] memory swaps,
IAsset[] memory assets,
FundManagement memory funds
) external returns (int256[] memory assetDeltas);
// Flash Loans
/**
* @dev Performs a 'flash loan', sending tokens to `recipient`, executing the `receiveFlashLoan` hook on it,
* and then reverting unless the tokens plus a proportional protocol fee have been returned.
*
* The `tokens` and `amounts` arrays must have the same length, and each entry in these indicates the loan amount
* for each token contract. `tokens` must be sorted in ascending order.
*
* The 'userData' field is ignored by the Vault, and forwarded as-is to `recipient` as part of the
* `receiveFlashLoan` call.
*
* Emits `FlashLoan` events.
*/
function flashLoan(
IFlashLoanRecipient recipient,
IERC20[] memory tokens,
uint256[] memory amounts,
bytes memory userData
) external;
/**
* @dev Emitted for each individual flash loan performed by `flashLoan`.
*/
event FlashLoan(IFlashLoanRecipient indexed recipient, IERC20 indexed token, uint256 amount, uint256 feeAmount);
// Asset Management
//
// Each token registered for a Pool can be assigned an Asset Manager, which is able to freely withdraw the Pool's
// tokens from the Vault, deposit them, or assign arbitrary values to its `managed` balance (see
// `getPoolTokenInfo`). This makes them extremely powerful and dangerous. Even if an Asset Manager only directly
// controls one of the tokens in a Pool, a malicious manager could set that token's balance to manipulate the
// prices of the other tokens, and then drain the Pool with swaps. The risk of using Asset Managers is therefore
// not constrained to the tokens they are managing, but extends to the entire Pool's holdings.
//
// However, a properly designed Asset Manager smart contract can be safely used for the Pool's benefit,
// for example by lending unused tokens out for interest, or using them to participate in voting protocols.
//
// This concept is unrelated to the IAsset interface.
/**
* @dev Performs a set of Pool balance operations, which may be either withdrawals, deposits or updates.
*
* Pool Balance management features batching, which means a single contract call can be used to perform multiple
* operations of different kinds, with different Pools and tokens, at once.
*
* For each operation, the caller must be registered as the Asset Manager for `token` in `poolId`.
*/
function managePoolBalance(PoolBalanceOp[] memory ops) external;
struct PoolBalanceOp {
PoolBalanceOpKind kind;
bytes32 poolId;
IERC20 token;
uint256 amount;
}
/**
* Withdrawals decrease the Pool's cash, but increase its managed balance, leaving the total balance unchanged.
*
* Deposits increase the Pool's cash, but decrease its managed balance, leaving the total balance unchanged.
*
* Updates don't affect the Pool's cash balance, but because the managed balance changes, it does alter the total.
* The external amount can be either increased or decreased by this call (i.e., reporting a gain or a loss).
*/
enum PoolBalanceOpKind { WITHDRAW, DEPOSIT, UPDATE }
/**
* @dev Emitted when a Pool's token Asset Manager alters its balance via `managePoolBalance`.
*/
event PoolBalanceManaged(
bytes32 indexed poolId,
address indexed assetManager,
IERC20 indexed token,
int256 cashDelta,
int256 managedDelta
);
// Protocol Fees
//
// Some operations cause the Vault to collect tokens in the form of protocol fees, which can then be withdrawn by
// permissioned accounts.
//
// There are two kinds of protocol fees:
//
// - flash loan fees: charged on all flash loans, as a percentage of the amounts lent.
//
// - swap fees: a percentage of the fees charged by Pools when performing swaps. For a number of reasons, including
// swap gas costs and interface simplicity, protocol swap fees are not charged on each individual swap. Rather,
// Pools are expected to keep track of how much they have charged in swap fees, and pay any outstanding debts to the
// Vault when they are joined or exited. This prevents users from joining a Pool with unpaid debt, as well as
// exiting a Pool in debt without first paying their share.
/**
* @dev Returns the current protocol fee module.
*/
function getProtocolFeesCollector() external view returns (IProtocolFeesCollector);
/**
* @dev Safety mechanism to pause most Vault operations in the event of an emergency - typically detection of an
* error in some part of the system.
*
* The Vault can only be paused during an initial time period, after which pausing is forever disabled.
*
* While the contract is paused, the following features are disabled:
* - depositing and transferring internal balance
* - transferring external balance (using the Vault's allowance)
* - swaps
* - joining Pools
* - Asset Manager interactions
*
* Internal Balance can still be withdrawn, and Pools exited.
*/
function setPaused(bool paused) external;
/**
* @dev Returns the Vault's WETH instance.
*/
function WETH() external view returns (IWETH);
// solhint-disable-previous-line func-name-mixedcase
}
// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
pragma solidity ^0.7.0;
import "../openzeppelin/IERC20.sol";
/**
* @dev Interface for WETH9.
* See https://github.com/gnosis/canonical-weth/blob/0dd1ea3e295eef916d0c6223ec63141137d22d67/contracts/WETH9.sol
*/
interface IWETH is IERC20 {
function deposit() external payable;
function withdraw(uint256 amount) external;
}
// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
pragma solidity ^0.7.0;
import "../openzeppelin/IERC20.sol";
import "./BalancerErrors.sol";
library InputHelpers {
function ensureInputLengthMatch(uint256 a, uint256 b) internal pure {
_require(a == b, Errors.INPUT_LENGTH_MISMATCH);
}
function ensureInputLengthMatch(
uint256 a,
uint256 b,
uint256 c
) internal pure {
_require(a == b && b == c, Errors.INPUT_LENGTH_MISMATCH);
}
function ensureArrayIsSorted(IERC20[] memory array) internal pure {
address[] memory addressArray;
// solhint-disable-next-line no-inline-assembly
assembly {
addressArray := array
}
ensureArrayIsSorted(addressArray);
}
function ensureArrayIsSorted(address[] memory array) internal pure {
if (array.length < 2) {
return;
}
address previous = array[0];
for (uint256 i = 1; i < array.length; ++i) {
address current = array[i];
_require(previous < current, Errors.UNSORTED_ARRAY);
previous = current;
}
}
}
// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
pragma solidity ^0.7.0;
import "../math/LogExpMath.sol";
/**
* @dev Library for encoding and decoding values stored inside a 256 bit word. Typically used to pack multiple values in
* a single storage slot, saving gas by performing less storage accesses.
*
* Each value is defined by its size and the least significant bit in the word, also known as offset. For example, two
* 128 bit values may be encoded in a word by assigning one an offset of 0, and the other an offset of 128.
*/
library LogCompression {
int256 private constant _LOG_COMPRESSION_FACTOR = 1e14;
int256 private constant _HALF_LOG_COMPRESSION_FACTOR = 0.5e14;
/**
* @dev Returns the natural logarithm of `value`, dropping most of the decimal places to arrive at a value that,
* when passed to `fromLowResLog`, will have a maximum relative error of ~0.05% compared to `value`.
*
* Values returned from this function should not be mixed with other fixed-point values (as they have a different
* number of digits), but can be added or subtracted. Use `fromLowResLog` to undo this process and return to an
* 18 decimal places fixed point value.
*
* Because so much precision is lost, the logarithmic values can be stored using much fewer bits than the original
* value required.
*/
function toLowResLog(uint256 value) internal pure returns (int256) {
int256 ln = LogExpMath.ln(int256(value));
// Rounding division for signed numerator
int256 lnWithError = (ln > 0 ? ln + _HALF_LOG_COMPRESSION_FACTOR : ln - _HALF_LOG_COMPRESSION_FACTOR);
return lnWithError / _LOG_COMPRESSION_FACTOR;
}
/**
* @dev Restores `value` from logarithmic space. `value` is expected to be the result of a call to `toLowResLog`,
* any other function that returns 4 decimals fixed point logarithms, or the sum of such values.
*/
function fromLowResLog(int256 value) internal pure returns (uint256) {
return uint256(LogExpMath.exp(value * _LOG_COMPRESSION_FACTOR));
}
}
// SPDX-License-Identifier: MIT
// Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated
// documentation files (the “Software”), to deal in the Software without restriction, including without limitation the
// rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to
// permit persons to whom the Software is furnished to do so, subject to the following conditions:
// The above copyright notice and this permission notice shall be included in all copies or substantial portions of the
// Software.
// THE SOFTWARE IS PROVIDED “AS IS”, WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE
// WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR
// COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR
// OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
pragma solidity ^0.7.0;
import "../helpers/BalancerErrors.sol";
/* solhint-disable */
/**
* @dev Exponentiation and logarithm functions for 18 decimal fixed point numbers (both base and exponent/argument).
*
* Exponentiation and logarithm with arbitrary bases (x^y and log_x(y)) are implemented by conversion to natural
* exponentiation and logarithm (where the base is Euler's number).
*
* @author Fernando Martinelli - @fernandomartinelli
* @author Sergio Yuhjtman - @sergioyuhjtman
* @author Daniel Fernandez - @dmf7z
*/
library LogExpMath {
// All fixed point multiplications and divisions are inlined. This means we need to divide by ONE when multiplying
// two numbers, and multiply by ONE when dividing them.
// All arguments and return values are 18 decimal fixed point numbers.
int256 constant ONE_18 = 1e18;
// Internally, intermediate values are computed with higher precision as 20 decimal fixed point numbers, and in the
// case of ln36, 36 decimals.
int256 constant ONE_20 = 1e20;
int256 constant ONE_36 = 1e36;
// The domain of natural exponentiation is bound by the word size and number of decimals used.
//
// Because internally the result will be stored using 20 decimals, the largest possible result is
// (2^255 - 1) / 10^20, which makes the largest exponent ln((2^255 - 1) / 10^20) = 130.700829182905140221.
// The smallest possible result is 10^(-18), which makes largest negative argument
// ln(10^(-18)) = -41.446531673892822312.
// We use 130.0 and -41.0 to have some safety margin.
int256 constant MAX_NATURAL_EXPONENT = 130e18;
int256 constant MIN_NATURAL_EXPONENT = -41e18;
// Bounds for ln_36's argument. Both ln(0.9) and ln(1.1) can be represented with 36 decimal places in a fixed point
// 256 bit integer.
int256 constant LN_36_LOWER_BOUND = ONE_18 - 1e17;
int256 constant LN_36_UPPER_BOUND = ONE_18 + 1e17;
uint256 constant MILD_EXPONENT_BOUND = 2**254 / uint256(ONE_20);
// 18 decimal constants
int256 constant x0 = 128000000000000000000; // 2ˆ7
int256 constant a0 = 38877084059945950922200000000000000000000000000000000000; // eˆ(x0) (no decimals)
int256 constant x1 = 64000000000000000000; // 2ˆ6
int256 constant a1 = 6235149080811616882910000000; // eˆ(x1) (no decimals)
// 20 decimal constants
int256 constant x2 = 3200000000000000000000; // 2ˆ5
int256 constant a2 = 7896296018268069516100000000000000; // eˆ(x2)
int256 constant x3 = 1600000000000000000000; // 2ˆ4
int256 constant a3 = 888611052050787263676000000; // eˆ(x3)
int256 constant x4 = 800000000000000000000; // 2ˆ3
int256 constant a4 = 298095798704172827474000; // eˆ(x4)
int256 constant x5 = 400000000000000000000; // 2ˆ2
int256 constant a5 = 5459815003314423907810; // eˆ(x5)
int256 constant x6 = 200000000000000000000; // 2ˆ1
int256 constant a6 = 738905609893065022723; // eˆ(x6)
int256 constant x7 = 100000000000000000000; // 2ˆ0
int256 constant a7 = 271828182845904523536; // eˆ(x7)
int256 constant x8 = 50000000000000000000; // 2ˆ-1
int256 constant a8 = 164872127070012814685; // eˆ(x8)
int256 constant x9 = 25000000000000000000; // 2ˆ-2
int256 constant a9 = 128402541668774148407; // eˆ(x9)
int256 constant x10 = 12500000000000000000; // 2ˆ-3
int256 constant a10 = 113314845306682631683; // eˆ(x10)
int256 constant x11 = 6250000000000000000; // 2ˆ-4
int256 constant a11 = 106449445891785942956; // eˆ(x11)
/**
* @dev Exponentiation (x^y) with unsigned 18 decimal fixed point base and exponent.
*
* Reverts if ln(x) * y is smaller than `MIN_NATURAL_EXPONENT`, or larger than `MAX_NATURAL_EXPONENT`.
*/
function pow(uint256 x, uint256 y) internal pure returns (uint256) {
if (y == 0) {
// We solve the 0^0 indetermination by making it equal one.
return uint256(ONE_18);
}
if (x == 0) {
return 0;
}
// Instead of computing x^y directly, we instead rely on the properties of logarithms and exponentiation to
// arrive at that result. In particular, exp(ln(x)) = x, and ln(x^y) = y * ln(x). This means
// x^y = exp(y * ln(x)).
// The ln function takes a signed value, so we need to make sure x fits in the signed 256 bit range.
_require(x < 2**255, Errors.X_OUT_OF_BOUNDS);
int256 x_int256 = int256(x);
// We will compute y * ln(x) in a single step. Depending on the value of x, we can either use ln or ln_36. In
// both cases, we leave the division by ONE_18 (due to fixed point multiplication) to the end.
// This prevents y * ln(x) from overflowing, and at the same time guarantees y fits in the signed 256 bit range.
_require(y < MILD_EXPONENT_BOUND, Errors.Y_OUT_OF_BOUNDS);
int256 y_int256 = int256(y);
int256 logx_times_y;
if (LN_36_LOWER_BOUND < x_int256 && x_int256 < LN_36_UPPER_BOUND) {
int256 ln_36_x = _ln_36(x_int256);
// ln_36_x has 36 decimal places, so multiplying by y_int256 isn't as straightforward, since we can't just
// bring y_int256 to 36 decimal places, as it might overflow. Instead, we perform two 18 decimal
// multiplications and add the results: one with the first 18 decimals of ln_36_x, and one with the
// (downscaled) last 18 decimals.
logx_times_y = ((ln_36_x / ONE_18) * y_int256 + ((ln_36_x % ONE_18) * y_int256) / ONE_18);
} else {
logx_times_y = _ln(x_int256) * y_int256;
}
logx_times_y /= ONE_18;
// Finally, we compute exp(y * ln(x)) to arrive at x^y
_require(
MIN_NATURAL_EXPONENT <= logx_times_y && logx_times_y <= MAX_NATURAL_EXPONENT,
Errors.PRODUCT_OUT_OF_BOUNDS
);
return uint256(exp(logx_times_y));
}
/**
* @dev Natural exponentiation (e^x) with signed 18 decimal fixed point exponent.
*
* Reverts if `x` is smaller than MIN_NATURAL_EXPONENT, or larger than `MAX_NATURAL_EXPONENT`.
*/
function exp(int256 x) internal pure returns (int256) {
_require(x >= MIN_NATURAL_EXPONENT && x <= MAX_NATURAL_EXPONENT, Errors.INVALID_EXPONENT);
if (x < 0) {
// We only handle positive exponents: e^(-x) is computed as 1 / e^x. We can safely make x positive since it
// fits in the signed 256 bit range (as it is larger than MIN_NATURAL_EXPONENT).
// Fixed point division requires multiplying by ONE_18.
return ((ONE_18 * ONE_18) / exp(-x));
}
// First, we use the fact that e^(x+y) = e^x * e^y to decompose x into a sum of powers of two, which we call x_n,
// where x_n == 2^(7 - n), and e^x_n = a_n has been precomputed. We choose the first x_n, x0, to equal 2^7
// because all larger powers are larger than MAX_NATURAL_EXPONENT, and therefore not present in the
// decomposition.
// At the end of this process we will have the product of all e^x_n = a_n that apply, and the remainder of this
// decomposition, which will be lower than the smallest x_n.
// exp(x) = k_0 * a_0 * k_1 * a_1 * ... + k_n * a_n * exp(remainder), where each k_n equals either 0 or 1.
// We mutate x by subtracting x_n, making it the remainder of the decomposition.
// The first two a_n (e^(2^7) and e^(2^6)) are too large if stored as 18 decimal numbers, and could cause
// intermediate overflows. Instead we store them as plain integers, with 0 decimals.
// Additionally, x0 + x1 is larger than MAX_NATURAL_EXPONENT, which means they will not both be present in the
// decomposition.
// For each x_n, we test if that term is present in the decomposition (if x is larger than it), and if so deduct
// it and compute the accumulated product.
int256 firstAN;
if (x >= x0) {
x -= x0;
firstAN = a0;
} else if (x >= x1) {
x -= x1;
firstAN = a1;
} else {
firstAN = 1; // One with no decimal places
}
// We now transform x into a 20 decimal fixed point number, to have enhanced precision when computing the
// smaller terms.
x *= 100;
// `product` is the accumulated product of all a_n (except a0 and a1), which starts at 20 decimal fixed point
// one. Recall that fixed point multiplication requires dividing by ONE_20.
int256 product = ONE_20;
if (x >= x2) {
x -= x2;
product = (product * a2) / ONE_20;
}
if (x >= x3) {
x -= x3;
product = (product * a3) / ONE_20;
}
if (x >= x4) {
x -= x4;
product = (product * a4) / ONE_20;
}
if (x >= x5) {
x -= x5;
product = (product * a5) / ONE_20;
}
if (x >= x6) {
x -= x6;
product = (product * a6) / ONE_20;
}
if (x >= x7) {
x -= x7;
product = (product * a7) / ONE_20;
}
if (x >= x8) {
x -= x8;
product = (product * a8) / ONE_20;
}
if (x >= x9) {
x -= x9;
product = (product * a9) / ONE_20;
}
// x10 and x11 are unnecessary here since we have high enough precision already.
// Now we need to compute e^x, where x is small (in particular, it is smaller than x9). We use the Taylor series
// expansion for e^x: 1 + x + (x^2 / 2!) + (x^3 / 3!) + ... + (x^n / n!).
int256 seriesSum = ONE_20; // The initial one in the sum, with 20 decimal places.
int256 term; // Each term in the sum, where the nth term is (x^n / n!).
// The first term is simply x.
term = x;
seriesSum += term;
// Each term (x^n / n!) equals the previous one times x, divided by n. Since x is a fixed point number,
// multiplying by it requires dividing by ONE_20, but dividing by the non-fixed point n values does not.
term = ((term * x) / ONE_20) / 2;
seriesSum += term;
term = ((term * x) / ONE_20) / 3;
seriesSum += term;
term = ((term * x) / ONE_20) / 4;
seriesSum += term;
term = ((term * x) / ONE_20) / 5;
seriesSum += term;
term = ((term * x) / ONE_20) / 6;
seriesSum += term;
term = ((term * x) / ONE_20) / 7;
seriesSum += term;
term = ((term * x) / ONE_20) / 8;
seriesSum += term;
term = ((term * x) / ONE_20) / 9;
seriesSum += term;
term = ((term * x) / ONE_20) / 10;
seriesSum += term;
term = ((term * x) / ONE_20) / 11;
seriesSum += term;
term = ((term * x) / ONE_20) / 12;
seriesSum += term;
// 12 Taylor terms are sufficient for 18 decimal precision.
// We now have the first a_n (with no decimals), and the product of all other a_n present, and the Taylor
// approximation of the exponentiation of the remainder (both with 20 decimals). All that remains is to multiply
// all three (one 20 decimal fixed point multiplication, dividing by ONE_20, and one integer multiplication),
// and then drop two digits to return an 18 decimal value.
return (((product * seriesSum) / ONE_20) * firstAN) / 100;
}
/**
* @dev Logarithm (log(arg, base), with signed 18 decimal fixed point base and argument.
*/
function log(int256 arg, int256 base) internal pure returns (int256) {
// This performs a simple base change: log(arg, base) = ln(arg) / ln(base).
