// 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-interfaces/contracts/solidity-utils/helpers/BalancerErrors.sol";
import "@balancer-labs/v2-interfaces/contracts/solidity-utils/helpers/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.
* Uses the default 'BAL' prefix for the error code
*/
function _require(bool condition, uint256 errorCode) pure {
if (!condition) _revert(errorCode);
}
/**
* @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, bytes3 prefix) pure {
if (!condition) _revert(errorCode, prefix);
}
/**
* @dev Reverts with a revert reason containing `errorCode`. Only codes up to 999 are supported.
* Uses the default 'BAL' prefix for the error code
*/
function _revert(uint256 errorCode) pure {
_revert(errorCode, 0x42414c); // This is the raw byte representation of "BAL"
}
/**
* @dev Reverts with a revert reason containing `errorCode`. Only codes up to 999 are supported.
*/
function _revert(uint256 errorCode, bytes3 prefix) pure {
uint256 prefixUint = uint256(uint24(prefix));
// 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.
// We first append the '#' character (0x23) to the prefix. In the case of 'BAL', it results in 0x42414c23 ('BAL#')
// Then, we 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 formattedPrefix := shl(24, add(0x23, shl(8, prefixUint)))
let revertReason := shl(200, add(formattedPrefix, 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;
uint256 internal constant DISABLED = 211;
// 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;
uint256 internal constant INVALID_JOIN_EXIT_KIND_WHILE_SWAPS_DISABLED = 330;
uint256 internal constant WEIGHT_CHANGE_TOO_FAST = 331;
uint256 internal constant LOWER_GREATER_THAN_UPPER_TARGET = 332;
uint256 internal constant UPPER_TARGET_TOO_HIGH = 333;
uint256 internal constant UNHANDLED_BY_LINEAR_POOL = 334;
uint256 internal constant OUT_OF_TARGET_RANGE = 335;
uint256 internal constant UNHANDLED_EXIT_KIND = 336;
uint256 internal constant UNAUTHORIZED_EXIT = 337;
uint256 internal constant MAX_MANAGEMENT_SWAP_FEE_PERCENTAGE = 338;
uint256 internal constant UNHANDLED_BY_MANAGED_POOL = 339;
uint256 internal constant UNHANDLED_BY_PHANTOM_POOL = 340;
uint256 internal constant TOKEN_DOES_NOT_HAVE_RATE_PROVIDER = 341;
uint256 internal constant INVALID_INITIALIZATION = 342;
uint256 internal constant OUT_OF_NEW_TARGET_RANGE = 343;
uint256 internal constant FEATURE_DISABLED = 344;
uint256 internal constant UNINITIALIZED_POOL_CONTROLLER = 345;
uint256 internal constant SET_SWAP_FEE_DURING_FEE_CHANGE = 346;
uint256 internal constant SET_SWAP_FEE_PENDING_FEE_CHANGE = 347;
uint256 internal constant CHANGE_TOKENS_DURING_WEIGHT_CHANGE = 348;
uint256 internal constant CHANGE_TOKENS_PENDING_WEIGHT_CHANGE = 349;
uint256 internal constant MAX_WEIGHT = 350;
uint256 internal constant UNAUTHORIZED_JOIN = 351;
uint256 internal constant MAX_MANAGEMENT_AUM_FEE_PERCENTAGE = 352;
uint256 internal constant FRACTIONAL_TARGET = 353;
// 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;
uint256 internal constant NOT_PAUSED = 431;
uint256 internal constant ADDRESS_ALREADY_ALLOWLISTED = 432;
uint256 internal constant ADDRESS_NOT_ALLOWLISTED = 433;
uint256 internal constant ERC20_BURN_EXCEEDS_BALANCE = 434;
uint256 internal constant INVALID_OPERATION = 435;
uint256 internal constant CODEC_OVERFLOW = 436;
uint256 internal constant IN_RECOVERY_MODE = 437;
uint256 internal constant NOT_IN_RECOVERY_MODE = 438;
uint256 internal constant INDUCED_FAILURE = 439;
uint256 internal constant EXPIRED_SIGNATURE = 440;
uint256 internal constant MALFORMED_SIGNATURE = 441;
uint256 internal constant SAFE_CAST_VALUE_CANT_FIT_UINT64 = 442;
uint256 internal constant UNHANDLED_FEE_TYPE = 443;
// 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;
uint256 internal constant AUM_FEE_PERCENTAGE_TOO_HIGH = 603;
// Misc
uint256 internal constant UNIMPLEMENTED = 998;
uint256 internal constant SHOULD_NOT_HAPPEN = 999;
}
// 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-interfaces/contracts/vault/IVault.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`
* - Assigns infinite allowance for all token holders to the Vault
*/
contract BalancerPoolToken is ERC20Permit {
IVault private immutable _vault;
constructor(
string memory tokenName,
string memory tokenSymbol,
IVault vault
) ERC20(tokenName, tokenSymbol) ERC20Permit(tokenName) {
_vault = vault;
}
function getVault() public view returns (IVault) {
return _vault;
}
// Overrides
/**
* @dev Override to grant the Vault infinite allowance, causing for Pool Tokens to not require approval.
*
* This is sound as the Vault already provides authorization mechanisms when initiation token transfers, which this
* contract inherits.
*/
function allowance(address owner, address spender) public view override returns (uint256) {
if (spender == address(getVault())) {
return uint256(-1);
} else {
return super.allowance(owner, spender);
}
}
/**
* @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 "@balancer-labs/v2-interfaces/contracts/vault/IMinimalSwapInfoPool.sol";
import "./BasePool.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 override onlyVault(request.poolId) returns (uint256) {
_beforeSwapJoinExit();
uint256 scalingFactorTokenIn = _scalingFactor(request.tokenIn);
uint256 scalingFactorTokenOut = _scalingFactor(request.tokenOut);
balanceTokenIn = _upscale(balanceTokenIn, scalingFactorTokenIn);
balanceTokenOut = _upscale(balanceTokenOut, scalingFactorTokenOut);
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.
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.
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-interfaces/contracts/pool-utils/IAssetManager.sol";
import "@balancer-labs/v2-interfaces/contracts/pool-utils/IControlledPool.sol";
import "@balancer-labs/v2-interfaces/contracts/vault/IVault.sol";
import "@balancer-labs/v2-interfaces/contracts/vault/IBasePool.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-solidity-utils/contracts/helpers/TemporarilyPausable.sol";
import "@balancer-labs/v2-solidity-utils/contracts/openzeppelin/ERC20.sol";
import "@balancer-labs/v2-solidity-utils/contracts/math/FixedPoint.sol";
import "@balancer-labs/v2-solidity-utils/contracts/math/Math.sol";
import "./BalancerPoolToken.sol";
import "./BasePoolAuthorization.sol";
import "./RecoveryMode.sol";
// solhint-disable max-states-count
/**
* @notice Reference implementation for the base layer of a Pool contract.
* @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.
*
* This Pool pays protocol fees by minting BPT directly to the ProtocolFeeCollector instead of using the
* `dueProtocolFees` return value. This results in the underlying tokens continuing to provide liquidity
* for traders, while still keeping gas usage to a minimum since only a single token (the BPT) is transferred.
*
* 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,
IControlledPool,
BasePoolAuthorization,
BalancerPoolToken,
TemporarilyPausable,
RecoveryMode
{
using WordCodec for bytes32;
using FixedPoint for uint256;
using BasePoolUserData for bytes;
uint256 private constant _MIN_TOKENS = 2;
uint256 private constant _DEFAULT_MINIMUM_BPT = 1e6;
// 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% - this fits in 64 bits
// `_miscData` is a storage slot that can be used to store unrelated pieces of information. All pools store the
// recovery mode flag and swap fee percentage, but `miscData` can be extended to store more pieces of information.
// The most signficant bit is reserved for the recovery mode flag, and the swap fee percentage is stored in
// the next most significant 63 bits, leaving the remaining 192 bits free to store any other information derived
// pools might need.
//
// This slot is preferred for gas-sensitive operations as it is read in all joins, swaps and exits,
// and therefore warm.
// [ recovery | swap fee | available ]
// [ 1 bit | 63 bits | 192 bits ]
// [ MSB LSB ]
bytes32 private _miscData;
uint256 private constant _SWAP_FEE_PERCENTAGE_OFFSET = 192;
uint256 private constant _RECOVERY_MODE_BIT_OFFSET = 255;
// A fee can never be larger than FixedPoint.ONE, which fits in 60 bits, so 63 is more than enough.
uint256 private constant _SWAP_FEE_PERCENTAGE_BIT_LENGTH = 63;
bytes32 private immutable _poolId;
// Note that this value is immutable in the Vault, so we can make it immutable here and save gas
IProtocolFeesCollector private immutable _protocolFeesCollector;
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, vault)
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
_poolId = poolId;
_protocolFeesCollector = vault.getProtocolFeesCollector();
}
// Getters / Setters
/**
* @notice Return the pool id.
*/
function getPoolId() public view override returns (bytes32) {
return _poolId;
}
function _getTotalTokens() internal view virtual returns (uint256);
function _getMaxTokens() internal pure virtual returns (uint256);
/**
* @dev Returns the minimum BPT supply. This amount is minted to the zero address during initialization, effectively
* locking it.
*
* This is useful to make sure Pool initialization happens only once, but derived Pools can change this value (even
* to zero) by overriding this function.
*/
function _getMinimumBpt() internal pure virtual returns (uint256) {
return _DEFAULT_MINIMUM_BPT;
}
/**
* @notice Return the current value of the swap fee percentage.
* @dev This is stored in `_miscData`.
*/
function getSwapFeePercentage() public view virtual override returns (uint256) {
return _miscData.decodeUint(_SWAP_FEE_PERCENTAGE_OFFSET, _SWAP_FEE_PERCENTAGE_BIT_LENGTH);
}
/**
* @notice Return the ProtocolFeesCollector contract.
* @dev This is immutable, and retrieved from the Vault on construction. (It is also immutable in the Vault.)
*/
function getProtocolFeesCollector() public view returns (IProtocolFeesCollector) {
return _protocolFeesCollector;
}
/**
* @notice Set the swap fee percentage.
* @dev This is a permissioned function, and disabled if the pool is paused. The swap fee must be within the
* bounds set by MIN_SWAP_FEE_PERCENTAGE/MAX_SWAP_FEE_PERCENTAGE. Emits the SwapFeePercentageChanged event.
*/
function setSwapFeePercentage(uint256 swapFeePercentage) public virtual override authenticate whenNotPaused {
_setSwapFeePercentage(swapFeePercentage);
}
function _setSwapFeePercentage(uint256 swapFeePercentage) internal virtual {
_require(swapFeePercentage >= _getMinSwapFeePercentage(), Errors.MIN_SWAP_FEE_PERCENTAGE);
_require(swapFeePercentage <= _getMaxSwapFeePercentage(), Errors.MAX_SWAP_FEE_PERCENTAGE);
_miscData = _miscData.insertUint(
swapFeePercentage,
_SWAP_FEE_PERCENTAGE_OFFSET,
_SWAP_FEE_PERCENTAGE_BIT_LENGTH
);
emit SwapFeePercentageChanged(swapFeePercentage);
}
function _getMinSwapFeePercentage() internal pure virtual returns (uint256) {
return _MIN_SWAP_FEE_PERCENTAGE;
}
function _getMaxSwapFeePercentage() internal pure virtual returns (uint256) {
return _MAX_SWAP_FEE_PERCENTAGE;
}
/**
* @notice Returns whether the pool is in Recovery Mode.
*/
function inRecoveryMode() public view override returns (bool) {
return _miscData.decodeBool(_RECOVERY_MODE_BIT_OFFSET);
}
/**
* @dev Sets the recoveryMode state, and emits the corresponding event.
*/
function _setRecoveryMode(bool enabled) internal virtual override {
_miscData = _miscData.insertBool(enabled, _RECOVERY_MODE_BIT_OFFSET);
emit RecoveryModeStateChanged(enabled);
// Some pools need to update their state when leaving recovery mode to ensure proper functioning of the Pool.
// We do not allow an `_onEnableRecoveryMode()` hook as this may jeopardize the ability to enable Recovery mode.
if (!enabled) _onDisableRecoveryMode();
}
/**
* @dev Performs any necessary actions on the disabling of Recovery Mode.
* This is usually to reset any fee collection mechanisms to ensure that they operate correctly going forward.
*/
function _onDisableRecoveryMode() internal virtual {
// solhint-disable-previous-line no-empty-blocks
}
/**
* @notice Set the asset manager parameters for the given token.
* @dev This is a permissioned function, unavailable when the pool is paused.
* The details of the configuration data are set by each Asset Manager. (For an example, see
* `RewardsAssetManager`.)
*/
function setAssetManagerPoolConfig(IERC20 token, bytes memory poolConfig)
public
virtual
override
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);
}
/**
* @notice Pause the pool: an emergency action which disables all pool functions.
* @dev This is a permissioned function that will only work during the Pause Window set during pool factory
* deployment (see `TemporarilyPausable`).
*/
function pause() external authenticate {
_setPaused(true);
}
/**
* @notice Reverse a `pause` operation, and restore a pool to normal functionality.
* @dev This is a permissioned function that will only work on a paused pool within the Buffer Period set during
* pool factory deployment (see `TemporarilyPausable`). Note that any paused pools will automatically unpause
* after the Buffer Period expires.
*/
function unpause() external authenticate {
_setPaused(false);
}
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;
}
/**
* @dev 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);
_;
}
/**
* @notice Vault hook for adding liquidity to a pool (including the first time, "initializing" the pool).
* @dev This function can only be called from the Vault, from `joinPool`.
*/
function onJoinPool(
bytes32 poolId,
address sender,
address recipient,
uint256[] memory balances,
uint256 lastChangeBlock,
uint256 protocolSwapFeePercentage,
bytes memory userData
) external override onlyVault(poolId) returns (uint256[] memory, uint256[] memory) {
_beforeSwapJoinExit();
uint256[] memory scalingFactors = _scalingFactors();
if (totalSupply() == 0) {
(uint256 bptAmountOut, uint256[] memory amountsIn) = _onInitializePool(
poolId,
sender,
recipient,
scalingFactors,
userData
);
// On initialization, we lock _getMinimumBpt() 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 >= _getMinimumBpt(), Errors.MINIMUM_BPT);
_mintPoolTokens(address(0), _getMinimumBpt());
_mintPoolTokens(recipient, bptAmountOut - _getMinimumBpt());
// amountsIn are amounts entering the Pool, so we round up.
_downscaleUpArray(amountsIn, scalingFactors);
return (amountsIn, new uint256[](balances.length));
} else {
_upscaleArray(balances, scalingFactors);
(uint256 bptAmountOut, uint256[] memory amountsIn) = _onJoinPool(
poolId,
sender,
recipient,
balances,
lastChangeBlock,
inRecoveryMode() ? 0 : protocolSwapFeePercentage, // Protocol fees are disabled while in recovery mode
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);
// This Pool ignores the `dueProtocolFees` return value, so we simply return a zeroed-out array.
return (amountsIn, new uint256[](balances.length));
}
}
/**
* @notice Vault hook for removing liquidity from a pool.
* @dev This function can only be called from the Vault, from `exitPool`.
*/
function onExitPool(
bytes32 poolId,
address sender,
address recipient,
uint256[] memory balances,
uint256 lastChangeBlock,
uint256 protocolSwapFeePercentage,
bytes memory userData
) external override onlyVault(poolId) returns (uint256[] memory, uint256[] memory) {
uint256[] memory amountsOut;
uint256 bptAmountIn;
// When a user calls `exitPool`, this is the first point of entry from the Vault.
