// SPDX-License-Identifier: MIT
pragma solidity >=0.6.2 <0.8.0;
/**
* @dev Collection of functions related to the address type
*/
library Address {
/**
* @dev Returns true if `account` is a contract.
*
* [IMPORTANT]
* ====
* It is unsafe to assume that an address for which this function returns
* false is an externally-owned account (EOA) and not a contract.
*
* Among others, `isContract` will return false for the following
* types of addresses:
*
* - an externally-owned account
* - a contract in construction
* - an address where a contract will be created
* - an address where a contract lived, but was destroyed
* ====
*/
function isContract(address account) internal view returns (bool) {
// This method relies on extcodesize, which returns 0 for contracts in
// construction, since the code is only stored at the end of the
// constructor execution.
uint256 size;
// solhint-disable-next-line no-inline-assembly
assembly { size := extcodesize(account) }
return size > 0;
}
/**
* @dev Replacement for Solidity's `transfer`: sends `amount` wei to
* `recipient`, forwarding all available gas and reverting on errors.
*
* https://eips.ethereum.org/EIPS/eip-1884[EIP1884] increases the gas cost
* of certain opcodes, possibly making contracts go over the 2300 gas limit
* imposed by `transfer`, making them unable to receive funds via
* `transfer`. {sendValue} removes this limitation.
*
* https://diligence.consensys.net/posts/2019/09/stop-using-soliditys-transfer-now/[Learn more].
*
* IMPORTANT: because control is transferred to `recipient`, care must be
* taken to not create reentrancy vulnerabilities. Consider using
* {ReentrancyGuard} or the
* https://solidity.readthedocs.io/en/v0.5.11/security-considerations.html#use-the-checks-effects-interactions-pattern[checks-effects-interactions pattern].
*/
function sendValue(address payable recipient, uint256 amount) internal {
require(address(this).balance >= amount, "Address: insufficient balance");
// solhint-disable-next-line avoid-low-level-calls, avoid-call-value
(bool success, ) = recipient.call{ value: amount }("");
require(success, "Address: unable to send value, recipient may have reverted");
}
/**
* @dev Performs a Solidity function call using a low level `call`. A
* plain`call` is an unsafe replacement for a function call: use this
* function instead.
*
* If `target` reverts with a revert reason, it is bubbled up by this
* function (like regular Solidity function calls).
*
* Returns the raw returned data. To convert to the expected return value,
* use https://solidity.readthedocs.io/en/latest/units-and-global-variables.html?highlight=abi.decode#abi-encoding-and-decoding-functions[`abi.decode`].
*
* Requirements:
*
* - `target` must be a contract.
* - calling `target` with `data` must not revert.
*
* _Available since v3.1._
*/
function functionCall(address target, bytes memory data) internal returns (bytes memory) {
return functionCall(target, data, "Address: low-level call failed");
}
/**
* @dev Same as {xref-Address-functionCall-address-bytes-}[`functionCall`], but with
* `errorMessage` as a fallback revert reason when `target` reverts.
*
* _Available since v3.1._
*/
function functionCall(address target, bytes memory data, string memory errorMessage) internal returns (bytes memory) {
return functionCallWithValue(target, data, 0, errorMessage);
}
/**
* @dev Same as {xref-Address-functionCall-address-bytes-}[`functionCall`],
* but also transferring `value` wei to `target`.
*
* Requirements:
*
* - the calling contract must have an ETH balance of at least `value`.
* - the called Solidity function must be `payable`.
*
* _Available since v3.1._
*/
function functionCallWithValue(address target, bytes memory data, uint256 value) internal returns (bytes memory) {
return functionCallWithValue(target, data, value, "Address: low-level call with value failed");
}
/**
* @dev Same as {xref-Address-functionCallWithValue-address-bytes-uint256-}[`functionCallWithValue`], but
* with `errorMessage` as a fallback revert reason when `target` reverts.
*
* _Available since v3.1._
*/
function functionCallWithValue(address target, bytes memory data, uint256 value, string memory errorMessage) internal returns (bytes memory) {
require(address(this).balance >= value, "Address: insufficient balance for call");
require(isContract(target), "Address: call to non-contract");
// solhint-disable-next-line avoid-low-level-calls
(bool success, bytes memory returndata) = target.call{ value: value }(data);
return _verifyCallResult(success, returndata, errorMessage);
}
/**
* @dev Same as {xref-Address-functionCall-address-bytes-}[`functionCall`],
* but performing a static call.
*
* _Available since v3.3._
*/
function functionStaticCall(address target, bytes memory data) internal view returns (bytes memory) {
return functionStaticCall(target, data, "Address: low-level static call failed");
}
/**
* @dev Same as {xref-Address-functionCall-address-bytes-string-}[`functionCall`],
* but performing a static call.
*
* _Available since v3.3._
*/
function functionStaticCall(address target, bytes memory data, string memory errorMessage) internal view returns (bytes memory) {
require(isContract(target), "Address: static call to non-contract");
// solhint-disable-next-line avoid-low-level-calls
(bool success, bytes memory returndata) = target.staticcall(data);
return _verifyCallResult(success, returndata, errorMessage);
}
function _verifyCallResult(bool success, bytes memory returndata, string memory errorMessage) private pure returns(bytes memory) {
if (success) {
return returndata;
} else {
// Look for revert reason and bubble it up if present
if (returndata.length > 0) {
// The easiest way to bubble the revert reason is using memory via assembly
// solhint-disable-next-line no-inline-assembly
assembly {
let returndata_size := mload(returndata)
revert(add(32, returndata), returndata_size)
}
} else {
revert(errorMessage);
}
}
}
}
// SPDX-License-Identifier: MIT
pragma solidity 0.6.12;
import "@openzeppelin/contracts/access/Ownable.sol";
import "@openzeppelin/contracts/math/SafeMath.sol";
import "@openzeppelin/contracts/cryptography/MerkleProof.sol";
import "./interfaces/IAllowlist.sol";
/**
* @title Allowlist
* @notice This contract is a registry holding information about how much each swap contract should
* contain upto. Swap.sol will rely on this contract to determine whether the pool cap is reached and
* also whether a user's deposit limit is reached.
*/
contract Allowlist is Ownable, IAllowlist {
using SafeMath for uint256;
// Represents the root node of merkle tree containing a list of eligible addresses
bytes32 public merkleRoot;
// Maps pool address -> maximum total supply
mapping(address => uint256) private poolCaps;
// Maps pool address -> maximum amount of pool token mintable per account
mapping(address => uint256) private accountLimits;
// Maps account address -> boolean value indicating whether it has been checked and verified against the merkle tree
mapping(address => bool) private verified;
event PoolCap(address indexed poolAddress, uint256 poolCap);
event PoolAccountLimit(address indexed poolAddress, uint256 accountLimit);
event NewMerkleRoot(bytes32 merkleRoot);
/**
* @notice Creates this contract and sets the PoolCap of 0x0 with uint256(0x54dd1e) for
* crude checking whether an address holds this contract.
* @param merkleRoot_ bytes32 that represent a merkle root node. This is generated off chain with the list of
* qualifying addresses.
*/
constructor(bytes32 merkleRoot_) public {
merkleRoot = merkleRoot_;
// This value will be used as a way of crude checking whether an address holds this Allowlist contract
// Value 0x54dd1e has no inherent meaning other than it is arbitrary value that checks for
// user error.
poolCaps[address(0x0)] = uint256(0x54dd1e);
emit PoolCap(address(0x0), uint256(0x54dd1e));
emit NewMerkleRoot(merkleRoot_);
}
/**
* @notice Returns the max mintable amount of the lp token per account in given pool address.
* @param poolAddress address of the pool
* @return max mintable amount of the lp token per account
*/
function getPoolAccountLimit(address poolAddress)
external
view
override
returns (uint256)
{
return accountLimits[poolAddress];
}
/**
* @notice Returns the maximum total supply of the pool token for the given pool address.
* @param poolAddress address of the pool
*/
function getPoolCap(address poolAddress)
external
view
override
returns (uint256)
{
return poolCaps[poolAddress];
}
/**
* @notice Returns true if the given account's existence has been verified against any of the past or
* the present merkle tree. Note that if it has been verified in the past, this function will return true
* even if the current merkle tree does not contain the account.
* @param account the address to check if it has been verified
* @return a boolean value representing whether the account has been verified in the past or the present merkle tree
*/
function isAccountVerified(address account) external view returns (bool) {
return verified[account];
}
/**
* @notice Checks the existence of keccak256(account) as a node in the merkle tree inferred by the merkle root node
* stored in this contract. Pools should use this function to check if the given address qualifies for depositing.
* If the given account has already been verified with the correct merkleProof, this function will return true when
* merkleProof is empty. The verified status will be overwritten if the previously verified user calls this function
* with an incorrect merkleProof.
* @param account address to confirm its existence in the merkle tree
* @param merkleProof data that is used to prove the existence of given parameters. This is generated
* during the creation of the merkle tree. Users should retrieve this data off-chain.
* @return a boolean value that corresponds to whether the address with the proof has been verified in the past
* or if they exist in the current merkle tree.
*/
function verifyAddress(address account, bytes32[] calldata merkleProof)
external
override
returns (bool)
{
if (merkleProof.length != 0) {
// Verify the account exists in the merkle tree via the MerkleProof library
bytes32 node = keccak256(abi.encodePacked(account));
if (MerkleProof.verify(merkleProof, merkleRoot, node)) {
verified[account] = true;
return true;
}
}
return verified[account];
}
// ADMIN FUNCTIONS
/**
* @notice Sets the account limit of allowed deposit amounts for the given pool
* @param poolAddress address of the pool
* @param accountLimit the max number of the pool token a single user can mint
*/
function setPoolAccountLimit(address poolAddress, uint256 accountLimit)
external
onlyOwner
{
require(poolAddress != address(0x0), "0x0 is not a pool address");
accountLimits[poolAddress] = accountLimit;
emit PoolAccountLimit(poolAddress, accountLimit);
}
/**
* @notice Sets the max total supply of LPToken for the given pool address
* @param poolAddress address of the pool
* @param poolCap the max total supply of the pool token
*/
function setPoolCap(address poolAddress, uint256 poolCap)
external
onlyOwner
{
require(poolAddress != address(0x0), "0x0 is not a pool address");
poolCaps[poolAddress] = poolCap;
emit PoolCap(poolAddress, poolCap);
}
/**
* @notice Updates the merkle root that is stored in this contract. This can only be called by
* the owner. If more addresses are added to the list, a new merkle tree and a merkle root node should be generated,
* and merkleRoot should be updated accordingly.
* @param merkleRoot_ a new merkle root node that contains a list of deposit allowed addresses
*/
function updateMerkleRoot(bytes32 merkleRoot_) external onlyOwner {
merkleRoot = merkleRoot_;
emit NewMerkleRoot(merkleRoot_);
}
}
// SPDX-License-Identifier: MIT
pragma solidity >=0.6.0 <0.8.0;
/*
* @dev Provides information about the current execution context, including the
* sender of the transaction and its data. While these are generally available
* via msg.sender and msg.data, they should not be accessed in such a direct
* manner, since when dealing with GSN meta-transactions the account sending and
* paying for execution may not be the actual sender (as far as an application
* is concerned).
*
* This contract is only required for intermediate, library-like contracts.
*/
abstract contract Context {
function _msgSender() internal view virtual returns (address payable) {
return msg.sender;
}
function _msgData() internal view virtual returns (bytes memory) {
this; // silence state mutability warning without generating bytecode - see https://github.com/ethereum/solidity/issues/2691
return msg.data;
}
}
// SPDX-License-Identifier: MIT
pragma solidity >=0.6.0 <0.8.0;
import "../../GSN/Context.sol";
import "./IERC20.sol";
import "../../math/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 Context, 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_) public {
_name = name_;
_symbol = symbol_;
_decimals = 18;
}
/**
* @dev Returns the name of the token.
*/
function name() public view returns (string memory) {
return _name;
}
/**
* @dev Returns the symbol of the token, usually a shorter version of the
* name.
*/
function symbol() public view returns (string memory) {
return _symbol;
}
/**
* @dev Returns the number of decimals used to get its user representation.
* For example, if `decimals` equals `2`, a balance of `505` tokens should
* be displayed to a user as `5,05` (`505 / 10 ** 2`).
*
* Tokens usually opt for a value of 18, imitating the relationship between
* Ether and Wei. This is the value {ERC20} uses, unless {_setupDecimals} is
* called.