// Both logBase and logArg are computed as 36 decimal fixed point numbers, either by using ln_36, or by
// upscaling.
int256 logBase;
if (LN_36_LOWER_BOUND < base && base < LN_36_UPPER_BOUND) {
logBase = _ln_36(base);
} else {
logBase = _ln(base) * ONE_18;
}
int256 logArg;
if (LN_36_LOWER_BOUND < arg && arg < LN_36_UPPER_BOUND) {
logArg = _ln_36(arg);
} else {
logArg = _ln(arg) * ONE_18;
}
// When dividing, we multiply by ONE_18 to arrive at a result with 18 decimal places
return (logArg * ONE_18) / logBase;
}
/**
* @dev Natural logarithm (ln(a)) with signed 18 decimal fixed point argument.
*/
function ln(int256 a) internal pure returns (int256) {
// The real natural logarithm is not defined for negative numbers or zero.
_require(a > 0, Errors.OUT_OF_BOUNDS);
if (LN_36_LOWER_BOUND < a && a < LN_36_UPPER_BOUND) {
return _ln_36(a) / ONE_18;
} else {
return _ln(a);
}
}
/**
* @dev Internal natural logarithm (ln(a)) with signed 18 decimal fixed point argument.
*/
function _ln(int256 a) private pure returns (int256) {
if (a < ONE_18) {
// Since ln(a^k) = k * ln(a), we can compute ln(a) as ln(a) = ln((1/a)^(-1)) = - ln((1/a)). If a is less
// than one, 1/a will be greater than one, and this if statement will not be entered in the recursive call.
// Fixed point division requires multiplying by ONE_18.
return (-_ln((ONE_18 * ONE_18) / a));
}
// First, we use the fact that ln^(a * b) = ln(a) + ln(b) to decompose ln(a) into a sum of powers of two, which
// we call x_n, where x_n == 2^(7 - n), which are the natural logarithm of precomputed quantities a_n (that is,
// ln(a_n) = x_n). We choose the first x_n, x0, to equal 2^7 because the exponential of all larger powers cannot
// be represented as 18 fixed point decimal numbers in 256 bits, and are therefore larger than a.
// At the end of this process we will have the sum of all x_n = ln(a_n) that apply, and the remainder of this
// decomposition, which will be lower than the smallest a_n.
// ln(a) = k_0 * x_0 + k_1 * x_1 + ... + k_n * x_n + ln(remainder), where each k_n equals either 0 or 1.
// We mutate a by subtracting a_n, making it the remainder of the decomposition.
// For reasons related to how `exp` works, the first two a_n (e^(2^7) and e^(2^6)) are not stored as fixed point
// numbers with 18 decimals, but instead as plain integers with 0 decimals, so we need to multiply them by
// ONE_18 to convert them to fixed point.
// For each a_n, we test if that term is present in the decomposition (if a is larger than it), and if so divide
// by it and compute the accumulated sum.
int256 sum = 0;
if (a >= a0 * ONE_18) {
a /= a0; // Integer, not fixed point division
sum += x0;
}
if (a >= a1 * ONE_18) {
a /= a1; // Integer, not fixed point division
sum += x1;
}
// All other a_n and x_n are stored as 20 digit fixed point numbers, so we convert the sum and a to this format.
sum *= 100;
a *= 100;
// Because further a_n are 20 digit fixed point numbers, we multiply by ONE_20 when dividing by them.
if (a >= a2) {
a = (a * ONE_20) / a2;
sum += x2;
}
if (a >= a3) {
a = (a * ONE_20) / a3;
sum += x3;
}
if (a >= a4) {
a = (a * ONE_20) / a4;
sum += x4;
}
if (a >= a5) {
a = (a * ONE_20) / a5;
sum += x5;
}
if (a >= a6) {
a = (a * ONE_20) / a6;
sum += x6;
}
if (a >= a7) {
a = (a * ONE_20) / a7;
sum += x7;
}
if (a >= a8) {
a = (a * ONE_20) / a8;
sum += x8;
}
if (a >= a9) {
a = (a * ONE_20) / a9;
sum += x9;
}
if (a >= a10) {
a = (a * ONE_20) / a10;
sum += x10;
}
if (a >= a11) {
a = (a * ONE_20) / a11;
sum += x11;
}
// a is now a small number (smaller than a_11, which roughly equals 1.06). This means we can use a Taylor series
// that converges rapidly for values of `a` close to one - the same one used in ln_36.
// Let z = (a - 1) / (a + 1).
// ln(a) = 2 * (z + z^3 / 3 + z^5 / 5 + z^7 / 7 + ... + z^(2 * n + 1) / (2 * n + 1))
// Recall that 20 digit fixed point division requires multiplying by ONE_20, and multiplication requires
// division by ONE_20.
int256 z = ((a - ONE_20) * ONE_20) / (a + ONE_20);
int256 z_squared = (z * z) / ONE_20;
// num is the numerator of the series: the z^(2 * n + 1) term
int256 num = z;
// seriesSum holds the accumulated sum of each term in the series, starting with the initial z
int256 seriesSum = num;
// In each step, the numerator is multiplied by z^2
num = (num * z_squared) / ONE_20;
seriesSum += num / 3;
num = (num * z_squared) / ONE_20;
seriesSum += num / 5;
num = (num * z_squared) / ONE_20;
seriesSum += num / 7;
num = (num * z_squared) / ONE_20;
seriesSum += num / 9;
num = (num * z_squared) / ONE_20;
seriesSum += num / 11;
// 6 Taylor terms are sufficient for 36 decimal precision.
// Finally, we multiply by 2 (non fixed point) to compute ln(remainder)
seriesSum *= 2;
// We now have the sum of all x_n present, and the Taylor approximation of the logarithm of the remainder (both
// with 20 decimals). All that remains is to sum these two, and then drop two digits to return a 18 decimal
// value.
return (sum + seriesSum) / 100;
}
/**
* @dev Intrnal high precision (36 decimal places) natural logarithm (ln(x)) with signed 18 decimal fixed point argument,
* for x close to one.
*
* Should only be used if x is between LN_36_LOWER_BOUND and LN_36_UPPER_BOUND.
*/
function _ln_36(int256 x) private pure returns (int256) {
// Since ln(1) = 0, a value of x close to one will yield a very small result, which makes using 36 digits
// worthwhile.
// First, we transform x to a 36 digit fixed point value.
x *= ONE_18;
// We will use the following Taylor expansion, which converges very rapidly. Let z = (x - 1) / (x + 1).
// ln(x) = 2 * (z + z^3 / 3 + z^5 / 5 + z^7 / 7 + ... + z^(2 * n + 1) / (2 * n + 1))
// Recall that 36 digit fixed point division requires multiplying by ONE_36, and multiplication requires
// division by ONE_36.
int256 z = ((x - ONE_36) * ONE_36) / (x + ONE_36);
int256 z_squared = (z * z) / ONE_36;
// num is the numerator of the series: the z^(2 * n + 1) term
int256 num = z;
// seriesSum holds the accumulated sum of each term in the series, starting with the initial z
int256 seriesSum = num;
// In each step, the numerator is multiplied by z^2
num = (num * z_squared) / ONE_36;
seriesSum += num / 3;
num = (num * z_squared) / ONE_36;
seriesSum += num / 5;
num = (num * z_squared) / ONE_36;
seriesSum += num / 7;
num = (num * z_squared) / ONE_36;
seriesSum += num / 9;
num = (num * z_squared) / ONE_36;
seriesSum += num / 11;
num = (num * z_squared) / ONE_36;
seriesSum += num / 13;
num = (num * z_squared) / ONE_36;
seriesSum += num / 15;
// 8 Taylor terms are sufficient for 36 decimal precision.
// All that remains is multiplying by 2 (non fixed point).
return seriesSum * 2;
}
}
// SPDX-License-Identifier: MIT
pragma solidity ^0.7.0;
import "../helpers/BalancerErrors.sol";
/**
* @dev Wrappers over Solidity's arithmetic operations with added overflow checks.
* Adapted from OpenZeppelin's SafeMath library
*/
library Math {
/**
* @dev Returns the addition of two unsigned integers of 256 bits, reverting on overflow.
*/
function add(uint256 a, uint256 b) internal pure returns (uint256) {
uint256 c = a + b;
_require(c >= a, Errors.ADD_OVERFLOW);
return c;
}
/**
* @dev Returns the addition of two signed integers, reverting on overflow.
*/
function add(int256 a, int256 b) internal pure returns (int256) {
int256 c = a + b;
_require((b >= 0 && c >= a) || (b < 0 && c < a), Errors.ADD_OVERFLOW);
return c;
}
/**
* @dev Returns the subtraction of two unsigned integers of 256 bits, reverting on overflow.
*/
function sub(uint256 a, uint256 b) internal pure returns (uint256) {
_require(b <= a, Errors.SUB_OVERFLOW);
uint256 c = a - b;
return c;
}
/**
* @dev Returns the subtraction of two signed integers, reverting on overflow.
*/
function sub(int256 a, int256 b) internal pure returns (int256) {
int256 c = a - b;
_require((b >= 0 && c <= a) || (b < 0 && c > a), Errors.SUB_OVERFLOW);
return c;
}
/**
* @dev Returns the largest of two numbers of 256 bits.
*/
function max(uint256 a, uint256 b) internal pure returns (uint256) {
return a >= b ? a : b;
}
/**
* @dev Returns the smallest of two numbers of 256 bits.
*/
function min(uint256 a, uint256 b) internal pure returns (uint256) {
return a < b ? a : b;
}
function mul(uint256 a, uint256 b) internal pure returns (uint256) {
uint256 c = a * b;
_require(a == 0 || c / a == b, Errors.MUL_OVERFLOW);
return c;
}
function div(
uint256 a,
uint256 b,
bool roundUp
) internal pure returns (uint256) {
return roundUp ? divUp(a, b) : divDown(a, b);
}
function divDown(uint256 a, uint256 b) internal pure returns (uint256) {
_require(b != 0, Errors.ZERO_DIVISION);
return a / b;
}
function divUp(uint256 a, uint256 b) internal pure returns (uint256) {
_require(b != 0, Errors.ZERO_DIVISION);
if (a == 0) {
return 0;
} else {
return 1 + (a - 1) / b;
}
}
}
// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
pragma solidity ^0.7.0;
pragma experimental ABIEncoderV2;
import "@balancer-labs/v2-pool-utils/contracts/oracle/PoolPriceOracle.sol";
import "@balancer-labs/v2-pool-utils/contracts/interfaces/IRateProvider.sol";
import "@balancer-labs/v2-solidity-utils/contracts/helpers/BalancerErrors.sol";
import "@balancer-labs/v2-solidity-utils/contracts/helpers/LogCompression.sol";
import "@balancer-labs/v2-solidity-utils/contracts/math/FixedPoint.sol";
import "../StablePool.sol";
import "./OracleMiscData.sol";
import "./StableOracleMath.sol";
/**
* @dev StablePool suitable for assets with proportional prices (i.e. with slow-changing exchange rates between them).
* Requires an external feed of these exchange rates.
*
* It additionally features a price oracle.
*/
contract MetaStablePool is StablePool, StableOracleMath, PoolPriceOracle {
using WordCodec for bytes32;
using FixedPoint for uint256;
using OracleMiscData for bytes32;
IRateProvider private immutable _rateProvider0;
IRateProvider private immutable _rateProvider1;
// Price rate caches are used to avoid querying the price rate for a token every time we need to work with it.
// Data is stored with the following structure:
//
// [ expires | duration | price rate value ]
// [ uint64 | uint64 | uint128 ]
bytes32 private _priceRateCache0;
bytes32 private _priceRateCache1;
uint256 private constant _PRICE_RATE_CACHE_VALUE_OFFSET = 0;
uint256 private constant _PRICE_RATE_CACHE_DURATION_OFFSET = 128;
uint256 private constant _PRICE_RATE_CACHE_EXPIRES_OFFSET = 128 + 64;
event OracleEnabledChanged(bool enabled);
event PriceRateProviderSet(IERC20 indexed token, IRateProvider indexed provider, uint256 cacheDuration);
event PriceRateCacheUpdated(IERC20 indexed token, uint256 rate);
// The constructor arguments are received in a struct to work around stack-too-deep issues
struct NewPoolParams {
IVault vault;
string name;
string symbol;
IERC20[] tokens;
IRateProvider[] rateProviders;
uint256[] priceRateCacheDuration;
uint256 amplificationParameter;
uint256 swapFeePercentage;
uint256 pauseWindowDuration;
uint256 bufferPeriodDuration;
bool oracleEnabled;
address owner;
}
constructor(NewPoolParams memory params)
StablePool(
params.vault,
params.name,
params.symbol,
params.tokens,
params.amplificationParameter,
params.swapFeePercentage,
params.pauseWindowDuration,
params.bufferPeriodDuration,
params.owner
)
{
_require(params.tokens.length == 2, Errors.NOT_TWO_TOKENS);
InputHelpers.ensureInputLengthMatch(
params.tokens.length,
params.rateProviders.length,
params.priceRateCacheDuration.length
);
// Set providers and initialise cache. We can't use `_setToken0PriceRateCache` as it relies on immutable
// variables, which cannot be read from during construction.
IRateProvider rateProvider0 = params.rateProviders[0];
_rateProvider0 = rateProvider0;
if (rateProvider0 != IRateProvider(address(0))) {
(bytes32 cache, uint256 rate) = _getNewPriceRateCache(rateProvider0, params.priceRateCacheDuration[0]);
_priceRateCache0 = cache;
emit PriceRateCacheUpdated(params.tokens[0], rate);
}
emit PriceRateProviderSet(params.tokens[0], rateProvider0, params.priceRateCacheDuration[0]);
IRateProvider rateProvider1 = params.rateProviders[1];
_rateProvider1 = rateProvider1;
if (rateProvider1 != IRateProvider(address(0))) {
(bytes32 cache, uint256 rate) = _getNewPriceRateCache(rateProvider1, params.priceRateCacheDuration[1]);
_priceRateCache1 = cache;
emit PriceRateCacheUpdated(params.tokens[1], rate);
}
emit PriceRateProviderSet(params.tokens[1], rateProvider1, params.priceRateCacheDuration[1]);
_setOracleEnabled(params.oracleEnabled);
}
// Swap
/**
* Override to make sure sender is vault
*/
function onSwap(
SwapRequest memory request,
uint256[] memory balances,
uint256 indexIn,
uint256 indexOut
) public virtual override onlyVault(request.poolId) returns (uint256) {
_cachePriceRatesIfNecessary();
return super.onSwap(request, balances, indexIn, indexOut);
}
/**
* Override to make sure sender is vault
*/
function onSwap(
SwapRequest memory request,
uint256 balanceTokenIn,
uint256 balanceTokenOut
) public virtual override onlyVault(request.poolId) returns (uint256) {
_cachePriceRatesIfNecessary();
return super.onSwap(request, balanceTokenIn, balanceTokenOut);
}
/**
* Update price oracle with the pre-swap balances
*/
function _onSwapGivenIn(
SwapRequest memory request,
uint256[] memory balances,
uint256 indexIn,
uint256 indexOut
) internal virtual override returns (uint256) {
_updateOracle(request.lastChangeBlock, balances[0], balances[1]);
return super._onSwapGivenIn(request, balances, indexIn, indexOut);
}
/**
* Update price oracle with the pre-swap balances
*/
function _onSwapGivenOut(
SwapRequest memory request,
uint256[] memory balances,
uint256 indexIn,
uint256 indexOut
) internal virtual override returns (uint256) {
_updateOracle(request.lastChangeBlock, balances[0], balances[1]);
return super._onSwapGivenOut(request, balances, indexIn, indexOut);
}
// Join
/**
* @dev Update cached total supply and invariant using the results after the join that will be used for
* future oracle updates.
* Note this function does not perform any safety checks about joins, it relies on upper implementations for that.
*/
function onJoinPool(
bytes32 poolId,
address sender,
address recipient,
uint256[] memory balances,
uint256 lastChangeBlock,
uint256 protocolSwapFeePercentage,
bytes memory userData
) public virtual override returns (uint256[] memory amountsIn, uint256[] memory dueProtocolFeeAmounts) {
_cachePriceRatesIfNecessary();
(amountsIn, dueProtocolFeeAmounts) = super.onJoinPool(
poolId,
sender,
recipient,
balances,
lastChangeBlock,
protocolSwapFeePercentage,
userData
);
_cacheInvariantAndSupply();
}
/**
* @dev Update price oracle with the pre-join balances
*/
function _onJoinPool(
bytes32 poolId,
address sender,
address recipient,
uint256[] memory balances,
uint256 lastChangeBlock,
uint256 protocolSwapFeePercentage,
uint256[] memory scalingFactors,
bytes memory userData
)
internal
virtual
override
returns (
uint256,
uint256[] memory,
uint256[] memory
)
{
_updateOracle(lastChangeBlock, balances[0], balances[1]);
return
super._onJoinPool(
poolId,
sender,
recipient,
balances,
lastChangeBlock,
protocolSwapFeePercentage,
scalingFactors,
userData
);
}
// Exit
/**
* @dev Update cached total supply and invariant using the results after the exit that will be used for
* future oracle updates.
* Note this function does not perform any safety checks about exits, it relies on upper implementations for that.
*/
function onExitPool(
bytes32 poolId,
address sender,
address recipient,
uint256[] memory balances,
uint256 lastChangeBlock,
uint256 protocolSwapFeePercentage,
bytes memory userData
) public virtual override returns (uint256[] memory amountsOut, uint256[] memory dueProtocolFeeAmounts) {
_cachePriceRatesIfNecessary();
(amountsOut, dueProtocolFeeAmounts) = super.onExitPool(
poolId,
sender,
recipient,
balances,
lastChangeBlock,
protocolSwapFeePercentage,
userData
);
// If the contract is paused, the oracle is not updated to avoid extra calculations and reduce potential errors.
if (_isNotPaused()) {
_cacheInvariantAndSupply();
}
}
/**
* @dev Update price oracle with the pre-exit balances
*/
function _onExitPool(
bytes32 poolId,
address sender,
address recipient,
uint256[] memory balances,
uint256 lastChangeBlock,
uint256 protocolSwapFeePercentage,
uint256[] memory scalingFactors,
bytes memory userData
)
internal
virtual
override
returns (
uint256 bptAmountIn,
uint256[] memory amountsOut,
uint256[] memory dueProtocolFeeAmounts
)
{
// If the contract is paused, the oracle is not updated to avoid extra calculations and reduce potential errors.
if (_isNotPaused()) {
_updateOracle(lastChangeBlock, balances[0], balances[1]);
}
return
super._onExitPool(
poolId,
sender,
recipient,
balances,
lastChangeBlock,
protocolSwapFeePercentage,
scalingFactors,
userData
);
}
// Oracle
function getOracleMiscData()
external
view
returns (
int256 logInvariant,
int256 logTotalSupply,
uint256 oracleSampleCreationTimestamp,
uint256 oracleIndex,
bool oracleEnabled
)
{
bytes32 miscData = _getMiscData();
logInvariant = miscData.logInvariant();
logTotalSupply = miscData.logTotalSupply();
oracleSampleCreationTimestamp = miscData.oracleSampleCreationTimestamp();
oracleIndex = miscData.oracleIndex();
oracleEnabled = miscData.oracleEnabled();
}
/**
* @dev Balancer Governance can always enable the Oracle, even if it was originally not enabled. This allows for
* Pools that unexpectedly drive much more volume and liquidity than expected to serve as Price Oracles.
*
* Note that the Oracle can only be enabled - it can never be disabled.
*/
function enableOracle() external whenNotPaused authenticate {
_setOracleEnabled(true);
// Cache log invariant and supply only if the pool was initialized
if (totalSupply() > 0) {
_cacheInvariantAndSupply();
}
}
function _setOracleEnabled(bool enabled) internal {
_setMiscData(_getMiscData().setOracleEnabled(enabled));
emit OracleEnabledChanged(enabled);
}
/**
* @dev Updates the Price Oracle based on the Pool's current state (balances, BPT supply and invariant). Must be
* called on *all* state-changing functions with the balances *before* the state change happens, and with
* `lastChangeBlock` as the number of the block in which any of the balances last changed.