// We first check whether this is a Recovery Mode exit - if so, we proceed using this special lightweight exit
// mechanism which avoids computing any complex values, interacting with external contracts, etc., and generally
// should always work, even if the Pool's mathematics or a dependency break down.
if (userData.isRecoveryModeExitKind()) {
// This exit kind is only available in Recovery Mode.
_ensureInRecoveryMode();
// Note that we don't upscale balances nor downscale amountsOut - we don't care about scaling factors during
// a recovery mode exit.
(bptAmountIn, amountsOut) = _doRecoveryModeExit(balances, totalSupply(), userData);
} else {
// Note that we only call this if we're not in a recovery mode exit.
_beforeSwapJoinExit();
uint256[] memory scalingFactors = _scalingFactors();
_upscaleArray(balances, scalingFactors);
(bptAmountIn, amountsOut) = _onExitPool(
poolId,
sender,
recipient,
balances,
lastChangeBlock,
inRecoveryMode() ? 0 : protocolSwapFeePercentage, // Protocol fees are disabled while in recovery mode
scalingFactors,
userData
);
// amountsOut are amounts exiting the Pool, so we round down.
_downscaleDownArray(amountsOut, scalingFactors);
}
// Note we no longer use `balances` after calling `_onExitPool`, which may mutate it.
_burnPoolTokens(sender, bptAmountIn);
// This Pool ignores the `dueProtocolFees` return value, so we simply return a zeroed-out array.
return (amountsOut, new uint256[](balances.length));
}
// Query functions
/**
* @notice "Dry run" `onJoinPool`.
* @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 override 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);
}
/**
* @notice "Dry run" `onExitPool`.
* @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 override 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 _getMinimumBpt(), 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);
/**
* @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);
/**
* @dev Called at the very beginning of swaps, joins and exits, even before the scaling factors are read. Derived
* contracts can extend this implementation to perform any state-changing operations they might need (including e.g.
* updating the scaling factors),
*
* The only scenario in which this function is not called is during a recovery mode exit. This makes it safe to
* perform non-trivial computations or interact with external dependencies here, as recovery mode will not be
* affected.
*
* Since this contract does not implement swaps, derived contracts must also make sure this function is called on
* swap handlers.
*/
function _beforeSwapJoinExit() internal virtual {
// All joins, exits and swaps are disabled (except recovery mode exits).
_ensureNotPaused();
}
// Internal functions
/**
* @dev Pays protocol fees by minting `bptAmount` to the Protocol Fee Collector.
*/
function _payProtocolFees(uint256 bptAmount) internal {
_mintPoolTokens(address(getProtocolFeesCollector()), bptAmount);
}
/**
* @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(getSwapFeePercentage().complement());
}
/**
* @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) {
if (address(token) == address(this)) {
return FixedPoint.ONE;
}
// 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 override 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 pure {
uint256 length = amounts.length;
InputHelpers.ensureInputLengthMatch(length, scalingFactors.length);
for (uint256 i = 0; i < length; ++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 pure {
uint256 length = amounts.length;
InputHelpers.ensureInputLengthMatch(length, scalingFactors.length);
for (uint256 i = 0; i < length; ++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 pure {
uint256 length = amounts.length;
InputHelpers.ensureInputLengthMatch(length, scalingFactors.length);
for (uint256 i = 0; i < length; ++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) _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 {
// This imitates the relevant parts of the bodies of onJoin and onExit. Since they're not virtual, we know
// that their implementations will match this regardless of what derived contracts might do.
_beforeSwapJoinExit();
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-interfaces/contracts/vault/IAuthorizer.sol";
import "@balancer-labs/v2-solidity-utils/contracts/helpers/Authentication.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 BasePoolUserData {
// Special ExitKind for all pools, used in Recovery Mode. Use the max 8-bit value to prevent conflicts
// with future additions to the ExitKind enums (or any front-end code that maps to existing values)
uint8 public constant RECOVERY_MODE_EXIT_KIND = 255;
// Return true if this is the special exit kind.
function isRecoveryModeExitKind(bytes memory self) internal pure returns (bool) {
// Check for the "no data" case, or abi.decode would revert
return self.length > 0 && abi.decode(self, (uint8)) == RECOVERY_MODE_EXIT_KIND;
}
// Parse the bptAmountIn out of the userData
function recoveryModeExit(bytes memory self) internal pure returns (uint256 bptAmountIn) {
(, bptAmountIn) = abi.decode(self, (uint8, 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-interfaces/contracts/pool-weighted/WeightedPoolUserData.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-pool-utils/contracts/BaseMinimalSwapInfoPool.sol";
import "./WeightedMath.sol";
/**
* @dev Base class for WeightedPools containing swap, join and exit logic, but leaving storage and management of
* the weights to subclasses. Derived contracts can choose to make weights immutable, mutable, or even dynamic
* based on local or external logic.
*/
abstract contract BaseWeightedPool is BaseMinimalSwapInfoPool {
using FixedPoint for uint256;
using WeightedPoolUserData for bytes;
constructor(
IVault vault,
string memory name,
string memory symbol,
IERC20[] memory tokens,
address[] memory assetManagers,
uint256 swapFeePercentage,
uint256 pauseWindowDuration,
uint256 bufferPeriodDuration,
address owner,
bool mutableTokens
)
BasePool(
vault,
// Given BaseMinimalSwapInfoPool supports both of these specializations, and this Pool never registers
// or deregisters any tokens after construction, picking Two Token when the Pool only has two tokens is free
// gas savings.
// If the pool is expected to be able register new tokens in future, we must choose MINIMAL_SWAP_INFO
// as clearly the TWO_TOKEN specification doesn't support adding extra tokens in future.
tokens.length == 2 && !mutableTokens
? IVault.PoolSpecialization.TWO_TOKEN
: IVault.PoolSpecialization.MINIMAL_SWAP_INFO,
name,
symbol,
tokens,
assetManagers,
swapFeePercentage,
pauseWindowDuration,
bufferPeriodDuration,
owner
)
{
// solhint-disable-previous-line no-empty-blocks
}
// Virtual functions
/**
* @dev Returns the normalized weight of `token`. Weights are fixed point numbers that sum to FixedPoint.ONE.
*/
function _getNormalizedWeight(IERC20 token) internal view virtual returns (uint256);
/**
* @dev Returns all normalized weights, in the same order as the Pool's tokens.
*/
function _getNormalizedWeights() internal view virtual returns (uint256[] memory);
/**
* @dev Returns the current value of the invariant.
*
* **IMPORTANT NOTE**: calling this function within a Vault context (i.e. in the middle of a join or an exit) is
* potentially unsafe, since the returned value is manipulable. It is up to the caller to ensure safety.
*
* Calculating the invariant requires the state of the pool to be in sync with the state of the Vault.
* That condition may not be true in the middle of a join or an exit.
*
* To call this function safely, attempt to trigger the reentrancy guard in the Vault by calling a non-reentrant
* function before calling `getInvariant`. That will make the transaction revert in an unsafe context.
* (See `whenNotInVaultContext` in `WeightedPool`).
*
* See https://forum.balancer.fi/t/reentrancy-vulnerability-scope-expanded/4345 for reference.
*/
function getInvariant() public view returns (uint256) {
(, uint256[] memory balances, ) = getVault().getPoolTokens(getPoolId());
// Since the Pool hooks always work with upscaled balances, we manually
// upscale here for consistency
_upscaleArray(balances, _scalingFactors());
uint256[] memory normalizedWeights = _getNormalizedWeights();
return WeightedMath._calculateInvariant(normalizedWeights, balances);
}
function getNormalizedWeights() external view returns (uint256[] memory) {
return _getNormalizedWeights();
}
// Base Pool handlers
// Swap
function _onSwapGivenIn(
SwapRequest memory swapRequest,
uint256 currentBalanceTokenIn,
uint256 currentBalanceTokenOut
) internal virtual override returns (uint256) {
return
WeightedMath._calcOutGivenIn(
currentBalanceTokenIn,
_getNormalizedWeight(swapRequest.tokenIn),
currentBalanceTokenOut,
_getNormalizedWeight(swapRequest.tokenOut),
swapRequest.amount
);
}
function _onSwapGivenOut(
SwapRequest memory swapRequest,
uint256 currentBalanceTokenIn,
uint256 currentBalanceTokenOut
) internal virtual override returns (uint256) {
return
WeightedMath._calcInGivenOut(
currentBalanceTokenIn,
_getNormalizedWeight(swapRequest.tokenIn),
currentBalanceTokenOut,
_getNormalizedWeight(swapRequest.tokenOut),
swapRequest.amount
);
}
/**
* @dev Called before any join or exit operation. Returns the Pool's total supply by default, but derived contracts
* may choose to add custom behavior at these steps. This often has to do with protocol fee processing.
*/
function _beforeJoinExit(uint256[] memory preBalances, uint256[] memory normalizedWeights)
internal
virtual
returns (uint256, uint256)
{
return (totalSupply(), WeightedMath._calculateInvariant(normalizedWeights, preBalances));
}
/**
* @dev Called after any regular join or exit operation. Empty by default, but derived contracts
* may choose to add custom behavior at these steps. This often has to do with protocol fee processing.
*
* If performing a join operation, balanceDeltas are the amounts in: otherwise they are the amounts out.
*
* This function is free to mutate the `preBalances` array.
*/
function _afterJoinExit(
uint256 preJoinExitInvariant,
uint256[] memory preBalances,
uint256[] memory balanceDeltas,
uint256[] memory normalizedWeights,
uint256 preJoinExitSupply,
uint256 postJoinExitSupply
) internal virtual {
// solhint-disable-previous-line no-empty-blocks
}
// Derived contracts may call this to update state after a join or exit.
function _updatePostJoinExit(uint256 postJoinExitInvariant) internal virtual {
// solhint-disable-previous-line no-empty-blocks
}
// Initialize
function _onInitializePool(
bytes32,
address,
address,
uint256[] memory scalingFactors,
bytes memory userData
) internal virtual override returns (uint256, uint256[] memory) {
WeightedPoolUserData.JoinKind kind = userData.joinKind();
_require(kind == WeightedPoolUserData.JoinKind.INIT, Errors.UNINITIALIZED);
uint256[] memory amountsIn = userData.initialAmountsIn();
InputHelpers.ensureInputLengthMatch(amountsIn.length, scalingFactors.length);
_upscaleArray(amountsIn, scalingFactors);
uint256[] memory normalizedWeights = _getNormalizedWeights();
uint256 invariantAfterJoin = WeightedMath._calculateInvariant(normalizedWeights, amountsIn);
// Set the initial BPT to the value of the invariant times the number of tokens. This makes BPT supply more
// consistent in Pools with similar compositions but different number of tokens.
uint256 bptAmountOut = Math.mul(invariantAfterJoin, amountsIn.length);
// Initialization is still a join, so we need to do post-join work. Since we are not paying protocol fees,
// and all we need to do is update the invariant, call `_updatePostJoinExit` here instead of `_afterJoinExit`.
_updatePostJoinExit(invariantAfterJoin);
return (bptAmountOut, amountsIn);
}
// Join
function _onJoinPool(
bytes32,
address sender,
address,
uint256[] memory balances,
uint256,
uint256,
uint256[] memory scalingFactors,
bytes memory userData
) internal virtual override returns (uint256, uint256[] memory) {
uint256[] memory normalizedWeights = _getNormalizedWeights();
(uint256 preJoinExitSupply, uint256 preJoinExitInvariant) = _beforeJoinExit(balances, normalizedWeights);
(uint256 bptAmountOut, uint256[] memory amountsIn) = _doJoin(
sender,
balances,
normalizedWeights,
scalingFactors,
preJoinExitSupply,
userData
);
_afterJoinExit(
preJoinExitInvariant,
balances,
amountsIn,
normalizedWeights,
preJoinExitSupply,
preJoinExitSupply.add(bptAmountOut)
);
return (bptAmountOut, amountsIn);
}
/**
* @dev Dispatch code which decodes the provided userdata to perform the specified join type.
* Inheriting contracts may override this function to add additional join types or extra conditions to allow
* or disallow joins under certain circumstances.
*/
function _doJoin(
address,
uint256[] memory balances,
uint256[] memory normalizedWeights,
uint256[] memory scalingFactors,
uint256 totalSupply,
bytes memory userData
) internal view virtual returns (uint256, uint256[] memory) {
WeightedPoolUserData.JoinKind kind = userData.joinKind();
if (kind == WeightedPoolUserData.JoinKind.EXACT_TOKENS_IN_FOR_BPT_OUT) {
return _joinExactTokensInForBPTOut(balances, normalizedWeights, scalingFactors, totalSupply, userData);
} else if (kind == WeightedPoolUserData.JoinKind.TOKEN_IN_FOR_EXACT_BPT_OUT) {
return _joinTokenInForExactBPTOut(balances, normalizedWeights, totalSupply, userData);
} else if (kind == WeightedPoolUserData.JoinKind.ALL_TOKENS_IN_FOR_EXACT_BPT_OUT) {
return _joinAllTokensInForExactBPTOut(balances, totalSupply, userData);
} else {
_revert(Errors.UNHANDLED_JOIN_KIND);
}
}
function _joinExactTokensInForBPTOut(
uint256[] memory balances,
uint256[] memory normalizedWeights,
uint256[] memory scalingFactors,
uint256 totalSupply,
bytes memory userData
) private view returns (uint256, uint256[] memory) {
(uint256[] memory amountsIn, uint256 minBPTAmountOut) = userData.exactTokensInForBptOut();
InputHelpers.ensureInputLengthMatch(balances.length, amountsIn.length);
_upscaleArray(amountsIn, scalingFactors);
uint256 bptAmountOut = WeightedMath._calcBptOutGivenExactTokensIn(
balances,
normalizedWeights,
amountsIn,
totalSupply,
getSwapFeePercentage()
);
_require(bptAmountOut >= minBPTAmountOut, Errors.BPT_OUT_MIN_AMOUNT);
return (bptAmountOut, amountsIn);
}
function _joinTokenInForExactBPTOut(
uint256[] memory balances,
uint256[] memory normalizedWeights,
uint256 totalSupply,
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 < balances.length, Errors.OUT_OF_BOUNDS);
uint256 amountIn = WeightedMath._calcTokenInGivenExactBptOut(
balances[tokenIndex],
normalizedWeights[tokenIndex],
bptAmountOut,
totalSupply,
getSwapFeePercentage()
);
// We join in a single token, so we initialize amountsIn with zeros
uint256[] memory amountsIn = new uint256[](balances.length);
// And then assign the result to the selected token
amountsIn[tokenIndex] = amountIn;
return (bptAmountOut, amountsIn);
}
function _joinAllTokensInForExactBPTOut(
uint256[] memory balances,
uint256 totalSupply,
bytes memory userData
) private pure returns (uint256, uint256[] memory) {
uint256 bptAmountOut = userData.allTokensInForExactBptOut();
// Note that there is no maximum amountsIn parameter: this is handled by `IVault.joinPool`.
uint256[] memory amountsIn = WeightedMath._calcAllTokensInGivenExactBptOut(balances, bptAmountOut, totalSupply);
return (bptAmountOut, amountsIn);
}
// Exit
function _onExitPool(
bytes32,
address sender,
address,
uint256[] memory balances,
uint256,
uint256,
uint256[] memory scalingFactors,
bytes memory userData
) internal virtual override returns (uint256, uint256[] memory) {
uint256[] memory normalizedWeights = _getNormalizedWeights();
(uint256 preJoinExitSupply, uint256 preJoinExitInvariant) = _beforeJoinExit(balances, normalizedWeights);
(uint256 bptAmountIn, uint256[] memory amountsOut) = _doExit(
sender,
balances,
normalizedWeights,
scalingFactors,
preJoinExitSupply,
userData
);
_afterJoinExit(
preJoinExitInvariant,
balances,
amountsOut,
normalizedWeights,
preJoinExitSupply,
preJoinExitSupply.sub(bptAmountIn)
);
return (bptAmountIn, amountsOut);
}
/**
* @dev Dispatch code which decodes the provided userdata to perform the specified exit type.