*
* NOTE: This information is only used for _display_ purposes: it in
* no way affects any of the arithmetic of the contract, including
* {IERC20-balanceOf} and {IERC20-transfer}.
*/
function decimals() public view returns (uint8) {
return _decimals;
}
/**
* @dev See {IERC20-totalSupply}.
*/
function totalSupply() public view override returns (uint256) {
return _totalSupply;
}
/**
* @dev See {IERC20-balanceOf}.
*/
function balanceOf(address account) public view override returns (uint256) {
return _balances[account];
}
/**
* @dev See {IERC20-transfer}.
*
* Requirements:
*
* - `recipient` cannot be the zero address.
* - the caller must have a balance of at least `amount`.
*/
function transfer(address recipient, uint256 amount) public virtual override returns (bool) {
_transfer(_msgSender(), 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(_msgSender(), 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, _msgSender(), _allowances[sender][_msgSender()].sub(amount, "ERC20: transfer amount 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(_msgSender(), spender, _allowances[_msgSender()][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(_msgSender(), spender, _allowances[_msgSender()][spender].sub(subtractedValue, "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), "ERC20: transfer from the zero address");
require(recipient != address(0), "ERC20: transfer to the zero address");
_beforeTokenTransfer(sender, recipient, amount);
_balances[sender] = _balances[sender].sub(amount, "ERC20: transfer amount 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 {
require(account != address(0), "ERC20: mint to the zero address");
_beforeTokenTransfer(address(0), account, amount);
_totalSupply = _totalSupply.add(amount);
_balances[account] = _balances[account].add(amount);
emit Transfer(address(0), account, amount);
}
/**
* @dev Destroys `amount` tokens from `account`, reducing the
* total supply.
*
* Emits a {Transfer} event with `to` set to the zero address.
*
* Requirements:
*
* - `account` cannot be the zero address.
* - `account` must have at least `amount` tokens.
*/
function _burn(address account, uint256 amount) internal virtual {
require(account != address(0), "ERC20: burn from the zero address");
_beforeTokenTransfer(account, address(0), amount);
_balances[account] = _balances[account].sub(amount, "ERC20: burn amount exceeds balance");
_totalSupply = _totalSupply.sub(amount);
emit Transfer(account, address(0), amount);
}
/**
* @dev Sets `amount` as the allowance of `spender` over the `owner` s tokens.
*
* This internal function is equivalent to `approve`, and can be used to
* e.g. set automatic allowances for certain subsystems, etc.
*
* Emits an {Approval} event.
*
* Requirements:
*
* - `owner` cannot be the zero address.
* - `spender` cannot be the zero address.
*/
function _approve(address owner, address spender, uint256 amount) internal virtual {
require(owner != address(0), "ERC20: approve from the zero address");
require(spender != address(0), "ERC20: approve to the zero address");
_allowances[owner][spender] = amount;
emit Approval(owner, spender, amount);
}
/**
* @dev Sets {decimals} to a value other than the default one of 18.
*
* WARNING: This function should only be called from the constructor. Most
* applications that interact with token contracts will not expect
* {decimals} to ever change, and may work incorrectly if it does.
*/
function _setupDecimals(uint8 decimals_) internal {
_decimals = decimals_;
}
/**
* @dev Hook that is called before any transfer of tokens. This includes
* minting and burning.
*
* Calling conditions:
*
* - when `from` and `to` are both non-zero, `amount` of ``from``'s tokens
* will be to transferred to `to`.
* - when `from` is zero, `amount` tokens will be minted for `to`.
* - when `to` is zero, `amount` of ``from``'s tokens will be burned.
* - `from` and `to` are never both zero.
*
* To learn more about hooks, head to xref:ROOT:extending-contracts.adoc#using-hooks[Using Hooks].
*/
function _beforeTokenTransfer(address from, address to, uint256 amount) internal virtual { }
}
// SPDX-License-Identifier: MIT
pragma solidity >=0.6.0 <0.8.0;
import "../../GSN/Context.sol";
import "./ERC20.sol";
/**
* @dev Extension of {ERC20} that allows token holders to destroy both their own
* tokens and those that they have an allowance for, in a way that can be
* recognized off-chain (via event analysis).
*/
abstract contract ERC20Burnable is Context, ERC20 {
using SafeMath for uint256;
/**
* @dev Destroys `amount` tokens from the caller.
*
* See {ERC20-_burn}.
*/
function burn(uint256 amount) public virtual {
_burn(_msgSender(), amount);
}
/**
* @dev Destroys `amount` tokens from `account`, deducting from the caller's
* allowance.
*
* See {ERC20-_burn} and {ERC20-allowance}.
*
* Requirements:
*
* - the caller must have allowance for ``accounts``'s tokens of at least
* `amount`.
*/
function burnFrom(address account, uint256 amount) public virtual {
uint256 decreasedAllowance = allowance(account, _msgSender()).sub(amount, "ERC20: burn amount exceeds allowance");
_approve(account, _msgSender(), decreasedAllowance);
_burn(account, amount);
}
}
// SPDX-License-Identifier: MIT
pragma solidity 0.6.12;
interface IAllowlist {
function getPoolAccountLimit(address poolAddress)
external
view
returns (uint256);
function getPoolCap(address poolAddress) external view returns (uint256);
function verifyAddress(address account, bytes32[] calldata merkleProof)
external
returns (bool);
}
// SPDX-License-Identifier: MIT
pragma solidity >=0.6.0 <0.8.0;
/**
* @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 0.6.12;
import "@openzeppelin/contracts/token/ERC20/ERC20.sol";
import "./IAllowlist.sol";
interface ISwap {
// pool data view functions
function getA() external view returns (uint256);
function getAllowlist() external view returns (IAllowlist);
function getToken(uint8 index) external view returns (IERC20);
function getTokenIndex(address tokenAddress) external view returns (uint8);
function getTokenBalance(uint8 index) external view returns (uint256);
function getVirtualPrice() external view returns (uint256);
function isGuarded() external view returns (bool);
// min return calculation functions
function calculateSwap(
uint8 tokenIndexFrom,
uint8 tokenIndexTo,
uint256 dx
) external view returns (uint256);
function calculateTokenAmount(uint256[] calldata amounts, bool deposit)
external
view
returns (uint256);
function calculateRemoveLiquidity(uint256 amount)
external
view
returns (uint256[] memory);
function calculateRemoveLiquidityOneToken(
uint256 tokenAmount,
uint8 tokenIndex
) external view returns (uint256 availableTokenAmount);
// state modifying functions
function swap(
uint8 tokenIndexFrom,
uint8 tokenIndexTo,
uint256 dx,
uint256 minDy,
uint256 deadline
) external returns (uint256);
function addLiquidity(
uint256[] calldata amounts,
uint256 minToMint,
uint256 deadline,
bytes32[] calldata merkleProof
) external returns (uint256);
function removeLiquidity(
uint256 amount,
uint256[] calldata minAmounts,
uint256 deadline
) external returns (uint256[] memory);
function removeLiquidityOneToken(
uint256 tokenAmount,
uint8 tokenIndex,
uint256 minAmount,
uint256 deadline
) external returns (uint256);
function removeLiquidityImbalance(
uint256[] calldata amounts,
uint256 maxBurnAmount,
uint256 deadline
) external returns (uint256);
// withdraw fee update function
function updateUserWithdrawFee(address recipient, uint256 transferAmount)
external;
}
// SPDX-License-Identifier: MIT
pragma solidity 0.6.12;
import "@openzeppelin/contracts/token/ERC20/ERC20Burnable.sol";
import "@openzeppelin/contracts/access/Ownable.sol";
import "@openzeppelin/contracts/math/SafeMath.sol";
import "./interfaces/ISwap.sol";
/**
* @title Liquidity Provider Token
* @notice This token is an ERC20 detailed token with added capability to be minted by the owner.
* It is used to represent user's shares when providing liquidity to swap contracts.
*/
contract LPToken is ERC20Burnable, Ownable {
using SafeMath for uint256;
// Address of the swap contract that owns this LP token. When a user adds liquidity to the swap contract,
// they receive a proportionate amount of this LPToken.
ISwap public swap;
// Maps user account to total number of LPToken minted by them. Used to limit minting during guarded release phase
mapping(address => uint256) public mintedAmounts;
/**
* @notice Deploys LPToken contract with given name, symbol, and decimals
* @dev the caller of this constructor will become the owner of this contract
* @param name_ name of this token
* @param symbol_ symbol of this token
* @param decimals_ number of decimals this token will be based on
*/
constructor(
string memory name_,
string memory symbol_,
uint8 decimals_
) public ERC20(name_, symbol_) {
_setupDecimals(decimals_);
swap = ISwap(_msgSender());
}
/**
* @notice Mints the given amount of LPToken to the recipient. During the guarded release phase, the total supply
* and the maximum number of the tokens that a single account can mint are limited.
* @dev only owner can call this mint function
* @param recipient address of account to receive the tokens
* @param amount amount of tokens to mint
* @param merkleProof the bytes32 array data that is used to prove recipient's address exists in the merkle tree
* stored in the allowlist contract. If the pool is not guarded, this parameter is ignored.
*/
function mint(
address recipient,
uint256 amount,
bytes32[] calldata merkleProof
) external onlyOwner {
require(amount != 0, "amount == 0");
// If the pool is in the guarded launch phase, the following checks are done to restrict deposits.
// 1. Check if the given merkleProof corresponds to the recipient's address in the merkle tree stored in the
// allowlist contract. If the account has been already verified, merkleProof is ignored.
// 2. Limit the total number of this LPToken minted to recipient as defined by the allowlist contract.
// 3. Limit the total supply of this LPToken as defined by the allowlist contract.
if (swap.isGuarded()) {
IAllowlist allowlist = swap.getAllowlist();
require(
allowlist.verifyAddress(recipient, merkleProof),
"Invalid merkle proof"
);
uint256 totalMinted = mintedAmounts[recipient].add(amount);
require(
totalMinted <= allowlist.getPoolAccountLimit(address(swap)),
"account deposit limit"
);
require(
totalSupply().add(amount) <=
allowlist.getPoolCap(address(swap)),
"pool total supply limit"
);
mintedAmounts[recipient] = totalMinted;
}
_mint(recipient, amount);
}
/**
* @dev Overrides ERC20._beforeTokenTransfer() which get called on every transfers including
* minting and burning. This ensures that swap.updateUserWithdrawFees are called everytime.
*/
function _beforeTokenTransfer(
address from,
address to,
uint256 amount
) internal override(ERC20) {
super._beforeTokenTransfer(from, to, amount);
swap.updateUserWithdrawFee(to, amount);
}
}
// SPDX-License-Identifier: MIT
pragma solidity 0.6.12;
import "@openzeppelin/contracts/math/SafeMath.sol";
/**
* @title MathUtils library
* @notice A library to be used in conjunction with SafeMath. Contains functions for calculating
* differences between two uint256.
*/
library MathUtils {
/**
* @notice Compares a and b and returns true if the difference between a and b
* is less than 1 or equal to each other.
* @param a uint256 to compare with
* @param b uint256 to compare with
* @return True if the difference between a and b is less than 1 or equal,
* otherwise return false
*/
function within1(uint256 a, uint256 b) external pure returns (bool) {
return (_difference(a, b) <= 1);
}
/**
* @notice Calculates absolute difference between a and b
* @param a uint256 to compare with
* @param b uint256 to compare with
* @return Difference between a and b
*/
function difference(uint256 a, uint256 b) external pure returns (uint256) {
return _difference(a, b);
}
/**
* @notice Calculates absolute difference between a and b
* @param a uint256 to compare with
* @param b uint256 to compare with
* @return Difference between a and b
*/
function _difference(uint256 a, uint256 b) internal pure returns (uint256) {
if (a > b) {
return a - b;
}
return b - a;
}
}
// SPDX-License-Identifier: MIT
pragma solidity >=0.6.0 <0.8.0;
/**
* @dev These functions deal with verification of Merkle trees (hash trees),
*/
library MerkleProof {
/**
* @dev Returns true if a `leaf` can be proved to be a part of a Merkle tree
* defined by `root`. For this, a `proof` must be provided, containing
* sibling hashes on the branch from the leaf to the root of the tree. Each
* pair of leaves and each pair of pre-images are assumed to be sorted.