*/
function _updateOracle(
uint256 lastChangeBlock,
uint256 balance0,
uint256 balance1
) internal {
bytes32 miscData = _getMiscData();
(uint256 currentAmp, ) = _getAmplificationParameter();
if (miscData.oracleEnabled() && block.number > lastChangeBlock) {
(int256 logSpotPrice, int256 logBptPrice) = StableOracleMath._calcLogPrices(
currentAmp,
balance0,
balance1,
miscData.logTotalSupply()
);
uint256 oracleCurrentIndex = miscData.oracleIndex();
uint256 oracleCurrentSampleInitialTimestamp = miscData.oracleSampleCreationTimestamp();
uint256 oracleUpdatedIndex = _processPriceData(
oracleCurrentSampleInitialTimestamp,
oracleCurrentIndex,
logSpotPrice,
logBptPrice,
miscData.logInvariant()
);
if (oracleCurrentIndex != oracleUpdatedIndex) {
// solhint-disable not-rely-on-time
miscData = miscData.setOracleIndex(oracleUpdatedIndex);
miscData = miscData.setOracleSampleCreationTimestamp(block.timestamp);
_setMiscData(miscData);
}
}
}
/**
* @dev Stores the logarithm of the invariant and BPT total supply, to be later used in each oracle update. Because
* it is stored in miscData, which is read in all operations (including swaps), this saves gas by not requiring to
* compute or read these values when updating the oracle.
*
* This function must be called by all actions that update the invariant and BPT supply (joins and exits). Swaps
* also alter the invariant due to collected swap fees, but this growth is considered negligible and not accounted
* for.
*/
function _cacheInvariantAndSupply() internal {
bytes32 miscData = _getMiscData();
if (miscData.oracleEnabled()) {
miscData = miscData.setLogInvariant(LogCompression.toLowResLog(_lastInvariant));
miscData = miscData.setLogTotalSupply(LogCompression.toLowResLog(totalSupply()));
_setMiscData(miscData);
}
}
function _getOracleIndex() internal view override returns (uint256) {
return _getMiscData().oracleIndex();
}
// Scaling factors
/**
* @dev Overrides scaling factor getter to introduce the token's price rate
* Note that it may update the price rate cache if necessary.
*/
function _scalingFactor(IERC20 token) internal view virtual override returns (uint256) {
uint256 baseScalingFactor = super._scalingFactor(token);
uint256 priceRate = _priceRate(token);
// Given there is no generic direction for this rounding, it simply follows the same strategy as the BasePool.
return baseScalingFactor.mulDown(priceRate);
}
/**
* @dev Overrides scaling factor getter to introduce the tokens' price rate.
* Note that it may update the price rate cache if necessary.
*/
function _scalingFactors() internal view virtual override returns (uint256[] memory scalingFactors) {
// There is no need to check the arrays length since both are based on `_getTotalTokens`
// Given there is no generic direction for this rounding, it simply follows the same strategy as the BasePool.
scalingFactors = super._scalingFactors();
scalingFactors[0] = scalingFactors[0].mulDown(_priceRate(_token0));
scalingFactors[1] = scalingFactors[1].mulDown(_priceRate(_token1));
}
// Price rates
/**
* @dev Returns the rate providers configured for each token (in the same order as registered).
*/
function getRateProviders() external view returns (IRateProvider[] memory providers) {
providers = new IRateProvider[](2);
providers[0] = _getRateProvider0();
providers[1] = _getRateProvider1();
}
/**
* @dev Returns the cached value for token's rate
*/
function getPriceRateCache(IERC20 token)
external
view
returns (
uint256 rate,
uint256 duration,
uint256 expires
)
{
if (_isToken0(token)) return _getPriceRateCache(_getPriceRateCache0());
if (_isToken1(token)) return _getPriceRateCache(_getPriceRateCache1());
_revert(Errors.INVALID_TOKEN);
}
/**
* @dev Sets a new duration for a token price rate cache. It reverts if there was no rate provider set initially.
* Note this function also updates the current cached value.
* @param duration Number of seconds until the current rate of token price is fetched again.
*/
function setPriceRateCacheDuration(IERC20 token, uint256 duration) external authenticate {
if (_isToken0WithRateProvider(token)) {
_updateToken0PriceRateCache(duration);
emit PriceRateProviderSet(token, _getRateProvider0(), duration);
} else if (_isToken1WithRateProvider(token)) {
_updateToken1PriceRateCache(duration);
emit PriceRateProviderSet(token, _getRateProvider1(), duration);
} else {
_revert(Errors.INVALID_TOKEN);
}
}
function updatePriceRateCache(IERC20 token) external {
if (_isToken0WithRateProvider(token)) {
_updateToken0PriceRateCache();
} else if (_isToken1WithRateProvider(token)) {
_updateToken1PriceRateCache();
} else {
_revert(Errors.INVALID_TOKEN);
}
}
/**
* @dev Returns the list of price rates for each token. All price rates are fixed-point values with 18 decimals.
* In case there is no rate provider for a token it returns 1e18.
*/
function _priceRate(IERC20 token) internal view virtual returns (uint256) {
// Given that this function is only used by `onSwap` which can only be called by the vault in the case of a
// Meta Stable Pool, we can be sure the vault will not forward a call with an invalid `token` param.
if (_isToken0WithRateProvider(token)) {
return _getPriceRateCacheValue(_getPriceRateCache0());
} else if (_isToken1WithRateProvider(token)) {
return _getPriceRateCacheValue(_getPriceRateCache1());
} else {
return FixedPoint.ONE;
}
}
function _cachePriceRatesIfNecessary() internal {
_cachePriceRate0IfNecessary();
_cachePriceRate1IfNecessary();
}
function _cachePriceRate0IfNecessary() private {
if (_getRateProvider0() != IRateProvider(address(0))) {
(uint256 duration, uint256 expires) = _getPriceRateCacheTimestamps(_getPriceRateCache0());
if (block.timestamp > expires) {
_updateToken0PriceRateCache(duration);
}
}
}
function _cachePriceRate1IfNecessary() private {
if (_getRateProvider1() != IRateProvider(address(0))) {
(uint256 duration, uint256 expires) = _getPriceRateCacheTimestamps(_getPriceRateCache1());
if (block.timestamp > expires) {
_updateToken1PriceRateCache(duration);
}
}
}
/**
* @dev Decodes a price rate cache into rate value, duration and expiration time
*/
function _getPriceRateCache(bytes32 cache)
private
pure
returns (
uint256 rate,
uint256 duration,
uint256 expires
)
{
rate = _getPriceRateCacheValue(cache);
(duration, expires) = _getPriceRateCacheTimestamps(cache);
}
/**
* @dev Decodes the rate value for a price rate cache
*/
function _getPriceRateCacheValue(bytes32 cache) private pure returns (uint256) {
return cache.decodeUint128(_PRICE_RATE_CACHE_VALUE_OFFSET);
}
/**
* @dev Decodes the duration for a price rate cache
*/
function _getPriceRateCacheDuration(bytes32 cache) private pure returns (uint256) {
return cache.decodeUint64(_PRICE_RATE_CACHE_DURATION_OFFSET);
}
/**
* @dev Decodes the duration and expiration timestamp for a price rate cache
*/
function _getPriceRateCacheTimestamps(bytes32 cache) private pure returns (uint256 duration, uint256 expires) {
duration = _getPriceRateCacheDuration(cache);
expires = cache.decodeUint64(_PRICE_RATE_CACHE_EXPIRES_OFFSET);
}
function _updateToken0PriceRateCache() private {
_updateToken0PriceRateCache(_getPriceRateCacheDuration(_getPriceRateCache0()));
}
function _updateToken0PriceRateCache(uint256 duration) private {
(bytes32 cache, uint256 rate) = _getNewPriceRateCache(_getRateProvider0(), duration);
_setToken0PriceRateCache(cache, rate);
}
function _updateToken1PriceRateCache() private {
_updateToken1PriceRateCache(_getPriceRateCacheDuration(_getPriceRateCache1()));
}
function _updateToken1PriceRateCache(uint256 duration) private {
(bytes32 cache, uint256 rate) = _getNewPriceRateCache(_getRateProvider1(), duration);
_setToken1PriceRateCache(cache, rate);
}
function _setToken0PriceRateCache(bytes32 cache, uint256 rate) private {
_priceRateCache0 = cache;
emit PriceRateCacheUpdated(_token0, rate);
}
function _setToken1PriceRateCache(bytes32 cache, uint256 rate) private {
_priceRateCache1 = cache;
emit PriceRateCacheUpdated(_token1, rate);
}
/**
* @dev Fetches the current price rate from a provider and builds a new price rate cache
*/
function _getNewPriceRateCache(IRateProvider provider, uint256 duration)
private
view
returns (bytes32 cache, uint256 rate)
{
rate = provider.getRate();
_require(rate < 2**128, Errors.PRICE_RATE_OVERFLOW);
cache =
WordCodec.encodeUint(uint128(rate), _PRICE_RATE_CACHE_VALUE_OFFSET) |
WordCodec.encodeUint(uint64(duration), _PRICE_RATE_CACHE_DURATION_OFFSET) |
WordCodec.encodeUint(uint64(block.timestamp + duration), _PRICE_RATE_CACHE_EXPIRES_OFFSET);
}
function _isToken0WithRateProvider(IERC20 token) internal view returns (bool) {
return _isToken0(token) && _getRateProvider0() != IRateProvider(address(0));
}
function _isToken1WithRateProvider(IERC20 token) internal view returns (bool) {
return _isToken1(token) && _getRateProvider1() != IRateProvider(address(0));
}
function _getRateProvider0() internal view returns (IRateProvider) {
return _rateProvider0;
}
function _getRateProvider1() internal view returns (IRateProvider) {
return _rateProvider1;
}
function _getPriceRateCache0() internal view returns (bytes32) {
return _priceRateCache0;
}
function _getPriceRateCache1() internal view returns (bytes32) {
return _priceRateCache1;
}
}
// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
pragma solidity ^0.7.0;
import "@balancer-labs/v2-solidity-utils/contracts/helpers/WordCodec.sol";
/**
* @dev This module provides an interface to store different pieces of information used by pools with a price oracle.
*
* These pieces of information are all kept together in a single storage slot to reduce the number of storage reads. In
* particular, it stores reduced-precision versions of the total BPT supply and invariant, which lets us not access
* nor compute these values when producing oracle updates during a swap.
*
* Data is stored with the following structure:
*
* [### not used ### | oracle enabled | oracle index | oracle sample initial timestamp | log supply | log invariant ]
* [ uint170 | bool | uint10 | uint31 | int22 | int22 ]
*
* Note that we are not using the most-significant 170 bits.
*/
library OracleMiscData {
using WordCodec for bytes32;
using WordCodec for uint256;
uint256 private constant _LOG_INVARIANT_OFFSET = 0;
uint256 private constant _LOG_TOTAL_SUPPLY_OFFSET = 22;
uint256 private constant _ORACLE_SAMPLE_CREATION_TIMESTAMP_OFFSET = 44;
uint256 private constant _ORACLE_INDEX_OFFSET = 75;
uint256 private constant _ORACLE_ENABLED_OFFSET = 85;
/**
* @dev Returns the cached logarithm of the invariant.
*/
function logInvariant(bytes32 data) internal pure returns (int256) {
return data.decodeInt22(_LOG_INVARIANT_OFFSET);
}
/**
* @dev Returns the cached logarithm of the total supply.
*/
function logTotalSupply(bytes32 data) internal pure returns (int256) {
return data.decodeInt22(_LOG_TOTAL_SUPPLY_OFFSET);
}
/**
* @dev Returns the timestamp of the creation of the oracle's latest sample.
*/
function oracleSampleCreationTimestamp(bytes32 data) internal pure returns (uint256) {
return data.decodeUint31(_ORACLE_SAMPLE_CREATION_TIMESTAMP_OFFSET);
}
/**
* @dev Returns the index of the oracle's latest sample.
*/
function oracleIndex(bytes32 data) internal pure returns (uint256) {
return data.decodeUint10(_ORACLE_INDEX_OFFSET);
}
/**
* @dev Returns true if the oracle is enabled.
*/
function oracleEnabled(bytes32 data) internal pure returns (bool) {
return data.decodeBool(_ORACLE_ENABLED_OFFSET);
}
/**
* @dev Sets the logarithm of the invariant in `data`, returning the updated value.
*/
function setLogInvariant(bytes32 data, int256 _logInvariant) internal pure returns (bytes32) {
return data.insertInt22(_logInvariant, _LOG_INVARIANT_OFFSET);
}
/**
* @dev Sets the logarithm of the total supply in `data`, returning the updated value.
*/
function setLogTotalSupply(bytes32 data, int256 _logTotalSupply) internal pure returns (bytes32) {
return data.insertInt22(_logTotalSupply, _LOG_TOTAL_SUPPLY_OFFSET);
}
/**
* @dev Sets the timestamp of the creation of the oracle's latest sample in `data`, returning the updated value.
*/
function setOracleSampleCreationTimestamp(bytes32 data, uint256 _initialTimestamp) internal pure returns (bytes32) {
return data.insertUint31(_initialTimestamp, _ORACLE_SAMPLE_CREATION_TIMESTAMP_OFFSET);
}
/**
* @dev Sets the index of the oracle's latest sample in `data`, returning the updated value.
*/
function setOracleIndex(bytes32 data, uint256 _oracleIndex) internal pure returns (bytes32) {
return data.insertUint10(_oracleIndex, _ORACLE_INDEX_OFFSET);
}
/**
* @dev Enables or disables the oracle in `data`, returning the updated value.
*/
function setOracleEnabled(bytes32 data, bool _oracleEnabled) internal pure returns (bytes32) {
return data.insertBool(_oracleEnabled, _ORACLE_ENABLED_OFFSET);
}
}
// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
pragma solidity ^0.7.0;
pragma experimental ABIEncoderV2;
import "@balancer-labs/v2-solidity-utils/contracts/helpers/BalancerErrors.sol";
import "../interfaces/IPriceOracle.sol";
import "../interfaces/IPoolPriceOracle.sol";
import "./Buffer.sol";
import "./Samples.sol";
import "./QueryProcessor.sol";
/**
* @dev This module allows Pools to access historical pricing information.
*
* It uses a 1024 long circular buffer to store past data, where the data within each sample is the result of
* accumulating live data for no more than two minutes. Therefore, assuming the worst case scenario where new data is
* updated in every single block, the oldest samples in the buffer (and therefore largest queryable period) will
* be slightly over 34 hours old.
*
* Usage of this module requires the caller to keep track of two variables: the latest circular buffer index, and the
* timestamp when the index last changed. Aditionally, access to the latest circular buffer index must be exposed by
* implementing `_getOracleIndex`.
*
* This contract relies on the `QueryProcessor` linked library to reduce bytecode size.
*/
abstract contract PoolPriceOracle is IPoolPriceOracle, IPriceOracle {
using Buffer for uint256;
using Samples for bytes32;
// Each sample in the buffer accumulates information for up to 2 minutes. This is simply to reduce the size of the
// buffer: small time deviations will not have any significant effect.
// solhint-disable not-rely-on-time
uint256 private constant _MAX_SAMPLE_DURATION = 2 minutes;
// We use a mapping to simulate an array: the buffer won't grow or shrink, and since we will always use valid
// indexes using a mapping saves gas by skipping the bounds checks.
mapping(uint256 => bytes32) internal _samples;
// IPoolPriceOracle
function getSample(uint256 index)
external
view
override
returns (
int256 logPairPrice,
int256 accLogPairPrice,
int256 logBptPrice,
int256 accLogBptPrice,
int256 logInvariant,
int256 accLogInvariant,
uint256 timestamp
)
{
_require(index < Buffer.SIZE, Errors.ORACLE_INVALID_INDEX);
bytes32 sample = _getSample(index);
return sample.unpack();
}
function getTotalSamples() external pure override returns (uint256) {
return Buffer.SIZE;
}
// IPriceOracle
function getLargestSafeQueryWindow() external pure override returns (uint256) {
return 34 hours;
}
function getLatest(Variable variable) external view override returns (uint256) {
return QueryProcessor.getInstantValue(_samples, variable, _getOracleIndex());
}
function getTimeWeightedAverage(OracleAverageQuery[] memory queries)
external
view
override
returns (uint256[] memory results)
{
results = new uint256[](queries.length);
uint256 latestIndex = _getOracleIndex();
for (uint256 i = 0; i < queries.length; ++i) {
results[i] = QueryProcessor.getTimeWeightedAverage(_samples, queries[i], latestIndex);
}
}
function getPastAccumulators(OracleAccumulatorQuery[] memory queries)
external
view
override
returns (int256[] memory results)
{
results = new int256[](queries.length);
uint256 latestIndex = _getOracleIndex();
OracleAccumulatorQuery memory query;
for (uint256 i = 0; i < queries.length; ++i) {
query = queries[i];
results[i] = _getPastAccumulator(query.variable, latestIndex, query.ago);
}
}
// Internal functions
/**
* @dev Processes new price and invariant data, updating the latest sample or creating a new one.
*
* Receives the new logarithms of values to store: `logPairPrice`, `logBptPrice` and `logInvariant`, as well the
* index of the latest sample and the timestamp of its creation.
*
* Returns the index of the latest sample. If different from `latestIndex`, the caller should also store the
* timestamp, and pass it on future calls to this function.
*/
function _processPriceData(
uint256 latestSampleCreationTimestamp,
uint256 latestIndex,
int256 logPairPrice,
int256 logBptPrice,
int256 logInvariant
) internal returns (uint256) {
// Read latest sample, and compute the next one by updating it with the newly received data.
bytes32 sample = _getSample(latestIndex).update(logPairPrice, logBptPrice, logInvariant, block.timestamp);
// We create a new sample if more than _MAX_SAMPLE_DURATION seconds have elapsed since the creation of the
// latest one. In other words, no sample accumulates data over a period larger than _MAX_SAMPLE_DURATION.
bool newSample = block.timestamp - latestSampleCreationTimestamp >= _MAX_SAMPLE_DURATION;
latestIndex = newSample ? latestIndex.next() : latestIndex;
// Store the updated or new sample.
_samples[latestIndex] = sample;
return latestIndex;
}
function _getPastAccumulator(
IPriceOracle.Variable variable,
uint256 latestIndex,
uint256 ago
) internal view returns (int256) {
return QueryProcessor.getPastAccumulator(_samples, variable, latestIndex, ago);
}
function _findNearestSample(uint256 lookUpDate, uint256 offset) internal view returns (bytes32 prev, bytes32 next) {
return QueryProcessor.findNearestSample(_samples, lookUpDate, offset);
}
/**
* @dev Returns the sample that corresponds to a given `index`.
*
* Using this function instead of accessing storage directly results in denser bytecode (since the storage slot is
* only computed here).
*/
function _getSample(uint256 index) internal view returns (bytes32) {
return _samples[index];
}
/**
* @dev Virtual function to be implemented by derived contracts. Must return the current index of the oracle
* circular buffer.
*/
function _getOracleIndex() internal view virtual returns (uint256);
}
// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
pragma solidity ^0.7.0;
pragma experimental ABIEncoderV2;
import "@balancer-labs/v2-solidity-utils/contracts/helpers/BalancerErrors.sol";
import "@balancer-labs/v2-solidity-utils/contracts/helpers/LogCompression.sol";
import "../interfaces/IPriceOracle.sol";
import "./Buffer.sol";
import "./Samples.sol";
/**
* @dev Auxiliary library for PoolPriceOracle, offloading most of the query code to reduce bytecode size by using this
* as a linked library. The downside is an extra DELEGATECALL is added (2600 gas as of the Berlin hardfork), but the
* bytecode size gains are so big (specially of the oracle contract does not use `LogCompression.fromLowResLog`) that
* it is worth it.