* Inheriting contracts may override this function to add additional exit types or extra conditions to allow
* or disallow exit under certain circumstances.
*/
function _doExit(
address,
uint256[] memory balances,
uint256[] memory normalizedWeights,
uint256[] memory scalingFactors,
uint256 totalSupply,
bytes memory userData
) internal view virtual returns (uint256, uint256[] memory) {
WeightedPoolUserData.ExitKind kind = userData.exitKind();
if (kind == WeightedPoolUserData.ExitKind.EXACT_BPT_IN_FOR_ONE_TOKEN_OUT) {
return _exitExactBPTInForTokenOut(balances, normalizedWeights, totalSupply, userData);
} else if (kind == WeightedPoolUserData.ExitKind.EXACT_BPT_IN_FOR_TOKENS_OUT) {
return _exitExactBPTInForTokensOut(balances, totalSupply, userData);
} else if (kind == WeightedPoolUserData.ExitKind.BPT_IN_FOR_EXACT_TOKENS_OUT) {
return _exitBPTInForExactTokensOut(balances, normalizedWeights, scalingFactors, totalSupply, userData);
} else {
_revert(Errors.UNHANDLED_EXIT_KIND);
}
}
function _exitExactBPTInForTokenOut(
uint256[] memory balances,
uint256[] memory normalizedWeights,
uint256 totalSupply,
bytes memory userData
) private view returns (uint256, uint256[] memory) {
(uint256 bptAmountIn, uint256 tokenIndex) = userData.exactBptInForTokenOut();
// Note that there is no minimum amountOut parameter: this is handled by `IVault.exitPool`.
_require(tokenIndex < balances.length, Errors.OUT_OF_BOUNDS);
uint256 amountOut = WeightedMath._calcTokenOutGivenExactBptIn(
balances[tokenIndex],
normalizedWeights[tokenIndex],
bptAmountIn,
totalSupply,
getSwapFeePercentage()
);
// This is an exceptional situation in which the fee is charged on a token out instead of a token in.
// We exit in a single token, so we initialize amountsOut with zeros
uint256[] memory amountsOut = new uint256[](balances.length);
// And then assign the result to the selected token
amountsOut[tokenIndex] = amountOut;
return (bptAmountIn, amountsOut);
}
function _exitExactBPTInForTokensOut(
uint256[] memory balances,
uint256 totalSupply,
bytes memory userData
) private pure returns (uint256, uint256[] memory) {
uint256 bptAmountIn = userData.exactBptInForTokensOut();
// Note that there is no minimum amountOut parameter: this is handled by `IVault.exitPool`.
uint256[] memory amountsOut = WeightedMath._calcTokensOutGivenExactBptIn(balances, bptAmountIn, totalSupply);
return (bptAmountIn, amountsOut);
}
function _exitBPTInForExactTokensOut(
uint256[] memory balances,
uint256[] memory normalizedWeights,
uint256[] memory scalingFactors,
uint256 totalSupply,
bytes memory userData
) private view returns (uint256, uint256[] memory) {
(uint256[] memory amountsOut, uint256 maxBPTAmountIn) = userData.bptInForExactTokensOut();
InputHelpers.ensureInputLengthMatch(amountsOut.length, balances.length);
_upscaleArray(amountsOut, scalingFactors);
// This is an exceptional situation in which the fee is charged on a token out instead of a token in.
uint256 bptAmountIn = WeightedMath._calcBptInGivenExactTokensOut(
balances,
normalizedWeights,
amountsOut,
totalSupply,
getSwapFeePercentage()
);
_require(bptAmountIn <= maxBPTAmountIn, Errors.BPT_IN_MAX_AMOUNT);
return (bptAmountIn, amountsOut);
}
}
// 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: 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-interfaces/contracts/solidity-utils/helpers/BalancerErrors.sol";
import "@balancer-labs/v2-interfaces/contracts/solidity-utils/helpers/ISignaturesValidator.sol";
import "../openzeppelin/EIP712.sol";
/**
* @dev Utility for signing Solidity function calls.
*/
abstract contract EOASignaturesValidator is ISignaturesValidator, EIP712 {
// Replay attack prevention for each account.
mapping(address => uint256) internal _nextNonce;
function getDomainSeparator() public view override returns (bytes32) {
return _domainSeparatorV4();
}
function getNextNonce(address account) public view override returns (uint256) {
return _nextNonce[account];
}
function _ensureValidSignature(
address account,
bytes32 structHash,
bytes memory signature,
uint256 errorCode
) internal {
return _ensureValidSignature(account, structHash, signature, type(uint256).max, errorCode);
}
function _ensureValidSignature(
address account,
bytes32 structHash,
bytes memory signature,
uint256 deadline,
uint256 errorCode
) internal {
bytes32 digest = _hashTypedDataV4(structHash);
_require(_isValidSignature(account, digest, signature), errorCode);
// We could check for the deadline before validating the signature, but this leads to saner error processing (as
// we only care about expired deadlines if the signature is correct) and only affects the gas cost of the revert
// scenario, which will only occur infrequently, if ever.
// The deadline is timestamp-based: it should not be relied upon for sub-minute accuracy.
// solhint-disable-next-line not-rely-on-time
_require(deadline >= block.timestamp, Errors.EXPIRED_SIGNATURE);
// We only advance the nonce after validating the signature. This is irrelevant for this module, but it can be
// important in derived contracts that override _isValidSignature (e.g. SignaturesValidator), as we want for
// the observable state to still have the current nonce as the next valid one.
_nextNonce[account] += 1;
}
function _isValidSignature(
address account,
bytes32 digest,
bytes memory signature
) internal view virtual returns (bool) {
_require(signature.length == 65, Errors.MALFORMED_SIGNATURE);
bytes32 r;
bytes32 s;
uint8 v;
// ecrecover takes the r, s and v signature parameters, and the only way to get them is to use assembly.
// solhint-disable-next-line no-inline-assembly
assembly {
r := mload(add(signature, 0x20))
s := mload(add(signature, 0x40))
v := byte(0, mload(add(signature, 0x60)))
}
address recoveredAddress = ecrecover(digest, v, r, s);
// ecrecover returns the zero address on recover failure, so we need to handle that explicitly.
return (recoveredAddress != address(0) && recoveredAddress == account);
}
function _toArraySignature(
uint8 v,
bytes32 r,
bytes32 s
) internal pure returns (bytes memory) {
bytes memory signature = new bytes(65);
// solhint-disable-next-line no-inline-assembly
assembly {
mstore(add(signature, 32), r)
mstore(add(signature, 64), s)
mstore8(add(signature, 96), v)
}
return signature;
}
}
// SPDX-License-Identifier: MIT
pragma solidity ^0.7.0;
import "@balancer-labs/v2-interfaces/contracts/solidity-utils/helpers/BalancerErrors.sol";
import "@balancer-labs/v2-interfaces/contracts/solidity-utils/openzeppelin/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}. The total supply should only be read using this function
*
* Can be overridden by derived contracts to store the total supply in a different way (e.g. packed with other
* storage values).
*/
function totalSupply() public view virtual override returns (uint256) {
return _totalSupply;
}
/**
* @dev Sets a new value for the total supply. It should only be set using this function.
*
* * Can be overridden by derived contracts to store the total supply in a different way (e.g. packed with other
* storage values).
*/
function _setTotalSupply(uint256 value) internal virtual {
_totalSupply = value;
}
/**
* @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);
_setTotalSupply(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_BALANCE);
_setTotalSupply(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 {
// solhint-disable-previous-line no-empty-blocks
}
}
// SPDX-License-Identifier: MIT
pragma solidity ^0.7.0;
import "@balancer-labs/v2-interfaces/contracts/solidity-utils/openzeppelin/IERC20Permit.sol";
import "./ERC20.sol";
import "../helpers/EOASignaturesValidator.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, EOASignaturesValidator {
// solhint-disable-next-line var-name-mixedcase
bytes32 private constant _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") {
// solhint-disable-previous-line no-empty-blocks
}
/**
* @dev See {IERC20Permit-permit}.
*/
function permit(
address owner,
address spender,
uint256 value,
uint256 deadline,
uint8 v,
bytes32 r,
bytes32 s
) public virtual override {
bytes32 structHash = keccak256(
abi.encode(_PERMIT_TYPEHASH, owner, spender, value, getNextNonce(owner), deadline)
);
_ensureValidSignature(owner, structHash, _toArraySignature(v, r, s), deadline, Errors.INVALID_SIGNATURE);
_approve(owner, spender, value);
}
/**
* @dev See {IERC20Permit-nonces}.
*/
function nonces(address owner) public view override returns (uint256) {
return getNextNonce(owner);
}
/**
* @dev See {IERC20Permit-DOMAIN_SEPARATOR}.
*/
// solhint-disable-next-line func-name-mixedcase
function DOMAIN_SEPARATOR() external view override returns (bytes32) {
return getDomainSeparator();
}
}
// 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-interfaces/contracts/solidity-utils/helpers/BalancerErrors.sol";
import "./LogExpMath.sol";
/* solhint-disable private-vars-leading-underscore */
library FixedPoint {
uint256 internal constant ONE = 1e18; // 18 decimal places
uint256 internal constant TWO = 2 * ONE;
uint256 internal constant FOUR = 4 * ONE;
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) {
// Optimize for when y equals 1.0, 2.0 or 4.0, as those are very simple to implement and occur often in 50/50
// and 80/20 Weighted Pools
if (y == ONE) {
return x;
} else if (y == TWO) {
return mulDown(x, x);
} else if (y == FOUR) {
uint256 square = mulDown(x, x);
return mulDown(square, square);
} else {
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) {
// Optimize for when y equals 1.0, 2.0 or 4.0, as those are very simple to implement and occur often in 50/50
// and 80/20 Weighted Pools
if (y == ONE) {
return x;
} else if (y == TWO) {
return mulUp(x, x);
} else if (y == FOUR) {
uint256 square = mulUp(x, x);
return mulUp(square, square);
} else {
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 "../solidity-utils/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);
/**
* @dev Returns this Pool's ID, used when interacting with the Vault (to e.g. join the Pool or swap with it).
*/
function getPoolId() external view returns (bytes32);
/**
* @dev Returns the current swap fee percentage as a 18 decimal fixed point number, so e.g. 1e17 corresponds to a
* 10% swap fee.
*/
function getSwapFeePercentage() external view returns (uint256);
/**
* @dev Returns the scaling factors of each of the Pool's tokens. This is an implementation detail that is typically
* not relevant for outside parties, but which might be useful for some types of Pools.
*/
function getScalingFactors() external view returns (uint256[] memory);
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);
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);
}
// 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 "../solidity-utils/openzeppelin/IERC20.sol";
interface IControlledPool {
function setSwapFeePercentage(uint256 swapFeePercentage) external;
function setAssetManagerPoolConfig(IERC20 token, bytes memory poolConfig) external;
}
// 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 "../solidity-utils/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 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;
pragma experimental ABIEncoderV2;
import "../solidity-utils/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 Source of truth for all Protocol Fee percentages, that is, how much the protocol charges certain actions. Some
* of these values may also be retrievable from other places (such as the swap fee percentage), but this is the
* preferred source nonetheless.
*/
interface IProtocolFeePercentagesProvider {
// All fee percentages are 18-decimal fixed point numbers, so e.g. 1e18 = 100% and 1e16 = 1%.
// Emitted when a new fee type is registered.
event ProtocolFeeTypeRegistered(uint256 indexed feeType, string name, uint256 maximumPercentage);
// Emitted when the value of a fee type changes.
// IMPORTANT: it is possible for a third party to modify the SWAP and FLASH_LOAN fee type values directly in the
// ProtocolFeesCollector, which will result in this event not being emitted despite their value changing. Such usage
// of the ProtocolFeesCollector is however discouraged: all state-changing interactions with it should originate in
// this contract.
event ProtocolFeePercentageChanged(uint256 indexed feeType, uint256 percentage);
/**
* @dev Registers a new fee type in the system, making it queryable via `getFeeTypePercentage` and `getFeeTypeName`,
* as well as configurable via `setFeeTypePercentage`.
*
* `feeType` can be any arbitrary value (that is not in use).
*
* It is not possible to de-register fee types, nor change their name or maximum value.
*/
function registerFeeType(
uint256 feeType,
string memory name,
uint256 maximumValue,
uint256 initialValue
) external;
/**
* @dev Returns true if `feeType` has been registered and can be queried.
*/
function isValidFeeType(uint256 feeType) external view returns (bool);
/**
* @dev Returns true if `value` is a valid percentage value for `feeType`.
*/
function isValidFeeTypePercentage(uint256 feeType, uint256 value) external view returns (bool);
/**
* @dev Sets the percentage value for `feeType` to `newValue`.
*
* IMPORTANT: it is possible for a third party to modify the SWAP and FLASH_LOAN fee type values directly in the
* ProtocolFeesCollector, without invoking this function. This will result in the `ProtocolFeePercentageChanged`
* event not being emitted despite their value changing. Such usage of the ProtocolFeesCollector is however
* discouraged: only this contract should be granted permission to call `setSwapFeePercentage` and
* `setFlashLoanFeePercentage`.
*/
function setFeeTypePercentage(uint256 feeType, uint256 newValue) external;
/**
* @dev Returns the current percentage value for `feeType`. This is the preferred mechanism for querying these -
* whenever possible, use this fucntion instead of e.g. querying the ProtocolFeesCollector.
*/
function getFeeTypePercentage(uint256 feeType) external view returns (uint256);
/**
* @dev Returns `feeType`'s maximum value.
*/
function getFeeTypeMaximumPercentage(uint256 feeType) external view returns (uint256);
/**
* @dev Returns `feeType`'s name.
*/
function getFeeTypeName(uint256 feeType) external view returns (string memory);
}
library ProtocolFeeType {
// This list is not exhaustive - more fee types can be added to the system. It is expected for this list to be
// extended with new fee types as they are registered, to keep them all in one place and reduce
// likelihood of user error.
// solhint-disable private-vars-leading-underscore
uint256 internal constant SWAP = 0;
uint256 internal constant FLASH_LOAN = 1;
uint256 internal constant YIELD = 2;
uint256 internal constant AUM = 3;
// solhint-enable private-vars-leading-underscore
}
// 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 "../solidity-utils/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 {
/**
* @dev Returns an 18 decimal fixed point number that is the exchange rate of the token to some other underlying
* token. The meaning of this rate depends on the context.
*/
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 RecoveryMode module.
*/
interface IRecoveryMode {
/**
* @dev Emitted when the Recovery Mode status changes.
*/
event RecoveryModeStateChanged(bool enabled);
/**
* @notice Enables Recovery Mode in the Pool, disabling protocol fee collection and allowing for safe proportional
* exits with low computational complexity and no dependencies.
*/
function enableRecoveryMode() external;
/**
* @notice Disables Recovery Mode in the Pool, restoring protocol fee collection and disallowing proportional exits.
*/
function disableRecoveryMode() external;
/**
* @notice Returns true if the Pool is in Recovery Mode.