*/
function verify(bytes32[] memory proof, bytes32 root, bytes32 leaf) internal pure returns (bool) {
bytes32 computedHash = leaf;
for (uint256 i = 0; i < proof.length; i++) {
bytes32 proofElement = proof[i];
if (computedHash <= proofElement) {
// Hash(current computed hash + current element of the proof)
computedHash = keccak256(abi.encodePacked(computedHash, proofElement));
} else {
// Hash(current element of the proof + current computed hash)
computedHash = keccak256(abi.encodePacked(proofElement, computedHash));
}
}
// Check if the computed hash (root) is equal to the provided root
return computedHash == root;
}
}
// SPDX-License-Identifier: MIT
pragma solidity >=0.6.0 <0.8.0;
import "../GSN/Context.sol";
/**
* @dev Contract module which provides a basic access control mechanism, where
* there is an account (an owner) that can be granted exclusive access to
* specific functions.
*
* By default, the owner account will be the one that deploys the contract. This
* can later be changed with {transferOwnership}.
*
* This module is used through inheritance. It will make available the modifier
* `onlyOwner`, which can be applied to your functions to restrict their use to
* the owner.
*/
abstract contract Ownable is Context {
address private _owner;
event OwnershipTransferred(address indexed previousOwner, address indexed newOwner);
/**
* @dev Initializes the contract setting the deployer as the initial owner.
*/
constructor () internal {
address msgSender = _msgSender();
_owner = msgSender;
emit OwnershipTransferred(address(0), msgSender);
}
/**
* @dev Returns the address of the current owner.
*/
function owner() public view returns (address) {
return _owner;
}
/**
* @dev Throws if called by any account other than the owner.
*/
modifier onlyOwner() {
require(_owner == _msgSender(), "Ownable: caller is not the owner");
_;
}
/**
* @dev Leaves the contract without owner. It will not be possible to call
* `onlyOwner` functions anymore. Can only be called by the current owner.
*
* NOTE: Renouncing ownership will leave the contract without an owner,
* thereby removing any functionality that is only available to the owner.
*/
function renounceOwnership() public virtual onlyOwner {
emit OwnershipTransferred(_owner, address(0));
_owner = address(0);
}
/**
* @dev Transfers ownership of the contract to a new account (`newOwner`).
* Can only be called by the current owner.
*/
function transferOwnership(address newOwner) public virtual onlyOwner {
require(newOwner != address(0), "Ownable: new owner is the zero address");
emit OwnershipTransferred(_owner, newOwner);
_owner = newOwner;
}
}
// SPDX-License-Identifier: MIT
pragma solidity 0.6.12;
import "@openzeppelin/contracts/access/Ownable.sol";
import "@openzeppelin/contracts/utils/Pausable.sol";
/**
* @title OwnerPausable
* @notice An ownable contract allows the owner to pause and unpause the
* contract without a delay.
* @dev Only methods using the provided modifiers will be paused.
*/
contract OwnerPausable is Ownable, Pausable {
/**
* @notice Pause the contract. Revert if already paused.
*/
function pause() external onlyOwner {
Pausable._pause();
}
/**
* @notice Unpause the contract. Revert if already unpaused.
*/
function unpause() external onlyOwner {
Pausable._unpause();
}
}
// SPDX-License-Identifier: MIT
pragma solidity >=0.6.0 <0.8.0;
import "../GSN/Context.sol";
/**
* @dev Contract module which allows children to implement an emergency stop
* mechanism that can be triggered by an authorized account.
*
* This module is used through inheritance. It will make available the
* modifiers `whenNotPaused` and `whenPaused`, which can be applied to
* the functions of your contract. Note that they will not be pausable by
* simply including this module, only once the modifiers are put in place.
*/
abstract contract Pausable is Context {
/**
* @dev Emitted when the pause is triggered by `account`.
*/
event Paused(address account);
/**
* @dev Emitted when the pause is lifted by `account`.
*/
event Unpaused(address account);
bool private _paused;
/**
* @dev Initializes the contract in unpaused state.
*/
constructor () internal {
_paused = false;
}
/**
* @dev Returns true if the contract is paused, and false otherwise.
*/
function paused() public view returns (bool) {
return _paused;
}
/**
* @dev Modifier to make a function callable only when the contract is not paused.
*
* Requirements:
*
* - The contract must not be paused.
*/
modifier whenNotPaused() {
require(!_paused, "Pausable: paused");
_;
}
/**
* @dev Modifier to make a function callable only when the contract is paused.
*
* Requirements:
*
* - The contract must be paused.
*/
modifier whenPaused() {
require(_paused, "Pausable: not paused");
_;
}
/**
* @dev Triggers stopped state.
*
* Requirements:
*
* - The contract must not be paused.
*/
function _pause() internal virtual whenNotPaused {
_paused = true;
emit Paused(_msgSender());
}
/**
* @dev Returns to normal state.
*
* Requirements:
*
* - The contract must be paused.
*/
function _unpause() internal virtual whenPaused {
_paused = false;
emit Unpaused(_msgSender());
}
}
// SPDX-License-Identifier: MIT
pragma solidity >=0.6.0 <0.8.0;
/**
* @dev Contract module that helps prevent reentrant calls to a function.
*
* Inheriting from `ReentrancyGuard` will make the {nonReentrant} modifier
* available, which can be applied to functions to make sure there are no nested
* (reentrant) calls to them.
*
* Note that because there is a single `nonReentrant` guard, functions marked as
* `nonReentrant` may not call one another. This can be worked around by making
* those functions `private`, and then adding `external` `nonReentrant` entry
* points to them.
*
* TIP: If you would like to learn more about reentrancy and alternative ways
* to protect against it, check out our blog post
* https://blog.openzeppelin.com/reentrancy-after-istanbul/[Reentrancy After Istanbul].
*/
abstract contract ReentrancyGuard {
// Booleans are more expensive than uint256 or any type that takes up a full
// word because each write operation emits an extra SLOAD to first read the
// slot's contents, replace the bits taken up by the boolean, and then write
// back. This is the compiler's defense against contract upgrades and
// pointer aliasing, and it cannot be disabled.
// The values being non-zero value makes deployment a bit more expensive,
// but in exchange the refund on every call to nonReentrant will be lower in
// amount. Since refunds are capped to a percentage of the total
// transaction's gas, it is best to keep them low in cases like this one, to
// increase the likelihood of the full refund coming into effect.
uint256 private constant _NOT_ENTERED = 1;
uint256 private constant _ENTERED = 2;
uint256 private _status;
constructor () internal {
_status = _NOT_ENTERED;
}
/**
* @dev Prevents a contract from calling itself, directly or indirectly.
* Calling a `nonReentrant` function from another `nonReentrant`
* function is not supported. It is possible to prevent this from happening
* by making the `nonReentrant` function external, and make it call a
* `private` function that does the actual work.
*/
modifier nonReentrant() {
// On the first call to nonReentrant, _notEntered will be true
require(_status != _ENTERED, "ReentrancyGuard: reentrant call");
// Any calls to nonReentrant after this point will fail
_status = _ENTERED;
_;
// By storing the original value once again, a refund is triggered (see
// https://eips.ethereum.org/EIPS/eip-2200)
_status = _NOT_ENTERED;
}
}
// SPDX-License-Identifier: MIT
pragma solidity >=0.6.0 <0.8.0;
import "./IERC20.sol";
import "../../math/SafeMath.sol";
import "../../utils/Address.sol";
/**
* @title SafeERC20
* @dev Wrappers around ERC20 operations that throw on failure (when the token
* contract returns false). Tokens that return no value (and instead revert or
* throw on failure) are also supported, non-reverting calls are assumed to be
* successful.
* To use this library you can add a `using SafeERC20 for IERC20;` statement to your contract,
* which allows you to call the safe operations as `token.safeTransfer(...)`, etc.
*/
library SafeERC20 {
using SafeMath for uint256;
using Address for address;
function safeTransfer(IERC20 token, address to, uint256 value) internal {
_callOptionalReturn(token, abi.encodeWithSelector(token.transfer.selector, to, value));
}
function safeTransferFrom(IERC20 token, address from, address to, uint256 value) internal {
_callOptionalReturn(token, abi.encodeWithSelector(token.transferFrom.selector, from, to, value));
}
/**
* @dev Deprecated. This function has issues similar to the ones found in
* {IERC20-approve}, and its usage is discouraged.
*
* Whenever possible, use {safeIncreaseAllowance} and
* {safeDecreaseAllowance} instead.
*/
function safeApprove(IERC20 token, address spender, uint256 value) internal {
// safeApprove should only be called when setting an initial allowance,
// or when resetting it to zero. To increase and decrease it, use
// 'safeIncreaseAllowance' and 'safeDecreaseAllowance'
// solhint-disable-next-line max-line-length
require((value == 0) || (token.allowance(address(this), spender) == 0),
"SafeERC20: approve from non-zero to non-zero allowance"
);
_callOptionalReturn(token, abi.encodeWithSelector(token.approve.selector, spender, value));
}
function safeIncreaseAllowance(IERC20 token, address spender, uint256 value) internal {
uint256 newAllowance = token.allowance(address(this), spender).add(value);
_callOptionalReturn(token, abi.encodeWithSelector(token.approve.selector, spender, newAllowance));
}
function safeDecreaseAllowance(IERC20 token, address spender, uint256 value) internal {
uint256 newAllowance = token.allowance(address(this), spender).sub(value, "SafeERC20: decreased allowance below zero");
_callOptionalReturn(token, abi.encodeWithSelector(token.approve.selector, spender, newAllowance));
}
/**
* @dev Imitates a Solidity high-level call (i.e. a regular function call to a contract), relaxing the requirement
* on the return value: the return value is optional (but if data is returned, it must not be false).
* @param token The token targeted by the call.
* @param data The call data (encoded using abi.encode or one of its variants).
*/
function _callOptionalReturn(IERC20 token, bytes memory data) private {
// We need to perform a low level call here, to bypass Solidity's return data size checking mechanism, since
// we're implementing it ourselves. We use {Address.functionCall} to perform this call, which verifies that
// the target address contains contract code and also asserts for success in the low-level call.
bytes memory returndata = address(token).functionCall(data, "SafeERC20: low-level call failed");
if (returndata.length > 0) { // Return data is optional
// solhint-disable-next-line max-line-length
require(abi.decode(returndata, (bool)), "SafeERC20: ERC20 operation did not succeed");
}
}
}
// SPDX-License-Identifier: MIT
pragma solidity >=0.6.0 <0.8.0;
/**
* @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, "SafeMath: addition 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, "SafeMath: subtraction 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, string memory errorMessage) internal pure returns (uint256) {
require(b <= a, errorMessage);
uint256 c = a - b;
return c;
}
/**
* @dev Returns the multiplication of two unsigned integers, reverting on
* overflow.
*
* Counterpart to Solidity's `*` operator.
*
* Requirements:
*
* - Multiplication cannot overflow.
*/
function mul(uint256 a, uint256 b) internal pure returns (uint256) {
// Gas optimization: this is cheaper than requiring 'a' not being zero, but the
// benefit is lost if 'b' is also tested.
// See: https://github.com/OpenZeppelin/openzeppelin-contracts/pull/522
if (a == 0) {
return 0;
}
uint256 c = a * b;
require(c / a == b, "SafeMath: multiplication overflow");
return c;
}
/**
* @dev Returns the integer division of two unsigned integers. Reverts on
* division by zero. The result is rounded towards zero.
*
* Counterpart to Solidity's `/` operator. Note: this function uses a
* `revert` opcode (which leaves remaining gas untouched) while Solidity
* uses an invalid opcode to revert (consuming all remaining gas).
*
* Requirements:
*
* - The divisor cannot be zero.
*/
function div(uint256 a, uint256 b) internal pure returns (uint256) {
return div(a, b, "SafeMath: division by zero");
}
/**
* @dev Returns the integer division of two unsigned integers. Reverts with custom message on
* division by zero. The result is rounded towards zero.
*
* Counterpart to Solidity's `/` operator. Note: this function uses a
* `revert` opcode (which leaves remaining gas untouched) while Solidity
* uses an invalid opcode to revert (consuming all remaining gas).
*
* Requirements:
*
* - The divisor cannot be zero.
*/
function div(uint256 a, uint256 b, string memory errorMessage) internal pure returns (uint256) {
require(b > 0, errorMessage);
uint256 c = a / b;
// assert(a == b * c + a % b); // There is no case in which this doesn't hold
return c;
}
/**
* @dev Returns the remainder of dividing two unsigned integers. (unsigned integer modulo),
* Reverts when dividing by zero.