*/
library QueryProcessor {
using Buffer for uint256;
using Samples for bytes32;
using LogCompression for int256;
/**
* @dev Returns the value for `variable` at the indexed sample.
*/
function getInstantValue(
mapping(uint256 => bytes32) storage samples,
IPriceOracle.Variable variable,
uint256 index
) external view returns (uint256) {
bytes32 sample = samples[index];
_require(sample.timestamp() > 0, Errors.ORACLE_NOT_INITIALIZED);
int256 rawInstantValue = sample.instant(variable);
return LogCompression.fromLowResLog(rawInstantValue);
}
/**
* @dev Returns the time average weighted price corresponding to `query`.
*/
function getTimeWeightedAverage(
mapping(uint256 => bytes32) storage samples,
IPriceOracle.OracleAverageQuery memory query,
uint256 latestIndex
) external view returns (uint256) {
_require(query.secs != 0, Errors.ORACLE_BAD_SECS);
int256 beginAccumulator = getPastAccumulator(samples, query.variable, latestIndex, query.ago + query.secs);
int256 endAccumulator = getPastAccumulator(samples, query.variable, latestIndex, query.ago);
return LogCompression.fromLowResLog((endAccumulator - beginAccumulator) / int256(query.secs));
}
/**
* @dev Returns the value of the accumulator for `variable` `ago` seconds ago. `latestIndex` must be the index of
* the latest sample in the buffer.
*
* Reverts under the following conditions:
* - if the buffer is empty.
* - if querying past information and the buffer has not been fully initialized.
* - if querying older information than available in the buffer. Note that a full buffer guarantees queries for the
* past 34 hours will not revert.
*
* If requesting information for a timestamp later than the latest one, it is extrapolated using the latest
* available data.
*
* When no exact information is available for the requested past timestamp (as usually happens, since at most one
* timestamp is stored every two minutes), it is estimated by performing linear interpolation using the closest
* values. This process is guaranteed to complete performing at most 10 storage reads.
*/
function getPastAccumulator(
mapping(uint256 => bytes32) storage samples,
IPriceOracle.Variable variable,
uint256 latestIndex,
uint256 ago
) public view returns (int256) {
// solhint-disable not-rely-on-time
// `ago` must not be before the epoch.
_require(block.timestamp >= ago, Errors.ORACLE_INVALID_SECONDS_QUERY);
uint256 lookUpTime = block.timestamp - ago;
bytes32 latestSample = samples[latestIndex];
uint256 latestTimestamp = latestSample.timestamp();
// The latest sample only has a non-zero timestamp if no data was ever processed and stored in the buffer.
_require(latestTimestamp > 0, Errors.ORACLE_NOT_INITIALIZED);
if (latestTimestamp <= lookUpTime) {
// The accumulator at times ahead of the latest one are computed by extrapolating the latest data. This is
// equivalent to the instant value not changing between the last timestamp and the look up time.
// We can use unchecked arithmetic since the accumulator can be represented in 53 bits, timestamps in 31
// bits, and the instant value in 22 bits.
uint256 elapsed = lookUpTime - latestTimestamp;
return latestSample.accumulator(variable) + (latestSample.instant(variable) * int256(elapsed));
} else {
// The look up time is before the latest sample, but we need to make sure that it is not before the oldest
// sample as well.
// Since we use a circular buffer, the oldest sample is simply the next one.
uint256 oldestIndex = latestIndex.next();
{
// Local scope used to prevent stack-too-deep errors.
bytes32 oldestSample = samples[oldestIndex];
uint256 oldestTimestamp = oldestSample.timestamp();
// For simplicity's sake, we only perform past queries if the buffer has been fully initialized. This
// means the oldest sample must have a non-zero timestamp.
_require(oldestTimestamp > 0, Errors.ORACLE_NOT_INITIALIZED);
// The only remaining condition to check is for the look up time to be between the oldest and latest
// timestamps.
_require(oldestTimestamp <= lookUpTime, Errors.ORACLE_QUERY_TOO_OLD);
}
// Perform binary search to find nearest samples to the desired timestamp.
(bytes32 prev, bytes32 next) = findNearestSample(samples, lookUpTime, oldestIndex);
// `next`'s timestamp is guaranteed to be larger than `prev`'s, so we can skip checked arithmetic.
uint256 samplesTimeDiff = next.timestamp() - prev.timestamp();
if (samplesTimeDiff > 0) {
// We estimate the accumulator at the requested look up time by interpolating linearly between the
// previous and next accumulators.
// We can use unchecked arithmetic since the accumulators can be represented in 53 bits, and timestamps
// in 31 bits.
int256 samplesAccDiff = next.accumulator(variable) - prev.accumulator(variable);
uint256 elapsed = lookUpTime - prev.timestamp();
return prev.accumulator(variable) + ((samplesAccDiff * int256(elapsed)) / int256(samplesTimeDiff));
} else {
// Rarely, one of the samples will have the exact requested look up time, which is indicated by `prev`
// and `next` being the same. In this case, we simply return the accumulator at that point in time.
return prev.accumulator(variable);
}
}
}
/**
* @dev Finds the two samples with timestamps before and after `lookUpDate`. If one of the samples matches exactly,
* both `prev` and `next` will be it. `offset` is the index of the oldest sample in the buffer.
*
* Assumes `lookUpDate` is greater or equal than the timestamp of the oldest sample, and less or equal than the
* timestamp of the latest sample.
*/
function findNearestSample(
mapping(uint256 => bytes32) storage samples,
uint256 lookUpDate,
uint256 offset
) public view returns (bytes32 prev, bytes32 next) {
// We're going to perform a binary search in the circular buffer, which requires it to be sorted. To achieve
// this, we offset all buffer accesses by `offset`, making the first element the oldest one.
// Auxiliary variables in a typical binary search: we will look at some value `mid` between `low` and `high`,
// periodically increasing `low` or decreasing `high` until we either find a match or determine the element is
// not in the array.
uint256 low = 0;
uint256 high = Buffer.SIZE - 1;
uint256 mid;
// If the search fails and no sample has a timestamp of `lookUpDate` (as is the most common scenario), `sample`
// will be either the sample with the largest timestamp smaller than `lookUpDate`, or the one with the smallest
// timestamp larger than `lookUpDate`.
bytes32 sample;
uint256 sampleTimestamp;
while (low <= high) {
// Mid is the floor of the average.
uint256 midWithoutOffset = (high + low) / 2;
// Recall that the buffer is not actually sorted: we need to apply the offset to access it in a sorted way.
mid = midWithoutOffset.add(offset);
sample = samples[mid];
sampleTimestamp = sample.timestamp();
if (sampleTimestamp < lookUpDate) {
// If the mid sample is bellow the look up date, then increase the low index to start from there.
low = midWithoutOffset + 1;
} else if (sampleTimestamp > lookUpDate) {
// If the mid sample is above the look up date, then decrease the high index to start from there.
// We can skip checked arithmetic: it is impossible for `high` to ever be 0, as a scenario where `low`
// equals 0 and `high` equals 1 would result in `low` increasing to 1 in the previous `if` clause.
high = midWithoutOffset - 1;
} else {
// sampleTimestamp == lookUpDate
// If we have an exact match, return the sample as both `prev` and `next`.
return (sample, sample);
}
}
// In case we reach here, it means we didn't find exactly the sample we where looking for.
return sampleTimestamp < lookUpDate ? (sample, samples[mid.next()]) : (samples[mid.prev()], sample);
}
}
// SPDX-License-Identifier: MIT
pragma solidity ^0.7.0;
import "../helpers/BalancerErrors.sol";
/**
* @dev Wrappers over Solidity's arithmetic operations with added overflow
* checks.
*
* Arithmetic operations in Solidity wrap on overflow. This can easily result
* in bugs, because programmers usually assume that an overflow raises an
* error, which is the standard behavior in high level programming languages.
* `SafeMath` restores this intuition by reverting the transaction when an
* operation overflows.
*
* Using this library instead of the unchecked operations eliminates an entire
* class of bugs, so it's recommended to use it always.
*/
library SafeMath {
/**
* @dev Returns the addition of two unsigned integers, reverting on
* overflow.
*
* Counterpart to Solidity's `+` operator.
*
* Requirements:
*
* - Addition cannot overflow.
*/
function add(uint256 a, uint256 b) internal pure returns (uint256) {
uint256 c = a + b;
_require(c >= a, Errors.ADD_OVERFLOW);
return c;
}
/**
* @dev Returns the subtraction of two unsigned integers, reverting on
* overflow (when the result is negative).
*
* Counterpart to Solidity's `-` operator.
*
* Requirements:
*
* - Subtraction cannot overflow.
*/
function sub(uint256 a, uint256 b) internal pure returns (uint256) {
return sub(a, b, Errors.SUB_OVERFLOW);
}
/**
* @dev Returns the subtraction of two unsigned integers, reverting with custom message on
* overflow (when the result is negative).
*
* Counterpart to Solidity's `-` operator.
*
* Requirements:
*
* - Subtraction cannot overflow.
*/
function sub(uint256 a, uint256 b, uint256 errorCode) internal pure returns (uint256) {
_require(b <= a, errorCode);
uint256 c = a - b;
return c;
}
}
// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
pragma solidity ^0.7.0;
import "@balancer-labs/v2-solidity-utils/contracts/helpers/WordCodec.sol";
import "../interfaces/IPriceOracle.sol";
/**
* @dev This library provides functions to help manipulating samples for Pool Price Oracles. It handles updates,
* encoding, and decoding of samples.
*
* Each sample holds the timestamp of its last update, plus information about three pieces of data: the price pair, the
* price of BPT (the associated Pool token), and the invariant.
*
* Prices and invariant are not stored directly: instead, we store their logarithm. These are known as the 'instant'
* values: the exact value at that timestamp.
*
* Additionally, for each value we keep an accumulator with the sum of all past values, each weighted by the time
* elapsed since the previous update. This lets us later subtract accumulators at different points in time and divide by
* the time elapsed between them, arriving at the geometric mean of the values (also known as log-average).
*
* All samples are stored in a single 256 bit word with the following structure:
*
* [ log pair price | bpt price | invariant | timestamp ]
* [ instant | accumulator | instant | accumulator | instant | accumulator | ]
* [ int22 | int53 | int22 | int53 | int22 | int53 | uint31 ]
* MSB LSB
*
* Assuming the timestamp doesn't overflow (which holds until the year 2038), the largest elapsed time is 2^31, which
* means the largest possible accumulator value is 2^21 * 2^31, which can be represented using a signed 53 bit integer.
*/
library Samples {
using WordCodec for int256;
using WordCodec for uint256;
using WordCodec for bytes32;
uint256 internal constant _TIMESTAMP_OFFSET = 0;
uint256 internal constant _ACC_LOG_INVARIANT_OFFSET = 31;
uint256 internal constant _INST_LOG_INVARIANT_OFFSET = 84;
uint256 internal constant _ACC_LOG_BPT_PRICE_OFFSET = 106;
uint256 internal constant _INST_LOG_BPT_PRICE_OFFSET = 159;
uint256 internal constant _ACC_LOG_PAIR_PRICE_OFFSET = 181;
uint256 internal constant _INST_LOG_PAIR_PRICE_OFFSET = 234;
/**
* @dev Updates a sample, accumulating the new data based on the elapsed time since the previous update. Returns the
* updated sample.
*
* IMPORTANT: This function does not perform any arithmetic checks. In particular, it assumes the caller will never
* pass values that cannot be represented as 22 bit signed integers. Additionally, it also assumes
* `currentTimestamp` is greater than `sample`'s timestamp.
*/
function update(
bytes32 sample,
int256 instLogPairPrice,
int256 instLogBptPrice,
int256 instLogInvariant,
uint256 currentTimestamp
) internal pure returns (bytes32) {
// Because elapsed can be represented as a 31 bit unsigned integer, and the received values can be represented
// as 22 bit signed integers, we don't need to perform checked arithmetic.
int256 elapsed = int256(currentTimestamp - timestamp(sample));
int256 accLogPairPrice = _accLogPairPrice(sample) + instLogPairPrice * elapsed;
int256 accLogBptPrice = _accLogBptPrice(sample) + instLogBptPrice * elapsed;
int256 accLogInvariant = _accLogInvariant(sample) + instLogInvariant * elapsed;
return
pack(
instLogPairPrice,
accLogPairPrice,
instLogBptPrice,
accLogBptPrice,
instLogInvariant,
accLogInvariant,
currentTimestamp
);
}
/**
* @dev Returns the instant value stored in `sample` for `variable`.
*/
function instant(bytes32 sample, IPriceOracle.Variable variable) internal pure returns (int256) {
if (variable == IPriceOracle.Variable.PAIR_PRICE) {
return _instLogPairPrice(sample);
} else if (variable == IPriceOracle.Variable.BPT_PRICE) {
return _instLogBptPrice(sample);
} else {
// variable == IPriceOracle.Variable.INVARIANT
return _instLogInvariant(sample);
}
}
/**
* @dev Returns the accumulator value stored in `sample` for `variable`.
*/
function accumulator(bytes32 sample, IPriceOracle.Variable variable) internal pure returns (int256) {
if (variable == IPriceOracle.Variable.PAIR_PRICE) {
return _accLogPairPrice(sample);
} else if (variable == IPriceOracle.Variable.BPT_PRICE) {
return _accLogBptPrice(sample);
} else {
// variable == IPriceOracle.Variable.INVARIANT
return _accLogInvariant(sample);
}
}
/**
* @dev Returns `sample`'s timestamp.
*/
function timestamp(bytes32 sample) internal pure returns (uint256) {
return sample.decodeUint31(_TIMESTAMP_OFFSET);
}
/**
* @dev Returns `sample`'s instant value for the logarithm of the pair price.
*/
function _instLogPairPrice(bytes32 sample) private pure returns (int256) {
return sample.decodeInt22(_INST_LOG_PAIR_PRICE_OFFSET);
}
/**
* @dev Returns `sample`'s accumulator of the logarithm of the pair price.
*/
function _accLogPairPrice(bytes32 sample) private pure returns (int256) {
return sample.decodeInt53(_ACC_LOG_PAIR_PRICE_OFFSET);
}
/**
* @dev Returns `sample`'s instant value for the logarithm of the BPT price.
*/
function _instLogBptPrice(bytes32 sample) private pure returns (int256) {
return sample.decodeInt22(_INST_LOG_BPT_PRICE_OFFSET);
}
/**
* @dev Returns `sample`'s accumulator of the logarithm of the BPT price.
*/
function _accLogBptPrice(bytes32 sample) private pure returns (int256) {
return sample.decodeInt53(_ACC_LOG_BPT_PRICE_OFFSET);
}
/**
* @dev Returns `sample`'s instant value for the logarithm of the invariant.
*/
function _instLogInvariant(bytes32 sample) private pure returns (int256) {
return sample.decodeInt22(_INST_LOG_INVARIANT_OFFSET);
}
/**
* @dev Returns `sample`'s accumulator of the logarithm of the invariant.
*/
function _accLogInvariant(bytes32 sample) private pure returns (int256) {
return sample.decodeInt53(_ACC_LOG_INVARIANT_OFFSET);
}
/**
* @dev Returns a sample created by packing together its components.
*/
function pack(
int256 instLogPairPrice,
int256 accLogPairPrice,
int256 instLogBptPrice,
int256 accLogBptPrice,
int256 instLogInvariant,
int256 accLogInvariant,
uint256 _timestamp
) internal pure returns (bytes32) {
return
instLogPairPrice.encodeInt22(_INST_LOG_PAIR_PRICE_OFFSET) |
accLogPairPrice.encodeInt53(_ACC_LOG_PAIR_PRICE_OFFSET) |
instLogBptPrice.encodeInt22(_INST_LOG_BPT_PRICE_OFFSET) |
accLogBptPrice.encodeInt53(_ACC_LOG_BPT_PRICE_OFFSET) |
instLogInvariant.encodeInt22(_INST_LOG_INVARIANT_OFFSET) |
accLogInvariant.encodeInt53(_ACC_LOG_INVARIANT_OFFSET) |
_timestamp.encodeUint(_TIMESTAMP_OFFSET); // Using 31 bits
}
/**
* @dev Unpacks a sample into its components.
*/
function unpack(bytes32 sample)
internal
pure
returns (
int256 logPairPrice,
int256 accLogPairPrice,
int256 logBptPrice,
int256 accLogBptPrice,
int256 logInvariant,
int256 accLogInvariant,
uint256 _timestamp
)
{
logPairPrice = _instLogPairPrice(sample);
accLogPairPrice = _accLogPairPrice(sample);
logBptPrice = _instLogBptPrice(sample);
accLogBptPrice = _accLogBptPrice(sample);
logInvariant = _instLogInvariant(sample);
accLogInvariant = _accLogInvariant(sample);
_timestamp = timestamp(sample);
}
}
// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
pragma solidity ^0.7.0;
import "@balancer-labs/v2-solidity-utils/contracts/math/Math.sol";
import "@balancer-labs/v2-solidity-utils/contracts/math/FixedPoint.sol";
// This is a contract to emulate file-level functions. Convert to a library
// after the migration to solc v0.7.1.
// solhint-disable private-vars-leading-underscore
// solhint-disable var-name-mixedcase
contract StableMath {
using FixedPoint for uint256;
uint256 internal constant _MIN_AMP = 1;
uint256 internal constant _MAX_AMP = 5000;
uint256 internal constant _AMP_PRECISION = 1e3;
uint256 internal constant _MAX_STABLE_TOKENS = 5;
// Note on unchecked arithmetic:
// This contract performs a large number of additions, subtractions, multiplications and divisions, often inside
// loops. Since many of these operations are gas-sensitive (as they happen e.g. during a swap), it is important to
// not make any unnecessary checks. We rely on a set of invariants to avoid having to use checked arithmetic (the
// Math library), including:
// - the number of tokens is bounded by _MAX_STABLE_TOKENS
// - the amplification parameter is bounded by _MAX_AMP * _AMP_PRECISION, which fits in 23 bits
// - the token balances are bounded by 2^112 (guaranteed by the Vault) times 1e18 (the maximum scaling factor),
// which fits in 172 bits
//
// This means e.g. we can safely multiply a balance by the amplification parameter without worrying about overflow.
// Computes the invariant given the current balances, using the Newton-Raphson approximation.
// The amplification parameter equals: A n^(n-1)
function _calculateInvariant(
uint256 amplificationParameter,
uint256[] memory balances,
bool roundUp
) internal pure returns (uint256) {
/**********************************************************************************************
// invariant //
// D = invariant D^(n+1) //
// A = amplification coefficient A n^n S + D = A D n^n + ----------- //
// S = sum of balances n^n P //
// P = product of balances //
// n = number of tokens //
*********x************************************************************************************/
// We support rounding up or down.
uint256 sum = 0;
uint256 numTokens = balances.length;
for (uint256 i = 0; i < numTokens; i++) {
sum = sum.add(balances[i]);
}
if (sum == 0) {
return 0;
}
uint256 prevInvariant = 0;
uint256 invariant = sum;
uint256 ampTimesTotal = amplificationParameter * numTokens;
for (uint256 i = 0; i < 255; i++) {
uint256 P_D = balances[0] * numTokens;
for (uint256 j = 1; j < numTokens; j++) {
P_D = Math.div(Math.mul(Math.mul(P_D, balances[j]), numTokens), invariant, roundUp);
}
prevInvariant = invariant;
invariant = Math.div(
Math.mul(Math.mul(numTokens, invariant), invariant).add(
Math.div(Math.mul(Math.mul(ampTimesTotal, sum), P_D), _AMP_PRECISION, roundUp)
),
Math.mul(numTokens + 1, invariant).add(
// No need to use checked arithmetic for the amp precision, the amp is guaranteed to be at least 1
Math.div(Math.mul(ampTimesTotal - _AMP_PRECISION, P_D), _AMP_PRECISION, !roundUp)
),
roundUp
);
if (invariant > prevInvariant) {
if (invariant - prevInvariant <= 1) {
return invariant;
}
} else if (prevInvariant - invariant <= 1) {
return invariant;
}
}
_revert(Errors.STABLE_GET_BALANCE_DIDNT_CONVERGE);
}
// Computes how many tokens can be taken out of a pool if `tokenAmountIn` are sent, given the current balances.