*/
function inRecoveryMode() 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;
/**
* @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 "../solidity-utils/openzeppelin/IERC20.sol";
import "../solidity-utils/helpers/IAuthentication.sol";
import "../solidity-utils/helpers/ISignaturesValidator.sol";
import "../solidity-utils/helpers/ITemporarilyPausable.sol";
import "../solidity-utils/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, IAuthentication {
// 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 "@balancer-labs/v2-interfaces/contracts/solidity-utils/openzeppelin/IERC20.sol";
import "@balancer-labs/v2-interfaces/contracts/solidity-utils/helpers/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 "@balancer-labs/v2-solidity-utils/contracts/math/FixedPoint.sol";
import "@balancer-labs/v2-solidity-utils/contracts/math/Math.sol";
import "./ProtocolFees.sol";
library InvariantGrowthProtocolSwapFees {
using FixedPoint for uint256;
function getProtocolOwnershipPercentage(
uint256 invariantGrowthRatio,
uint256 supplyGrowthRatio,
uint256 protocolSwapFeePercentage
) internal pure returns (uint256) {
// Joins and exits are symmetrical; for simplicity, we consider a join, where the invariant and supply
// both increase.
// |-------------------------|-- original invariant * invariantGrowthRatio
// | increase from fees |
// |-------------------------|-- original invariant * supply growth ratio (fee-less invariant)
// | |
// | increase from balances |
// |-------------------------|-- original invariant
// | |
// | | |------------------|-- currentSupply
// | | | BPT minted |
// | | |------------------|-- previousSupply
// | original invariant | | original supply |
// |_________________________| |__________________|
//
// If the join is proportional, the invariant and supply will likewise increase proportionally,
// so the growth ratios (invariantGrowthRatio / supplyGrowthRatio) will be equal. In this case, we do not charge
// any protocol fees.
// We also charge no protocol fees in the case where `invariantGrowthRatio < supplyGrowthRatio` to avoid
// potential underflows, however this should only occur in extremely low volume actions due solely to rounding
// error.
if ((supplyGrowthRatio >= invariantGrowthRatio) || (protocolSwapFeePercentage == 0)) return 0;
// If the join is non-proportional, the supply increase will be proportionally less than the invariant increase,
// since the BPT minted will be based on fewer tokens (because swap fees are not included). So the supply growth
// is due entirely to the balance changes, while the invariant growth also includes swap fees.
//
// To isolate the amount of increase by fees then, we multiply the original invariant by the supply growth
// ratio to get the "feeless invariant". The difference between the final invariant and this value is then
// the amount of the invariant due to fees, which we convert to a percentage by normalizing against the
// final invariant. This is expressed as the expression below:
//
// invariantGrowthFromFees = currentInvariant - supplyGrowthRatio * previousInvariant
//
// We then divide through by current invariant so the LHS can be identified as the fraction of the pool which
// is made up of accumulated swap fees.
//
// swapFeesPercentage = 1 - supplyGrowthRatio * previousInvariant / currentInvariant
//
// We then define `invariantGrowthRatio` in a similar fashion to `supplyGrowthRatio` to give the result:
//
// swapFeesPercentage = 1 - supplyGrowthRatio / invariantGrowthRatio
//
// Using this form allows us to consider only the ratios of the two invariants, rather than their absolute
// values: a useful property, as this is sometimes easier than calculating the full invariant twice.
// We've already checked that `supplyGrowthRatio` is smaller than `invariantGrowthRatio`, and hence their ratio
// smaller than FixedPoint.ONE, allowing for unchecked arithmetic.
uint256 swapFeesPercentage = FixedPoint.ONE - supplyGrowthRatio.divDown(invariantGrowthRatio);
// We then multiply by the protocol swap fee percentage to get the fraction of the pool which the protocol
// should own once fees have been collected.
return swapFeesPercentage.mulDown(protocolSwapFeePercentage);
}
function calcDueProtocolFees(
uint256 invariantGrowthRatio,
uint256 previousSupply,
uint256 currentSupply,
uint256 protocolSwapFeePercentage
) internal pure returns (uint256) {
uint256 protocolOwnershipPercentage = getProtocolOwnershipPercentage(
invariantGrowthRatio,
currentSupply.divDown(previousSupply),
protocolSwapFeePercentage
);
return ProtocolFees.bptForPoolOwnershipPercentage(currentSupply, protocolOwnershipPercentage);
}
}
// 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 "@balancer-labs/v2-interfaces/contracts/solidity-utils/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 >> 255 == 0, 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 "@balancer-labs/v2-interfaces/contracts/solidity-utils/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 absolute value of a signed integer.
*/
function abs(int256 a) internal pure returns (uint256) {
return a > 0 ? uint256(a) : uint256(-a);
}
/**
* @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;
import "@balancer-labs/v2-interfaces/contracts/solidity-utils/helpers/BalancerErrors.sol";
import "@balancer-labs/v2-interfaces/contracts/standalone-utils/IProtocolFeePercentagesProvider.sol";
import "@balancer-labs/v2-solidity-utils/contracts/openzeppelin/SafeCast.sol";
import "../RecoveryMode.sol";
/**
* @dev The Vault does not provide the protocol swap fee percentage in swap hooks (as swaps don't typically need this
* value), so for swaps that need this value, we would have to to fetch it ourselves from the
* ProtocolFeePercentagesProvider. Additionally, other protocol fee types (such as Yield or AUM) can only be obtained
* by making said call.
*
* However, these values change so rarely that it doesn't make sense to perform the required calls to get the current
* values in every single user interaction. Instead, we keep a local copy that can be permissionlessly updated by anyone
* with the real value. We also pack these values together, performing a single storage read to get them all.
*
* When initialized with a special sentinel value, the swap fee is delegated, meaning the mutable protocol swap fee
* cache is set to the current value stored in the ProtocolFeePercentagesProvider, and can be updated by anyone with a
* call to `updateProtocolFeePercentageCache`. Any other value means the protocol swap fee is fixed, so it is instead
* stored in the immutable `_fixedProtocolSwapFeePercentage`.
*/
abstract contract ProtocolFeeCache is RecoveryMode {
using SafeCast for uint256;
IProtocolFeePercentagesProvider private immutable _protocolFeeProvider;
// Protocol Fee Percentages can never be larger than 100% (1e18), which fits in ~59 bits, so using 64 for each type
// is sufficient.
struct FeeTypeCache {
uint64 swapFee;
uint64 yieldFee;
uint64 aumFee;
}
FeeTypeCache private _cache;
event ProtocolFeePercentageCacheUpdated(uint256 indexed feeType, uint256 protocolFeePercentage);
// Swap fees can be set to a fixed value at construction, or delegated to the ProtocolFeePercentagesProvider if
// passing the special sentinel value.
uint256 public constant DELEGATE_PROTOCOL_SWAP_FEES_SENTINEL = type(uint256).max;
bool private immutable _delegatedProtocolSwapFees;
// Only valid when `_delegatedProtocolSwapFees` is false
uint256 private immutable _fixedProtocolSwapFeePercentage;
constructor(IProtocolFeePercentagesProvider protocolFeeProvider, uint256 protocolSwapFeePercentage) {
// Protocol swap fees are delegated to the value reported by the ProtocolFeePercentagesProvider if the sentinel
// value is passed.
bool delegatedProtocolSwapFees = protocolSwapFeePercentage == DELEGATE_PROTOCOL_SWAP_FEES_SENTINEL;
_delegatedProtocolSwapFees = delegatedProtocolSwapFees;
_protocolFeeProvider = protocolFeeProvider;
_updateProtocolFeeCache(protocolFeeProvider, ProtocolFeeType.YIELD);
_updateProtocolFeeCache(protocolFeeProvider, ProtocolFeeType.AUM);
if (delegatedProtocolSwapFees) {
_updateProtocolFeeCache(protocolFeeProvider, ProtocolFeeType.SWAP);
} else {
_require(
protocolSwapFeePercentage <= protocolFeeProvider.getFeeTypeMaximumPercentage(ProtocolFeeType.SWAP),
Errors.SWAP_FEE_PERCENTAGE_TOO_HIGH
);
// We cannot set `_fixedProtocolSwapFeePercentage` here due to it being immutable so instead we must set it
// in the main function scope with a value based on whether protocol fees are delegated.
// Emit an event as we do in `_updateProtocolFeeCache` to appear the same to offchain indexers.
emit ProtocolFeePercentageCacheUpdated(ProtocolFeeType.SWAP, protocolSwapFeePercentage);
}
// As `_fixedProtocolSwapFeePercentage` is immutable we must set a value, but just set to zero if it's not used.
_fixedProtocolSwapFeePercentage = delegatedProtocolSwapFees ? 0 : protocolSwapFeePercentage;
}
/**
* @dev Returns the cached protocol fee percentage. If `getProtocolSwapFeeDelegation()` is false, this value is
* immutable for swap fee queries. Alternatively, it will track the global fee percentage set in the
* ProtocolFeePercentagesProvider.
*/
function getProtocolFeePercentageCache(uint256 feeType) public view returns (uint256) {
if (inRecoveryMode()) {
return 0;
}
if (feeType == ProtocolFeeType.SWAP) {
return getProtocolSwapFeeDelegation() ? _cache.swapFee : _fixedProtocolSwapFeePercentage;
} else if (feeType == ProtocolFeeType.YIELD) {
return _cache.yieldFee;
} else if (feeType == ProtocolFeeType.AUM) {
return _cache.aumFee;
} else {
_revert(Errors.UNHANDLED_FEE_TYPE);
}
}
/**
* @dev Can be called by anyone to update the cached fee percentages (swap fee is only updated when delegated).
* Updates the cache to the latest value set by governance.
*
* This function will revert when called within a Vault context (i.e. in the middle of a join or an exit).
*
* This function depends on the invariant value, which may be calculated incorrectly in the middle of a join or
* an exit, because the state of the pool could be out of sync with the state of the Vault.
* `_beforeProtocolFeeCacheUpdate` will revert when called from such a context for weighted pools, effectively
* protecting this function.
*
* See https://forum.balancer.fi/t/reentrancy-vulnerability-scope-expanded/4345 for reference.
*/
function updateProtocolFeePercentageCache() external {
_beforeProtocolFeeCacheUpdate();
if (getProtocolSwapFeeDelegation()) {
_updateProtocolFeeCache(_protocolFeeProvider, ProtocolFeeType.SWAP);
}
_updateProtocolFeeCache(_protocolFeeProvider, ProtocolFeeType.YIELD);
_updateProtocolFeeCache(_protocolFeeProvider, ProtocolFeeType.AUM);
}
/**
* @dev Override in derived contracts to perform some action before the cache is updated. This is typically relevant
* to Pools that incur protocol debt between operations. To avoid altering the amount due retroactively, this debt
* needs to be paid before the fee percentages change.
*/
function _beforeProtocolFeeCacheUpdate() internal virtual {}
/**
* @dev Returns whether this Pool tracks protocol swap fee changes in the IProtocolFeePercentagesProvider.
*/
function getProtocolSwapFeeDelegation() public view returns (bool) {
return _delegatedProtocolSwapFees;
}
function _updateProtocolFeeCache(IProtocolFeePercentagesProvider protocolFeeProvider, uint256 feeType) private {
uint256 currentValue = protocolFeeProvider.getFeeTypePercentage(feeType);
if (feeType == ProtocolFeeType.SWAP) {
_cache.swapFee = currentValue.toUint64();
} else if (feeType == ProtocolFeeType.YIELD) {
_cache.yieldFee = currentValue.toUint64();
} else if (feeType == ProtocolFeeType.AUM) {
_cache.aumFee = currentValue.toUint64();
} else {
_revert(Errors.UNHANDLED_FEE_TYPE);
}
emit ProtocolFeePercentageCacheUpdated(feeType, currentValue);
}
}
// 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/math/Math.sol";
library ProtocolFees {
using FixedPoint for uint256;
/**
* @dev Calculates the amount of BPT necessary to give ownership of a given percentage of the Pool.
* Note that this function reverts if `poolPercentage` >= 100%, it's expected that the caller will enforce this.
* @param totalSupply - The total supply of the pool prior to minting BPT.
* @param poolOwnershipPercentage - The desired ownership percentage of the pool to have as a result of minting BPT.
* @return bptAmount - The amount of BPT to mint such that it is `poolPercentage` of the resultant total supply.
*/
function bptForPoolOwnershipPercentage(uint256 totalSupply, uint256 poolOwnershipPercentage)
internal
pure
returns (uint256)
{
// If we mint some amount `bptAmount` of BPT then the percentage ownership of the pool this grants is given by:
// `poolOwnershipPercentage = bptAmount / (totalSupply + bptAmount)`.
// Solving for `bptAmount`, we arrive at:
// `bptAmount = totalSupply * poolOwnershipPercentage / (1 - poolOwnershipPercentage)`.
return Math.divDown(Math.mul(totalSupply, poolOwnershipPercentage), poolOwnershipPercentage.complement());
}
}
// 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-interfaces/contracts/solidity-utils/helpers/BalancerErrors.sol";
import "@balancer-labs/v2-interfaces/contracts/pool-utils/BasePoolUserData.sol";
import "@balancer-labs/v2-interfaces/contracts/pool-utils/IRecoveryMode.sol";
import "@balancer-labs/v2-solidity-utils/contracts/math/FixedPoint.sol";
import "./BasePoolAuthorization.sol";
/**
* @notice Handle storage and state changes for pools that support "Recovery Mode".
*
* @dev This is intended to provide a safe way to exit any pool during some kind of emergency, to avoid locking funds
* in the event the pool enters a non-functional state (i.e., some code that normally runs during exits is causing
* them to revert).
*
* Recovery Mode is *not* the same as pausing the pool. The pause function is only available during a short window
* after factory deployment. Pausing can only be intentionally reversed during a buffer period, and the contract
* will permanently unpause itself thereafter. Paused pools are completely disabled, in a kind of suspended animation,
* until they are voluntarily or involuntarily unpaused.
*
* By contrast, a privileged account - typically a governance multisig - can place a pool in Recovery Mode at any
* time, and it is always reversible. The pool is *not* disabled while in this mode: though of course whatever
* condition prompted the transition to Recovery Mode has likely effectively disabled some functions. Rather,
* a special "clean" exit is enabled, which runs the absolute minimum code necessary to exit proportionally.
* In particular, stable pools do not attempt to compute the invariant (which is a complex, iterative calculation
* that can fail in extreme circumstances), and no protocol fees are collected.
*
* It is critical to ensure that turning on Recovery Mode would do no harm, if activated maliciously or in error.
*/
abstract contract RecoveryMode is IRecoveryMode, BasePoolAuthorization {
using FixedPoint for uint256;
using BasePoolUserData for bytes;
/**
* @dev Reverts if the contract is in Recovery Mode.
*/
modifier whenNotInRecoveryMode() {
_ensureNotInRecoveryMode();
_;
}
/**
* @notice Enable recovery mode, which enables a special safe exit path for LPs.
* @dev Does not otherwise affect pool operations (beyond deferring payment of protocol fees), though some pools may
* perform certain operations in a "safer" manner that is less likely to fail, in an attempt to keep the pool
* running, even in a pathological state. Unlike the Pause operation, which is only available during a short window
* after factory deployment, Recovery Mode can always be enabled.
*/
function enableRecoveryMode() external override authenticate {
_setRecoveryMode(true);
}
/**
* @notice Disable recovery mode, which disables the special safe exit path for LPs.
* @dev Protocol fees are not paid while in Recovery Mode, so it should only remain active for as long as strictly
* necessary.
*
* This function will revert when called within a Vault context (i.e. in the middle of a join or an exit).
*
* This function depends on the invariant value, which may be calculated incorrectly in the middle of a join or
* an exit, because the state of the pool could be out of sync with the state of the Vault.
* `_onDisableRecoveryMode` will revert when called from such a context for weighted pools, effectively
* protecting this function.
*
* See https://forum.balancer.fi/t/reentrancy-vulnerability-scope-expanded/4345 for reference.