*
* Counterpart to Solidity's `%` operator. This function uses a `revert`
* opcode (which leaves remaining gas untouched) while Solidity uses an
* invalid opcode to revert (consuming all remaining gas).
*
* Requirements:
*
* - The divisor cannot be zero.
*/
function mod(uint256 a, uint256 b) internal pure returns (uint256) {
return mod(a, b, "SafeMath: modulo by zero");
}
/**
* @dev Returns the remainder of dividing two unsigned integers. (unsigned integer modulo),
* Reverts with custom message when dividing by zero.
*
* Counterpart to Solidity's `%` operator. This function uses a `revert`
* opcode (which leaves remaining gas untouched) while Solidity uses an
* invalid opcode to revert (consuming all remaining gas).
*
* Requirements:
*
* - The divisor cannot be zero.
*/
function mod(uint256 a, uint256 b, string memory errorMessage) internal pure returns (uint256) {
require(b != 0, errorMessage);
return a % b;
}
}
// SPDX-License-Identifier: MIT
pragma solidity 0.6.12;
import "@openzeppelin/contracts/math/SafeMath.sol";
import "@openzeppelin/contracts/token/ERC20/SafeERC20.sol";
import "@openzeppelin/contracts/utils/ReentrancyGuard.sol";
import "./OwnerPausable.sol";
import "./SwapUtils.sol";
import "./MathUtils.sol";
import "./Allowlist.sol";
/**
* @title Swap - A StableSwap implementation in solidity.
* @notice This contract is responsible for custody of closely pegged assets (eg. group of stablecoins)
* and automatic market making system. Users become an LP (Liquidity Provider) by depositing their tokens
* in desired ratios for an exchange of the pool token that represents their share of the pool.
* Users can burn pool tokens and withdraw their share of token(s).
*
* Each time a swap between the pooled tokens happens, a set fee incurs which effectively gets
* distributed to the LPs.
*
* In case of emergencies, admin can pause additional deposits, swaps, or single-asset withdraws - which
* stops the ratio of the tokens in the pool from changing.
* Users can always withdraw their tokens via multi-asset withdraws.
*
* @dev Most of the logic is stored as a library `SwapUtils` for the sake of reducing contract's
* deployment size.
*/
contract Swap is OwnerPausable, ReentrancyGuard {
using SafeERC20 for IERC20;
using SafeMath for uint256;
using MathUtils for uint256;
using SwapUtils for SwapUtils.Swap;
// Struct storing data responsible for automatic market maker functionalities. In order to
// access this data, this contract uses SwapUtils library. For more details, see SwapUtils.sol
SwapUtils.Swap public swapStorage;
// Address to allowlist contract that holds information about maximum totaly supply of lp tokens
// and maximum mintable amount per user address. As this is immutable, this will become a constant
// after initialization.
IAllowlist private immutable allowlist;
// Boolean value that notates whether this pool is guarded or not. When isGuarded is true,
// addLiquidity function will be restricted by limits defined in allowlist contract.
bool private guarded = true;
// Maps token address to an index in the pool. Used to prevent duplicate tokens in the pool.
// getTokenIndex function also relies on this mapping to retrieve token index.
mapping(address => uint8) private tokenIndexes;
/*** EVENTS ***/
// events replicated from SwapUtils to make the ABI easier for dumb
// clients
event TokenSwap(
address indexed buyer,
uint256 tokensSold,
uint256 tokensBought,
uint128 soldId,
uint128 boughtId
);
event AddLiquidity(
address indexed provider,
uint256[] tokenAmounts,
uint256[] fees,
uint256 invariant,
uint256 lpTokenSupply
);
event RemoveLiquidity(
address indexed provider,
uint256[] tokenAmounts,
uint256 lpTokenSupply
);
event RemoveLiquidityOne(
address indexed provider,
uint256 lpTokenAmount,
uint256 lpTokenSupply,
uint256 boughtId,
uint256 tokensBought
);
event RemoveLiquidityImbalance(
address indexed provider,
uint256[] tokenAmounts,
uint256[] fees,
uint256 invariant,
uint256 lpTokenSupply
);
event NewAdminFee(uint256 newAdminFee);
event NewSwapFee(uint256 newSwapFee);
event NewWithdrawFee(uint256 newWithdrawFee);
event RampA(
uint256 oldA,
uint256 newA,
uint256 initialTime,
uint256 futureTime
);
event StopRampA(uint256 currentA, uint256 time);
/**
* @notice Deploys this Swap contract with given parameters as default
* values. This will also deploy a LPToken that represents users
* LP position. The owner of LPToken will be this contract - which means
* only this contract is allowed to mint new tokens.
*
* @param _pooledTokens an array of ERC20s this pool will accept
* @param decimals the decimals to use for each pooled token,
* eg 8 for WBTC. Cannot be larger than POOL_PRECISION_DECIMALS
* @param lpTokenName the long-form name of the token to be deployed
* @param lpTokenSymbol the short symbol for the token to be deployed
* @param _a the amplification coefficient * n * (n - 1). See the
* StableSwap paper for details
* @param _fee default swap fee to be initialized with
* @param _adminFee default adminFee to be initialized with
* @param _withdrawFee default withdrawFee to be initialized with
* @param _allowlist address of allowlist contract for guarded launch
*/
constructor(
IERC20[] memory _pooledTokens,
uint8[] memory decimals,
string memory lpTokenName,
string memory lpTokenSymbol,
uint256 _a,
uint256 _fee,
uint256 _adminFee,
uint256 _withdrawFee,
IAllowlist _allowlist
) public OwnerPausable() ReentrancyGuard() {
// Check _pooledTokens and precisions parameter
require(_pooledTokens.length > 1, "_pooledTokens.length <= 1");
require(_pooledTokens.length <= 32, "_pooledTokens.length > 32");
require(
_pooledTokens.length == decimals.length,
"_pooledTokens decimals mismatch"
);
uint256[] memory precisionMultipliers = new uint256[](decimals.length);
for (uint8 i = 0; i < _pooledTokens.length; i++) {
if (i > 0) {
// Check if index is already used. Check if 0th element is a duplicate.
require(
tokenIndexes[address(_pooledTokens[i])] == 0 &&
_pooledTokens[0] != _pooledTokens[i],
"Duplicate tokens"
);
}
require(
address(_pooledTokens[i]) != address(0),
"The 0 address isn't an ERC-20"
);
require(
decimals[i] <= SwapUtils.POOL_PRECISION_DECIMALS,
"Token decimals exceeds max"
);
precisionMultipliers[i] =
10 **
uint256(SwapUtils.POOL_PRECISION_DECIMALS).sub(
uint256(decimals[i])
);
tokenIndexes[address(_pooledTokens[i])] = i;
}
// Check _a, _fee, _adminFee, _withdrawFee, _allowlist parameters
require(_a < SwapUtils.MAX_A, "_a exceeds maximum");
require(_fee < SwapUtils.MAX_SWAP_FEE, "_fee exceeds maximum");
require(
_adminFee < SwapUtils.MAX_ADMIN_FEE,
"_adminFee exceeds maximum"
);
require(
_withdrawFee < SwapUtils.MAX_WITHDRAW_FEE,
"_withdrawFee exceeds maximum"
);
require(
_allowlist.getPoolCap(address(0x0)) == uint256(0x54dd1e),
"Allowlist check failed"
);
// Initialize swapStorage struct
swapStorage.lpToken = new LPToken(
lpTokenName,
lpTokenSymbol,
SwapUtils.POOL_PRECISION_DECIMALS
);
swapStorage.pooledTokens = _pooledTokens;
swapStorage.tokenPrecisionMultipliers = precisionMultipliers;
swapStorage.balances = new uint256[](_pooledTokens.length);
swapStorage.initialA = _a.mul(SwapUtils.A_PRECISION);
swapStorage.futureA = _a.mul(SwapUtils.A_PRECISION);
swapStorage.initialATime = 0;
swapStorage.futureATime = 0;
swapStorage.swapFee = _fee;
swapStorage.adminFee = _adminFee;
swapStorage.defaultWithdrawFee = _withdrawFee;
// Initialize variables related to guarding the initial deposits
allowlist = _allowlist;
guarded = true;
}
/*** MODIFIERS ***/
/**
* @notice Modifier to check deadline against current timestamp
* @param deadline latest timestamp to accept this transaction
*/
modifier deadlineCheck(uint256 deadline) {
require(block.timestamp <= deadline, "Deadline not met");
_;
}
/*** VIEW FUNCTIONS ***/
/**
* @notice Return A, the amplification coefficient * n * (n - 1)
* @dev See the StableSwap paper for details
* @return A parameter
*/
function getA() external view returns (uint256) {
return swapStorage.getA();
}
/**
* @notice Return A in its raw precision form
* @dev See the StableSwap paper for details
* @return A parameter in its raw precision form
*/
function getAPrecise() external view returns (uint256) {
return swapStorage.getAPrecise();
}
/**
* @notice Return address of the pooled token at given index. Reverts if tokenIndex is out of range.
* @param index the index of the token
* @return address of the token at given index
*/
function getToken(uint8 index) public view returns (IERC20) {
require(index < swapStorage.pooledTokens.length, "Out of range");
return swapStorage.pooledTokens[index];
}
/**
* @notice Return the index of the given token address. Reverts if no matching
* token is found.
* @param tokenAddress address of the token
* @return the index of the given token address
*/
function getTokenIndex(address tokenAddress) external view returns (uint8) {
uint8 index = tokenIndexes[tokenAddress];
require(
address(getToken(index)) == tokenAddress,
"Token does not exist"
);
return index;
}
/**
* @notice Reads and returns the address of the allowlist that is set during deployment of this contract
* @return the address of the allowlist contract casted to the IAllowlist interface
*/
function getAllowlist() external view returns (IAllowlist) {
return allowlist;
}
/**
* @notice Return timestamp of last deposit of given address
* @return timestamp of the last deposit made by the given address
*/
function getDepositTimestamp(address user) external view returns (uint256) {
return swapStorage.getDepositTimestamp(user);
}
/**
* @notice Return current balance of the pooled token at given index
* @param index the index of the token
* @return current balance of the pooled token at given index with token's native precision
*/
function getTokenBalance(uint8 index) external view returns (uint256) {
require(index < swapStorage.pooledTokens.length, "Index out of range");
return swapStorage.balances[index];
}
/**
* @notice Get the virtual price, to help calculate profit
* @return the virtual price, scaled to the POOL_PRECISION_DECIMALS
*/
function getVirtualPrice() external view returns (uint256) {
return swapStorage.getVirtualPrice();
}
/**
* @notice Calculate amount of tokens you receive on swap
* @param tokenIndexFrom the token the user wants to sell
* @param tokenIndexTo the token the user wants to buy
* @param dx the amount of tokens the user wants to sell. If the token charges
* a fee on transfers, use the amount that gets transferred after the fee.
* @return amount of tokens the user will receive
*/
function calculateSwap(
uint8 tokenIndexFrom,
uint8 tokenIndexTo,
uint256 dx
) external view returns (uint256) {
return swapStorage.calculateSwap(tokenIndexFrom, tokenIndexTo, dx);
}
/**
* @notice A simple method to calculate prices from deposits or
* withdrawals, excluding fees but including slippage. This is
* helpful as an input into the various "min" parameters on calls
* to fight front-running
*
* @dev This shouldn't be used outside frontends for user estimates.
*
* @param account address that is depositing or withdrawing tokens
* @param amounts an array of token amounts to deposit or withdrawal,
* corresponding to pooledTokens. The amount should be in each
* pooled token's native precision. If a token charges a fee on transfers,
* use the amount that gets transferred after the fee.