// The amplification parameter equals: A n^(n-1)
function _calcOutGivenIn(
uint256 amplificationParameter,
uint256[] memory balances,
uint256 tokenIndexIn,
uint256 tokenIndexOut,
uint256 tokenAmountIn
) internal pure returns (uint256) {
/**************************************************************************************************************
// outGivenIn token x for y - polynomial equation to solve //
// ay = amount out to calculate //
// by = balance token out //
// y = by - ay (finalBalanceOut) //
// D = invariant D D^(n+1) //
// A = amplification coefficient y^2 + ( S - ---------- - D) * y - ------------- = 0 //
// n = number of tokens (A * n^n) A * n^2n * P //
// S = sum of final balances but y //
// P = product of final balances but y //
**************************************************************************************************************/
// Amount out, so we round down overall.
// Given that we need to have a greater final balance out, the invariant needs to be rounded up
uint256 invariant = _calculateInvariant(amplificationParameter, balances, true);
balances[tokenIndexIn] = balances[tokenIndexIn].add(tokenAmountIn);
uint256 finalBalanceOut = _getTokenBalanceGivenInvariantAndAllOtherBalances(
amplificationParameter,
balances,
invariant,
tokenIndexOut
);
// No need to use checked arithmetic since `tokenAmountIn` was actually added to the same balance right before
// calling `_getTokenBalanceGivenInvariantAndAllOtherBalances` which doesn't alter the balances array.
balances[tokenIndexIn] = balances[tokenIndexIn] - tokenAmountIn;
return balances[tokenIndexOut].sub(finalBalanceOut).sub(1);
}
// Computes how many tokens must be sent to a pool if `tokenAmountOut` are sent given the
// current balances, using the Newton-Raphson approximation.
// The amplification parameter equals: A n^(n-1)
function _calcInGivenOut(
uint256 amplificationParameter,
uint256[] memory balances,
uint256 tokenIndexIn,
uint256 tokenIndexOut,
uint256 tokenAmountOut
) internal pure returns (uint256) {
/**************************************************************************************************************
// inGivenOut token x for y - polynomial equation to solve //
// ax = amount in to calculate //
// bx = balance token in //
// x = bx + ax (finalBalanceIn) //
// D = invariant D D^(n+1) //
// A = amplification coefficient x^2 + ( S - ---------- - D) * x - ------------- = 0 //
// n = number of tokens (A * n^n) A * n^2n * P //
// S = sum of final balances but x //
// P = product of final balances but x //
**************************************************************************************************************/
// Amount in, so we round up overall.
// Given that we need to have a greater final balance in, the invariant needs to be rounded up
uint256 invariant = _calculateInvariant(amplificationParameter, balances, true);
balances[tokenIndexOut] = balances[tokenIndexOut].sub(tokenAmountOut);
uint256 finalBalanceIn = _getTokenBalanceGivenInvariantAndAllOtherBalances(
amplificationParameter,
balances,
invariant,
tokenIndexIn
);
// No need to use checked arithmetic since `tokenAmountOut` was actually subtracted from the same balance right
// before calling `_getTokenBalanceGivenInvariantAndAllOtherBalances` which doesn't alter the balances array.
balances[tokenIndexOut] = balances[tokenIndexOut] + tokenAmountOut;
return finalBalanceIn.sub(balances[tokenIndexIn]).add(1);
}
function _calcBptOutGivenExactTokensIn(
uint256 amp,
uint256[] memory balances,
uint256[] memory amountsIn,
uint256 bptTotalSupply,
uint256 swapFeePercentage
) internal pure returns (uint256) {
// BPT out, so we round down overall.
// First loop calculates the sum of all token balances, which will be used to calculate
// the current weights of each token, relative to this sum
uint256 sumBalances = 0;
for (uint256 i = 0; i < balances.length; i++) {
sumBalances = sumBalances.add(balances[i]);
}
// Calculate the weighted balance ratio without considering fees
uint256[] memory balanceRatiosWithFee = new uint256[](amountsIn.length);
// The weighted sum of token balance ratios without fee
uint256 invariantRatioWithFees = 0;
for (uint256 i = 0; i < balances.length; i++) {
uint256 currentWeight = balances[i].divDown(sumBalances);
balanceRatiosWithFee[i] = balances[i].add(amountsIn[i]).divDown(balances[i]);
invariantRatioWithFees = invariantRatioWithFees.add(balanceRatiosWithFee[i].mulDown(currentWeight));
}
// Second loop calculates new amounts in, taking into account the fee on the percentage excess
uint256[] memory newBalances = new uint256[](balances.length);
for (uint256 i = 0; i < balances.length; i++) {
uint256 amountInWithoutFee;
// Check if the balance ratio is greater than the ideal ratio to charge fees or not
if (balanceRatiosWithFee[i] > invariantRatioWithFees) {
uint256 nonTaxableAmount = balances[i].mulDown(invariantRatioWithFees.sub(FixedPoint.ONE));
uint256 taxableAmount = amountsIn[i].sub(nonTaxableAmount);
// No need to use checked arithmetic for the swap fee, it is guaranteed to be lower than 50%
amountInWithoutFee = nonTaxableAmount.add(taxableAmount.mulDown(FixedPoint.ONE - swapFeePercentage));
} else {
amountInWithoutFee = amountsIn[i];
}
newBalances[i] = balances[i].add(amountInWithoutFee);
}
// Get current and new invariants, taking swap fees into account
uint256 currentInvariant = _calculateInvariant(amp, balances, true);
uint256 newInvariant = _calculateInvariant(amp, newBalances, false);
uint256 invariantRatio = newInvariant.divDown(currentInvariant);
// If the invariant didn't increase for any reason, we simply don't mint BPT
if (invariantRatio > FixedPoint.ONE) {
return bptTotalSupply.mulDown(invariantRatio - FixedPoint.ONE);
} else {
return 0;
}
}
function _calcTokenInGivenExactBptOut(
uint256 amp,
uint256[] memory balances,
uint256 tokenIndex,
uint256 bptAmountOut,
uint256 bptTotalSupply,
uint256 swapFeePercentage
) internal pure returns (uint256) {
// Token in, so we round up overall.
// Get the current invariant
uint256 currentInvariant = _calculateInvariant(amp, balances, true);
// Calculate new invariant
uint256 newInvariant = bptTotalSupply.add(bptAmountOut).divUp(bptTotalSupply).mulUp(currentInvariant);
// Calculate amount in without fee.
uint256 newBalanceTokenIndex = _getTokenBalanceGivenInvariantAndAllOtherBalances(
amp,
balances,
newInvariant,
tokenIndex
);
uint256 amountInWithoutFee = newBalanceTokenIndex.sub(balances[tokenIndex]);
// First calculate the sum of all token balances, which will be used to calculate
// the current weight of each token
uint256 sumBalances = 0;
for (uint256 i = 0; i < balances.length; i++) {
sumBalances = sumBalances.add(balances[i]);
}
// We can now compute how much extra balance is being deposited and used in virtual swaps, and charge swap fees
// accordingly.
uint256 currentWeight = balances[tokenIndex].divDown(sumBalances);
uint256 taxablePercentage = currentWeight.complement();
uint256 taxableAmount = amountInWithoutFee.mulUp(taxablePercentage);
uint256 nonTaxableAmount = amountInWithoutFee.sub(taxableAmount);
// No need to use checked arithmetic for the swap fee, it is guaranteed to be lower than 50%
return nonTaxableAmount.add(taxableAmount.divUp(FixedPoint.ONE - swapFeePercentage));
}
/*
Flow of calculations:
amountsTokenOut -> amountsOutProportional ->
amountOutPercentageExcess -> amountOutBeforeFee -> newInvariant -> amountBPTIn
*/
function _calcBptInGivenExactTokensOut(
uint256 amp,
uint256[] memory balances,
uint256[] memory amountsOut,
uint256 bptTotalSupply,
uint256 swapFeePercentage
) internal pure returns (uint256) {
// BPT in, so we round up overall.
// First loop calculates the sum of all token balances, which will be used to calculate
// the current weights of each token relative to this sum
uint256 sumBalances = 0;
for (uint256 i = 0; i < balances.length; i++) {
sumBalances = sumBalances.add(balances[i]);
}
// Calculate the weighted balance ratio without considering fees
uint256[] memory balanceRatiosWithoutFee = new uint256[](amountsOut.length);
uint256 invariantRatioWithoutFees = 0;
for (uint256 i = 0; i < balances.length; i++) {
uint256 currentWeight = balances[i].divUp(sumBalances);
balanceRatiosWithoutFee[i] = balances[i].sub(amountsOut[i]).divUp(balances[i]);
invariantRatioWithoutFees = invariantRatioWithoutFees.add(balanceRatiosWithoutFee[i].mulUp(currentWeight));
}
// Second loop calculates new amounts in, taking into account the fee on the percentage excess
uint256[] memory newBalances = new uint256[](balances.length);
for (uint256 i = 0; i < balances.length; i++) {
// Swap fees are typically charged on 'token in', but there is no 'token in' here, so we apply it to
// 'token out'. This results in slightly larger price impact.
uint256 amountOutWithFee;
if (invariantRatioWithoutFees > balanceRatiosWithoutFee[i]) {
uint256 nonTaxableAmount = balances[i].mulDown(invariantRatioWithoutFees.complement());
uint256 taxableAmount = amountsOut[i].sub(nonTaxableAmount);
// No need to use checked arithmetic for the swap fee, it is guaranteed to be lower than 50%
amountOutWithFee = nonTaxableAmount.add(taxableAmount.divUp(FixedPoint.ONE - swapFeePercentage));
} else {
amountOutWithFee = amountsOut[i];
}
newBalances[i] = balances[i].sub(amountOutWithFee);
}
// Get current and new invariants, taking into account swap fees
uint256 currentInvariant = _calculateInvariant(amp, balances, true);
uint256 newInvariant = _calculateInvariant(amp, newBalances, false);
uint256 invariantRatio = newInvariant.divDown(currentInvariant);
// return amountBPTIn
return bptTotalSupply.mulUp(invariantRatio.complement());
}
function _calcTokenOutGivenExactBptIn(
uint256 amp,
uint256[] memory balances,
uint256 tokenIndex,
uint256 bptAmountIn,
uint256 bptTotalSupply,
uint256 swapFeePercentage
) internal pure returns (uint256) {
// Token out, so we round down overall.
// Get the current and new invariants. Since we need a bigger new invariant, we round the current one up.
uint256 currentInvariant = _calculateInvariant(amp, balances, true);
uint256 newInvariant = bptTotalSupply.sub(bptAmountIn).divUp(bptTotalSupply).mulUp(currentInvariant);
// Calculate amount out without fee
uint256 newBalanceTokenIndex = _getTokenBalanceGivenInvariantAndAllOtherBalances(
amp,
balances,
newInvariant,
tokenIndex
);
uint256 amountOutWithoutFee = balances[tokenIndex].sub(newBalanceTokenIndex);
// First calculate the sum of all token balances, which will be used to calculate
// the current weight of each token
uint256 sumBalances = 0;
for (uint256 i = 0; i < balances.length; i++) {
sumBalances = sumBalances.add(balances[i]);
}
// We can now compute how much excess balance is being withdrawn as a result of the virtual swaps, which result
// in swap fees.
uint256 currentWeight = balances[tokenIndex].divDown(sumBalances);
uint256 taxablePercentage = currentWeight.complement();
// Swap fees are typically charged on 'token in', but there is no 'token in' here, so we apply it
// to 'token out'. This results in slightly larger price impact. Fees are rounded up.
uint256 taxableAmount = amountOutWithoutFee.mulUp(taxablePercentage);
uint256 nonTaxableAmount = amountOutWithoutFee.sub(taxableAmount);
// No need to use checked arithmetic for the swap fee, it is guaranteed to be lower than 50%
return nonTaxableAmount.add(taxableAmount.mulDown(FixedPoint.ONE - swapFeePercentage));
}
function _calcTokensOutGivenExactBptIn(
uint256[] memory balances,
uint256 bptAmountIn,
uint256 bptTotalSupply
) internal pure returns (uint256[] memory) {
/**********************************************************************************************
// exactBPTInForTokensOut //
// (per token) //
// aO = tokenAmountOut / bptIn \ //
// b = tokenBalance a0 = b * | --------------------- | //
// bptIn = bptAmountIn \ bptTotalSupply / //
// bpt = bptTotalSupply //
**********************************************************************************************/
// Since we're computing an amount out, we round down overall. This means rounding down on both the
// multiplication and division.
uint256 bptRatio = bptAmountIn.divDown(bptTotalSupply);
uint256[] memory amountsOut = new uint256[](balances.length);
for (uint256 i = 0; i < balances.length; i++) {
amountsOut[i] = balances[i].mulDown(bptRatio);
}
return amountsOut;
}
// The amplification parameter equals: A n^(n-1)
function _calcDueTokenProtocolSwapFeeAmount(
uint256 amplificationParameter,
uint256[] memory balances,
uint256 lastInvariant,
uint256 tokenIndex,
uint256 protocolSwapFeePercentage
) internal pure returns (uint256) {
/**************************************************************************************************************
// oneTokenSwapFee - polynomial equation to solve //
// af = fee amount to calculate in one token //
// bf = balance of fee token //
// f = bf - af (finalBalanceFeeToken) //
// D = old invariant D D^(n+1) //
// A = amplification coefficient f^2 + ( S - ---------- - D) * f - ------------- = 0 //
// n = number of tokens (A * n^n) A * n^2n * P //
// S = sum of final balances but f //
// P = product of final balances but f //
**************************************************************************************************************/
// Protocol swap fee amount, so we round down overall.
uint256 finalBalanceFeeToken = _getTokenBalanceGivenInvariantAndAllOtherBalances(
amplificationParameter,
balances,
lastInvariant,
tokenIndex
);
if (balances[tokenIndex] <= finalBalanceFeeToken) {
// This shouldn't happen outside of rounding errors, but have this safeguard nonetheless to prevent the Pool
// from entering a locked state in which joins and exits revert while computing accumulated swap fees.
return 0;
}
// Result is rounded down
uint256 accumulatedTokenSwapFees = balances[tokenIndex] - finalBalanceFeeToken;
return accumulatedTokenSwapFees.mulDown(protocolSwapFeePercentage).divDown(FixedPoint.ONE);
}
// Private functions
// This function calculates the balance of a given token (tokenIndex)
// given all the other balances and the invariant
function _getTokenBalanceGivenInvariantAndAllOtherBalances(
uint256 amplificationParameter,
uint256[] memory balances,
uint256 invariant,
uint256 tokenIndex
) internal pure returns (uint256) {
// Rounds result up overall
uint256 ampTimesTotal = amplificationParameter * balances.length;
uint256 sum = balances[0];
uint256 P_D = balances[0] * balances.length;
for (uint256 j = 1; j < balances.length; j++) {
P_D = Math.divDown(Math.mul(Math.mul(P_D, balances[j]), balances.length), invariant);
sum = sum.add(balances[j]);
}
// No need to use safe math, based on the loop above `sum` is greater than or equal to `balances[tokenIndex]`
sum = sum - balances[tokenIndex];
uint256 inv2 = Math.mul(invariant, invariant);
// We remove the balance fromm c by multiplying it
uint256 c = Math.mul(
Math.mul(Math.divUp(inv2, Math.mul(ampTimesTotal, P_D)), _AMP_PRECISION),
balances[tokenIndex]
);
uint256 b = sum.add(Math.mul(Math.divDown(invariant, ampTimesTotal), _AMP_PRECISION));
// We iterate to find the balance
uint256 prevTokenBalance = 0;
// We multiply the first iteration outside the loop with the invariant to set the value of the
// initial approximation.
uint256 tokenBalance = Math.divUp(inv2.add(c), invariant.add(b));
for (uint256 i = 0; i < 255; i++) {
prevTokenBalance = tokenBalance;
tokenBalance = Math.divUp(
Math.mul(tokenBalance, tokenBalance).add(c),
Math.mul(tokenBalance, 2).add(b).sub(invariant)
);
if (tokenBalance > prevTokenBalance) {
if (tokenBalance - prevTokenBalance <= 1) {
return tokenBalance;
}
} else if (prevTokenBalance - tokenBalance <= 1) {
return tokenBalance;
}
}
_revert(Errors.STABLE_GET_BALANCE_DIDNT_CONVERGE);
}
}
// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
pragma solidity ^0.7.0;
import "@balancer-labs/v2-solidity-utils/contracts/math/FixedPoint.sol";
import "@balancer-labs/v2-solidity-utils/contracts/helpers/LogCompression.sol";
import "../StableMath.sol";
contract StableOracleMath is StableMath {
using FixedPoint for uint256;
/**
* @dev Calculates the spot price of token Y and BPT in token X.
*/
function _calcLogPrices(
uint256 amplificationParameter,
uint256 balanceX,
uint256 balanceY,
int256 logBptTotalSupply
) internal pure returns (int256 logSpotPrice, int256 logBptPrice) {
uint256 spotPrice = _calcSpotPrice(amplificationParameter, balanceX, balanceY);
logBptPrice = _calcLogBptPrice(spotPrice, balanceX, balanceY, logBptTotalSupply);
logSpotPrice = LogCompression.toLowResLog(spotPrice);
}
/**
* @dev Calculates the spot price of token Y in token X.
*/
function _calcSpotPrice(
uint256 amplificationParameter,
uint256 balanceX,
uint256 balanceY
) internal pure returns (uint256) {
/**************************************************************************************************************
// //
// 2.a.x.y + a.y^2 + b.y //
// spot price Y/X = - dx/dy = ----------------------- //
// 2.a.x.y + a.x^2 + b.x //
// //
// n = 2 //
// a = amp param * n //
// b = D + a.(S - D) //
// D = invariant //
// S = sum of balances but x,y = 0 since x and y are the only tokens //
**************************************************************************************************************/
uint256 invariant = _calculateInvariant(amplificationParameter, _balances(balanceX, balanceY), true);
uint256 a = (amplificationParameter * 2) / _AMP_PRECISION;
uint256 b = Math.mul(invariant, a).sub(invariant);
uint256 axy2 = Math.mul(a * 2, balanceX).mulDown(balanceY); // n = 2
// dx = a.x.y.2 + a.y^2 - b.y
uint256 derivativeX = axy2.add(Math.mul(a, balanceY).mulDown(balanceY)).sub(b.mulDown(balanceY));
// dy = a.x.y.2 + a.x^2 - b.x
uint256 derivativeY = axy2.add(Math.mul(a, balanceX).mulDown(balanceX)).sub(b.mulDown(balanceX));
// The rounding direction is irrelevant as we're about to introduce a much larger error when converting to log
// space. We use `divUp` as it prevents the result from being zero, which would make the logarithm revert. A
// result of zero is therefore only possible with zero balances, which are prevented via other means.
return derivativeX.divUp(derivativeY);
}
/**
* @dev Calculates the price of BPT in token X. `logBptTotalSupply` should be the result of calling
* `LogCompression.toLowResLog` with the current BPT supply, and `spotPrice` the price of token
* Y in token X (obtainable via `_calcSpotPrice()`.
*
* The return value is a 4 decimal fixed-point number: use `LogCompression.fromLowResLog`
* to recover the original value.