*/
function disableRecoveryMode() external override authenticate {
_setRecoveryMode(false);
}
// Defer implementation for functions that require storage
/**
* @notice Override to check storage and return whether the pool is in Recovery Mode
*/
function inRecoveryMode() public view virtual override returns (bool);
/**
* @dev Override to update storage and emit the event
*
* No complex code or external calls that could fail should be placed in the implementations,
* which could jeopardize the ability to enable and disable Recovery Mode.
*/
function _setRecoveryMode(bool enabled) internal virtual;
/**
* @dev Reverts if the contract is not in Recovery Mode.
*/
function _ensureInRecoveryMode() internal view {
_require(inRecoveryMode(), Errors.NOT_IN_RECOVERY_MODE);
}
/**
* @dev Reverts if the contract is in Recovery Mode.
*/
function _ensureNotInRecoveryMode() internal view {
_require(!inRecoveryMode(), Errors.IN_RECOVERY_MODE);
}
/**
* @dev A minimal proportional exit, suitable as is for most pools: though not for pools with preminted BPT
* or other special considerations. Designed to be overridden if a pool needs to do extra processing,
* such as scaling a stored invariant, or caching the new total supply.
*
* No complex code or external calls should be made in derived contracts that override this!
*/
function _doRecoveryModeExit(
uint256[] memory balances,
uint256 totalSupply,
bytes memory userData
) internal virtual returns (uint256, uint256[] memory) {
uint256 bptAmountIn = userData.recoveryModeExit();
uint256[] memory amountsOut = _computeProportionalAmountsOut(balances, totalSupply, bptAmountIn);
return (bptAmountIn, amountsOut);
}
function _computeProportionalAmountsOut(
uint256[] memory balances,
uint256 totalSupply,
uint256 bptAmountIn
) internal pure returns (uint256[] memory amountsOut) {
/**********************************************************************************************
// 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(totalSupply);
amountsOut = new uint256[](balances.length);
for (uint256 i = 0; i < balances.length; i++) {
amountsOut[i] = balances[i].mulDown(bptRatio);
}
}
}
// SPDX-License-Identifier: MIT
pragma solidity ^0.7.0;
import "@balancer-labs/v2-interfaces/contracts/solidity-utils/helpers/BalancerErrors.sol";
/**
* @dev Wrappers over Solidity's uintXX/intXX casting operators with added overflow
* checks.
*
* Downcasting from uint256/int256 in Solidity does not revert on overflow. This can
* easily result in undesired exploitation or bugs, since developers usually
* assume that overflows raise errors. `SafeCast` restores this intuition by
* reverting the transaction when such 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.
*
* Can be combined with {SafeMath} and {SignedSafeMath} to extend it to smaller types, by performing
* all math on `uint256` and `int256` and then downcasting.
*/
library SafeCast {
/**
* @dev Converts an unsigned uint256 into a signed int256.
*
* Requirements:
*
* - input must be less than or equal to maxInt256.
*/
function toInt256(uint256 value) internal pure returns (int256) {
_require(value >> 255 == 0, Errors.SAFE_CAST_VALUE_CANT_FIT_INT256);
return int256(value);
}
/**
* @dev Converts an unsigned uint256 into an unsigned uint64.
*
* Requirements:
*
* - input must be less than or equal to maxUint64.
*/
function toUint64(uint256 value) internal pure returns (uint64) {
_require(value <= type(uint64).max, Errors.SAFE_CAST_VALUE_CANT_FIT_UINT64);
return uint64(value);
}
}
// SPDX-License-Identifier: MIT
pragma solidity ^0.7.0;
import "@balancer-labs/v2-interfaces/contracts/solidity-utils/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-interfaces/contracts/solidity-utils/helpers/BalancerErrors.sol";
import "@balancer-labs/v2-interfaces/contracts/solidity-utils/helpers/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 Reverts if the contract is not paused.
*/
function _ensurePaused() internal view {
_require(!_isNotPaused(), Errors.NOT_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;
import "@balancer-labs/v2-solidity-utils/contracts/helpers/InputHelpers.sol";
import "@balancer-labs/v2-solidity-utils/contracts/math/FixedPoint.sol";
import "@balancer-labs/v2-solidity-utils/contracts/math/Math.sol";
// These functions start with an underscore, as if they were part of a contract and not a library. At some point this
// should be fixed.
// solhint-disable private-vars-leading-underscore
library WeightedMath {
using FixedPoint for uint256;
// A minimum normalized weight imposes a maximum weight ratio. We need this due to limitations in the
// implementation of the power function, as these ratios are often exponents.
uint256 internal constant _MIN_WEIGHT = 0.01e18;
// Having a minimum normalized weight imposes a limit on the maximum number of tokens;
// i.e., the largest possible pool is one where all tokens have exactly the minimum weight.
uint256 internal constant _MAX_WEIGHTED_TOKENS = 100;
// Pool limits that arise from limitations in the fixed point power function (and the imposed 1:100 maximum weight
// ratio).
// Swap limits: amounts swapped may not be larger than this percentage of total balance.
uint256 internal constant _MAX_IN_RATIO = 0.3e18;
uint256 internal constant _MAX_OUT_RATIO = 0.3e18;
// Invariant growth limit: non-proportional joins cannot cause the invariant to increase by more than this ratio.
uint256 internal constant _MAX_INVARIANT_RATIO = 3e18;
// Invariant shrink limit: non-proportional exits cannot cause the invariant to decrease by less than this ratio.
uint256 internal constant _MIN_INVARIANT_RATIO = 0.7e18;
// About swap fees on joins and exits:
// Any join or exit that is not perfectly balanced (e.g. all single token joins or exits) is mathematically
// equivalent to a perfectly balanced join or exit followed by a series of swaps. Since these swaps would charge
// swap fees, it follows that (some) joins and exits should as well.
// On these operations, we split the token amounts in 'taxable' and 'non-taxable' portions, where the 'taxable' part
// is the one to which swap fees are applied.
// Invariant is used to collect protocol swap fees by comparing its value between two times.
// So we can round always to the same direction. It is also used to initiate the BPT amount
// and, because there is a minimum BPT, we round down the invariant.
function _calculateInvariant(uint256[] memory normalizedWeights, uint256[] memory balances)
internal
pure
returns (uint256 invariant)
{
/**********************************************************************************************
// invariant _____ //
// wi = weight index i | | wi //
// bi = balance index i | | bi ^ = i //
// i = invariant //
**********************************************************************************************/
invariant = FixedPoint.ONE;
for (uint256 i = 0; i < normalizedWeights.length; i++) {
invariant = invariant.mulDown(balances[i].powDown(normalizedWeights[i]));
}
_require(invariant > 0, Errors.ZERO_INVARIANT);
}
// Computes how many tokens can be taken out of a pool if `amountIn` are sent, given the
// current balances and weights.
function _calcOutGivenIn(
uint256 balanceIn,
uint256 weightIn,
uint256 balanceOut,
uint256 weightOut,
uint256 amountIn
) internal pure returns (uint256) {
/**********************************************************************************************
// outGivenIn //
// aO = amountOut //
// bO = balanceOut //
// bI = balanceIn / / bI \ (wI / wO) \ //
// aI = amountIn aO = bO * | 1 - | -------------------------- | ^ | //
// wI = weightIn \ \ ( bI + aI ) / / //
// wO = weightOut //
**********************************************************************************************/
// Amount out, so we round down overall.
// The multiplication rounds down, and the subtrahend (power) rounds up (so the base rounds up too).
// Because bI / (bI + aI) <= 1, the exponent rounds down.
// Cannot exceed maximum in ratio
_require(amountIn <= balanceIn.mulDown(_MAX_IN_RATIO), Errors.MAX_IN_RATIO);
uint256 denominator = balanceIn.add(amountIn);
uint256 base = balanceIn.divUp(denominator);
uint256 exponent = weightIn.divDown(weightOut);
uint256 power = base.powUp(exponent);
return balanceOut.mulDown(power.complement());
}
// Computes how many tokens must be sent to a pool in order to take `amountOut`, given the
// current balances and weights.
function _calcInGivenOut(
uint256 balanceIn,
uint256 weightIn,
uint256 balanceOut,
uint256 weightOut,
uint256 amountOut
) internal pure returns (uint256) {
/**********************************************************************************************
// inGivenOut //
// aO = amountOut //
// bO = balanceOut //
// bI = balanceIn / / bO \ (wO / wI) \ //
// aI = amountIn aI = bI * | | -------------------------- | ^ - 1 | //
// wI = weightIn \ \ ( bO - aO ) / / //
// wO = weightOut //
**********************************************************************************************/
// Amount in, so we round up overall.
// The multiplication rounds up, and the power rounds up (so the base rounds up too).
// Because b0 / (b0 - a0) >= 1, the exponent rounds up.
// Cannot exceed maximum out ratio
_require(amountOut <= balanceOut.mulDown(_MAX_OUT_RATIO), Errors.MAX_OUT_RATIO);
uint256 base = balanceOut.divUp(balanceOut.sub(amountOut));
uint256 exponent = weightOut.divUp(weightIn);
uint256 power = base.powUp(exponent);
// Because the base is larger than one (and the power rounds up), the power should always be larger than one, so
// the following subtraction should never revert.
uint256 ratio = power.sub(FixedPoint.ONE);
return balanceIn.mulUp(ratio);
}
function _calcBptOutGivenExactTokensIn(
uint256[] memory balances,
uint256[] memory normalizedWeights,
uint256[] memory amountsIn,
uint256 bptTotalSupply,
uint256 swapFeePercentage
) internal pure returns (uint256) {
// BPT out, so we round down overall.
uint256[] memory balanceRatiosWithFee = new uint256[](amountsIn.length);
uint256 invariantRatioWithFees = 0;
for (uint256 i = 0; i < balances.length; i++) {
balanceRatiosWithFee[i] = balances[i].add(amountsIn[i]).divDown(balances[i]);
invariantRatioWithFees = invariantRatioWithFees.add(balanceRatiosWithFee[i].mulDown(normalizedWeights[i]));
}
uint256 invariantRatio = _computeJoinExactTokensInInvariantRatio(
balances,
normalizedWeights,
amountsIn,
balanceRatiosWithFee,
invariantRatioWithFees,
swapFeePercentage
);
uint256 bptOut = (invariantRatio > FixedPoint.ONE)
? bptTotalSupply.mulDown(invariantRatio.sub(FixedPoint.ONE))
: 0;
return bptOut;
}
/**
* @dev Intermediate function to avoid stack-too-deep errors.
*/
function _computeJoinExactTokensInInvariantRatio(
uint256[] memory balances,
uint256[] memory normalizedWeights,
uint256[] memory amountsIn,
uint256[] memory balanceRatiosWithFee,
uint256 invariantRatioWithFees,
uint256 swapFeePercentage
) private pure returns (uint256 invariantRatio) {
// Swap fees are charged on all tokens that are being added in a larger proportion than the overall invariant
// increase.
invariantRatio = FixedPoint.ONE;
for (uint256 i = 0; i < balances.length; i++) {
uint256 amountInWithoutFee;
if (balanceRatiosWithFee[i] > invariantRatioWithFees) {
uint256 nonTaxableAmount = balances[i].mulDown(invariantRatioWithFees.sub(FixedPoint.ONE));
uint256 taxableAmount = amountsIn[i].sub(nonTaxableAmount);
uint256 swapFee = taxableAmount.mulUp(swapFeePercentage);
amountInWithoutFee = nonTaxableAmount.add(taxableAmount.sub(swapFee));
} else {
amountInWithoutFee = amountsIn[i];
}
uint256 balanceRatio = balances[i].add(amountInWithoutFee).divDown(balances[i]);
invariantRatio = invariantRatio.mulDown(balanceRatio.powDown(normalizedWeights[i]));
}
}
function _calcTokenInGivenExactBptOut(
uint256 balance,
uint256 normalizedWeight,
uint256 bptAmountOut,
uint256 bptTotalSupply,
uint256 swapFeePercentage
) internal pure returns (uint256) {
/******************************************************************************************
// tokenInForExactBPTOut //
// a = amountIn //
// b = balance / / totalBPT + bptOut \ (1 / w) \ //
// bptOut = bptAmountOut a = b * | | -------------------------- | ^ - 1 | //
// bpt = totalBPT \ \ totalBPT / / //
// w = weight //
******************************************************************************************/
// Token in, so we round up overall.
// Calculate the factor by which the invariant will increase after minting BPTAmountOut
uint256 invariantRatio = bptTotalSupply.add(bptAmountOut).divUp(bptTotalSupply);
_require(invariantRatio <= _MAX_INVARIANT_RATIO, Errors.MAX_OUT_BPT_FOR_TOKEN_IN);
// Calculate by how much the token balance has to increase to match the invariantRatio
uint256 balanceRatio = invariantRatio.powUp(FixedPoint.ONE.divUp(normalizedWeight));
uint256 amountInWithoutFee = balance.mulUp(balanceRatio.sub(FixedPoint.ONE));
// We can now compute how much extra balance is being deposited and used in virtual swaps, and charge swap fees
// accordingly.
uint256 taxableAmount = amountInWithoutFee.mulUp(normalizedWeight.complement());
uint256 nonTaxableAmount = amountInWithoutFee.sub(taxableAmount);
uint256 taxableAmountPlusFees = taxableAmount.divUp(swapFeePercentage.complement());
return nonTaxableAmount.add(taxableAmountPlusFees);
}
function _calcAllTokensInGivenExactBptOut(
uint256[] memory balances,
uint256 bptAmountOut,
uint256 totalBPT
) internal pure returns (uint256[] memory) {
/************************************************************************************
// tokensInForExactBptOut //
// (per token) //
// aI = amountIn / bptOut \ //
// b = balance aI = b * | ------------ | //
// bptOut = bptAmountOut \ totalBPT / //
// bpt = totalBPT //
************************************************************************************/
// Tokens in, so we round up overall.
uint256 bptRatio = bptAmountOut.divUp(totalBPT);
uint256[] memory amountsIn = new uint256[](balances.length);
for (uint256 i = 0; i < balances.length; i++) {
amountsIn[i] = balances[i].mulUp(bptRatio);
}
return amountsIn;
}
function _calcBptInGivenExactTokensOut(
uint256[] memory balances,
uint256[] memory normalizedWeights,
uint256[] memory amountsOut,
uint256 bptTotalSupply,
uint256 swapFeePercentage
) internal pure returns (uint256) {
// BPT in, so we round up overall.
uint256[] memory balanceRatiosWithoutFee = new uint256[](amountsOut.length);
uint256 invariantRatioWithoutFees = 0;
for (uint256 i = 0; i < balances.length; i++) {
balanceRatiosWithoutFee[i] = balances[i].sub(amountsOut[i]).divUp(balances[i]);
invariantRatioWithoutFees = invariantRatioWithoutFees.add(
balanceRatiosWithoutFee[i].mulUp(normalizedWeights[i])
);
}
uint256 invariantRatio = _computeExitExactTokensOutInvariantRatio(
balances,
normalizedWeights,
amountsOut,
balanceRatiosWithoutFee,
invariantRatioWithoutFees,
swapFeePercentage
);
return bptTotalSupply.mulUp(invariantRatio.complement());
}
/**
* @dev Intermediate function to avoid stack-too-deep errors.