* @param deposit whether this is a deposit or a withdrawal
* @return token amount the user will receive
*/
function calculateTokenAmount(
address account,
uint256[] calldata amounts,
bool deposit
) external view returns (uint256) {
return swapStorage.calculateTokenAmount(account, amounts, deposit);
}
/**
* @notice A simple method to calculate amount of each underlying
* tokens that is returned upon burning given amount of LP tokens
* @param account the address that is withdrawing tokens
* @param amount the amount of LP tokens that would be burned on withdrawal
* @return array of token balances that the user will receive
*/
function calculateRemoveLiquidity(address account, uint256 amount)
external
view
returns (uint256[] memory)
{
return swapStorage.calculateRemoveLiquidity(account, amount);
}
/**
* @notice Calculate the amount of underlying token available to withdraw
* when withdrawing via only single token
* @param account the address that is withdrawing tokens
* @param tokenAmount the amount of LP token to burn
* @param tokenIndex index of which token will be withdrawn
* @return availableTokenAmount calculated amount of underlying token
* available to withdraw
*/
function calculateRemoveLiquidityOneToken(
address account,
uint256 tokenAmount,
uint8 tokenIndex
) external view returns (uint256 availableTokenAmount) {
(availableTokenAmount, ) = swapStorage.calculateWithdrawOneToken(
account,
tokenAmount,
tokenIndex
);
}
/**
* @notice Calculate the fee that is applied when the given user withdraws. The withdraw fee
* decays linearly over period of 4 weeks. For example, depositing and withdrawing right away
* will charge you the full amount of withdraw fee. But withdrawing after 4 weeks will charge you
* no additional fees.
* @dev returned value should be divided by FEE_DENOMINATOR to convert to correct decimals
* @param user address you want to calculate withdraw fee of
* @return current withdraw fee of the user
*/
function calculateCurrentWithdrawFee(address user)
external
view
returns (uint256)
{
return swapStorage.calculateCurrentWithdrawFee(user);
}
/**
* @notice This function reads the accumulated amount of admin fees of the token with given index
* @param index Index of the pooled token
* @return admin's token balance in the token's precision
*/
function getAdminBalance(uint256 index) external view returns (uint256) {
return swapStorage.getAdminBalance(index);
}
/*** STATE MODIFYING FUNCTIONS ***/
/**
* @notice Swap two tokens using this pool
* @param tokenIndexFrom the token the user wants to swap from
* @param tokenIndexTo the token the user wants to swap to
* @param dx the amount of tokens the user wants to swap from
* @param minDy the min amount the user would like to receive, or revert.
* @param deadline latest timestamp to accept this transaction
*/
function swap(
uint8 tokenIndexFrom,
uint8 tokenIndexTo,
uint256 dx,
uint256 minDy,
uint256 deadline
)
external
nonReentrant
whenNotPaused
deadlineCheck(deadline)
returns (uint256)
{
return swapStorage.swap(tokenIndexFrom, tokenIndexTo, dx, minDy);
}
/**
* @notice Add liquidity to the pool with given amounts during guarded launch phase. Only users
* with valid address and proof can successfully call this function. When this function is called
* after the guarded release phase is over, the merkleProof is ignored.
* @param amounts the amounts of each token to add, in their native precision
* @param minToMint the minimum LP tokens adding this amount of liquidity
* should mint, otherwise revert. Handy for front-running mitigation
* @param deadline latest timestamp to accept this transaction
* @param merkleProof data generated when constructing the allowlist merkle tree. Users can
* get this data off chain. Even if the address is in the allowlist, users must include
* a valid proof for this call to succeed. If the pool is no longer in the guarded release phase,
* this parameter is ignored.
* @return amount of LP token user minted and received
*/
function addLiquidity(
uint256[] calldata amounts,
uint256 minToMint,
uint256 deadline,
bytes32[] calldata merkleProof
)
external
nonReentrant
whenNotPaused
deadlineCheck(deadline)
returns (uint256)
{
return swapStorage.addLiquidity(amounts, minToMint, merkleProof);
}
/**
* @notice Burn LP tokens to remove liquidity from the pool. Withdraw fee that decays linearly
* over period of 4 weeks since last deposit will apply.
* @dev Liquidity can always be removed, even when the pool is paused.
* @param amount the amount of LP tokens to burn
* @param minAmounts the minimum amounts of each token in the pool
* acceptable for this burn. Useful as a front-running mitigation
* @param deadline latest timestamp to accept this transaction
* @return amounts of tokens user received
*/
function removeLiquidity(
uint256 amount,
uint256[] calldata minAmounts,
uint256 deadline
) external nonReentrant deadlineCheck(deadline) returns (uint256[] memory) {
return swapStorage.removeLiquidity(amount, minAmounts);
}
/**
* @notice Remove liquidity from the pool all in one token. Withdraw fee that decays linearly
* over period of 4 weeks since last deposit will apply.
* @param tokenAmount the amount of the token you want to receive
* @param tokenIndex the index of the token you want to receive
* @param minAmount the minimum amount to withdraw, otherwise revert
* @param deadline latest timestamp to accept this transaction
* @return amount of chosen token user received
*/
function removeLiquidityOneToken(
uint256 tokenAmount,
uint8 tokenIndex,
uint256 minAmount,
uint256 deadline
)
external
nonReentrant
whenNotPaused
deadlineCheck(deadline)
returns (uint256)
{
return
swapStorage.removeLiquidityOneToken(
tokenAmount,
tokenIndex,
minAmount
);
}
/**
* @notice Remove liquidity from the pool, weighted differently than the
* pool's current balances. Withdraw fee that decays linearly
* over period of 4 weeks since last deposit will apply.
* @param amounts how much of each token to withdraw
* @param maxBurnAmount the max LP token provider is willing to pay to
* remove liquidity. Useful as a front-running mitigation.
* @param deadline latest timestamp to accept this transaction
* @return amount of LP tokens burned
*/
function removeLiquidityImbalance(
uint256[] calldata amounts,
uint256 maxBurnAmount,
uint256 deadline
)
external
nonReentrant
whenNotPaused
deadlineCheck(deadline)
returns (uint256)
{
return swapStorage.removeLiquidityImbalance(amounts, maxBurnAmount);
}
/*** ADMIN FUNCTIONS ***/
/**
* @notice Updates the user withdraw fee. This function can only be called by
* the pool token. Should be used to update the withdraw fee on transfer of pool tokens.
* Transferring your pool token will reset the 4 weeks period. If the recipient is already
* holding some pool tokens, the withdraw fee will be discounted in respective amounts.
* @param recipient address of the recipient of pool token
* @param transferAmount amount of pool token to transfer
*/
function updateUserWithdrawFee(address recipient, uint256 transferAmount)
external
{
require(
msg.sender == address(swapStorage.lpToken),
"Only callable by pool token"
);
swapStorage.updateUserWithdrawFee(recipient, transferAmount);
}
/**
* @notice Withdraw all admin fees to the contract owner
*/
function withdrawAdminFees() external onlyOwner {
swapStorage.withdrawAdminFees(owner());
}
/**
* @notice Update the admin fee. Admin fee takes portion of the swap fee.
* @param newAdminFee new admin fee to be applied on future transactions
*/
function setAdminFee(uint256 newAdminFee) external onlyOwner {
swapStorage.setAdminFee(newAdminFee);
}
/**
* @notice Update the swap fee to be applied on swaps
* @param newSwapFee new swap fee to be applied on future transactions
*/
function setSwapFee(uint256 newSwapFee) external onlyOwner {
swapStorage.setSwapFee(newSwapFee);
}
/**
* @notice Update the withdraw fee. This fee decays linearly over 4 weeks since
* user's last deposit.
* @param newWithdrawFee new withdraw fee to be applied on future deposits
*/
function setDefaultWithdrawFee(uint256 newWithdrawFee) external onlyOwner {
swapStorage.setDefaultWithdrawFee(newWithdrawFee);
}
/**
* @notice Start ramping up or down A parameter towards given futureA and futureTime
* Checks if the change is too rapid, and commits the new A value only when it falls under
* the limit range.
* @param futureA the new A to ramp towards
* @param futureTime timestamp when the new A should be reached
*/
function rampA(uint256 futureA, uint256 futureTime) external onlyOwner {
swapStorage.rampA(futureA, futureTime);
}
/**
* @notice Stop ramping A immediately. Reverts if ramp A is already stopped.
*/
function stopRampA() external onlyOwner {
swapStorage.stopRampA();
}
/**
* @notice Disables the guarded launch phase, removing any limits on deposit amounts and addresses
*/
function disableGuard() external onlyOwner {
guarded = false;
}
/**
* @notice Reads and returns current guarded status of the pool
* @return guarded_ boolean value indicating whether the deposits should be guarded
*/
function isGuarded() external view returns (bool) {
return guarded;
}
}
// SPDX-License-Identifier: MIT
pragma solidity 0.6.12;
import "@openzeppelin/contracts/math/SafeMath.sol";
import "@openzeppelin/contracts/token/ERC20/SafeERC20.sol";
import "./LPToken.sol";
import "./MathUtils.sol";
/**
* @title SwapUtils library
* @notice A library to be used within Swap.sol. Contains functions responsible for custody and AMM functionalities.
* @dev Contracts relying on this library must initialize SwapUtils.Swap struct then use this library
* for SwapUtils.Swap struct. Note that this library contains both functions called by users and admins.
* Admin functions should be protected within contracts using this library.
*/
library SwapUtils {
using SafeERC20 for IERC20;
using SafeMath for uint256;
using MathUtils for uint256;
/*** EVENTS ***/
event TokenSwap(
address indexed buyer,
uint256 tokensSold,
uint256 tokensBought,
uint128 soldId,
uint128 boughtId
);
event AddLiquidity(
address indexed provider,
uint256[] tokenAmounts,
uint256[] fees,
uint256 invariant,
uint256 lpTokenSupply
);
event RemoveLiquidity(
address indexed provider,
uint256[] tokenAmounts,
uint256 lpTokenSupply
);
event RemoveLiquidityOne(
address indexed provider,
uint256 lpTokenAmount,
uint256 lpTokenSupply,
uint256 boughtId,
uint256 tokensBought
);
event RemoveLiquidityImbalance(
address indexed provider,
uint256[] tokenAmounts,
uint256[] fees,
uint256 invariant,
uint256 lpTokenSupply
);
event NewAdminFee(uint256 newAdminFee);
event NewSwapFee(uint256 newSwapFee);
event NewWithdrawFee(uint256 newWithdrawFee);
event RampA(
uint256 oldA,
uint256 newA,
uint256 initialTime,
uint256 futureTime
);
event StopRampA(uint256 currentA, uint256 time);
struct Swap {
// variables around the ramp management of A,
// the amplification coefficient * n * (n - 1)
// see https://www.curve.fi/stableswap-paper.pdf for details
uint256 initialA;
uint256 futureA;
uint256 initialATime;
uint256 futureATime;
// fee calculation
uint256 swapFee;
uint256 adminFee;
uint256 defaultWithdrawFee;
LPToken lpToken;
// contract references for all tokens being pooled
IERC20[] pooledTokens;
// multipliers for each pooled token's precision to get to POOL_PRECISION_DECIMALS
// for example, TBTC has 18 decimals, so the multiplier should be 1. WBTC
// has 8, so the multiplier should be 10 ** 18 / 10 ** 8 => 10 ** 10
uint256[] tokenPrecisionMultipliers;
// the pool balance of each token, in the token's precision
// the contract's actual token balance might differ
uint256[] balances;
mapping(address => uint256) depositTimestamp;
mapping(address => uint256) withdrawFeeMultiplier;
}
// Struct storing variables used in calculations in the
// calculateWithdrawOneTokenDY function to avoid stack too deep errors
struct CalculateWithdrawOneTokenDYInfo {
uint256 d0;
uint256 d1;
uint256 newY;
uint256 feePerToken;
uint256 preciseA;
}
// Struct storing variables used in calculation in addLiquidity function
// to avoid stack too deep error
struct AddLiquidityInfo {
uint256 d0;
uint256 d1;
uint256 d2;
uint256 preciseA;
}
// Struct storing variables used in calculation in removeLiquidityImbalance function
// to avoid stack too deep error
struct RemoveLiquidityImbalanceInfo {
uint256 d0;
uint256 d1;
uint256 d2;
uint256 preciseA;
}
// the precision all pools tokens will be converted to
uint8 public constant POOL_PRECISION_DECIMALS = 18;
// the denominator used to calculate admin and LP fees. For example, an
// LP fee might be something like tradeAmount.mul(fee).div(FEE_DENOMINATOR)
uint256 private constant FEE_DENOMINATOR = 10**10;
// Max swap fee is 1% or 100bps of each swap
uint256 public constant MAX_SWAP_FEE = 10**8;
// Max adminFee is 100% of the swapFee
// adminFee does not add additional fee on top of swapFee
// Instead it takes a certain % of the swapFee. Therefore it has no impact on the
// users but only on the earnings of LPs
uint256 public constant MAX_ADMIN_FEE = 10**10;
// Max withdrawFee is 1% of the value withdrawn
// Fee will be redistributed to the LPs in the pool, rewarding
// long term providers.