*/
function _calcLogBptPrice(
uint256 spotPrice,
uint256 balanceX,
uint256 balanceY,
int256 logBptTotalSupply
) internal pure returns (int256) {
/**************************************************************************************************************
// //
// balance X + (spot price Y/X * balance Y) //
// BPT price = ------------------------------------------ //
// total supply //
// //
// ln(BPT price) = ln(balance X + (spot price Y/X * balance Y)) - ln(totalSupply) //
**************************************************************************************************************/
// The rounding direction is irrelevant as we're about to introduce a much larger error when converting to log
// space. We use `mulUp` as it prevents the result from being zero, which would make the logarithm revert. A
// result of zero is therefore only possible with zero balances, which are prevented via other means.
uint256 totalBalanceX = balanceX.add(spotPrice.mulUp(balanceY));
int256 logTotalBalanceX = LogCompression.toLowResLog(totalBalanceX);
// Because we're subtracting two values in log space, this value has a larger error (+-0.0001 instead of
// +-0.00005), which results in a final larger relative error of around 0.1%.
return logTotalBalanceX - logBptTotalSupply;
}
function _balances(uint256 balanceX, uint256 balanceY) private pure returns (uint256[] memory balances) {
balances = new uint256[](2);
balances[0] = balanceX;
balances[1] = balanceY;
}
}
// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
pragma solidity ^0.7.0;
pragma experimental ABIEncoderV2;
import "@balancer-labs/v2-solidity-utils/contracts/math/FixedPoint.sol";
import "@balancer-labs/v2-solidity-utils/contracts/helpers/InputHelpers.sol";
import "@balancer-labs/v2-solidity-utils/contracts/helpers/WordCodec.sol";
import "@balancer-labs/v2-pool-utils/contracts/BaseGeneralPool.sol";
import "@balancer-labs/v2-pool-utils/contracts/BaseMinimalSwapInfoPool.sol";
import "@balancer-labs/v2-pool-utils/contracts/interfaces/IRateProvider.sol";
import "./StableMath.sol";
import "./StablePoolUserDataHelpers.sol";
contract StablePool is BaseGeneralPool, BaseMinimalSwapInfoPool, StableMath, IRateProvider {
using WordCodec for bytes32;
using FixedPoint for uint256;
using StablePoolUserDataHelpers for bytes;
// This contract uses timestamps to slowly update its Amplification parameter over time. These changes must occur
// over a minimum time period much larger than the blocktime, making timestamp manipulation a non-issue.
// solhint-disable not-rely-on-time
// Amplification factor changes must happen over a minimum period of one day, and can at most divide or multiple the
// current value by 2 every day.
// WARNING: this only limits *a single* amplification change to have a maximum rate of change of twice the original
// value daily. It is possible to perform multiple amplification changes in sequence to increase this value more
// rapidly: for example, by doubling the value every day it can increase by a factor of 8 over three days (2^3).
uint256 private constant _MIN_UPDATE_TIME = 1 days;
uint256 private constant _MAX_AMP_UPDATE_DAILY_RATE = 2;
bytes32 private _packedAmplificationData;
event AmpUpdateStarted(uint256 startValue, uint256 endValue, uint256 startTime, uint256 endTime);
event AmpUpdateStopped(uint256 currentValue);
uint256 private immutable _totalTokens;
IERC20 internal immutable _token0;
IERC20 internal immutable _token1;
IERC20 internal immutable _token2;
IERC20 internal immutable _token3;
IERC20 internal immutable _token4;
// All token balances are normalized to behave as if the token had 18 decimals. We assume a token's decimals will
// not change throughout its lifetime, and store the corresponding scaling factor for each at construction time.
// These factors are always greater than or equal to one: tokens with more than 18 decimals are not supported.
uint256 internal immutable _scalingFactor0;
uint256 internal immutable _scalingFactor1;
uint256 internal immutable _scalingFactor2;
uint256 internal immutable _scalingFactor3;
uint256 internal immutable _scalingFactor4;
// To track how many tokens are owed to the Vault as protocol fees, we measure and store the value of the invariant
// after every join and exit. All invariant growth that happens between join and exit events is due to swap fees.
uint256 internal _lastInvariant;
// Because the invariant depends on the amplification parameter, and this value may change over time, we should only
// compare invariants that were computed using the same value. We therefore store it whenever we store
// _lastInvariant.
uint256 internal _lastInvariantAmp;
enum JoinKind { INIT, EXACT_TOKENS_IN_FOR_BPT_OUT, TOKEN_IN_FOR_EXACT_BPT_OUT }
enum ExitKind { EXACT_BPT_IN_FOR_ONE_TOKEN_OUT, EXACT_BPT_IN_FOR_TOKENS_OUT, BPT_IN_FOR_EXACT_TOKENS_OUT }
constructor(
IVault vault,
string memory name,
string memory symbol,
IERC20[] memory tokens,
uint256 amplificationParameter,
uint256 swapFeePercentage,
uint256 pauseWindowDuration,
uint256 bufferPeriodDuration,
address owner
)
BasePool(
vault,
// Because we're inheriting from both BaseGeneralPool and BaseMinimalSwapInfoPool we can choose any
// specialization setting. Since this Pool never registers or deregisters any tokens after construction,
// picking Two Token when the Pool only has two tokens is free gas savings.
tokens.length == 2 ? IVault.PoolSpecialization.TWO_TOKEN : IVault.PoolSpecialization.GENERAL,
name,
symbol,
tokens,
new address[](tokens.length),
swapFeePercentage,
pauseWindowDuration,
bufferPeriodDuration,
owner
)
{
_require(amplificationParameter >= _MIN_AMP, Errors.MIN_AMP);
_require(amplificationParameter <= _MAX_AMP, Errors.MAX_AMP);
uint256 totalTokens = tokens.length;
_totalTokens = totalTokens;
// Immutable variables cannot be initialized inside an if statement, so we must do conditional assignments
_token0 = tokens[0];
_token1 = tokens[1];
_token2 = totalTokens > 2 ? tokens[2] : IERC20(0);
_token3 = totalTokens > 3 ? tokens[3] : IERC20(0);
_token4 = totalTokens > 4 ? tokens[4] : IERC20(0);
_scalingFactor0 = _computeScalingFactor(tokens[0]);
_scalingFactor1 = _computeScalingFactor(tokens[1]);
_scalingFactor2 = totalTokens > 2 ? _computeScalingFactor(tokens[2]) : 0;
_scalingFactor3 = totalTokens > 3 ? _computeScalingFactor(tokens[3]) : 0;
_scalingFactor4 = totalTokens > 4 ? _computeScalingFactor(tokens[4]) : 0;
uint256 initialAmp = Math.mul(amplificationParameter, _AMP_PRECISION);
_setAmplificationData(initialAmp);
}
function getLastInvariant() external view returns (uint256 lastInvariant, uint256 lastInvariantAmp) {
lastInvariant = _lastInvariant;
lastInvariantAmp = _lastInvariantAmp;
}
// Base Pool handlers
// Swap - General Pool specialization (from BaseGeneralPool)
function _onSwapGivenIn(
SwapRequest memory swapRequest,
uint256[] memory balances,
uint256 indexIn,
uint256 indexOut
) internal virtual override whenNotPaused returns (uint256) {
(uint256 currentAmp, ) = _getAmplificationParameter();
uint256 amountOut = StableMath._calcOutGivenIn(currentAmp, balances, indexIn, indexOut, swapRequest.amount);
return amountOut;
}
function _onSwapGivenOut(
SwapRequest memory swapRequest,
uint256[] memory balances,
uint256 indexIn,
uint256 indexOut
) internal virtual override whenNotPaused returns (uint256) {
(uint256 currentAmp, ) = _getAmplificationParameter();
uint256 amountIn = StableMath._calcInGivenOut(currentAmp, balances, indexIn, indexOut, swapRequest.amount);
return amountIn;
}
// Swap - Two Token Pool specialization (from BaseMinimalSwapInfoPool)
function _onSwapGivenIn(
SwapRequest memory swapRequest,
uint256 balanceTokenIn,
uint256 balanceTokenOut
) internal virtual override returns (uint256) {
_require(_getTotalTokens() == 2, Errors.NOT_TWO_TOKENS);
(uint256[] memory balances, uint256 indexIn, uint256 indexOut) = _getSwapBalanceArrays(
swapRequest,
balanceTokenIn,
balanceTokenOut
);
return _onSwapGivenIn(swapRequest, balances, indexIn, indexOut);
}
function _onSwapGivenOut(
SwapRequest memory swapRequest,
uint256 balanceTokenIn,
uint256 balanceTokenOut
) internal virtual override returns (uint256) {
_require(_getTotalTokens() == 2, Errors.NOT_TWO_TOKENS);
(uint256[] memory balances, uint256 indexIn, uint256 indexOut) = _getSwapBalanceArrays(
swapRequest,
balanceTokenIn,
balanceTokenOut
);
return _onSwapGivenOut(swapRequest, balances, indexIn, indexOut);
}
function _getSwapBalanceArrays(
SwapRequest memory swapRequest,
uint256 balanceTokenIn,
uint256 balanceTokenOut
)
private
view
returns (
uint256[] memory balances,
uint256 indexIn,
uint256 indexOut
)
{
balances = new uint256[](2);
if (_isToken0(swapRequest.tokenIn)) {
indexIn = 0;
indexOut = 1;
balances[0] = balanceTokenIn;
balances[1] = balanceTokenOut;
} else {
// _token0 == swapRequest.tokenOut
indexOut = 0;
indexIn = 1;
balances[0] = balanceTokenOut;
balances[1] = balanceTokenIn;
}
}
// Initialize
function _onInitializePool(
bytes32,
address,
address,
uint256[] memory scalingFactors,
bytes memory userData
) internal virtual override whenNotPaused returns (uint256, uint256[] memory) {
// It would be strange for the Pool to be paused before it is initialized, but for consistency we prevent
// initialization in this case.
StablePool.JoinKind kind = userData.joinKind();
_require(kind == StablePool.JoinKind.INIT, Errors.UNINITIALIZED);
uint256[] memory amountsIn = userData.initialAmountsIn();
InputHelpers.ensureInputLengthMatch(amountsIn.length, _getTotalTokens());
_upscaleArray(amountsIn, scalingFactors);
(uint256 currentAmp, ) = _getAmplificationParameter();
uint256 invariantAfterJoin = StableMath._calculateInvariant(currentAmp, amountsIn, true);
// Set the initial BPT to the value of the invariant.
uint256 bptAmountOut = invariantAfterJoin;
_updateLastInvariant(invariantAfterJoin, currentAmp);
return (bptAmountOut, amountsIn);
}
// Join
function _onJoinPool(
bytes32,
address,
address,
uint256[] memory balances,
uint256,
uint256 protocolSwapFeePercentage,
uint256[] memory scalingFactors,
bytes memory userData
)
internal
virtual
override
whenNotPaused
returns (
uint256,
uint256[] memory,
uint256[] memory
)
{
// Due protocol swap fee amounts are computed by measuring the growth of the invariant between the previous join
// or exit event and now - the invariant's growth is due exclusively to swap fees. This avoids spending gas to
// calculate the fee amounts during each individual swap.
uint256[] memory dueProtocolFeeAmounts = _getDueProtocolFeeAmounts(balances, protocolSwapFeePercentage);
// Update current balances by subtracting the protocol fee amounts
_mutateAmounts(balances, dueProtocolFeeAmounts, FixedPoint.sub);
(uint256 bptAmountOut, uint256[] memory amountsIn) = _doJoin(balances, scalingFactors, userData);
// Update the invariant with the balances the Pool will have after the join, in order to compute the
// protocol swap fee amounts due in future joins and exits.
_updateInvariantAfterJoin(balances, amountsIn);
return (bptAmountOut, amountsIn, dueProtocolFeeAmounts);
}
function _doJoin(
uint256[] memory balances,
uint256[] memory scalingFactors,
bytes memory userData
) private view returns (uint256, uint256[] memory) {
JoinKind kind = userData.joinKind();
if (kind == JoinKind.EXACT_TOKENS_IN_FOR_BPT_OUT) {
return _joinExactTokensInForBPTOut(balances, scalingFactors, userData);
} else if (kind == JoinKind.TOKEN_IN_FOR_EXACT_BPT_OUT) {
return _joinTokenInForExactBPTOut(balances, userData);
} else {
_revert(Errors.UNHANDLED_JOIN_KIND);
}
}
function _joinExactTokensInForBPTOut(
uint256[] memory balances,
uint256[] memory scalingFactors,
bytes memory userData
) private view returns (uint256, uint256[] memory) {
(uint256[] memory amountsIn, uint256 minBPTAmountOut) = userData.exactTokensInForBptOut();
InputHelpers.ensureInputLengthMatch(_getTotalTokens(), amountsIn.length);
_upscaleArray(amountsIn, scalingFactors);
(uint256 currentAmp, ) = _getAmplificationParameter();
uint256 bptAmountOut = StableMath._calcBptOutGivenExactTokensIn(
currentAmp,
balances,
amountsIn,
totalSupply(),
getSwapFeePercentage()
);
_require(bptAmountOut >= minBPTAmountOut, Errors.BPT_OUT_MIN_AMOUNT);
return (bptAmountOut, amountsIn);
}
function _joinTokenInForExactBPTOut(uint256[] memory balances, bytes memory userData)
private
view
returns (uint256, uint256[] memory)
{
(uint256 bptAmountOut, uint256 tokenIndex) = userData.tokenInForExactBptOut();
// Note that there is no maximum amountIn parameter: this is handled by `IVault.joinPool`.
_require(tokenIndex < _getTotalTokens(), Errors.OUT_OF_BOUNDS);
uint256[] memory amountsIn = new uint256[](_getTotalTokens());
(uint256 currentAmp, ) = _getAmplificationParameter();
amountsIn[tokenIndex] = StableMath._calcTokenInGivenExactBptOut(
currentAmp,
balances,
tokenIndex,
bptAmountOut,
totalSupply(),
getSwapFeePercentage()
);
return (bptAmountOut, amountsIn);
}
// Exit
function _onExitPool(
bytes32,
address,
address,
uint256[] memory balances,
uint256,
uint256 protocolSwapFeePercentage,
uint256[] memory scalingFactors,
bytes memory userData
)
internal
virtual
override
returns (
uint256 bptAmountIn,
uint256[] memory amountsOut,
uint256[] memory dueProtocolFeeAmounts
)
{
// Exits are not completely disabled while the contract is paused: proportional exits (exact BPT in for tokens
// out) remain functional.
if (_isNotPaused()) {
// Due protocol swap fee amounts are computed by measuring the growth of the invariant between the previous
// join or exit event and now - the invariant's growth is due exclusively to swap fees. This avoids
// spending gas calculating fee amounts during each individual swap
dueProtocolFeeAmounts = _getDueProtocolFeeAmounts(balances, protocolSwapFeePercentage);
// Update current balances by subtracting the protocol fee amounts
_mutateAmounts(balances, dueProtocolFeeAmounts, FixedPoint.sub);
} else {
// If the contract is paused, swap protocol fee amounts are not charged to avoid extra calculations and
// reduce the potential for errors.
dueProtocolFeeAmounts = new uint256[](_getTotalTokens());
}
(bptAmountIn, amountsOut) = _doExit(balances, scalingFactors, userData);
// Update the invariant with the balances the Pool will have after the exit, in order to compute the
// protocol swap fee amounts due in future joins and exits.
_updateInvariantAfterExit(balances, amountsOut);
return (bptAmountIn, amountsOut, dueProtocolFeeAmounts);
}
function _doExit(
uint256[] memory balances,
uint256[] memory scalingFactors,
bytes memory userData
) private view returns (uint256, uint256[] memory) {
ExitKind kind = userData.exitKind();
if (kind == ExitKind.EXACT_BPT_IN_FOR_ONE_TOKEN_OUT) {
return _exitExactBPTInForTokenOut(balances, userData);
} else if (kind == ExitKind.EXACT_BPT_IN_FOR_TOKENS_OUT) {
return _exitExactBPTInForTokensOut(balances, userData);
} else {
// ExitKind.BPT_IN_FOR_EXACT_TOKENS_OUT
return _exitBPTInForExactTokensOut(balances, scalingFactors, userData);
}
}
function _exitExactBPTInForTokenOut(uint256[] memory balances, bytes memory userData)
private
view
whenNotPaused
returns (uint256, uint256[] memory)
{
// This exit function is disabled if the contract is paused.
(uint256 bptAmountIn, uint256 tokenIndex) = userData.exactBptInForTokenOut();
// Note that there is no minimum amountOut parameter: this is handled by `IVault.exitPool`.
_require(tokenIndex < _getTotalTokens(), Errors.OUT_OF_BOUNDS);
// We exit in a single token, so initialize amountsOut with zeros
uint256[] memory amountsOut = new uint256[](_getTotalTokens());
// And then assign the result to the selected token
(uint256 currentAmp, ) = _getAmplificationParameter();
amountsOut[tokenIndex] = StableMath._calcTokenOutGivenExactBptIn(
currentAmp,
balances,
tokenIndex,
bptAmountIn,
totalSupply(),
getSwapFeePercentage()
);
return (bptAmountIn, amountsOut);
}
function _exitExactBPTInForTokensOut(uint256[] memory balances, bytes memory userData)
private
view
returns (uint256, uint256[] memory)
{
// This exit function is the only one that is not disabled if the contract is paused: it remains unrestricted
// in an attempt to provide users with a mechanism to retrieve their tokens in case of an emergency.
// This particular exit function is the only one that remains available because it is the simplest one, and
// therefore the one with the lowest likelihood of errors.
uint256 bptAmountIn = userData.exactBptInForTokensOut();
// Note that there is no minimum amountOut parameter: this is handled by `IVault.exitPool`.
uint256[] memory amountsOut = StableMath._calcTokensOutGivenExactBptIn(balances, bptAmountIn, totalSupply());
return (bptAmountIn, amountsOut);
}
function _exitBPTInForExactTokensOut(
uint256[] memory balances,
uint256[] memory scalingFactors,
bytes memory userData
) private view whenNotPaused returns (uint256, uint256[] memory) {
// This exit function is disabled if the contract is paused.
(uint256[] memory amountsOut, uint256 maxBPTAmountIn) = userData.bptInForExactTokensOut();
InputHelpers.ensureInputLengthMatch(amountsOut.length, _getTotalTokens());
_upscaleArray(amountsOut, scalingFactors);
(uint256 currentAmp, ) = _getAmplificationParameter();
uint256 bptAmountIn = StableMath._calcBptInGivenExactTokensOut(
currentAmp,
balances,
amountsOut,
totalSupply(),
getSwapFeePercentage()
);
_require(bptAmountIn <= maxBPTAmountIn, Errors.BPT_IN_MAX_AMOUNT);
return (bptAmountIn, amountsOut);
}
// Helpers
/**
* @dev Stores the last measured invariant, and the amplification parameter used to compute it.
*/
function _updateLastInvariant(uint256 invariant, uint256 amplificationParameter) private {
_lastInvariant = invariant;
_lastInvariantAmp = amplificationParameter;
}
/**
* @dev Returns the amount of protocol fees to pay, given the value of the last stored invariant and the current
* balances.
*/
function _getDueProtocolFeeAmounts(uint256[] memory balances, uint256 protocolSwapFeePercentage)
private
view
returns (uint256[] memory)
{
// Initialize with zeros
uint256[] memory dueProtocolFeeAmounts = new uint256[](_getTotalTokens());
// Early return if the protocol swap fee percentage is zero, saving gas.
if (protocolSwapFeePercentage == 0) {
return dueProtocolFeeAmounts;
}
// Instead of paying the protocol swap fee in all tokens proportionally, we will pay it in a single one. This
// will reduce gas costs for single asset joins and exits, as at most only two Pool balances will change (the
// token joined/exited, and the token in which fees will be paid).
// The protocol fee is charged using the token with the highest balance in the pool.
uint256 chosenTokenIndex = 0;
uint256 maxBalance = balances[0];
for (uint256 i = 1; i < _getTotalTokens(); ++i) {
uint256 currentBalance = balances[i];
if (currentBalance > maxBalance) {
chosenTokenIndex = i;
maxBalance = currentBalance;
}
}
// Set the fee amount to pay in the selected token
dueProtocolFeeAmounts[chosenTokenIndex] = StableMath._calcDueTokenProtocolSwapFeeAmount(
_lastInvariantAmp,
balances,
_lastInvariant,
chosenTokenIndex,
protocolSwapFeePercentage
);
return dueProtocolFeeAmounts;
}
/**
* @dev Computes and stores the value of the invariant after a join, which is required to compute due protocol fees
* in the future.
