编译器
0.8.19+commit.7dd6d404
文件 1 的 27:AdapterCallback.sol
pragma solidity 0.8.19;
import '@uniswap/v3-periphery/contracts/libraries/TransferHelper.sol';
import './RouterStorage.sol';
struct AdapterCallbackData {
address payer;
address tokenIn;
uint256 dexIndex;
}
abstract contract AdapterCallback is RouterStorage {
function adapterCallback(address recipient, uint256 amount, bytes calldata _data) external {
AdapterCallbackData memory data = abi.decode(_data, (AdapterCallbackData));
require(msg.sender == adapters[data.dexIndex]);
TransferHelper.safeTransferFrom(data.tokenIn, data.payer, recipient, amount);
}
}
文件 2 的 27:Context.sol
pragma solidity ^0.8.0;
abstract contract Context {
function _msgSender() internal view virtual returns (address) {
return msg.sender;
}
function _msgData() internal view virtual returns (bytes calldata) {
return msg.data;
}
}
文件 3 的 27:Errors.sol
pragma solidity ^0.8.0;
library Errors {
error BulkInsufficientSyForTrade(uint256 currentAmount, uint256 requiredAmount);
error BulkInsufficientTokenForTrade(uint256 currentAmount, uint256 requiredAmount);
error BulkInSufficientSyOut(uint256 actualSyOut, uint256 requiredSyOut);
error BulkInSufficientTokenOut(uint256 actualTokenOut, uint256 requiredTokenOut);
error BulkInsufficientSyReceived(uint256 actualBalance, uint256 requiredBalance);
error BulkNotMaintainer();
error BulkNotAdmin();
error BulkSellerAlreadyExisted(address token, address SY, address bulk);
error BulkSellerInvalidToken(address token, address SY);
error BulkBadRateTokenToSy(uint256 actualRate, uint256 currentRate, uint256 eps);
error BulkBadRateSyToToken(uint256 actualRate, uint256 currentRate, uint256 eps);
error ApproxFail();
error ApproxParamsInvalid(uint256 guessMin, uint256 guessMax, uint256 eps);
error ApproxBinarySearchInputInvalid(
uint256 approxGuessMin,
uint256 approxGuessMax,
uint256 minGuessMin,
uint256 maxGuessMax
);
error MarketExpired();
error MarketZeroAmountsInput();
error MarketZeroAmountsOutput();
error MarketZeroLnImpliedRate();
error MarketInsufficientPtForTrade(int256 currentAmount, int256 requiredAmount);
error MarketInsufficientPtReceived(uint256 actualBalance, uint256 requiredBalance);
error MarketInsufficientSyReceived(uint256 actualBalance, uint256 requiredBalance);
error MarketZeroTotalPtOrTotalAsset(int256 totalPt, int256 totalAsset);
error MarketExchangeRateBelowOne(int256 exchangeRate);
error MarketProportionMustNotEqualOne();
error MarketRateScalarBelowZero(int256 rateScalar);
error MarketScalarRootBelowZero(int256 scalarRoot);
error MarketProportionTooHigh(int256 proportion, int256 maxProportion);
error OracleUninitialized();
error OracleTargetTooOld(uint32 target, uint32 oldest);
error OracleZeroCardinality();
error MarketFactoryExpiredPt();
error MarketFactoryInvalidPt();
error MarketFactoryMarketExists();
error MarketFactoryLnFeeRateRootTooHigh(uint80 lnFeeRateRoot, uint256 maxLnFeeRateRoot);
error MarketFactoryOverriddenFeeTooHigh(uint80 overriddenFee, uint256 marketLnFeeRateRoot);
error MarketFactoryReserveFeePercentTooHigh(uint8 reserveFeePercent, uint8 maxReserveFeePercent);
error MarketFactoryZeroTreasury();
error MarketFactoryInitialAnchorTooLow(int256 initialAnchor, int256 minInitialAnchor);
error MFNotPendleMarket(address addr);
error RouterInsufficientLpOut(uint256 actualLpOut, uint256 requiredLpOut);
error RouterInsufficientSyOut(uint256 actualSyOut, uint256 requiredSyOut);
error RouterInsufficientPtOut(uint256 actualPtOut, uint256 requiredPtOut);
error RouterInsufficientYtOut(uint256 actualYtOut, uint256 requiredYtOut);