uint256 public constant MAX_WITHDRAW_FEE = 10**8;
// Constant value used as max loop limit
uint256 private constant MAX_LOOP_LIMIT = 256;
// Constant values used in ramping A calculations
uint256 public constant A_PRECISION = 100;
uint256 public constant MAX_A = 10**6;
uint256 private constant MAX_A_CHANGE = 2;
uint256 private constant MIN_RAMP_TIME = 14 days;
/*** VIEW & PURE FUNCTIONS ***/
/**
* @notice Return A, the amplification coefficient * n * (n - 1)
* @dev See the StableSwap paper for details
* @param self Swap struct to read from
* @return A parameter
*/
function getA(Swap storage self) external view returns (uint256) {
return _getA(self);
}
/**
* @notice Return A, the amplification coefficient * n * (n - 1)
* @dev See the StableSwap paper for details
* @param self Swap struct to read from
* @return A parameter
*/
function _getA(Swap storage self) internal view returns (uint256) {
return _getAPrecise(self).div(A_PRECISION);
}
/**
* @notice Return A in its raw precision
* @dev See the StableSwap paper for details
* @param self Swap struct to read from
* @return A parameter in its raw precision form
*/
function getAPrecise(Swap storage self) external view returns (uint256) {
return _getAPrecise(self);
}
/**
* @notice Calculates and returns A based on the ramp settings
* @dev See the StableSwap paper for details
* @param self Swap struct to read from
* @return A parameter in its raw precision form
*/
function _getAPrecise(Swap storage self) internal view returns (uint256) {
uint256 t1 = self.futureATime; // time when ramp is finished
uint256 a1 = self.futureA; // final A value when ramp is finished
if (block.timestamp < t1) {
uint256 t0 = self.initialATime; // time when ramp is started
uint256 a0 = self.initialA; // initial A value when ramp is started
if (a1 > a0) {
// a0 + (a1 - a0) * (block.timestamp - t0) / (t1 - t0)
return
a0.add(
a1.sub(a0).mul(block.timestamp.sub(t0)).div(t1.sub(t0))
);
} else {
// a0 - (a0 - a1) * (block.timestamp - t0) / (t1 - t0)
return
a0.sub(
a0.sub(a1).mul(block.timestamp.sub(t0)).div(t1.sub(t0))
);
}
} else {
return a1;
}
}
/**
* @notice Retrieves the timestamp of last deposit made by the given address
* @param self Swap struct to read from
* @return timestamp of last deposit
*/
function getDepositTimestamp(Swap storage self, address user)
external
view
returns (uint256)
{
return self.depositTimestamp[user];
}
/**
* @notice Calculate the dy, the amount of selected token that user receives and
* the fee of withdrawing in one token
* @param account the address that is withdrawing
* @param tokenAmount the amount to withdraw in the pool's precision
* @param tokenIndex which token will be withdrawn
* @param self Swap struct to read from
* @return the amount of token user will receive and the associated swap fee
*/
function calculateWithdrawOneToken(
Swap storage self,
address account,
uint256 tokenAmount,
uint8 tokenIndex
) public view returns (uint256, uint256) {
uint256 dy;
uint256 newY;
(dy, newY) = calculateWithdrawOneTokenDY(self, tokenIndex, tokenAmount);
// dy_0 (without fees)
// dy, dy_0 - dy
uint256 dySwapFee =
_xp(self)[tokenIndex]
.sub(newY)
.div(self.tokenPrecisionMultipliers[tokenIndex])
.sub(dy);
dy = dy
.mul(
FEE_DENOMINATOR.sub(calculateCurrentWithdrawFee(self, account))
)
.div(FEE_DENOMINATOR);
return (dy, dySwapFee);
}
/**
* @notice Calculate the dy of withdrawing in one token
* @param self Swap struct to read from
* @param tokenIndex which token will be withdrawn
* @param tokenAmount the amount to withdraw in the pools precision
* @return the d and the new y after withdrawing one token
*/
function calculateWithdrawOneTokenDY(
Swap storage self,
uint8 tokenIndex,
uint256 tokenAmount
) internal view returns (uint256, uint256) {
require(
tokenIndex < self.pooledTokens.length,
"Token index out of range"
);
// Get the current D, then solve the stableswap invariant
// y_i for D - tokenAmount
uint256[] memory xp = _xp(self);
CalculateWithdrawOneTokenDYInfo memory v =
CalculateWithdrawOneTokenDYInfo(0, 0, 0, 0, 0);
v.preciseA = _getAPrecise(self);
v.d0 = getD(xp, v.preciseA);
v.d1 = v.d0.sub(tokenAmount.mul(v.d0).div(self.lpToken.totalSupply()));
require(tokenAmount <= xp[tokenIndex], "Withdraw exceeds available");
v.newY = getYD(v.preciseA, tokenIndex, xp, v.d1);
uint256[] memory xpReduced = new uint256[](xp.length);
v.feePerToken = _feePerToken(self);
for (uint256 i = 0; i < self.pooledTokens.length; i++) {
uint256 xpi = xp[i];
// if i == tokenIndex, dxExpected = xp[i] * d1 / d0 - newY
// else dxExpected = xp[i] - (xp[i] * d1 / d0)
// xpReduced[i] -= dxExpected * fee / FEE_DENOMINATOR
xpReduced[i] = xpi.sub(
(
(i == tokenIndex)
? xpi.mul(v.d1).div(v.d0).sub(v.newY)
: xpi.sub(xpi.mul(v.d1).div(v.d0))
)
.mul(v.feePerToken)
.div(FEE_DENOMINATOR)
);
}
uint256 dy =
xpReduced[tokenIndex].sub(
getYD(v.preciseA, tokenIndex, xpReduced, v.d1)
);
dy = dy.sub(1).div(self.tokenPrecisionMultipliers[tokenIndex]);
return (dy, v.newY);
}
/**
* @notice Calculate the price of a token in the pool with given
* precision-adjusted balances and a particular D.
*
* @dev This is accomplished via solving the invariant iteratively.
* See the StableSwap paper and Curve.fi implementation for further details.
*
* x_1**2 + x1 * (sum' - (A*n**n - 1) * D / (A * n**n)) = D ** (n + 1) / (n ** (2 * n) * prod' * A)
* x_1**2 + b*x_1 = c
* x_1 = (x_1**2 + c) / (2*x_1 + b)
*
* @param a the amplification coefficient * n * (n - 1). See the StableSwap paper for details.
* @param tokenIndex Index of token we are calculating for.
* @param xp a precision-adjusted set of pool balances. Array should be
* the same cardinality as the pool.
* @param d the stableswap invariant
* @return the price of the token, in the same precision as in xp
*/
function getYD(
uint256 a,
uint8 tokenIndex,
uint256[] memory xp,
uint256 d
) internal pure returns (uint256) {
uint256 numTokens = xp.length;
require(tokenIndex < numTokens, "Token not found");
uint256 c = d;
uint256 s;
uint256 nA = a.mul(numTokens);
for (uint256 i = 0; i < numTokens; i++) {
if (i != tokenIndex) {
s = s.add(xp[i]);
c = c.mul(d).div(xp[i].mul(numTokens));
// If we were to protect the division loss we would have to keep the denominator separate
// and divide at the end. However this leads to overflow with large numTokens or/and D.
// c = c * D * D * D * ... overflow!
}
}
c = c.mul(d).mul(A_PRECISION).div(nA.mul(numTokens));
uint256 b = s.add(d.mul(A_PRECISION).div(nA));
uint256 yPrev;
uint256 y = d;
for (uint256 i = 0; i < MAX_LOOP_LIMIT; i++) {
yPrev = y;
y = y.mul(y).add(c).div(y.mul(2).add(b).sub(d));
if (y.within1(yPrev)) {
return y;
}
}
revert("Approximation did not converge");
}
/**
* @notice Get D, the StableSwap invariant, based on a set of balances and a particular A.
* @param xp a precision-adjusted set of pool balances. Array should be the same cardinality
* as the pool.
* @param a the amplification coefficient * n * (n - 1) in A_PRECISION.
* See the StableSwap paper for details
* @return the invariant, at the precision of the pool
*/
function getD(uint256[] memory xp, uint256 a)
internal
pure
returns (uint256)
{
uint256 numTokens = xp.length;
uint256 s;
for (uint256 i = 0; i < numTokens; i++) {
s = s.add(xp[i]);
}
if (s == 0) {
return 0;
}
uint256 prevD;
uint256 d = s;
uint256 nA = a.mul(numTokens);
for (uint256 i = 0; i < MAX_LOOP_LIMIT; i++) {
uint256 dP = d;
for (uint256 j = 0; j < numTokens; j++) {
dP = dP.mul(d).div(xp[j].mul(numTokens));
// If we were to protect the division loss we would have to keep the denominator separate
// and divide at the end. However this leads to overflow with large numTokens or/and D.
// dP = dP * D * D * D * ... overflow!
}
prevD = d;
d = nA.mul(s).div(A_PRECISION).add(dP.mul(numTokens)).mul(d).div(
nA.sub(A_PRECISION).mul(d).div(A_PRECISION).add(
numTokens.add(1).mul(dP)
)
);
if (d.within1(prevD)) {
return d;
}
}
// Convergence should occur in 4 loops or less. If this is reached, there may be something wrong
// with the pool. If this were to occur repeatedly, LPs should withdraw via `removeLiquidity()`
// function which does not rely on D.
revert("D does not converge");
}
/**
* @notice Get D, the StableSwap invariant, based on self Swap struct
* @param self Swap struct to read from
* @return The invariant, at the precision of the pool
*/
function getD(Swap storage self) internal view returns (uint256) {
return getD(_xp(self), _getAPrecise(self));
}
/**
* @notice Given a set of balances and precision multipliers, return the
* precision-adjusted balances.
*
* @param balances an array of token balances, in their native precisions.
* These should generally correspond with pooled tokens.
*
* @param precisionMultipliers an array of multipliers, corresponding to
* the amounts in the balances array. When multiplied together they
* should yield amounts at the pool's precision.
*
* @return an array of amounts "scaled" to the pool's precision
*/
function _xp(
uint256[] memory balances,
uint256[] memory precisionMultipliers
) internal pure returns (uint256[] memory) {
uint256 numTokens = balances.length;
require(
numTokens == precisionMultipliers.length,
"Balances must match multipliers"
);
uint256[] memory xp = new uint256[](numTokens);
for (uint256 i = 0; i < numTokens; i++) {
xp[i] = balances[i].mul(precisionMultipliers[i]);
}
return xp;
}
/**
* @notice Return the precision-adjusted balances of all tokens in the pool
* @param self Swap struct to read from
* @param balances array of balances to scale
* @return balances array "scaled" to the pool's precision, allowing
* them to be more easily compared.
*/
function _xp(Swap storage self, uint256[] memory balances)
internal
view
returns (uint256[] memory)
{
return _xp(balances, self.tokenPrecisionMultipliers);
}
/**
* @notice Return the precision-adjusted balances of all tokens in the pool
* @param self Swap struct to read from
* @return the pool balances "scaled" to the pool's precision, allowing
* them to be more easily compared.
*/
function _xp(Swap storage self) internal view returns (uint256[] memory) {
return _xp(self.balances, self.tokenPrecisionMultipliers);
}
/**
* @notice Get the virtual price, to help calculate profit
* @param self Swap struct to read from
* @return the virtual price, scaled to precision of POOL_PRECISION_DECIMALS
*/
function getVirtualPrice(Swap storage self)
external
view
returns (uint256)
{
uint256 d = getD(_xp(self), _getAPrecise(self));
uint256 supply = self.lpToken.totalSupply();
if (supply > 0) {
return
d.mul(10**uint256(ERC20(self.lpToken).decimals())).div(supply);
}
return 0;
}
/**
* @notice Calculate the new balances of the tokens given the indexes of the token
* that is swapped from (FROM) and the token that is swapped to (TO).
* This function is used as a helper function to calculate how much TO token
* the user should receive on swap.