*/
function _updateInvariantAfterJoin(uint256[] memory balances, uint256[] memory amountsIn) private {
_mutateAmounts(balances, amountsIn, FixedPoint.add);
(uint256 currentAmp, ) = _getAmplificationParameter();
// This invariant is used only to compute the final balance when calculating the protocol fees. These are
// rounded down, so we round the invariant up.
_updateLastInvariant(StableMath._calculateInvariant(currentAmp, balances, true), currentAmp);
}
/**
* @dev Computes and stores the value of the invariant after an exit, which is required to compute due protocol fees
* in the future.
*/
function _updateInvariantAfterExit(uint256[] memory balances, uint256[] memory amountsOut) private {
_mutateAmounts(balances, amountsOut, FixedPoint.sub);
(uint256 currentAmp, ) = _getAmplificationParameter();
// This invariant is used only to compute the final balance when calculating the protocol fees. These are
// rounded down, so we round the invariant up.
_updateLastInvariant(StableMath._calculateInvariant(currentAmp, balances, true), currentAmp);
}
/**
* @dev Mutates `amounts` by applying `mutation` with each entry in `arguments`.
*
* Equivalent to `amounts = amounts.map(mutation)`.
*/
function _mutateAmounts(
uint256[] memory toMutate,
uint256[] memory arguments,
function(uint256, uint256) pure returns (uint256) mutation
) private view {
for (uint256 i = 0; i < _getTotalTokens(); ++i) {
toMutate[i] = mutation(toMutate[i], arguments[i]);
}
}
/**
* @dev This function returns the appreciation of one BPT relative to the
* underlying tokens. This starts at 1 when the pool is created and grows over time
*/
function getRate() public view override returns (uint256) {
(, uint256[] memory balances, ) = getVault().getPoolTokens(getPoolId());
// When calculating the current BPT rate, we may not have paid the protocol fees, therefore
// the invariant should be smaller than its current value. Then, we round down overall.
(uint256 currentAmp, ) = _getAmplificationParameter();
_upscaleArray(balances, _scalingFactors());
uint256 invariant = StableMath._calculateInvariant(currentAmp, balances, false);
return invariant.divDown(totalSupply());
}
// Amplification
/**
* @dev Begins changing the amplification parameter to `rawEndValue` over time. The value will change linearly until
* `endTime` is reached, when it will be `rawEndValue`.
*
* NOTE: Internally, the amplification parameter is represented using higher precision. The values returned by
* `getAmplificationParameter` have to be corrected to account for this when comparing to `rawEndValue`.
*/
function startAmplificationParameterUpdate(uint256 rawEndValue, uint256 endTime) external authenticate {
_require(rawEndValue >= _MIN_AMP, Errors.MIN_AMP);
_require(rawEndValue <= _MAX_AMP, Errors.MAX_AMP);
uint256 duration = Math.sub(endTime, block.timestamp);
_require(duration >= _MIN_UPDATE_TIME, Errors.AMP_END_TIME_TOO_CLOSE);
(uint256 currentValue, bool isUpdating) = _getAmplificationParameter();
_require(!isUpdating, Errors.AMP_ONGOING_UPDATE);
uint256 endValue = Math.mul(rawEndValue, _AMP_PRECISION);
// daily rate = (endValue / currentValue) / duration * 1 day
// We perform all multiplications first to not reduce precision, and round the division up as we want to avoid
// large rates. Note that these are regular integer multiplications and divisions, not fixed point.
uint256 dailyRate = endValue > currentValue
? Math.divUp(Math.mul(1 days, endValue), Math.mul(currentValue, duration))
: Math.divUp(Math.mul(1 days, currentValue), Math.mul(endValue, duration));
_require(dailyRate <= _MAX_AMP_UPDATE_DAILY_RATE, Errors.AMP_RATE_TOO_HIGH);
_setAmplificationData(currentValue, endValue, block.timestamp, endTime);
}
/**
* @dev Stops the amplification parameter change process, keeping the current value.
*/
function stopAmplificationParameterUpdate() external authenticate {
(uint256 currentValue, bool isUpdating) = _getAmplificationParameter();
_require(isUpdating, Errors.AMP_NO_ONGOING_UPDATE);
_setAmplificationData(currentValue);
}
function _isOwnerOnlyAction(bytes32 actionId) internal view virtual override returns (bool) {
return
(actionId == getActionId(StablePool.startAmplificationParameterUpdate.selector)) ||
(actionId == getActionId(StablePool.stopAmplificationParameterUpdate.selector)) ||
super._isOwnerOnlyAction(actionId);
}
function getAmplificationParameter()
external
view
returns (
uint256 value,
bool isUpdating,
uint256 precision
)
{
(value, isUpdating) = _getAmplificationParameter();
precision = _AMP_PRECISION;
}
function _getAmplificationParameter() internal view returns (uint256 value, bool isUpdating) {
(uint256 startValue, uint256 endValue, uint256 startTime, uint256 endTime) = _getAmplificationData();
// Note that block.timestamp >= startTime, since startTime is set to the current time when an update starts
if (block.timestamp < endTime) {
isUpdating = true;
// We can skip checked arithmetic as:
// - block.timestamp is always larger or equal to startTime
// - endTime is alawys larger than startTime
// - the value delta is bounded by the largest amplification paramater, which never causes the
// multiplication to overflow.
// This also means that the following computation will never revert nor yield invalid results.
if (endValue > startValue) {
value = startValue + ((endValue - startValue) * (block.timestamp - startTime)) / (endTime - startTime);
} else {
value = startValue - ((startValue - endValue) * (block.timestamp - startTime)) / (endTime - startTime);
}
} else {
isUpdating = false;
value = endValue;
}
}
function _getMaxTokens() internal pure override returns (uint256) {
return _MAX_STABLE_TOKENS;
}
function _getTotalTokens() internal view virtual override returns (uint256) {
return _totalTokens;
}
function _scalingFactor(IERC20 token) internal view virtual override returns (uint256) {
// prettier-ignore
if (_isToken0(token)) { return _getScalingFactor0(); }
else if (_isToken1(token)) { return _getScalingFactor1(); }
else if (token == _token2) { return _getScalingFactor2(); }
else if (token == _token3) { return _getScalingFactor3(); }
else if (token == _token4) { return _getScalingFactor4(); }
else {
_revert(Errors.INVALID_TOKEN);
}
}
function _scalingFactors() internal view virtual override returns (uint256[] memory) {
uint256 totalTokens = _getTotalTokens();
uint256[] memory scalingFactors = new uint256[](totalTokens);
// prettier-ignore
{
if (totalTokens > 0) { scalingFactors[0] = _getScalingFactor0(); } else { return scalingFactors; }
if (totalTokens > 1) { scalingFactors[1] = _getScalingFactor1(); } else { return scalingFactors; }
if (totalTokens > 2) { scalingFactors[2] = _getScalingFactor2(); } else { return scalingFactors; }
if (totalTokens > 3) { scalingFactors[3] = _getScalingFactor3(); } else { return scalingFactors; }
if (totalTokens > 4) { scalingFactors[4] = _getScalingFactor4(); } else { return scalingFactors; }
}
return scalingFactors;
}
function _setAmplificationData(uint256 value) private {
_setAmplificationData(value, value, block.timestamp, block.timestamp);
emit AmpUpdateStopped(value);
}
function _setAmplificationData(
uint256 startValue,
uint256 endValue,
uint256 startTime,
uint256 endTime
) private {
_packedAmplificationData =
WordCodec.encodeUint(uint64(startValue), 0) |
WordCodec.encodeUint(uint64(endValue), 64) |
WordCodec.encodeUint(uint64(startTime), 64 * 2) |
WordCodec.encodeUint(uint64(endTime), 64 * 3);
emit AmpUpdateStarted(startValue, endValue, startTime, endTime);
}
function _getAmplificationData()
private
view
returns (
uint256 startValue,
uint256 endValue,
uint256 startTime,
uint256 endTime
)
{
startValue = _packedAmplificationData.decodeUint64(0);
endValue = _packedAmplificationData.decodeUint64(64);
startTime = _packedAmplificationData.decodeUint64(64 * 2);
endTime = _packedAmplificationData.decodeUint64(64 * 3);
}
function _isToken0(IERC20 token) internal view returns (bool) {
return token == _token0;
}
function _isToken1(IERC20 token) internal view returns (bool) {
return token == _token1;
}
function _getScalingFactor0() internal view returns (uint256) {
return _scalingFactor0;
}
function _getScalingFactor1() internal view returns (uint256) {
return _scalingFactor1;
}
function _getScalingFactor2() internal view returns (uint256) {
return _scalingFactor2;
}
function _getScalingFactor3() internal view returns (uint256) {
return _scalingFactor3;
}
function _getScalingFactor4() internal view returns (uint256) {
return _scalingFactor4;
}
}
// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
pragma solidity ^0.7.0;
import "@balancer-labs/v2-solidity-utils/contracts/openzeppelin/IERC20.sol";
import "./StablePool.sol";
library StablePoolUserDataHelpers {
function joinKind(bytes memory self) internal pure returns (StablePool.JoinKind) {
return abi.decode(self, (StablePool.JoinKind));
}
function exitKind(bytes memory self) internal pure returns (StablePool.ExitKind) {
return abi.decode(self, (StablePool.ExitKind));
}
// Joins
function initialAmountsIn(bytes memory self) internal pure returns (uint256[] memory amountsIn) {
(, amountsIn) = abi.decode(self, (StablePool.JoinKind, uint256[]));
}
function exactTokensInForBptOut(bytes memory self)
internal
pure
returns (uint256[] memory amountsIn, uint256 minBPTAmountOut)
{
(, amountsIn, minBPTAmountOut) = abi.decode(self, (StablePool.JoinKind, uint256[], uint256));
}
function tokenInForExactBptOut(bytes memory self) internal pure returns (uint256 bptAmountOut, uint256 tokenIndex) {
(, bptAmountOut, tokenIndex) = abi.decode(self, (StablePool.JoinKind, uint256, uint256));
}
// Exits
function exactBptInForTokenOut(bytes memory self) internal pure returns (uint256 bptAmountIn, uint256 tokenIndex) {
(, bptAmountIn, tokenIndex) = abi.decode(self, (StablePool.ExitKind, uint256, uint256));
}
function exactBptInForTokensOut(bytes memory self) internal pure returns (uint256 bptAmountIn) {
(, bptAmountIn) = abi.decode(self, (StablePool.ExitKind, uint256));
}
function bptInForExactTokensOut(bytes memory self)
internal
pure
returns (uint256[] memory amountsOut, uint256 maxBPTAmountIn)
{
(, amountsOut, maxBPTAmountIn) = abi.decode(self, (StablePool.ExitKind, uint256[], uint256));
}
}
// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
pragma solidity ^0.7.0;
import "./BalancerErrors.sol";
import "./ITemporarilyPausable.sol";
/**
* @dev Allows for a contract to be paused during an initial period after deployment, disabling functionality. Can be
* used as an emergency switch in case a security vulnerability or threat is identified.
*
* The contract can only be paused during the Pause Window, a period that starts at deployment. It can also be
* unpaused and repaused any number of times during this period. This is intended to serve as a safety measure: it lets
* system managers react quickly to potentially dangerous situations, knowing that this action is reversible if careful
* analysis later determines there was a false alarm.
*
* If the contract is paused when the Pause Window finishes, it will remain in the paused state through an additional
* Buffer Period, after which it will be automatically unpaused forever. This is to ensure there is always enough time
* to react to an emergency, even if the threat is discovered shortly before the Pause Window expires.
*
* Note that since the contract can only be paused within the Pause Window, unpausing during the Buffer Period is
* irreversible.
*/
abstract contract TemporarilyPausable is ITemporarilyPausable {
// The Pause Window and Buffer Period are timestamp-based: they should not be relied upon for sub-minute accuracy.
// solhint-disable not-rely-on-time
uint256 private constant _MAX_PAUSE_WINDOW_DURATION = 90 days;
uint256 private constant _MAX_BUFFER_PERIOD_DURATION = 30 days;
uint256 private immutable _pauseWindowEndTime;
uint256 private immutable _bufferPeriodEndTime;
bool private _paused;
constructor(uint256 pauseWindowDuration, uint256 bufferPeriodDuration) {
_require(pauseWindowDuration <= _MAX_PAUSE_WINDOW_DURATION, Errors.MAX_PAUSE_WINDOW_DURATION);
_require(bufferPeriodDuration <= _MAX_BUFFER_PERIOD_DURATION, Errors.MAX_BUFFER_PERIOD_DURATION);
uint256 pauseWindowEndTime = block.timestamp + pauseWindowDuration;
_pauseWindowEndTime = pauseWindowEndTime;
_bufferPeriodEndTime = pauseWindowEndTime + bufferPeriodDuration;
}
/**
* @dev Reverts if the contract is paused.
*/
modifier whenNotPaused() {
_ensureNotPaused();
_;
}
/**
* @dev Returns the current contract pause status, as well as the end times of the Pause Window and Buffer
* Period.
*/
function getPausedState()
external
view
override
returns (
bool paused,
uint256 pauseWindowEndTime,
uint256 bufferPeriodEndTime
)
{
paused = !_isNotPaused();
pauseWindowEndTime = _getPauseWindowEndTime();
bufferPeriodEndTime = _getBufferPeriodEndTime();
}
/**
* @dev Sets the pause state to `paused`. The contract can only be paused until the end of the Pause Window, and
* unpaused until the end of the Buffer Period.
*
* Once the Buffer Period expires, this function reverts unconditionally.
*/
function _setPaused(bool paused) internal {
if (paused) {
_require(block.timestamp < _getPauseWindowEndTime(), Errors.PAUSE_WINDOW_EXPIRED);
} else {
_require(block.timestamp < _getBufferPeriodEndTime(), Errors.BUFFER_PERIOD_EXPIRED);
}
_paused = paused;
emit PausedStateChanged(paused);
}
/**
* @dev Reverts if the contract is paused.
*/
function _ensureNotPaused() internal view {
_require(_isNotPaused(), Errors.PAUSED);
}
/**
* @dev Returns true if the contract is unpaused.
*
* Once the Buffer Period expires, the gas cost of calling this function is reduced dramatically, as storage is no
* longer accessed.
*/
function _isNotPaused() internal view returns (bool) {
// After the Buffer Period, the (inexpensive) timestamp check short-circuits the storage access.
return block.timestamp > _getBufferPeriodEndTime() || !_paused;
}
// These getters lead to reduced bytecode size by inlining the immutable variables in a single place.
function _getPauseWindowEndTime() private view returns (uint256) {
return _pauseWindowEndTime;
}
function _getBufferPeriodEndTime() private view returns (uint256) {
return _bufferPeriodEndTime;
}
}
// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
pragma solidity ^0.7.0;
/**
* @dev Library for encoding and decoding values stored inside a 256 bit word. Typically used to pack multiple values in
* a single storage slot, saving gas by performing less storage accesses.
*
* Each value is defined by its size and the least significant bit in the word, also known as offset. For example, two
* 128 bit values may be encoded in a word by assigning one an offset of 0, and the other an offset of 128.
*/
library WordCodec {
// Masks are values with the least significant N bits set. They can be used to extract an encoded value from a word,
// or to insert a new one replacing the old.
uint256 private constant _MASK_1 = 2**(1) - 1;
uint256 private constant _MASK_5 = 2**(5) - 1;
uint256 private constant _MASK_10 = 2**(10) - 1;
uint256 private constant _MASK_16 = 2**(16) - 1;
uint256 private constant _MASK_22 = 2**(22) - 1;
uint256 private constant _MASK_31 = 2**(31) - 1;
uint256 private constant _MASK_32 = 2**(32) - 1;
uint256 private constant _MASK_53 = 2**(53) - 1;
uint256 private constant _MASK_64 = 2**(64) - 1;
uint256 private constant _MASK_128 = 2**(128) - 1;
uint256 private constant _MASK_192 = 2**(192) - 1;
// Largest positive values that can be represented as N bits signed integers.
int256 private constant _MAX_INT_22 = 2**(21) - 1;
int256 private constant _MAX_INT_53 = 2**(52) - 1;
// In-place insertion
/**
* @dev Inserts a boolean value shifted by an offset into a 256 bit word, replacing the old value. Returns the new
* word.
*/
function insertBool(
bytes32 word,
bool value,
uint256 offset
) internal pure returns (bytes32) {
bytes32 clearedWord = bytes32(uint256(word) & ~(_MASK_1 << offset));
return clearedWord | bytes32(uint256(value ? 1 : 0) << offset);
}
// Unsigned
/**
* @dev Inserts a 5 bit unsigned integer shifted by an offset into a 256 bit word, replacing the old value. Returns
* the new word.
*
* Assumes `value` only uses its least significant 5 bits, otherwise it may overwrite sibling bytes.
*/
function insertUint5(
bytes32 word,
uint256 value,
uint256 offset
) internal pure returns (bytes32) {
bytes32 clearedWord = bytes32(uint256(word) & ~(_MASK_5 << offset));
return clearedWord | bytes32(value << offset);
}
/**
* @dev Inserts a 10 bit unsigned integer shifted by an offset into a 256 bit word, replacing the old value. Returns
* the new word.
*
* Assumes `value` only uses its least significant 10 bits, otherwise it may overwrite sibling bytes.
*/
function insertUint10(
bytes32 word,
uint256 value,
uint256 offset
) internal pure returns (bytes32) {
bytes32 clearedWord = bytes32(uint256(word) & ~(_MASK_10 << offset));
return clearedWord | bytes32(value << offset);
}
/**
* @dev Inserts a 16 bit unsigned integer shifted by an offset into a 256 bit word, replacing the old value.
* Returns the new word.
*
* Assumes `value` only uses its least significant 16 bits, otherwise it may overwrite sibling bytes.
*/
function insertUint16(
bytes32 word,
uint256 value,
uint256 offset
) internal pure returns (bytes32) {
bytes32 clearedWord = bytes32(uint256(word) & ~(_MASK_16 << offset));
return clearedWord | bytes32(value << offset);
}
/**
* @dev Inserts a 31 bit unsigned integer shifted by an offset into a 256 bit word, replacing the old value. Returns
* the new word.
*
* Assumes `value` can be represented using 31 bits.
*/
function insertUint31(
bytes32 word,
uint256 value,
uint256 offset
) internal pure returns (bytes32) {
bytes32 clearedWord = bytes32(uint256(word) & ~(_MASK_31 << offset));
return clearedWord | bytes32(value << offset);
}
/**
* @dev Inserts a 32 bit unsigned integer shifted by an offset into a 256 bit word, replacing the old value. Returns
* the new word.
*
* Assumes `value` only uses its least significant 32 bits, otherwise it may overwrite sibling bytes.
*/
function insertUint32(
bytes32 word,
uint256 value,
uint256 offset
) internal pure returns (bytes32) {
bytes32 clearedWord = bytes32(uint256(word) & ~(_MASK_32 << offset));
return clearedWord | bytes32(value << offset);
}
/**
* @dev Inserts a 64 bit unsigned integer shifted by an offset into a 256 bit word, replacing the old value. Returns
* the new word.
*
* Assumes `value` only uses its least significant 64 bits, otherwise it may overwrite sibling bytes.
*/
function insertUint64(
bytes32 word,
uint256 value,
uint256 offset
) internal pure returns (bytes32) {
bytes32 clearedWord = bytes32(uint256(word) & ~(_MASK_64 << offset));
return clearedWord | bytes32(value << offset);
}
// Signed
/**
* @dev Inserts a 22 bits signed integer shifted by an offset into a 256 bit word, replacing the old value. Returns
* the new word.