error RouterInsufficientPYOut(uint256 actualPYOut, uint256 requiredPYOut);
error RouterInsufficientTokenOut(uint256 actualTokenOut, uint256 requiredTokenOut);
error RouterInsufficientSyRepay(uint256 actualSyRepay, uint256 requiredSyRepay);
error RouterInsufficientPtRepay(uint256 actualPtRepay, uint256 requiredPtRepay);
error RouterNotAllSyUsed(uint256 netSyDesired, uint256 netSyUsed);
error RouterTimeRangeZero();
error RouterCallbackNotPendleMarket(address caller);
error RouterInvalidAction(bytes4 selector);
error RouterInvalidFacet(address facet);
error RouterKyberSwapDataZero();
error SimulationResults(bool success, bytes res);
error YCExpired();
error YCNotExpired();
error YieldContractInsufficientSy(uint256 actualSy, uint256 requiredSy);
error YCNothingToRedeem();
error YCPostExpiryDataNotSet();
error YCNoFloatingSy();
error YCFactoryInvalidExpiry();
error YCFactoryYieldContractExisted();
error YCFactoryZeroExpiryDivisor();
error YCFactoryZeroTreasury();
error YCFactoryInterestFeeRateTooHigh(uint256 interestFeeRate, uint256 maxInterestFeeRate);
error YCFactoryRewardFeeRateTooHigh(uint256 newRewardFeeRate, uint256 maxRewardFeeRate);
error SYInvalidTokenIn(address token);
error SYInvalidTokenOut(address token);
error SYZeroDeposit();
error SYZeroRedeem();
error SYInsufficientSharesOut(uint256 actualSharesOut, uint256 requiredSharesOut);
error SYInsufficientTokenOut(uint256 actualTokenOut, uint256 requiredTokenOut);
error SYQiTokenMintFailed(uint256 errCode);
error SYQiTokenRedeemFailed(uint256 errCode);
error SYQiTokenRedeemRewardsFailed(uint256 rewardAccruedType0, uint256 rewardAccruedType1);
error SYQiTokenBorrowRateTooHigh(uint256 borrowRate, uint256 borrowRateMax);
error SYCurveInvalidPid();
error SYCurve3crvPoolNotFound();
error SYApeDepositAmountTooSmall(uint256 amountDeposited);
error SYBalancerInvalidPid();
error SYInvalidRewardToken(address token);
error SYStargateRedeemCapExceeded(uint256 amountLpDesired, uint256 amountLpRedeemable);
error SYBalancerReentrancy();
error NotFromTrustedRemote(uint16 srcChainId, bytes path);
error ApxETHNotEnoughBuffer();
error VCInactivePool(address pool);
error VCPoolAlreadyActive(address pool);
error VCZeroVePendle(address user);
error VCExceededMaxWeight(uint256 totalWeight, uint256 maxWeight);
error VCEpochNotFinalized(uint256 wTime);
error VCPoolAlreadyAddAndRemoved(address pool);
error VEInvalidNewExpiry(uint256 newExpiry);
error VEExceededMaxLockTime();
error VEInsufficientLockTime();
error VENotAllowedReduceExpiry();
error VEZeroAmountLocked();
error VEPositionNotExpired();
error VEZeroPosition();
error VEZeroSlope(uint128 bias, uint128 slope);
error VEReceiveOldSupply(uint256 msgTime);
error GCNotPendleMarket(address caller);
error GCNotVotingController(address caller);
error InvalidWTime(uint256 wTime);
error ExpiryInThePast(uint256 expiry);
error ChainNotSupported(uint256 chainId);
error FDTotalAmountFundedNotMatch(uint256 actualTotalAmount, uint256 expectedTotalAmount);
error FDEpochLengthMismatch();
error FDInvalidPool(address pool);
error FDPoolAlreadyExists(address pool);
error FDInvalidNewFinishedEpoch(uint256 oldFinishedEpoch, uint256 newFinishedEpoch);
error FDInvalidStartEpoch(uint256 startEpoch);
error FDInvalidWTimeFund(uint256 lastFunded, uint256 wTime);
error FDFutureFunding(uint256 lastFunded, uint256 currentWTime);
error BDInvalidEpoch(uint256 epoch, uint256 startTime);
error MsgNotFromSendEndpoint(uint16 srcChainId, bytes path);
error MsgNotFromReceiveEndpoint(address sender);
error InsufficientFeeToSendMsg(uint256 currentFee, uint256 requiredFee);
error ApproxDstExecutionGasNotSet();