*
* @param self Swap struct to read from
* @param tokenIndexFrom index of FROM token
* @param tokenIndexTo index of TO token
* @param x the new total amount of FROM token
* @param xp balances of the tokens in the pool
* @return the amount of TO token that should remain in the pool
*/
function getY(
Swap storage self,
uint8 tokenIndexFrom,
uint8 tokenIndexTo,
uint256 x,
uint256[] memory xp
) internal view returns (uint256) {
uint256 numTokens = self.pooledTokens.length;
require(
tokenIndexFrom != tokenIndexTo,
"Can't compare token to itself"
);
require(
tokenIndexFrom < numTokens && tokenIndexTo < numTokens,
"Tokens must be in pool"
);
uint256 a = _getAPrecise(self);
uint256 d = getD(xp, a);
uint256 c = d;
uint256 s;
uint256 nA = numTokens.mul(a);
uint256 _x;
for (uint256 i = 0; i < numTokens; i++) {
if (i == tokenIndexFrom) {
_x = x;
} else if (i != tokenIndexTo) {
_x = xp[i];
} else {
continue;
}
s = s.add(_x);
c = c.mul(d).div(_x.mul(numTokens));
// If we were to protect the division loss we would have to keep the denominator separate
// and divide at the end. However this leads to overflow with large numTokens or/and D.
// c = c * D * D * D * ... overflow!
}
c = c.mul(d).mul(A_PRECISION).div(nA.mul(numTokens));
uint256 b = s.add(d.mul(A_PRECISION).div(nA));
uint256 yPrev;
uint256 y = d;
// iterative approximation
for (uint256 i = 0; i < MAX_LOOP_LIMIT; i++) {
yPrev = y;
y = y.mul(y).add(c).div(y.mul(2).add(b).sub(d));
if (y.within1(yPrev)) {
return y;
}
}
revert("Approximation did not converge");
}
/**
* @notice Externally calculates a swap between two tokens.
* @param self Swap struct to read from
* @param tokenIndexFrom the token to sell
* @param tokenIndexTo the token to buy
* @param dx the number of tokens to sell. If the token charges a fee on transfers,
* use the amount that gets transferred after the fee.
* @return dy the number of tokens the user will get
*/
function calculateSwap(
Swap storage self,
uint8 tokenIndexFrom,
uint8 tokenIndexTo,
uint256 dx
) external view returns (uint256 dy) {
(dy, ) = _calculateSwap(self, tokenIndexFrom, tokenIndexTo, dx);
}
/**
* @notice Internally calculates a swap between two tokens.
*
* @dev The caller is expected to transfer the actual amounts (dx and dy)
* using the token contracts.
*
* @param self Swap struct to read from
* @param tokenIndexFrom the token to sell
* @param tokenIndexTo the token to buy
* @param dx the number of tokens to sell. If the token charges a fee on transfers,
* use the amount that gets transferred after the fee.
* @return dy the number of tokens the user will get
* @return dyFee the associated fee
*/
function _calculateSwap(
Swap storage self,
uint8 tokenIndexFrom,
uint8 tokenIndexTo,
uint256 dx
) internal view returns (uint256 dy, uint256 dyFee) {
uint256[] memory xp = _xp(self);
require(
tokenIndexFrom < xp.length && tokenIndexTo < xp.length,
"Token index out of range"
);
uint256 x =
dx.mul(self.tokenPrecisionMultipliers[tokenIndexFrom]).add(
xp[tokenIndexFrom]
);
uint256 y = getY(self, tokenIndexFrom, tokenIndexTo, x, xp);
dy = xp[tokenIndexTo].sub(y).sub(1);
dyFee = dy.mul(self.swapFee).div(FEE_DENOMINATOR);
dy = dy.sub(dyFee).div(self.tokenPrecisionMultipliers[tokenIndexTo]);
}
/**
* @notice A simple method to calculate amount of each underlying
* tokens that is returned upon burning given amount of
* LP tokens
*
* @param account the address that is removing liquidity. required for withdraw fee calculation
* @param amount the amount of LP tokens that would to be burned on
* withdrawal
* @return array of amounts of tokens user will receive
*/
function calculateRemoveLiquidity(
Swap storage self,
address account,
uint256 amount
) external view returns (uint256[] memory) {
return _calculateRemoveLiquidity(self, account, amount);
}
function _calculateRemoveLiquidity(
Swap storage self,
address account,
uint256 amount
) internal view returns (uint256[] memory) {
uint256 totalSupply = self.lpToken.totalSupply();
require(amount <= totalSupply, "Cannot exceed total supply");
uint256 feeAdjustedAmount =
amount
.mul(
FEE_DENOMINATOR.sub(calculateCurrentWithdrawFee(self, account))
)
.div(FEE_DENOMINATOR);
uint256[] memory amounts = new uint256[](self.pooledTokens.length);
for (uint256 i = 0; i < self.pooledTokens.length; i++) {
amounts[i] = self.balances[i].mul(feeAdjustedAmount).div(
totalSupply
);
}
return amounts;
}
/**
* @notice Calculate the fee that is applied when the given user withdraws.
* Withdraw fee decays linearly over 4 weeks.
* @param user address you want to calculate withdraw fee of
* @return current withdraw fee of the user
*/
function calculateCurrentWithdrawFee(Swap storage self, address user)
public
view
returns (uint256)
{
uint256 endTime = self.depositTimestamp[user].add(4 weeks);
if (endTime > block.timestamp) {
uint256 timeLeftover = endTime.sub(block.timestamp);
return
self
.defaultWithdrawFee
.mul(self.withdrawFeeMultiplier[user])
.mul(timeLeftover)
.div(4 weeks)
.div(FEE_DENOMINATOR);
}
return 0;
}
/**
* @notice A simple method to calculate prices from deposits or
* withdrawals, excluding fees but including slippage. This is
* helpful as an input into the various "min" parameters on calls
* to fight front-running
*
* @dev This shouldn't be used outside frontends for user estimates.
*
* @param self Swap struct to read from
* @param account address of the account depositing or withdrawing tokens
* @param amounts an array of token amounts to deposit or withdrawal,
* corresponding to pooledTokens. The amount should be in each
* pooled token's native precision. If a token charges a fee on transfers,
* use the amount that gets transferred after the fee.
* @param deposit whether this is a deposit or a withdrawal
* @return if deposit was true, total amount of lp token that will be minted and if
* deposit was false, total amount of lp token that will be burned
*/
function calculateTokenAmount(
Swap storage self,
address account,
uint256[] calldata amounts,
bool deposit
) external view returns (uint256) {
uint256 numTokens = self.pooledTokens.length;
uint256 a = _getAPrecise(self);
uint256 d0 = getD(_xp(self, self.balances), a);
uint256[] memory balances1 = self.balances;
for (uint256 i = 0; i < numTokens; i++) {
if (deposit) {
balances1[i] = balances1[i].add(amounts[i]);
} else {
balances1[i] = balances1[i].sub(
amounts[i],
"Cannot withdraw more than available"
);
}
}
uint256 d1 = getD(_xp(self, balances1), a);
uint256 totalSupply = self.lpToken.totalSupply();
if (deposit) {
return d1.sub(d0).mul(totalSupply).div(d0);
} else {
return
d0.sub(d1).mul(totalSupply).div(d0).mul(FEE_DENOMINATOR).div(
FEE_DENOMINATOR.sub(
calculateCurrentWithdrawFee(self, account)
)
);
}
}
/**
* @notice return accumulated amount of admin fees of the token with given index
* @param self Swap struct to read from
* @param index Index of the pooled token
* @return admin balance in the token's precision
*/
function getAdminBalance(Swap storage self, uint256 index)
external
view
returns (uint256)
{
require(index < self.pooledTokens.length, "Token index out of range");
return
self.pooledTokens[index].balanceOf(address(this)).sub(
self.balances[index]
);
}
/**
* @notice internal helper function to calculate fee per token multiplier used in
* swap fee calculations
* @param self Swap struct to read from
*/
function _feePerToken(Swap storage self) internal view returns (uint256) {
return
self.swapFee.mul(self.pooledTokens.length).div(
self.pooledTokens.length.sub(1).mul(4)
);
}
/*** STATE MODIFYING FUNCTIONS ***/
/**
* @notice swap two tokens in the pool
* @param self Swap struct to read from and write to
* @param tokenIndexFrom the token the user wants to sell
* @param tokenIndexTo the token the user wants to buy
* @param dx the amount of tokens the user wants to sell
* @param minDy the min amount the user would like to receive, or revert.
* @return amount of token user received on swap
*/
function swap(
Swap storage self,
uint8 tokenIndexFrom,
uint8 tokenIndexTo,
uint256 dx,
uint256 minDy
) external returns (uint256) {
require(
dx <= self.pooledTokens[tokenIndexFrom].balanceOf(msg.sender),
"Cannot swap more than you own"
);
// Transfer tokens first to see if a fee was charged on transfer
uint256 beforeBalance =
self.pooledTokens[tokenIndexFrom].balanceOf(address(this));
self.pooledTokens[tokenIndexFrom].safeTransferFrom(
msg.sender,
address(this),
dx
);
// Use the actual transferred amount for AMM math
uint256 transferredDx =
self.pooledTokens[tokenIndexFrom].balanceOf(address(this)).sub(
beforeBalance
);
(uint256 dy, uint256 dyFee) =
_calculateSwap(self, tokenIndexFrom, tokenIndexTo, transferredDx);
require(dy >= minDy, "Swap didn't result in min tokens");
uint256 dyAdminFee =
dyFee.mul(self.adminFee).div(FEE_DENOMINATOR).div(
self.tokenPrecisionMultipliers[tokenIndexTo]
);
self.balances[tokenIndexFrom] = self.balances[tokenIndexFrom].add(
transferredDx
);
self.balances[tokenIndexTo] = self.balances[tokenIndexTo].sub(dy).sub(
dyAdminFee
);
self.pooledTokens[tokenIndexTo].safeTransfer(msg.sender, dy);
emit TokenSwap(
msg.sender,
transferredDx,
dy,
tokenIndexFrom,
tokenIndexTo
);
return dy;
}
/**
* @notice Add liquidity to the pool
* @param self Swap struct to read from and write to
* @param amounts the amounts of each token to add, in their native precision
* @param minToMint the minimum LP tokens adding this amount of liquidity
* should mint, otherwise revert. Handy for front-running mitigation
* @param merkleProof bytes32 array that will be used to prove the existence of the caller's address in the list of
* allowed addresses. If the pool is not in the guarded launch phase, this parameter will be ignored.
* @return amount of LP token user received
*/
function addLiquidity(
Swap storage self,
uint256[] memory amounts,
uint256 minToMint,
bytes32[] calldata merkleProof
) external returns (uint256) {
require(
amounts.length == self.pooledTokens.length,
"Amounts must match pooled tokens"
);
uint256[] memory fees = new uint256[](self.pooledTokens.length);
// current state
AddLiquidityInfo memory v = AddLiquidityInfo(0, 0, 0, 0);
if (self.lpToken.totalSupply() != 0) {
v.d0 = getD(self);
}
uint256[] memory newBalances = self.balances;
for (uint256 i = 0; i < self.pooledTokens.length; i++) {
require(
self.lpToken.totalSupply() != 0 || amounts[i] > 0,
"Must supply all tokens in pool"
);
// Transfer tokens first to see if a fee was charged on transfer
if (amounts[i] != 0) {
uint256 beforeBalance =
self.pooledTokens[i].balanceOf(address(this));
self.pooledTokens[i].safeTransferFrom(
msg.sender,
address(this),
amounts[i]
);
// Update the amounts[] with actual transfer amount
amounts[i] = self.pooledTokens[i].balanceOf(address(this)).sub(
beforeBalance
);
}
newBalances[i] = self.balances[i].add(amounts[i]);
}
// invariant after change
v.preciseA = _getAPrecise(self);
v.d1 = getD(_xp(self, newBalances), v.preciseA);
require(v.d1 > v.d0, "D should increase");
// updated to reflect fees and calculate the user's LP tokens
v.d2 = v.d1;
if (self.lpToken.totalSupply() != 0) {
uint256 feePerToken = _feePerToken(self);
for (uint256 i = 0; i < self.pooledTokens.length; i++) {
uint256 idealBalance = v.d1.mul(self.balances[i]).div(v.d0);
fees[i] = feePerToken
.mul(idealBalance.difference(newBalances[i]))
.div(FEE_DENOMINATOR);
self.balances[i] = newBalances[i].sub(
fees[i].mul(self.adminFee).div(FEE_DENOMINATOR)
);
newBalances[i] = newBalances[i].sub(fees[i]);
}
v.d2 = getD(_xp(self, newBalances), v.preciseA);
} else {
// the initial depositor doesn't pay fees
self.balances = newBalances;
}
uint256 toMint;
if (self.lpToken.totalSupply() == 0) {
toMint = v.d1;
} else {
toMint = v.d2.sub(v.d0).mul(self.lpToken.totalSupply()).div(v.d0);
}
require(toMint >= minToMint, "Couldn't mint min requested");
// mint the user's LP tokens
self.lpToken.mint(msg.sender, toMint, merkleProof);
emit AddLiquidity(
msg.sender,
amounts,
fees,
v.d1,
self.lpToken.totalSupply()
);
return toMint;
}
/**
* @notice Update the withdraw fee for `user`. If the user is currently
* not providing liquidity in the pool, sets to default value. If not, recalculate
* the starting withdraw fee based on the last deposit's time & amount relative
* to the new deposit.