*/
function _computeExitExactTokensOutInvariantRatio(
uint256[] memory balances,
uint256[] memory normalizedWeights,
uint256[] memory amountsOut,
uint256[] memory balanceRatiosWithoutFee,
uint256 invariantRatioWithoutFees,
uint256 swapFeePercentage
) private pure returns (uint256 invariantRatio) {
invariantRatio = FixedPoint.ONE;
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);
uint256 taxableAmountPlusFees = taxableAmount.divUp(swapFeePercentage.complement());
amountOutWithFee = nonTaxableAmount.add(taxableAmountPlusFees);
} else {
amountOutWithFee = amountsOut[i];
}
uint256 balanceRatio = balances[i].sub(amountOutWithFee).divDown(balances[i]);
invariantRatio = invariantRatio.mulDown(balanceRatio.powDown(normalizedWeights[i]));
}
}
function _calcTokenOutGivenExactBptIn(
uint256 balance,
uint256 normalizedWeight,
uint256 bptAmountIn,
uint256 bptTotalSupply,
uint256 swapFeePercentage
) internal pure returns (uint256) {
/*****************************************************************************************
// exactBPTInForTokenOut //
// a = amountOut //
// b = balance / / totalBPT - bptIn \ (1 / w) \ //
// bptIn = bptAmountIn a = b * | 1 - | -------------------------- | ^ | //
// bpt = totalBPT \ \ totalBPT / / //
// w = weight //
*****************************************************************************************/
// Token out, so we round down overall. The multiplication rounds down, but the power rounds up (so the base
// rounds up). Because (totalBPT - bptIn) / totalBPT <= 1, the exponent rounds down.
// Calculate the factor by which the invariant will decrease after burning BPTAmountIn
uint256 invariantRatio = bptTotalSupply.sub(bptAmountIn).divUp(bptTotalSupply);
_require(invariantRatio >= _MIN_INVARIANT_RATIO, Errors.MIN_BPT_IN_FOR_TOKEN_OUT);
// Calculate by how much the token balance has to decrease to match invariantRatio
uint256 balanceRatio = invariantRatio.powUp(FixedPoint.ONE.divDown(normalizedWeight));
// Because of rounding up, balanceRatio can be greater than one. Using complement prevents reverts.
uint256 amountOutWithoutFee = balance.mulDown(balanceRatio.complement());
// We can now compute how much excess balance is being withdrawn as a result of the virtual swaps, which result
// in swap fees.
// 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(normalizedWeight.complement());
uint256 nonTaxableAmount = amountOutWithoutFee.sub(taxableAmount);
uint256 taxableAmountMinusFees = taxableAmount.mulUp(swapFeePercentage.complement());
return nonTaxableAmount.add(taxableAmountMinusFees);
}
function _calcTokensOutGivenExactBptIn(
uint256[] memory balances,
uint256 bptAmountIn,
uint256 totalBPT
) internal pure returns (uint256[] memory) {
/**********************************************************************************************
// exactBPTInForTokensOut //
// (per token) //
// aO = amountOut / bptIn \ //
// b = balance a0 = b * | --------------------- | //
// bptIn = bptAmountIn \ totalBPT / //
// bpt = totalBPT //
**********************************************************************************************/
// 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(totalBPT);
uint256[] memory amountsOut = new uint256[](balances.length);
for (uint256 i = 0; i < balances.length; i++) {
amountsOut[i] = balances[i].mulDown(bptRatio);
}
return amountsOut;
}
/**
* @dev Calculate the amount of BPT which should be minted when adding a new token to the Pool.
*
* Note that normalizedWeight is set that it corresponds to the desired weight of this token *after* adding it.
* i.e. For a two token 50:50 pool which we want to turn into a 33:33:33 pool, we use a normalized weight of 33%
* @param totalSupply - the total supply of the Pool's BPT.
* @param normalizedWeight - the normalized weight of the token to be added (normalized relative to final weights)
*/
function _calcBptOutAddToken(uint256 totalSupply, uint256 normalizedWeight) internal pure returns (uint256) {
// The amount of BPT which is equivalent to the token being added may be calculated by the growth in the
// sum of the token weights, i.e. if we add a token which will make up 50% of the pool then we should receive
// 50% of the new supply of BPT.
//
// The growth in the total weight of the pool can be easily calculated by:
//
// weightSumRatio = totalWeight / (totalWeight - newTokenWeight)
//
// As we're working with normalized weights `totalWeight` is equal to 1.
uint256 weightSumRatio = FixedPoint.ONE.divDown(FixedPoint.ONE.sub(normalizedWeight));
// The amount of BPT to mint is then simply:
//
// toMint = totalSupply * (weightSumRatio - 1)
return totalSupply.mulDown(weightSumRatio.sub(FixedPoint.ONE));
}
}
// 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 "./BaseWeightedPool.sol";
import "./WeightedPoolProtocolFees.sol";
/**
* @dev Basic Weighted Pool with immutable weights.
*/
contract WeightedPool is BaseWeightedPool, WeightedPoolProtocolFees {
using FixedPoint for uint256;
uint256 private constant _MAX_TOKENS = 8;
uint256 private immutable _totalTokens;
string private _version;
IERC20 internal immutable _token0;
IERC20 internal immutable _token1;
IERC20 internal immutable _token2;
IERC20 internal immutable _token3;
IERC20 internal immutable _token4;
IERC20 internal immutable _token5;
IERC20 internal immutable _token6;
IERC20 internal immutable _token7;
// 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;
uint256 internal immutable _scalingFactor5;
uint256 internal immutable _scalingFactor6;
uint256 internal immutable _scalingFactor7;
uint256 internal immutable _normalizedWeight0;
uint256 internal immutable _normalizedWeight1;
uint256 internal immutable _normalizedWeight2;
uint256 internal immutable _normalizedWeight3;
uint256 internal immutable _normalizedWeight4;
uint256 internal immutable _normalizedWeight5;
uint256 internal immutable _normalizedWeight6;
uint256 internal immutable _normalizedWeight7;
struct NewPoolParams {
string name;
string symbol;
IERC20[] tokens;
uint256[] normalizedWeights;
IRateProvider[] rateProviders;
address[] assetManagers;
uint256 swapFeePercentage;
}
constructor(
NewPoolParams memory params,
IVault vault,
IProtocolFeePercentagesProvider protocolFeeProvider,
uint256 pauseWindowDuration,
uint256 bufferPeriodDuration,
address owner,
string memory version
)
BaseWeightedPool(
vault,
params.name,
params.symbol,
params.tokens,
params.assetManagers,
params.swapFeePercentage,
pauseWindowDuration,
bufferPeriodDuration,
owner,
false
)
ProtocolFeeCache(protocolFeeProvider, ProtocolFeeCache.DELEGATE_PROTOCOL_SWAP_FEES_SENTINEL)
WeightedPoolProtocolFees(params.tokens.length, params.rateProviders)
{
uint256 numTokens = params.tokens.length;
InputHelpers.ensureInputLengthMatch(numTokens, params.normalizedWeights.length);
_totalTokens = numTokens;
_version = version;
// Ensure each normalized weight is above the minimum
uint256 normalizedSum = 0;
for (uint8 i = 0; i < numTokens; i++) {
uint256 normalizedWeight = params.normalizedWeights[i];
_require(normalizedWeight >= WeightedMath._MIN_WEIGHT, Errors.MIN_WEIGHT);
normalizedSum = normalizedSum.add(normalizedWeight);
}
// Ensure that the normalized weights sum to ONE
_require(normalizedSum == FixedPoint.ONE, Errors.NORMALIZED_WEIGHT_INVARIANT);
// Immutable variables cannot be initialized inside an if statement, so we must do conditional assignments
_token0 = params.tokens[0];
_token1 = params.tokens[1];
_token2 = numTokens > 2 ? params.tokens[2] : IERC20(0);
_token3 = numTokens > 3 ? params.tokens[3] : IERC20(0);
_token4 = numTokens > 4 ? params.tokens[4] : IERC20(0);
_token5 = numTokens > 5 ? params.tokens[5] : IERC20(0);
_token6 = numTokens > 6 ? params.tokens[6] : IERC20(0);
_token7 = numTokens > 7 ? params.tokens[7] : IERC20(0);
_scalingFactor0 = _computeScalingFactor(params.tokens[0]);
_scalingFactor1 = _computeScalingFactor(params.tokens[1]);
_scalingFactor2 = numTokens > 2 ? _computeScalingFactor(params.tokens[2]) : 0;
_scalingFactor3 = numTokens > 3 ? _computeScalingFactor(params.tokens[3]) : 0;
_scalingFactor4 = numTokens > 4 ? _computeScalingFactor(params.tokens[4]) : 0;
_scalingFactor5 = numTokens > 5 ? _computeScalingFactor(params.tokens[5]) : 0;
_scalingFactor6 = numTokens > 6 ? _computeScalingFactor(params.tokens[6]) : 0;
_scalingFactor7 = numTokens > 7 ? _computeScalingFactor(params.tokens[7]) : 0;
_normalizedWeight0 = params.normalizedWeights[0];
_normalizedWeight1 = params.normalizedWeights[1];
_normalizedWeight2 = numTokens > 2 ? params.normalizedWeights[2] : 0;
_normalizedWeight3 = numTokens > 3 ? params.normalizedWeights[3] : 0;
_normalizedWeight4 = numTokens > 4 ? params.normalizedWeights[4] : 0;
_normalizedWeight5 = numTokens > 5 ? params.normalizedWeights[5] : 0;
_normalizedWeight6 = numTokens > 6 ? params.normalizedWeights[6] : 0;
_normalizedWeight7 = numTokens > 7 ? params.normalizedWeights[7] : 0;
}
/**
* @dev Ensure we are not in a Vault context when this function is called, by attempting a no-op internal
* balance operation. If we are already in a Vault transaction (e.g., a swap, join, or exit), the Vault's
* reentrancy protection will cause this function to revert.
*
* The exact function call doesn't really matter: we're just trying to trigger the Vault reentrancy check
* (and not hurt anything in case it works). An empty operation array with no specific operation at all works
* for that purpose, and is also the least expensive in terms of gas and bytecode size.
*
* Use this modifier with any function that can cause a state change in a pool and is either public itself,
* or called by a public function *outside* a Vault operation (e.g., join, exit, or swap).
* See https://forum.balancer.fi/t/reentrancy-vulnerability-scope-expanded/4345 for reference.
*/
modifier whenNotInVaultContext() {
_ensureNotInVaultContext();
_;
}
/**
* @dev Reverts if called in the middle of a Vault operation; has no effect otherwise.
*/
function _ensureNotInVaultContext() private {
IVault.UserBalanceOp[] memory noop = new IVault.UserBalanceOp[](0);
getVault().manageUserBalance(noop);
}
function _getNormalizedWeight(IERC20 token) internal view virtual override returns (uint256) {
// prettier-ignore
if (token == _token0) { return _normalizedWeight0; }
else if (token == _token1) { return _normalizedWeight1; }
else if (token == _token2) { return _normalizedWeight2; }
else if (token == _token3) { return _normalizedWeight3; }
else if (token == _token4) { return _normalizedWeight4; }
else if (token == _token5) { return _normalizedWeight5; }
else if (token == _token6) { return _normalizedWeight6; }
else if (token == _token7) { return _normalizedWeight7; }
else {
_revert(Errors.INVALID_TOKEN);
}
}
function _getNormalizedWeights() internal view virtual override returns (uint256[] memory) {
uint256 totalTokens = _getTotalTokens();
uint256[] memory normalizedWeights = new uint256[](totalTokens);
// prettier-ignore
{
normalizedWeights[0] = _normalizedWeight0;
normalizedWeights[1] = _normalizedWeight1;
if (totalTokens > 2) { normalizedWeights[2] = _normalizedWeight2; } else { return normalizedWeights; }
if (totalTokens > 3) { normalizedWeights[3] = _normalizedWeight3; } else { return normalizedWeights; }
if (totalTokens > 4) { normalizedWeights[4] = _normalizedWeight4; } else { return normalizedWeights; }
if (totalTokens > 5) { normalizedWeights[5] = _normalizedWeight5; } else { return normalizedWeights; }
if (totalTokens > 6) { normalizedWeights[6] = _normalizedWeight6; } else { return normalizedWeights; }
if (totalTokens > 7) { normalizedWeights[7] = _normalizedWeight7; } else { return normalizedWeights; }
}
return normalizedWeights;
}
function _getMaxTokens() internal pure virtual override returns (uint256) {
return _MAX_TOKENS;
}
function _getTotalTokens() internal view virtual override returns (uint256) {
return _totalTokens;
}
/**
* @notice Returns a JSON representation of the contract version containing name, version number and task ID.
*/
function version() external view returns (string memory) {
return _version;
}
/**
* @dev Returns the scaling factor for one of the Pool's tokens. Reverts if `token` is not a token registered by the
* Pool.
*/
function _scalingFactor(IERC20 token) internal view virtual override returns (uint256) {
// prettier-ignore
if (token == _token0) { return _getScalingFactor0(); }
else if (token == _token1) { return _getScalingFactor1(); }
else if (token == _token2) { return _getScalingFactor2(); }
else if (token == _token3) { return _getScalingFactor3(); }
else if (token == _token4) { return _getScalingFactor4(); }
else if (token == _token5) { return _getScalingFactor5(); }
else if (token == _token6) { return _getScalingFactor6(); }
else if (token == _token7) { return _getScalingFactor7(); }
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
{
scalingFactors[0] = _getScalingFactor0();
scalingFactors[1] = _getScalingFactor1();
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; }
if (totalTokens > 5) { scalingFactors[5] = _getScalingFactor5(); } else { return scalingFactors; }
if (totalTokens > 6) { scalingFactors[6] = _getScalingFactor6(); } else { return scalingFactors; }
if (totalTokens > 7) { scalingFactors[7] = _getScalingFactor7(); } else { return scalingFactors; }
}
return scalingFactors;
}
// Initialize
function _onInitializePool(
bytes32 poolId,
address sender,
address recipient,
uint256[] memory scalingFactors,
bytes memory userData
) internal virtual override returns (uint256, uint256[] memory) {
// Initialize `_athRateProduct` if the Pool will pay protocol fees on yield.
// Not initializing this here properly will cause all joins/exits to revert.
if (!_isExemptFromYieldProtocolFees()) _updateATHRateProduct(_getRateProduct(_getNormalizedWeights()));
return super._onInitializePool(poolId, sender, recipient, scalingFactors, userData);
}
// WeightedPoolProtocolFees functions
function _beforeJoinExit(uint256[] memory preBalances, uint256[] memory normalizedWeights)
internal
virtual
override
returns (uint256, uint256)
{
uint256 supplyBeforeFeeCollection = totalSupply();
uint256 invariant = WeightedMath._calculateInvariant(normalizedWeights, preBalances);
(uint256 protocolFeesToBeMinted, uint256 athRateProduct) = _getPreJoinExitProtocolFees(
invariant,
normalizedWeights,
supplyBeforeFeeCollection
);
// We then update the recorded value of `athRateProduct` to ensure we only collect fees on yield once.
// A zero value for `athRateProduct` represents that it is unchanged so we can skip updating it.
if (athRateProduct > 0) {
_updateATHRateProduct(athRateProduct);
}
if (protocolFeesToBeMinted > 0) {
_payProtocolFees(protocolFeesToBeMinted);
}
return (supplyBeforeFeeCollection.add(protocolFeesToBeMinted), invariant);
}
function _afterJoinExit(
uint256 preJoinExitInvariant,
uint256[] memory preBalances,
uint256[] memory balanceDeltas,
uint256[] memory normalizedWeights,
uint256 preJoinExitSupply,
uint256 postJoinExitSupply
) internal virtual override {
uint256 protocolFeesToBeMinted = _getPostJoinExitProtocolFees(
preJoinExitInvariant,
preBalances,
balanceDeltas,
normalizedWeights,
preJoinExitSupply,
postJoinExitSupply
);
if (protocolFeesToBeMinted > 0) {
_payProtocolFees(protocolFeesToBeMinted);
}
}
function _updatePostJoinExit(uint256 postJoinExitInvariant)
internal
virtual
override(BaseWeightedPool, WeightedPoolProtocolFees)
{
WeightedPoolProtocolFees._updatePostJoinExit(postJoinExitInvariant);
}
/**
* @dev This function will revert when called within a Vault context (i.e. in the middle of a join or an exit).