*
* Assumes `value` can be represented using 22 bits.
*/
function insertInt22(
bytes32 word,
int256 value,
uint256 offset
) internal pure returns (bytes32) {
bytes32 clearedWord = bytes32(uint256(word) & ~(_MASK_22 << offset));
// Integer values need masking to remove the upper bits of negative values.
return clearedWord | bytes32((uint256(value) & _MASK_22) << offset);
}
// Bytes
/**
* @dev Inserts 192 bit shifted by an offset into a 256 bit word, replacing the old value. Returns the new word.
*
* Assumes `value` can be represented using 192 bits.
*/
function insertBits192(
bytes32 word,
bytes32 value,
uint256 offset
) internal pure returns (bytes32) {
bytes32 clearedWord = bytes32(uint256(word) & ~(_MASK_192 << offset));
return clearedWord | bytes32((uint256(value) & _MASK_192) << offset);
}
// Encoding
// Unsigned
/**
* @dev Encodes an unsigned integer shifted by an offset. This performs no size checks: it is up to the caller to
* ensure that the values are bounded.
*
* The return value can be logically ORed with other encoded values to form a 256 bit word.
*/
function encodeUint(uint256 value, uint256 offset) internal pure returns (bytes32) {
return bytes32(value << offset);
}
// Signed
/**
* @dev Encodes a 22 bits signed integer shifted by an offset.
*
* The return value can be logically ORed with other encoded values to form a 256 bit word.
*/
function encodeInt22(int256 value, uint256 offset) internal pure returns (bytes32) {
// Integer values need masking to remove the upper bits of negative values.
return bytes32((uint256(value) & _MASK_22) << offset);
}
/**
* @dev Encodes a 53 bits signed integer shifted by an offset.
*
* The return value can be logically ORed with other encoded values to form a 256 bit word.
*/
function encodeInt53(int256 value, uint256 offset) internal pure returns (bytes32) {
// Integer values need masking to remove the upper bits of negative values.
return bytes32((uint256(value) & _MASK_53) << offset);
}
// Decoding
/**
* @dev Decodes and returns a boolean shifted by an offset from a 256 bit word.
*/
function decodeBool(bytes32 word, uint256 offset) internal pure returns (bool) {
return (uint256(word >> offset) & _MASK_1) == 1;
}
// Unsigned
/**
* @dev Decodes and returns a 5 bit unsigned integer shifted by an offset from a 256 bit word.
*/
function decodeUint5(bytes32 word, uint256 offset) internal pure returns (uint256) {
return uint256(word >> offset) & _MASK_5;
}
/**
* @dev Decodes and returns a 10 bit unsigned integer shifted by an offset from a 256 bit word.
*/
function decodeUint10(bytes32 word, uint256 offset) internal pure returns (uint256) {
return uint256(word >> offset) & _MASK_10;
}
/**
* @dev Decodes and returns a 16 bit unsigned integer shifted by an offset from a 256 bit word.
*/
function decodeUint16(bytes32 word, uint256 offset) internal pure returns (uint256) {
return uint256(word >> offset) & _MASK_16;
}
/**
* @dev Decodes and returns a 31 bit unsigned integer shifted by an offset from a 256 bit word.
*/
function decodeUint31(bytes32 word, uint256 offset) internal pure returns (uint256) {
return uint256(word >> offset) & _MASK_31;
}
/**
* @dev Decodes and returns a 32 bit unsigned integer shifted by an offset from a 256 bit word.
*/
function decodeUint32(bytes32 word, uint256 offset) internal pure returns (uint256) {
return uint256(word >> offset) & _MASK_32;
}
/**
* @dev Decodes and returns a 64 bit unsigned integer shifted by an offset from a 256 bit word.
*/
function decodeUint64(bytes32 word, uint256 offset) internal pure returns (uint256) {
return uint256(word >> offset) & _MASK_64;
}
/**
* @dev Decodes and returns a 128 bit unsigned integer shifted by an offset from a 256 bit word.
*/
function decodeUint128(bytes32 word, uint256 offset) internal pure returns (uint256) {
return uint256(word >> offset) & _MASK_128;
}
// Signed
/**
* @dev Decodes and returns a 22 bits signed integer shifted by an offset from a 256 bit word.
*/
function decodeInt22(bytes32 word, uint256 offset) internal pure returns (int256) {
int256 value = int256(uint256(word >> offset) & _MASK_22);
// In case the decoded value is greater than the max positive integer that can be represented with 22 bits,
// we know it was originally a negative integer. Therefore, we mask it to restore the sign in the 256 bit
// representation.
return value > _MAX_INT_22 ? (value | int256(~_MASK_22)) : value;
}
/**
* @dev Decodes and returns a 53 bits signed integer shifted by an offset from a 256 bit word.
*/
function decodeInt53(bytes32 word, uint256 offset) internal pure returns (int256) {
int256 value = int256(uint256(word >> offset) & _MASK_53);
// In case the decoded value is greater than the max positive integer that can be represented with 53 bits,
// we know it was originally a negative integer. Therefore, we mask it to restore the sign in the 256 bit
// representation.
return value > _MAX_INT_53 ? (value | int256(~_MASK_53)) : value;
}
}
{
"compilationTarget": {
"contracts/meta/MetaStablePool.sol": "MetaStablePool"
},
"evmVersion": "istanbul",
"libraries": {
"QueryProcessor": "0x469b58680774aac9ad66447efb4ef634756a2cc5"
},
"metadata": {
"bytecodeHash": "ipfs"
},
"optimizer": {
"enabled": true,
"runs": 200
},
"remappings": []
}
[{"inputs":[{"components":[{"internalType":"contract IVault","name":"vault","type":"address"},{"internalType":"string","name":"name","type":"string"},{"internalType":"string","name":"symbol","type":"string"},{"internalType":"contract IERC20[]","name":"tokens","type":"address[]"},{"internalType":"contract IRateProvider[]","name":"rateProviders","type":"address[]"},{"internalType":"uint256[]","name":"priceRateCacheDuration","type":"uint256[]"},{"internalType":"uint256","name":"amplificationParameter","type":"uint256"},{"internalType":"uint256","name":"swapFeePercentage","type":"uint256"},{"internalType":"uint256","name":"pauseWindowDuration","type":"uint256"},{"internalType":"uint256","name":"bufferPeriodDuration","type":"uint256"},{"internalType":"bool","name":"oracleEnabled","type":"bool"},{"internalType":"address","name":"owner","type":"address"}],"internalType":"struct MetaStablePool.NewPoolParams","name":"params","type":"tuple"}],"stateMutability":"nonpayable","type":"constructor"},{"anonymous":false,"inputs":[{"indexed":false,"internalType":"uint256","name":"startValue","type":"uint256"},{"indexed":false,"internalType":"uint256","name":"endValue","type":"uint256"},{"indexed":false,"internalType":"uint256","name":"startTime","type":"uint256"},{"indexed":false,"internalType":"uint256","name":"endTime","type":"uint256"}],"name":"AmpUpdateStarted","type":"event"},{"anonymous":false,"inputs":[{"indexed":false,"internalType":"uint256","name":"currentValue","type":"uint256"}],"name":"AmpUpdateStopped","type":"event"},{"anonymous":false,"inputs":[{"indexed":true,"internalType":"address","name":"owner","type":"address"},{"indexed":true,"internalType":"address","name":"spender","type":"address"},{"indexed":false,"internalType":"uint256","name":"value","type":"uint256"}],"name":"Approval","type":"event"},{"anonymous":false,"inputs":[{"indexed":false,"internalType":"bool","name":"enabled","type":"bool"}],"name":"OracleEnabledChanged","type":"event"},{"anonymous":false,"inputs":[{"indexed":false,"internalType":"bool","name":"paused","type":"bool"}],"name":"PausedStateChanged","type":"event"},{"anonymous":false,"inputs":[{"indexed":true,"internalType":"contract IERC20","name":"token","type":"address"},{"indexed":false,"internalType":"uint256","name":"rate","type":"uint256"}],"name":"PriceRateCacheUpdated","type":"event"},{"anonymous":false,"inputs":[{"indexed":true,"internalType":"contract IERC20","name":"token","type":"address"},{"indexed":true,"internalType":"contract IRateProvider","name":"provider","type":"address"},{"indexed":false,"internalType":"uint256","name":"cacheDuration","type":"uint256"}],"name":"PriceRateProviderSet","type":"event"},{"anonymous":false,"inputs":[{"indexed":false,"internalType":"uint256","name":"swapFeePercentage","type":"uint256"}],"name":"SwapFeePercentageChanged","type":"event"},{"anonymous":false,"inputs":[{"indexed":true,"internalType":"address","name":"from","type":"address"},{"indexed":true,"internalType":"address","name":"to","type":"address"},{"indexed":false,"internalType":"uint256","name":"value","type":"uint256"}],"name":"Transfer","type":"event"},{"inputs":[],"name":"DOMAIN_SEPARATOR","outputs":[{"internalType":"bytes32","name":"","type":"bytes32"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address","name":"owner","type":"address"},{"internalType":"address","name":"spender","type":"address"}],"name":"allowance","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address","name":"spender","type":"address"},{"internalType":"uint256","name":"amount","type":"uint256"}],"name":"approve","outputs":[{"internalType":"bool","name":"","type":"bool"}],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"address","name":"account","type":"address"}],"name":"balanceOf","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"decimals","outputs":[{"internalType":"uint8","name":"","type":"uint8"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address","name":"spender","type":"address"},{"internalType":"uint256","name":"amount","type":"uint256"}],"name":"decreaseAllowance","outputs":[{"internalType":"bool","name":"","type":"bool"}],"stateMutability":"nonpayable","type":"function"},{"inputs":[],"name":"enableOracle","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"bytes4","name":"selector","type":"bytes4"}],"name":"getActionId","outputs":[{"internalType":"bytes32","name":"","type":"bytes32"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"getAmplificationParameter","outputs":[{"internalType":"uint256","name":"value","type":"uint256"},{"internalType":"bool","name":"isUpdating","type":"bool"},{"internalType":"uint256","name":"precision","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"getAuthorizer","outputs":[{"internalType":"contract IAuthorizer","name":"","type":"address"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"getLargestSafeQueryWindow","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"stateMutability":"pure","type":"function"},{"inputs":[],"name":"getLastInvariant","outputs":[{"internalType":"uint256","name":"lastInvariant","type":"uint256"},{"internalType":"uint256","name":"lastInvariantAmp","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"enum IPriceOracle.Variable","name":"variable","type":"uint8"}],"name":"getLatest","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"getOracleMiscData","outputs":[{"internalType":"int256","name":"logInvariant","type":"int256"},{"internalType":"int256","name":"logTotalSupply","type":"int256"},{"internalType":"uint256","name":"oracleSampleCreationTimestamp","type":"uint256"},{"internalType":"uint256","name":"oracleIndex","type":"uint256"},{"internalType":"bool","name":"oracleEnabled","type":"bool"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"getOwner","outputs":[{"internalType":"address","name":"","type":"address"}],"stateMutability":"view","type":"function"},{"inputs":[{"components":[{"internalType":"enum IPriceOracle.Variable","name":"variable","type":"uint8"},{"internalType":"uint256","name":"ago","type":"uint256"}],"internalType":"struct IPriceOracle.OracleAccumulatorQuery[]","name":"queries","type":"tuple[]"}],"name":"getPastAccumulators","outputs":[{"internalType":"int256[]","name":"results","type":"int256[]"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"getPausedState","outputs":[{"internalType":"bool","name":"paused","type":"bool"},{"internalType":"uint256","name":"pauseWindowEndTime","type":"uint256"},{"internalType":"uint256","name":"bufferPeriodEndTime","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"getPoolId","outputs":[{"internalType":"bytes32","name":"","type":"bytes32"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"contract IERC20","name":"token","type":"address"}],"name":"getPriceRateCache","outputs":[{"internalType":"uint256","name":"rate","type":"uint256"},{"internalType":"uint256","name":"duration","type":"uint256"},{"internalType":"uint256","name":"expires","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"getRate","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"getRateProviders","outputs":[{"internalType":"contract IRateProvider[]","name":"providers","type":"address[]"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"uint256","name":"index","type":"uint256"}],"name":"getSample","outputs":[{"internalType":"int256","name":"logPairPrice","type":"int256"},{"internalType":"int256","name":"accLogPairPrice","type":"int256"},{"internalType":"int256","name":"logBptPrice","type":"int256"},{"internalType":"int256","name":"accLogBptPrice","type":"int256"},{"internalType":"int256","name":"logInvariant","type":"int256"},{"internalType":"int256","name":"accLogInvariant","type":"int256"},{"internalType":"uint256","name":"timestamp","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"getScalingFactors","outputs":[{"internalType":"uint256[]","name":"","type":"uint256[]"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"getSwapFeePercentage","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[{"components":[{"internalType":"enum IPriceOracle.Variable","name":"variable","type":"uint8"},{"internalType":"uint256","name":"secs","type":"uint256"},{"internalType":"uint256","name":"ago","type":"uint256"}],"internalType":"struct IPriceOracle.OracleAverageQuery[]","name":"queries","type":"tuple[]"}],"name":"getTimeWeightedAverage","outputs":[{"internalType":"uint256[]","name":"results","type":"uint256[]"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"getTotalSamples","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"stateMutability":"pure","type":"function"},{"inputs":[],"name":"getVault","outputs":[{"internalType":"contract IVault","name":"","type":"address"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address","name":"spender","type":"address"},{"internalType":"uint256","name":"addedValue","type":"uint256"}],"name":"increaseAllowance","outputs":[{"internalType":"bool","name":"","type":"bool"}],"stateMutability":"nonpayable","type":"function"},{"inputs":[],"name":"name","outputs":[{"internalType":"string","name":"","type":"string"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address","name":"owner","type":"address"}],"name":"nonces","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"bytes32","name":"poolId","type":"bytes32"},{"internalType":"address","name":"sender","type":"address"},{"internalType":"address","name":"recipient","type":"address"},{"internalType":"uint256[]","name":"balances","type":"uint256[]"},{"internalType":"uint256","name":"lastChangeBlock","type":"uint256"},{"internalType":"uint256","name":"protocolSwapFeePercentage","type":"uint256"},{"internalType":"bytes","name":"userData","type":"bytes"}],"name":"onExitPool","outputs":[{"internalType":"uint256[]","name":"amountsOut","type":"uint256[]"},{"internalType":"uint256[]","name":"dueProtocolFeeAmounts","type":"uint256[]"}],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"bytes32","name":"poolId","type":"bytes32"},{"internalType":"address","name":"sender","type":"address"},{"internalType":"address","name":"recipient","type":"address"},{"internalType":"uint256[]","name":"balances","type":"uint256[]"},{"internalType":"uint256","name":"lastChangeBlock","type":"uint256"},{"internalType":"uint256","name":"protocolSwapFeePercentage","type":"uint256"},{"internalType":"bytes","name":"userData","type":"bytes"}],"name":"onJoinPool","outputs":[{"internalType":"uint256[]","name":"amountsIn","type":"uint256[]"},{"internalType":"uint256[]","name":"dueProtocolFeeAmounts","type":"uint256[]"}],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"components":[{"internalType":"enum IVault.SwapKind","name":"kind","type":"uint8"},{"internalType":"contract IERC20","name":"tokenIn","type":"address"},{"internalType":"contract IERC20","name":"tokenOut","type":"address"},{"internalType":"uint256","name":"amount","type":"uint256"},{"internalType":"bytes32","name":"poolId","type":"bytes32"},{"internalType":"uint256","name":"lastChangeBlock","type":"uint256"},{"internalType":"address","name":"from","type":"address"},{"internalType":"address","name":"to","type":"address"},{"internalType":"bytes","name":"userData","type":"bytes"}],"internalType":"struct IPoolSwapStructs.SwapRequest","name":"request","type":"tuple"},{"internalType":"uint256[]","name":"balances","type":"uint256[]"},{"internalType":"uint256","name":"indexIn","type":"uint256"},{"internalType":"uint256","name":"indexOut","type":"uint256"}],"name":"onSwap","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"components":[{"internalType":"enum IVault.SwapKind","name":"kind","type":"uint8"},{"internalType":"contract IERC20","name":"tokenIn","type":"address"},{"internalType":"contract IERC20","name":"tokenOut","type":"address"},{"internalType":"uint256","name":"amount","type":"uint256"},{"internalType":"bytes32","name":"poolId","type":"bytes32"},{"internalType":"uint256","name":"lastChangeBlock","type":"uint256"},{"internalType":"address","name":"from","type":"address"},{"internalType":"address","name":"to","type":"address"},{"internalType":"bytes","name":"userData","type":"bytes"}],"internalType":"struct IPoolSwapStructs.SwapRequest","name":"request","type":"tuple"},{"internalType":"uint256","name":"balanceTokenIn","type":"uint256"},{"internalType":"uint256","name":"balanceTokenOut","type":"uint256"}],"name":"onSwap","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"address","name":"owner","type":"address"},{"internalType":"address","name":"spender","type":"address"},{"internalType":"uint256","name":"value","type":"uint256"},{"internalType":"uint256","name":"deadline","type":"uint256"},{"internalType":"uint8","name":"v","type":"uint8"},{"internalType":"bytes32","name":"r","type":"bytes32"},{"internalType":"bytes32","name":"s","type":"bytes32"}],"name":"permit","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"bytes32","name":"poolId","type":"bytes32"},{"internalType":"address","name":"sender","type":"address"},{"internalType":"address","name":"recipient","type":"address"},{"internalType":"uint256[]","name":"balances","type":"uint256[]"},{"internalType":"uint256","name":"lastChangeBlock","type":"uint256"},{"internalType":"uint256","name":"protocolSwapFeePercentage","type":"uint256"},{"internalType":"bytes","name":"userData","type":"bytes"}],"name":"queryExit","outputs":[{"internalType":"uint256","name":"bptIn","type":"uint256"},{"internalType":"uint256[]","name":"amountsOut","type":"uint256[]"}],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"bytes32","name":"poolId","type":"bytes32"},{"internalType":"address","name":"sender","type":"address"},{"internalType":"address","name":"recipient","type":"address"},{"internalType":"uint256[]","name":"balances","type":"uint256[]"},{"internalType":"uint256","name":"lastChangeBlock","type":"uint256"},{"internalType":"uint256","name":"protocolSwapFeePercentage","type":"uint256"},{"internalType":"bytes","name":"userData","type":"bytes"}],"name":"queryJoin","outputs":[{"internalType":"uint256","name":"bptOut","type":"uint256"},{"internalType":"uint256[]","name":"amountsIn","type":"uint256[]"}],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"contract IERC20","name":"token","type":"address"},{"internalType":"bytes","name":"poolConfig","type":"bytes"}],"name":"setAssetManagerPoolConfig","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"bool","name":"paused","type":"bool"}],"name":"setPaused","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"contract IERC20","name":"token","type":"address"},{"internalType":"uint256","name":"duration","type":"uint256"}],"name":"setPriceRateCacheDuration","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"uint256","name":"swapFeePercentage","type":"uint256"}],"name":"setSwapFeePercentage","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"uint256","name":"rawEndValue","type":"uint256"},{"internalType":"uint256","name":"endTime","type":"uint256"}],"name":"startAmplificationParameterUpdate","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[],"name":"stopAmplificationParameterUpdate","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[],"name":"symbol","outputs":[{"internalType":"string","name":"","type":"string"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"totalSupply","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address","name":"recipient","type":"address"},{"internalType":"uint256","name":"amount","type":"uint256"}],"name":"transfer","outputs":[{"internalType":"bool","name":"","type":"bool"}],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"address","name":"sender","type":"address"},{"internalType":"address","name":"recipient","type":"address"},{"internalType":"uint256","name":"amount","type":"uint256"}],"name":"transferFrom","outputs":[{"internalType":"bool","name":"","type":"bool"}],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"contract 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