*
* @param self Swap struct to read from and write to
* @param user address of the user depositing tokens
* @param toMint amount of pool tokens to be minted
*/
function updateUserWithdrawFee(
Swap storage self,
address user,
uint256 toMint
) external {
_updateUserWithdrawFee(self, user, toMint);
}
function _updateUserWithdrawFee(
Swap storage self,
address user,
uint256 toMint
) internal {
// If token is transferred to address 0 (or burned), don't update the fee.
if (user == address(0)) {
return;
}
if (self.defaultWithdrawFee == 0) {
// If current fee is set to 0%, set multiplier to FEE_DENOMINATOR
self.withdrawFeeMultiplier[user] = FEE_DENOMINATOR;
} else {
// Otherwise, calculate appropriate discount based on last deposit amount
uint256 currentFee = calculateCurrentWithdrawFee(self, user);
uint256 currentBalance = self.lpToken.balanceOf(user);
// ((currentBalance * currentFee) + (toMint * defaultWithdrawFee)) * FEE_DENOMINATOR /
// ((toMint + currentBalance) * defaultWithdrawFee)
self.withdrawFeeMultiplier[user] = currentBalance
.mul(currentFee)
.add(toMint.mul(self.defaultWithdrawFee))
.mul(FEE_DENOMINATOR)
.div(toMint.add(currentBalance).mul(self.defaultWithdrawFee));
}
self.depositTimestamp[user] = block.timestamp;
}
/**
* @notice Burn LP tokens to remove liquidity from the pool.
* @dev Liquidity can always be removed, even when the pool is paused.
* @param self Swap struct to read from and write to
* @param amount the amount of LP tokens to burn
* @param minAmounts the minimum amounts of each token in the pool
* acceptable for this burn. Useful as a front-running mitigation
* @return amounts of tokens the user received
*/
function removeLiquidity(
Swap storage self,
uint256 amount,
uint256[] calldata minAmounts
) external returns (uint256[] memory) {
require(amount <= self.lpToken.balanceOf(msg.sender), ">LP.balanceOf");
require(
minAmounts.length == self.pooledTokens.length,
"minAmounts must match poolTokens"
);
uint256[] memory amounts =
_calculateRemoveLiquidity(self, msg.sender, amount);
for (uint256 i = 0; i < amounts.length; i++) {
require(amounts[i] >= minAmounts[i], "amounts[i] < minAmounts[i]");
self.balances[i] = self.balances[i].sub(amounts[i]);
self.pooledTokens[i].safeTransfer(msg.sender, amounts[i]);
}
self.lpToken.burnFrom(msg.sender, amount);
emit RemoveLiquidity(msg.sender, amounts, self.lpToken.totalSupply());
return amounts;
}
/**
* @notice Remove liquidity from the pool all in one token.
* @param self Swap struct to read from and write to
* @param tokenAmount the amount of the lp tokens to burn
* @param tokenIndex the index of the token you want to receive
* @param minAmount the minimum amount to withdraw, otherwise revert
* @return amount chosen token that user received
*/
function removeLiquidityOneToken(
Swap storage self,
uint256 tokenAmount,
uint8 tokenIndex,
uint256 minAmount
) external returns (uint256) {
uint256 totalSupply = self.lpToken.totalSupply();
uint256 numTokens = self.pooledTokens.length;
require(
tokenAmount <= self.lpToken.balanceOf(msg.sender),
">LP.balanceOf"
);
require(tokenIndex < numTokens, "Token not found");
uint256 dyFee;
uint256 dy;
(dy, dyFee) = calculateWithdrawOneToken(
self,
msg.sender,
tokenAmount,
tokenIndex
);
require(dy >= minAmount, "dy < minAmount");
self.balances[tokenIndex] = self.balances[tokenIndex].sub(
dy.add(dyFee.mul(self.adminFee).div(FEE_DENOMINATOR))
);
self.lpToken.burnFrom(msg.sender, tokenAmount);
self.pooledTokens[tokenIndex].safeTransfer(msg.sender, dy);
emit RemoveLiquidityOne(
msg.sender,
tokenAmount,
totalSupply,
tokenIndex,
dy
);
return dy;
}
/**
* @notice Remove liquidity from the pool, weighted differently than the
* pool's current balances.
*
* @param self Swap struct to read from and write to
* @param amounts how much of each token to withdraw
* @param maxBurnAmount the max LP token provider is willing to pay to
* remove liquidity. Useful as a front-running mitigation.
* @return actual amount of LP tokens burned in the withdrawal
*/
function removeLiquidityImbalance(
Swap storage self,
uint256[] memory amounts,
uint256 maxBurnAmount
) public returns (uint256) {
require(
amounts.length == self.pooledTokens.length,
"Amounts should match pool tokens"
);
require(
maxBurnAmount <= self.lpToken.balanceOf(msg.sender) &&
maxBurnAmount != 0,
">LP.balanceOf"
);
RemoveLiquidityImbalanceInfo memory v =
RemoveLiquidityImbalanceInfo(0, 0, 0, 0);
uint256 tokenSupply = self.lpToken.totalSupply();
uint256 feePerToken = _feePerToken(self);
uint256[] memory balances1 = self.balances;
v.preciseA = _getAPrecise(self);
v.d0 = getD(_xp(self), v.preciseA);
for (uint256 i = 0; i < self.pooledTokens.length; i++) {
balances1[i] = balances1[i].sub(
amounts[i],
"Cannot withdraw more than available"
);
}
v.d1 = getD(_xp(self, balances1), v.preciseA);
uint256[] memory fees = new uint256[](self.pooledTokens.length);
for (uint256 i = 0; i < self.pooledTokens.length; i++) {
uint256 idealBalance = v.d1.mul(self.balances[i]).div(v.d0);
uint256 difference = idealBalance.difference(balances1[i]);
fees[i] = feePerToken.mul(difference).div(FEE_DENOMINATOR);
self.balances[i] = balances1[i].sub(
fees[i].mul(self.adminFee).div(FEE_DENOMINATOR)
);
balances1[i] = balances1[i].sub(fees[i]);
}
v.d2 = getD(_xp(self, balances1), v.preciseA);
uint256 tokenAmount = v.d0.sub(v.d2).mul(tokenSupply).div(v.d0);
require(tokenAmount != 0, "Burnt amount cannot be zero");
tokenAmount = tokenAmount.add(1).mul(FEE_DENOMINATOR).div(
FEE_DENOMINATOR.sub(calculateCurrentWithdrawFee(self, msg.sender))
);
require(tokenAmount <= maxBurnAmount, "tokenAmount > maxBurnAmount");
self.lpToken.burnFrom(msg.sender, tokenAmount);
for (uint256 i = 0; i < self.pooledTokens.length; i++) {
self.pooledTokens[i].safeTransfer(msg.sender, amounts[i]);
}
emit RemoveLiquidityImbalance(
msg.sender,
amounts,
fees,
v.d1,
tokenSupply.sub(tokenAmount)
);
return tokenAmount;
}
/**
* @notice withdraw all admin fees to a given address
* @param self Swap struct to withdraw fees from
* @param to Address to send the fees to
*/
function withdrawAdminFees(Swap storage self, address to) external {
for (uint256 i = 0; i < self.pooledTokens.length; i++) {
IERC20 token = self.pooledTokens[i];
uint256 balance =
token.balanceOf(address(this)).sub(self.balances[i]);
if (balance != 0) {
token.safeTransfer(to, balance);
}
}
}
/**
* @notice Sets the admin fee
* @dev adminFee cannot be higher than 100% of the swap fee
* @param self Swap struct to update
* @param newAdminFee new admin fee to be applied on future transactions
*/
function setAdminFee(Swap storage self, uint256 newAdminFee) external {
require(newAdminFee <= MAX_ADMIN_FEE, "Fee is too high");
self.adminFee = newAdminFee;
emit NewAdminFee(newAdminFee);
}
/**
* @notice update the swap fee
* @dev fee cannot be higher than 1% of each swap
* @param self Swap struct to update
* @param newSwapFee new swap fee to be applied on future transactions
*/
function setSwapFee(Swap storage self, uint256 newSwapFee) external {
require(newSwapFee <= MAX_SWAP_FEE, "Fee is too high");
self.swapFee = newSwapFee;
emit NewSwapFee(newSwapFee);
}
/**
* @notice update the default withdraw fee. This also affects deposits made in the past as well.
* @param self Swap struct to update
* @param newWithdrawFee new withdraw fee to be applied
*/
function setDefaultWithdrawFee(Swap storage self, uint256 newWithdrawFee)
external
{
require(newWithdrawFee <= MAX_WITHDRAW_FEE, "Fee is too high");
self.defaultWithdrawFee = newWithdrawFee;
emit NewWithdrawFee(newWithdrawFee);
}
/**
* @notice Start ramping up or down A parameter towards given futureA_ and futureTime_
* Checks if the change is too rapid, and commits the new A value only when it falls under
* the limit range.
* @param self Swap struct to update
* @param futureA_ the new A to ramp towards
* @param futureTime_ timestamp when the new A should be reached
*/
function rampA(
Swap storage self,
uint256 futureA_,
uint256 futureTime_
) external {
require(
block.timestamp >= self.initialATime.add(1 days),
"Wait 1 day before starting ramp"
);
require(
futureTime_ >= block.timestamp.add(MIN_RAMP_TIME),
"Insufficient ramp time"
);
require(
futureA_ > 0 && futureA_ < MAX_A,
"futureA_ must be > 0 and < MAX_A"
);
uint256 initialAPrecise = _getAPrecise(self);
uint256 futureAPrecise = futureA_.mul(A_PRECISION);
if (futureAPrecise < initialAPrecise) {
require(
futureAPrecise.mul(MAX_A_CHANGE) >= initialAPrecise,
"futureA_ is too small"
);
} else {
require(
futureAPrecise <= initialAPrecise.mul(MAX_A_CHANGE),
"futureA_ is too large"
);
}
self.initialA = initialAPrecise;
self.futureA = futureAPrecise;
self.initialATime = block.timestamp;
self.futureATime = futureTime_;
emit RampA(
initialAPrecise,
futureAPrecise,
block.timestamp,
futureTime_
);
}
/**
* @notice Stops ramping A immediately. Once this function is called, rampA()
* cannot be called for another 24 hours
* @param self Swap struct to update
*/
function stopRampA(Swap storage self) external {
require(self.futureATime > block.timestamp, "Ramp is already stopped");
uint256 currentA = _getAPrecise(self);
self.initialA = currentA;
self.futureA = currentA;
self.initialATime = block.timestamp;
self.futureATime = block.timestamp;
emit StopRampA(currentA, block.timestamp);
}
}
{
"compilationTarget": {
"contracts/Swap.sol": "Swap"
},
"evmVersion": "istanbul",
"libraries": {
"SwapUtils": "0x2b7a5a5923eca5c00c6572cf3e8e08384f563f93"
},
"metadata": {
"bytecodeHash": "ipfs"
},
"optimizer": {
"enabled": true,
"runs": 10000
},
"remappings": []
}
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en","outputs":[{"internalType":"uint256","name":"availableTokenAmount","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"uint8","name":"tokenIndexFrom","type":"uint8"},{"internalType":"uint8","name":"tokenIndexTo","type":"uint8"},{"internalType":"uint256","name":"dx","type":"uint256"}],"name":"calculateSwap","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address","name":"account","type":"address"},{"internalType":"uint256[]","name":"amounts","type":"uint256[]"},{"internalType":"bool","name":"deposit","type":"bool"}],"name":"calculateTokenAmount","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"disableGuard","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[],"name":"getA","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"getAPrecise","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"uint256","name":"index","type":"uint256"}],"name":"getAdminBalance","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"getAllowlist","outputs":[{"internalType":"contract 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