*
* This function depends on the invariant value, which may be calculated incorrectly in the middle of a join or
* an exit, because the state of the pool could be out of sync with the state of the Vault. The modifier
* `whenNotInVaultContext` prevents calling this function (and in turn, the external
* `updateProtocolFeePercentageCache`) in such a context.
*
* See https://forum.balancer.fi/t/reentrancy-vulnerability-scope-expanded/4345 for reference.
*/
function _beforeProtocolFeeCacheUpdate() internal override whenNotInVaultContext {
// The `getRate()` function depends on the actual supply, which in turn depends on the cached protocol fee
// percentages. Changing these would therefore result in the rate changing, which is not acceptable as this is a
// sensitive value.
// Because of this, we pay any due protocol fees *before* updating the cache, making it so that the new
// percentages only affect future operation of the Pool, and not past fees. As a result, `getRate()` is
// unaffected by the cached protocol fee percentages changing.
// Given that this operation is state-changing and relatively complex, we only allow it as long as the Pool is
// not paused.
_ensureNotPaused();
uint256 invariant = getInvariant();
(uint256 protocolFeesToBeMinted, uint256 athRateProduct) = _getPreJoinExitProtocolFees(
invariant,
_getNormalizedWeights(),
totalSupply()
);
if (protocolFeesToBeMinted > 0) {
_payProtocolFees(protocolFeesToBeMinted);
}
// With the fees paid, we now store the current invariant and update the ATH rate product (if necessary),
// marking the Pool as free of protocol debt.
_updatePostJoinExit(invariant);
if (athRateProduct > 0) {
_updateATHRateProduct(athRateProduct);
}
}
/**
* @notice Returns the effective BPT supply.
*
* @dev This would be the same as `totalSupply` however the Pool owes debt to the Protocol in the form of unminted
* BPT, which will be minted immediately before the next join or exit. We need to take these into account since,
* even if they don't yet exist, they will effectively be included in any Pool operation that involves BPT.
*
* In the vast majority of cases, this function should be used instead of `totalSupply()`.
*
* **IMPORTANT NOTE**: calling this function within a Vault context (i.e. in the middle of a join or an exit) is
* potentially unsafe, since the returned value is manipulable. It is up to the caller to ensure safety.
*
* This is because this function calculates the invariant, which requires the state of the pool to be in sync
* with the state of the Vault. That condition may not be true in the middle of a join or an exit.
*
* To call this function safely, attempt to trigger the reentrancy guard in the Vault by calling a non-reentrant
* function before calling `getActualSupply`. That will make the transaction revert in an unsafe context.
* (See `whenNotInVaultContext` in `WeightedPool`).
*
* See https://forum.balancer.fi/t/reentrancy-vulnerability-scope-expanded/4345 for reference.
*/
function getActualSupply() external view returns (uint256) {
uint256 supply = totalSupply();
(uint256 protocolFeesToBeMinted, ) = _getPreJoinExitProtocolFees(
getInvariant(),
_getNormalizedWeights(),
supply
);
return supply.add(protocolFeesToBeMinted);
}
/**
* @dev This function will revert when called within a Vault context (i.e. in the middle of a join or an exit).
*
* This function depends on the invariant value, which may be calculated incorrectly in the middle of a join or
* an exit, because the state of the pool could be out of sync with the state of the Vault.
*
* The modifier `whenNotInVaultContext` prevents calling this function (and in turn, the external
* `disableRecoveryMode`) in such a context.
*
* See https://forum.balancer.fi/t/reentrancy-vulnerability-scope-expanded/4345 for reference.
*/
function _onDisableRecoveryMode() internal override whenNotInVaultContext {
// Update the postJoinExitInvariant to the value of the currentInvariant, zeroing out any protocol swap fees.
_updatePostJoinExit(getInvariant());
// If the Pool has any protocol yield fees accrued then we update the athRateProduct to zero these out.
// If the current rate product is less than the athRateProduct then we do not perform this update.
// This prevents the Pool from paying protocol fees on the same yield twice if the rate product were to drop.
if (!_isExemptFromYieldProtocolFees()) {
uint256 athRateProduct = getATHRateProduct();
uint256 rateProduct = _getRateProduct(_getNormalizedWeights());
if (rateProduct > athRateProduct) {
_updateATHRateProduct(rateProduct);
}
}
}
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;
}
function _getScalingFactor5() internal view returns (uint256) {
return _scalingFactor5;
}
function _getScalingFactor6() internal view returns (uint256) {
return _scalingFactor6;
}
function _getScalingFactor7() internal view returns (uint256) {
return _scalingFactor7;
}
}
// 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-interfaces/contracts/pool-utils/IRateProvider.sol";
import "@balancer-labs/v2-pool-utils/contracts/protocol-fees/ProtocolFeeCache.sol";
import "@balancer-labs/v2-pool-utils/contracts/protocol-fees/InvariantGrowthProtocolSwapFees.sol";
import "./BaseWeightedPool.sol";
abstract contract WeightedPoolProtocolFees is BaseWeightedPool, ProtocolFeeCache {
using FixedPoint for uint256;
using WordCodec for bytes32;
// Rate providers are used only for computing yield fees; they do not inform swap/join/exit.
IRateProvider internal immutable _rateProvider0;
IRateProvider internal immutable _rateProvider1;
IRateProvider internal immutable _rateProvider2;
IRateProvider internal immutable _rateProvider3;
IRateProvider internal immutable _rateProvider4;
IRateProvider internal immutable _rateProvider5;
IRateProvider internal immutable _rateProvider6;
IRateProvider internal immutable _rateProvider7;
bool internal immutable _exemptFromYieldFees;
// All-time high value of the weighted product of the pool's token rates. Comparing such weighted products across
// time provides a measure of the pool's growth resulting from rate changes. The pool also grows due to swap fees,
// but that growth is captured in the invariant; rate growth is not.
uint256 private _athRateProduct;
// This Pool pays protocol fees by measuring the growth of the invariant between joins and exits. Since weights are
// immutable, the invariant only changes due to accumulated swap fees, which saves gas by freeing the Pool
// from performing any computation or accounting associated with protocol fees during swaps.
// This mechanism requires keeping track of the invariant after the last join or exit.
//
// The maximum value of the invariant is the maximum allowable balance in the Vault (2**112) multiplied by the
// largest possible scaling factor (10**18 for a zero decimals token). The largest invariant is then
// 2**112 * 10**18 ~= 2**172, which means that to save gas we can place this in BasePool's `_miscData`.
uint256 private constant _LAST_POST_JOINEXIT_INVARIANT_OFFSET = 0;
uint256 private constant _LAST_POST_JOINEXIT_INVARIANT_BIT_LENGTH = 192;
constructor(uint256 numTokens, IRateProvider[] memory rateProviders) {
_require(numTokens <= 8, Errors.MAX_TOKENS);
InputHelpers.ensureInputLengthMatch(numTokens, rateProviders.length);
_exemptFromYieldFees = _getYieldFeeExemption(rateProviders);
_rateProvider0 = rateProviders[0];
_rateProvider1 = rateProviders[1];
_rateProvider2 = numTokens > 2 ? rateProviders[2] : IRateProvider(0);
_rateProvider3 = numTokens > 3 ? rateProviders[3] : IRateProvider(0);
_rateProvider4 = numTokens > 4 ? rateProviders[4] : IRateProvider(0);
_rateProvider5 = numTokens > 5 ? rateProviders[5] : IRateProvider(0);
_rateProvider6 = numTokens > 6 ? rateProviders[6] : IRateProvider(0);
_rateProvider7 = numTokens > 7 ? rateProviders[7] : IRateProvider(0);
}
function _getYieldFeeExemption(IRateProvider[] memory rateProviders) internal pure returns (bool) {
// If we know that no rate providers are set then we can skip yield fees logic.
// If any tokens have rate providers, then set `_exemptFromYieldFees` to false, otherwise leave it true.
for (uint256 i = 0; i < rateProviders.length; i++) {
if (rateProviders[i] != IRateProvider(0)) {
return false;
}
}
return true;
}
/**
* @dev Returns whether the pool is exempt from protocol fees on yield.
*/
function _isExemptFromYieldProtocolFees() internal view returns (bool) {
return _exemptFromYieldFees;
}
/**
* @notice Returns the value of the invariant after the last join or exit operation.
*/
function getLastPostJoinExitInvariant() public view returns (uint256) {
return
_getMiscData().decodeUint(_LAST_POST_JOINEXIT_INVARIANT_OFFSET, _LAST_POST_JOINEXIT_INVARIANT_BIT_LENGTH);
}
/**
* @notice Returns the all time high value for the weighted product of the Pool's tokens' rates.
* @dev Yield protocol fees are only charged when this value is exceeded.
*/
function getATHRateProduct() public view returns (uint256) {
return _athRateProduct;
}
/**
* @dev Returns the rate providers configured for each token (in the same order as registered).
*/
function getRateProviders() external view returns (IRateProvider[] memory) {
uint256 totalTokens = _getTotalTokens();
IRateProvider[] memory providers = new IRateProvider[](totalTokens);
// prettier-ignore
{
providers[0] = _rateProvider0;
providers[1] = _rateProvider1;
if (totalTokens > 2) { providers[2] = _rateProvider2; } else { return providers; }
if (totalTokens > 3) { providers[3] = _rateProvider3; } else { return providers; }
if (totalTokens > 4) { providers[4] = _rateProvider4; } else { return providers; }
if (totalTokens > 5) { providers[5] = _rateProvider5; } else { return providers; }
if (totalTokens > 6) { providers[6] = _rateProvider6; } else { return providers; }
if (totalTokens > 7) { providers[7] = _rateProvider7; } else { return providers; }
}
return providers;
}
// Protocol Fees
/**
* @dev Returns the percentage of the Pool's supply which corresponds to protocol fees on swaps accrued by the Pool.
* @param preJoinExitInvariant - The Pool's invariant prior to the join/exit *before* minting protocol fees.
* @param protocolSwapFeePercentage - The percentage of swap fees which are paid to the protocol.
* @return swapProtocolFeesPercentage - The percentage of the Pool which corresponds to protocol fees on swaps.
*/
function _getSwapProtocolFeesPoolPercentage(uint256 preJoinExitInvariant, uint256 protocolSwapFeePercentage)
internal
view
returns (uint256)
{
// Before joins and exits, we measure the growth of the invariant compared to the invariant after the last join
// or exit, which will have been caused by swap fees, and use it to mint BPT as protocol fees. This dilutes all
// LPs, which means that new LPs will join the pool debt-free, and exiting LPs will pay any amounts due
// before leaving.
return
InvariantGrowthProtocolSwapFees.getProtocolOwnershipPercentage(
preJoinExitInvariant.divDown(getLastPostJoinExitInvariant()),
FixedPoint.ONE, // Supply has not changed so supplyGrowthRatio = 1
protocolSwapFeePercentage
);
}
/**
* @dev Returns the percentage of the Pool's supply which corresponds to protocol fees on yield accrued by the Pool.
* @param normalizedWeights - The Pool's normalized token weights.
* @return yieldProtocolFeesPercentage - The percentage of the Pool which corresponds to protocol fees on yield.
* @return athRateProduct - The new all-time-high rate product if it has increased, otherwise zero.
*/
function _getYieldProtocolFeesPoolPercentage(uint256[] memory normalizedWeights)
internal
view
returns (uint256, uint256)
{
if (_isExemptFromYieldProtocolFees()) return (0, 0);
// Yield manifests in the Pool by individual tokens becoming more valuable, we convert this into comparable
// units by applying a rate to get the equivalent balance of non-yield-bearing tokens
//
// non-yield-bearing balance = rate * yield-bearing balance
// x'i = ri * xi
//
// To measure the amount of fees to pay due to yield, we take advantage of the fact that scaling the
// Pool's balances results in a scaling factor being applied to the original invariant.
//
// I(r1 * x1, r2 * x2) = (r1 * x1)^w1 * (r2 * x2)^w2
// = (r1)^w1 * (r2)^w2 * (x1)^w1 * (x2)^w2
// = I(r1, r2) * I(x1, x2)
//
// We then only need to measure the growth of this scaling factor to measure how the value of the BPT token
// increases due to yield; we can ignore the invariant calculated from the Pool's balances as these cancel.
// We then have the result:
//
// invariantGrowthRatio = I(r1_new, r2_new) / I(r1_old, r2_old) = rateProduct / athRateProduct
uint256 athRateProduct = _athRateProduct;
uint256 rateProduct = _getRateProduct(normalizedWeights);
// Only charge yield fees if we've exceeded the all time high of Pool value generated through yield.
// i.e. if the Pool makes a loss through the yield strategies then it shouldn't charge fees until it's
// been recovered.
if (rateProduct <= athRateProduct) return (0, 0);
return (
InvariantGrowthProtocolSwapFees.getProtocolOwnershipPercentage(
rateProduct.divDown(athRateProduct),
FixedPoint.ONE, // Supply has not changed so supplyGrowthRatio = 1
getProtocolFeePercentageCache(ProtocolFeeType.YIELD)
),
rateProduct
);
}
function _updateATHRateProduct(uint256 rateProduct) internal {
_athRateProduct = rateProduct;
}
/**
* @dev Returns the amount of BPT to be minted as protocol fees prior to processing a join/exit.
* Note that this isn't a view function. This function automatically updates `_athRateProduct` to ensure that
* proper accounting is performed to prevent charging duplicate protocol fees.
* @param preJoinExitInvariant - The Pool's invariant prior to the join/exit.
* @param normalizedWeights - The Pool's normalized token weights.
* @param preJoinExitSupply - The Pool's total supply prior to the join/exit *before* minting protocol fees.
* @return protocolFeesToBeMinted - The amount of BPT to be minted as protocol fees.
* @return athRateProduct - The new all-time-high rate product if it has increased, otherwise zero.
*/
function _getPreJoinExitProtocolFees(
uint256 preJoinExitInvariant,
uint256[] memory normalizedWeights,
uint256 preJoinExitSupply
) internal view returns (uint256, uint256) {
uint256 protocolSwapFeesPoolPercentage = _getSwapProtocolFeesPoolPercentage(
preJoinExitInvariant,
getProtocolFeePercentageCache(ProtocolFeeType.SWAP)
);
(uint256 protocolYieldFeesPoolPercentage, uint256 athRateProduct) = _getYieldProtocolFeesPoolPercentage(
normalizedWeights
);
return (
ProtocolFees.bptForPoolOwnershipPercentage(
preJoinExitSupply,
protocolSwapFeesPoolPercentage + protocolYieldFeesPoolPercentage
),
athRateProduct
);
}
/**
* @dev Returns the amount of BPT to be minted to pay protocol fees on swap fees accrued during a join/exit.
* Note that this isn't a view function. This function automatically updates `_lastPostJoinExitInvariant` to
* ensure that proper accounting is performed to prevent charging duplicate protocol fees.
* @param preJoinExitInvariant - The Pool's invariant prior to the join/exit.
* @param preBalances - The Pool's balances prior to the join/exit.
* @param balanceDeltas - The changes to the Pool's balances due to the join/exit.
* @param normalizedWeights - The Pool's normalized token weights.
* @param preJoinExitSupply - The Pool's total supply prior to the join/exit *after* minting protocol fees.
* @param postJoinExitSupply - The Pool's total supply after the join/exit.