error InvalidRetryData();
error ArrayLengthMismatch();
error ArrayEmpty();
error ArrayOutOfBounds();
error ZeroAddress();
error FailedToSendEther();
error InvalidMerkleProof();
error OnlyLayerZeroEndpoint();
error OnlyYT();
error OnlyYCFactory();
error OnlyWhitelisted();
error SAInsufficientTokenIn(address tokenIn, uint256 amountExpected, uint256 amountActual);
error UnsupportedSelector(uint256 aggregatorType, bytes4 selector);
}
文件 4 的 27:IERC20.sol
pragma solidity ^0.8.0;
interface IERC20 {
event Transfer(address indexed from, address indexed to, uint256 value);
event Approval(address indexed owner, address indexed spender, uint256 value);
function totalSupply() external view returns (uint256);
function balanceOf(address account) external view returns (uint256);
function transfer(address to, uint256 amount) external returns (bool);
function allowance(address owner, address spender) external view returns (uint256);
function approve(address spender, uint256 amount) external returns (bool);
function transferFrom(address from, address to, uint256 amount) external returns (bool);
}
文件 5 的 27:IERC20Metadata.sol
pragma solidity ^0.8.0;
import "../IERC20.sol";
interface IERC20Metadata is IERC20 {
function name() external view returns (string memory);
function symbol() external view returns (string memory);
function decimals() external view returns (uint8);
}
文件 6 的 27:IMarginlyAdapter.sol
pragma solidity 0.8.19;
interface IMarginlyAdapter {
error InsufficientAmount();
error TooMuchRequested();
error NotSupported();
function swapExactInput(
address recipient,
address tokenIn,
address tokenOut,
uint256 amountIn,
uint256 minAmountOut,
bytes calldata data
) external returns (uint256 amountOut);
function swapExactOutput(
address recipient,
address tokenIn,
address tokenOut,
uint256 maxAmountIn,
uint256 amountOut,
bytes calldata data
) external returns (uint256 amountIn);
}
文件 7 的 27:IMarginlyRouter.sol
pragma solidity 0.8.19;
import '../abstract/AdapterCallback.sol';
import '../abstract/RouterStorage.sol';
interface IMarginlyRouter {
error ZeroAmount();
error WrongAmountOut();
error Forbidden();
event Swap(
bool isExactInput,
uint256 dexIndex,
address indexed receiver,
address indexed tokenIn,
address indexed tokenOut,
uint256 amountIn,
uint256 amountOut
);
function swapExactInput(
uint256 swapCalldata,
address tokenIn,
address tokenOut,
uint256 amountIn,
uint256 minAmountOut
) external returns (uint256 amountOut);
function swapExactOutput(
uint256 swapCalldata,
address tokenIn,
address tokenOut,
uint256 maxAmountIn,
uint256 amountOut
) external returns (uint256 amountIn);
function adapterCallback(address recipient, uint256 amount, bytes calldata data) external;
}
文件 8 的 27:IPGauge.sol
pragma solidity ^0.8.0;
interface IPGauge {
function totalActiveSupply() external view returns (uint256);
function activeBalance(address user) external view returns (uint256);
event RedeemRewards(address indexed user, uint256[] rewardsOut);
}
文件 9 的 27:IPInterestManagerYT.sol
pragma solidity ^0.8.0;
interface IPInterestManagerYT {
event CollectInterestFee(uint256 amountInterestFee);
function userInterest(address user) external view returns (uint128 lastPYIndex, uint128 accruedInterest);
}
文件 10 的 27:IPMarket.sol
pragma solidity ^0.8.0;
import "@openzeppelin/contracts/token/ERC20/extensions/IERC20Metadata.sol";
import "./IPPrincipalToken.sol";
import "./IPYieldToken.sol";
import "./IStandardizedYield.sol";
import "./IPGauge.sol";
import "../core/Market/MarketMathCore.sol";
interface IPMarket is IERC20Metadata, IPGauge {