*/
function _getPostJoinExitProtocolFees(
uint256 preJoinExitInvariant,
uint256[] memory preBalances,
uint256[] memory balanceDeltas,
uint256[] memory normalizedWeights,
uint256 preJoinExitSupply,
uint256 postJoinExitSupply
) internal returns (uint256) {
bool isJoin = postJoinExitSupply >= preJoinExitSupply;
// Compute the post balances by adding or removing the deltas.
for (uint256 i = 0; i < preBalances.length; ++i) {
preBalances[i] = isJoin
? SafeMath.add(preBalances[i], balanceDeltas[i])
: SafeMath.sub(preBalances[i], balanceDeltas[i]);
}
// preBalances have now been mutated to reflect the postJoinExit balances.
uint256 postJoinExitInvariant = WeightedMath._calculateInvariant(normalizedWeights, preBalances);
uint256 protocolSwapFeePercentage = getProtocolFeePercentageCache(ProtocolFeeType.SWAP);
_updatePostJoinExit(postJoinExitInvariant);
// We return immediately if the fee percentage is zero to avoid unnecessary computation.
if (protocolSwapFeePercentage == 0) return 0;
uint256 protocolFeeAmount = InvariantGrowthProtocolSwapFees.calcDueProtocolFees(
postJoinExitInvariant.divDown(preJoinExitInvariant),
preJoinExitSupply,
postJoinExitSupply,
protocolSwapFeePercentage
);
return protocolFeeAmount;
}
function _updatePostJoinExit(uint256 postJoinExitInvariant) internal virtual override {
// After all joins and exits we store the post join/exit invariant in order to compute growth due to swap fees
// in the next one.
_setMiscData(
_getMiscData().insertUint(
postJoinExitInvariant,
_LAST_POST_JOINEXIT_INVARIANT_OFFSET,
_LAST_POST_JOINEXIT_INVARIANT_BIT_LENGTH
)
);
}
// Helper functions
/**
* @notice Returns the contribution to the total rate product from a token with the given weight and rate provider.
*/
function _getRateFactor(uint256 normalizedWeight, IRateProvider provider) internal view returns (uint256) {
return provider == IRateProvider(0) ? FixedPoint.ONE : provider.getRate().powDown(normalizedWeight);
}
/**
* @dev Returns the weighted product of all the token rates.
*/
function _getRateProduct(uint256[] memory normalizedWeights) internal view returns (uint256) {
uint256 totalTokens = normalizedWeights.length;
uint256 rateProduct = FixedPoint.mulDown(
_getRateFactor(normalizedWeights[0], _rateProvider0),
_getRateFactor(normalizedWeights[1], _rateProvider1)
);
if (totalTokens > 2) {
rateProduct = rateProduct.mulDown(_getRateFactor(normalizedWeights[2], _rateProvider2));
} else {
return rateProduct;
}
if (totalTokens > 3) {
rateProduct = rateProduct.mulDown(_getRateFactor(normalizedWeights[3], _rateProvider3));
} else {
return rateProduct;
}
if (totalTokens > 4) {
rateProduct = rateProduct.mulDown(_getRateFactor(normalizedWeights[4], _rateProvider4));
} else {
return rateProduct;
}
if (totalTokens > 5) {
rateProduct = rateProduct.mulDown(_getRateFactor(normalizedWeights[5], _rateProvider5));
} else {
return rateProduct;
}
if (totalTokens > 6) {
rateProduct = rateProduct.mulDown(_getRateFactor(normalizedWeights[6], _rateProvider6));
} else {
return rateProduct;
}
if (totalTokens > 7) {
rateProduct = rateProduct.mulDown(_getRateFactor(normalizedWeights[7], _rateProvider7));
}
return rateProduct;
}
}
// 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 "../solidity-utils/openzeppelin/IERC20.sol";
library WeightedPoolUserData {
// In order to preserve backwards compatibility, make sure new join and exit kinds are added at the end of the enum.
enum JoinKind {
INIT,
EXACT_TOKENS_IN_FOR_BPT_OUT,
TOKEN_IN_FOR_EXACT_BPT_OUT,
ALL_TOKENS_IN_FOR_EXACT_BPT_OUT,
ADD_TOKEN // for Managed Pool
}
enum ExitKind {
EXACT_BPT_IN_FOR_ONE_TOKEN_OUT,
EXACT_BPT_IN_FOR_TOKENS_OUT,
BPT_IN_FOR_EXACT_TOKENS_OUT,
REMOVE_TOKEN // for ManagedPool
}
function joinKind(bytes memory self) internal pure returns (JoinKind) {
return abi.decode(self, (JoinKind));
}
function exitKind(bytes memory self) internal pure returns (ExitKind) {
return abi.decode(self, (ExitKind));
}
// Joins
function initialAmountsIn(bytes memory self) internal pure returns (uint256[] memory amountsIn) {
(, amountsIn) = abi.decode(self, (JoinKind, uint256[]));
}
function exactTokensInForBptOut(bytes memory self)
internal
pure
returns (uint256[] memory amountsIn, uint256 minBPTAmountOut)
{
(, amountsIn, minBPTAmountOut) = abi.decode(self, (JoinKind, uint256[], uint256));
}
function tokenInForExactBptOut(bytes memory self) internal pure returns (uint256 bptAmountOut, uint256 tokenIndex) {
(, bptAmountOut, tokenIndex) = abi.decode(self, (JoinKind, uint256, uint256));
}
function allTokensInForExactBptOut(bytes memory self) internal pure returns (uint256 bptAmountOut) {
(, bptAmountOut) = abi.decode(self, (JoinKind, uint256));
}
function addToken(bytes memory self) internal pure returns (uint256 amountIn) {
(, amountIn) = abi.decode(self, (JoinKind, uint256));
}
// Exits
function exactBptInForTokenOut(bytes memory self) internal pure returns (uint256 bptAmountIn, uint256 tokenIndex) {
(, bptAmountIn, tokenIndex) = abi.decode(self, (ExitKind, uint256, uint256));
}
function exactBptInForTokensOut(bytes memory self) internal pure returns (uint256 bptAmountIn) {
(, bptAmountIn) = abi.decode(self, (ExitKind, uint256));
}
function bptInForExactTokensOut(bytes memory self)
internal
pure
returns (uint256[] memory amountsOut, uint256 maxBPTAmountIn)
{
(, amountsOut, maxBPTAmountIn) = abi.decode(self, (ExitKind, uint256[], uint256));
}
// Managed Pool
function removeToken(bytes memory self) internal pure returns (uint256 tokenIndex) {
(, tokenIndex) = abi.decode(self, (ExitKind, 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 "@balancer-labs/v2-interfaces/contracts/solidity-utils/helpers/BalancerErrors.sol";
import "../math/Math.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.
*
* We could use Solidity structs to pack values together in a single storage slot instead of relying on a custom and
* error-prone library, but unfortunately Solidity only allows for structs to live in either storage, calldata or
* memory. Because a memory struct uses not just memory but also a slot in the stack (to store its memory location),
* using memory for word-sized values (i.e. of 256 bits or less) is strictly less gas performant, and doesn't even
* prevent stack-too-deep issues. This is compounded by the fact that Balancer contracts typically are memory-intensive,
* and the cost of accesing memory increases quadratically with the number of allocated words. Manual packing and
* unpacking is therefore the preferred approach.
*/
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_192 = 2**(192) - 1;
// In-place insertion
/**
* @dev Inserts an unsigned integer of bitLength, shifted by an offset, into a 256 bit word,
* replacing the old value. Returns the new word.
*/
function insertUint(
bytes32 word,
uint256 value,
uint256 offset,
uint256 bitLength
) internal pure returns (bytes32) {
_validateEncodingParams(value, offset, bitLength);
uint256 mask = (1 << bitLength) - 1;
bytes32 clearedWord = bytes32(uint256(word) & ~(mask << offset));
return clearedWord | bytes32(value << offset);
}
/**
* @dev Inserts a 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 `bitLength` bits.
*/
function insertInt(
bytes32 word,
int256 value,
uint256 offset,
uint256 bitLength
) internal pure returns (bytes32) {
_validateEncodingParams(value, offset, bitLength);
uint256 mask = (1 << bitLength) - 1;
bytes32 clearedWord = bytes32(uint256(word) & ~(mask << offset));
// Integer values need masking to remove the upper bits of negative values.
return clearedWord | bytes32((uint256(value) & mask) << offset);
}
// Encoding
/**
* @dev Encodes an unsigned integer shifted by an offset. Ensures value fits within
* `bitLength` bits.
*
* The return value can be ORed bitwise with other encoded values to form a 256 bit word.
*/
function encodeUint(
uint256 value,
uint256 offset,
uint256 bitLength
) internal pure returns (bytes32) {
_validateEncodingParams(value, offset, bitLength);
return bytes32(value << offset);
}
/**
* @dev Encodes a signed integer shifted by an offset.
*
* The return value can be ORed bitwise with other encoded values to form a 256 bit word.
*/
function encodeInt(
int256 value,
uint256 offset,
uint256 bitLength
) internal pure returns (bytes32) {
_validateEncodingParams(value, offset, bitLength);
uint256 mask = (1 << bitLength) - 1;
// Integer values need masking to remove the upper bits of negative values.
return bytes32((uint256(value) & mask) << offset);
}
// Decoding
/**
* @dev Decodes and returns an unsigned integer with `bitLength` bits, shifted by an offset, from a 256 bit word.
*/
function decodeUint(
bytes32 word,
uint256 offset,
uint256 bitLength
) internal pure returns (uint256) {
return uint256(word >> offset) & ((1 << bitLength) - 1);
}
/**
* @dev Decodes and returns a signed integer with `bitLength` bits, shifted by an offset, from a 256 bit word.
*/
function decodeInt(
bytes32 word,
uint256 offset,
uint256 bitLength
) internal pure returns (int256) {
int256 maxInt = int256((1 << (bitLength - 1)) - 1);
uint256 mask = (1 << bitLength) - 1;
int256 value = int256(uint256(word >> offset) & mask);
// In case the decoded value is greater than the max positive integer that can be represented with bitLength
// bits, we know it was originally a negative integer. Therefore, we mask it to restore the sign in the 256 bit
// representation.
return value > maxInt ? (value | int256(~mask)) : value;
}
// Special cases
/**
* @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;
}
/**
* @dev Inserts a 192 bit value 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);
}
/**
* @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);
}
// Helpers
function _validateEncodingParams(
uint256 value,
uint256 offset,
uint256 bitLength
) private pure {
_require(offset < 256, Errors.OUT_OF_BOUNDS);
// We never accept 256 bit values (which would make the codec pointless), and the larger the offset the smaller
// the maximum bit length.
_require(bitLength >= 1 && bitLength <= Math.min(255, 256 - offset), Errors.OUT_OF_BOUNDS);
// Testing unsigned values for size is straightforward: their upper bits must be cleared.
_require(value >> bitLength == 0, Errors.CODEC_OVERFLOW);
}
function _validateEncodingParams(
int256 value,
uint256 offset,
uint256 bitLength
) private pure {
_require(offset < 256, Errors.OUT_OF_BOUNDS);
// We never accept 256 bit values (which would make the codec pointless), and the larger the offset the smaller
// the maximum bit length.
_require(bitLength >= 1 && bitLength <= Math.min(255, 256 - offset), Errors.OUT_OF_BOUNDS);
// Testing signed values for size is a bit more involved.
if (value >= 0) {
// For positive values, we can simply check that the upper bits are clear. Notice we remove one bit from the
// length for the sign bit.
_require(value >> (bitLength - 1) == 0, Errors.CODEC_OVERFLOW);
} else {
// Negative values can receive the same treatment by making them positive, with the caveat that the range
// for negative values in two's complement supports one more value than for the positive case.
_require(Math.abs(value + 1) >> (bitLength - 1) == 0, Errors.CODEC_OVERFLOW);
}
}
}
{
"compilationTarget": {
"contracts/WeightedPool.sol": "WeightedPool"
},
"evmVersion": "istanbul",
"libraries": {},
"metadata": {
"bytecodeHash": "ipfs"
},
"optimizer": {
"enabled": true,
"runs": 800
},
"remappings": []
}
[{"inputs":[{"components":[{"internalType":"string","name":"name","type":"string"},{"internalType":"string","name":"symbol","type":"string"},{"internalType":"contract IERC20[]","name":"tokens","type":"address[]"},{"internalType":"uint256[]","name":"normalizedWeights","type":"uint256[]"},{"internalType":"contract IRateProvider[]","name":"rateProviders","type":"address[]"},{"internalType":"address[]","name":"assetManagers","type":"address[]"},{"internalType":"uint256","name":"swapFeePercentage","type":"uint256"}],"internalType":"struct WeightedPool.NewPoolParams","name":"params","type":"tuple"},{"internalType":"contract IVault","name":"vault","type":"address"},{"internalType":"contract IProtocolFeePercentagesProvider","name":"protocolFeeProvider","type":"address"},{"internalType":"uint256","name":"pauseWindowDuration","type":"uint256"},{"internalType":"uint256","name":"bufferPeriodDuration","type":"uint256"},{"internalType":"address","name":"owner","type":"address"},{"internalType":"string","name":"version","type":"string"}],"stateMutability":"nonpayable","type":"constructor"},{"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":"paused","type":"bool"}],"name":"PausedStateChanged","type":"event"},{"anonymous":false,"inputs":[{"indexed":true,"internalType":"uint256","name":"feeType","type":"uint256"},{"indexed":false,"internalType":"uint256","name":"protocolFeePercentage","type":"uint256"}],"name":"ProtocolFeePercentageCacheUpdated","type":"event"},{"anonymous":false,"inputs":[{"indexed":false,"internalType":"bool","name":"enabled","type":"bool"}],"name":"RecoveryModeStateChanged","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":"DELEGATE_PROTOCOL_SWAP_FEES_SENTINEL","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"stateMutability":"view","type":"function"},{"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":"disableRecoveryMode","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[],"name":"enableRecoveryMode","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[],"name":"getATHRateProduct","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"bytes4","name":"selector","type":"bytes4"}],"name":"getActionId","outputs":[{"internalType":"bytes32","name":"","type":"bytes32"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"getActualSupply","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"getAuthorizer","outputs":[{"internalType":"contract IAuthorizer","name":"","type":"address"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"getDomainSeparator","outputs":[{"internalType":"bytes32","name":"","type":"bytes32"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"getInvariant","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"getLastPostJoinExitInvariant","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address","name":"account","type":"address"}],"name":"getNextNonce","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"getNormalizedWeights","outputs":[{"internalType":"uint256[]","name":"","type":"uint256[]"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"getOwner","outputs":[{"internalType":"address","name":"","type":"address"}],"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":"uint256","name":"feeType","type":"uint256"}],"name":"getProtocolFeePercentageCache","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"getProtocolFeesCollector","outputs":[{"internalType":"contract IProtocolFeesCollector","name":"","type":"address"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"getProtocolSwapFeeDelegation","outputs":[{"internalType":"bool","name":"","type":"bool"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"getRateProviders","outputs":[{"internalType":"contract IRateProvider[]","name":"","type":"address[]"}],"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":[],"name":"getVault","outputs":[{"internalType":"contract IVault","name":"","type":"address"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"inRecoveryMode","outputs":[{"internalType":"bool","name":"","type":"bool"}],"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":"","type":"uint256[]"},{"internalType":"uint256[]","name":"","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":"","type":"uint256[]"},{"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":[],"name":"pause","outputs":[],"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":"uint256","name":"swapFeePercentage","type":"uint256"}],"name":"setSwapFeePercentage","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":[],"name":"unpause","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[],"name":"updateProtocolFeePercentageCache","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[],"name":"version","outputs":[{"internalType":"string","name":"","type":"string"}],"stateMutability":"view","type":"function"}]