event Mint(address indexed receiver, uint256 netLpMinted, uint256 netSyUsed, uint256 netPtUsed);
event Burn(
address indexed receiverSy,
address indexed receiverPt,
uint256 netLpBurned,
uint256 netSyOut,
uint256 netPtOut
);
event Swap(
address indexed caller,
address indexed receiver,
int256 netPtOut,
int256 netSyOut,
uint256 netSyFee,
uint256 netSyToReserve
);
event UpdateImpliedRate(uint256 indexed timestamp, uint256 lnLastImpliedRate);
event IncreaseObservationCardinalityNext(
uint16 observationCardinalityNextOld,
uint16 observationCardinalityNextNew
);
function mint(
address receiver,
uint256 netSyDesired,
uint256 netPtDesired
) external returns (uint256 netLpOut, uint256 netSyUsed, uint256 netPtUsed);
function burn(
address receiverSy,
address receiverPt,
uint256 netLpToBurn
) external returns (uint256 netSyOut, uint256 netPtOut);
function swapExactPtForSy(
address receiver,
uint256 exactPtIn,
bytes calldata data
) external returns (uint256 netSyOut, uint256 netSyFee);
function swapSyForExactPt(
address receiver,
uint256 exactPtOut,
bytes calldata data
) external returns (uint256 netSyIn, uint256 netSyFee);
function redeemRewards(address user) external returns (uint256[] memory);
function readState(address router) external view returns (MarketState memory market);
function observe(uint32[] memory secondsAgos) external view returns (uint216[] memory lnImpliedRateCumulative);
function increaseObservationsCardinalityNext(uint16 cardinalityNext) external;
function readTokens() external view returns (IStandardizedYield _SY, IPPrincipalToken _PT, IPYieldToken _YT);
function getRewardTokens() external view returns (address[] memory);
function isExpired() external view returns (bool);
function expiry() external view returns (uint256);
function observations(
uint256 index
) external view returns (uint32 blockTimestamp, uint216 lnImpliedRateCumulative, bool initialized);
function _storage()
external
view
returns (
int128 totalPt,
int128 totalSy,
uint96 lastLnImpliedRate,
uint16 observationIndex,
uint16 observationCardinality,
uint16 observationCardinalityNext
);
}
文件 11 的 27:IPPrincipalToken.sol
pragma solidity ^0.8.0;
import "@openzeppelin/contracts/token/ERC20/extensions/IERC20Metadata.sol";
interface IPPrincipalToken is IERC20Metadata {
function burnByYT(address user, uint256 amount) external;
function mintByYT(address user, uint256 amount) external;
function initialize(address _YT) external;
function SY() external view returns (address);
function YT() external view returns (address);
function factory() external view returns (address);
function expiry() external view returns (uint256);
function isExpired() external view returns (bool);
}
文件 12 的 27:IPYieldToken.sol
pragma solidity ^0.8.0;
import "@openzeppelin/contracts/token/ERC20/extensions/IERC20Metadata.sol";
import "./IRewardManager.sol";
import "./IPInterestManagerYT.sol";
interface IPYieldToken is IERC20Metadata, IRewardManager, IPInterestManagerYT {
event NewInterestIndex(uint256 indexed newIndex);
event Mint(
address indexed caller,
address indexed receiverPT,
address indexed receiverYT,
uint256 amountSyToMint,
uint256 amountPYOut
);
event Burn(address indexed caller, address indexed receiver, uint256 amountPYToRedeem, uint256 amountSyOut);
event RedeemRewards(address indexed user, uint256[] amountRewardsOut);
event RedeemInterest(address indexed user, uint256 interestOut);
event CollectRewardFee(address indexed rewardToken, uint256 amountRewardFee);
function mintPY(address receiverPT, address receiverYT) external returns (uint256 amountPYOut);
function redeemPY(address receiver) external returns (uint256 amountSyOut);
function redeemPYMulti(
address[] calldata receivers,
uint256[] calldata amountPYToRedeems
) external returns (uint256[] memory amountSyOuts);
function redeemDueInterestAndRewards(
address user,
bool redeemInterest,
bool redeemRewards
) external returns (uint256 interestOut, uint256[] memory rewardsOut);
function rewardIndexesCurrent() external returns (uint256[] memory);
function pyIndexCurrent() external returns (uint256);
function pyIndexStored() external view returns (uint256);
function getRewardTokens() external view returns (address[] memory);
function SY() external view returns (address);
function PT() external view returns (address);
function factory() external view returns (address);
function expiry() external view returns (uint256);
function isExpired() external view returns (bool);
function doCacheIndexSameBlock() external view returns (bool);
function pyIndexLastUpdatedBlock() external view returns (uint128);
}
文件 13 的 27:IRewardManager.sol
pragma solidity ^0.8.0;
interface IRewardManager {
function userReward(address token, address user) external view returns (uint128 index, uint128 accrued);
}
文件 14 的 27:IStandardizedYield.sol
pragma solidity ^0.8.0;
import "@openzeppelin/contracts/token/ERC20/extensions/IERC20Metadata.sol";
interface IStandardizedYield is IERC20Metadata {
event Deposit(
address indexed caller,
address indexed receiver,
address indexed tokenIn,
uint256 amountDeposited,
uint256 amountSyOut
);
event Redeem(
address indexed caller,
address indexed receiver,
address indexed tokenOut,
uint256 amountSyToRedeem,
uint256 amountTokenOut
);
enum AssetType {
TOKEN,
LIQUIDITY
}
event ClaimRewards(address indexed user, address[] rewardTokens, uint256[] rewardAmounts);
function deposit(
address receiver,
address tokenIn,
uint256 amountTokenToDeposit,
uint256 minSharesOut
) external payable returns (uint256 amountSharesOut);
function redeem(
address receiver,
uint256 amountSharesToRedeem,
address tokenOut,
uint256 minTokenOut,
bool burnFromInternalBalance
) external returns (uint256 amountTokenOut);
function exchangeRate() external view returns (uint256 res);
function claimRewards(address user) external returns (uint256[] memory rewardAmounts);
function accruedRewards(address user) external view returns (uint256[] memory rewardAmounts);
function rewardIndexesCurrent() external returns (uint256[] memory indexes);
function rewardIndexesStored() external view returns (uint256[] memory indexes);
function getRewardTokens() external view returns (address[] memory);
function yieldToken() external view returns (address);
function getTokensIn() external view returns (address[] memory res);
function getTokensOut() external view returns (address[] memory res);
function isValidTokenIn(address token) external view returns (bool);
function isValidTokenOut(address token) external view returns (bool);
function previewDeposit(
address tokenIn,
uint256 amountTokenToDeposit
) external view returns (uint256 amountSharesOut);
function previewRedeem(
address tokenOut,
uint256 amountSharesToRedeem
) external view returns (uint256 amountTokenOut);
function assetInfo() external view returns (AssetType assetType, address assetAddress, uint8 assetDecimals);
}
文件 15 的 27:LogExpMath.sol
pragma solidity ^0.8.0;
library LogExpMath {
int256 constant ONE_18 = 1e18;
int256 constant ONE_20 = 1e20;
int256 constant ONE_36 = 1e36;
int256 constant MAX_NATURAL_EXPONENT = 130e18;
int256 constant MIN_NATURAL_EXPONENT = -41e18;
int256 constant LN_36_LOWER_BOUND = ONE_18 - 1e17;
int256 constant LN_36_UPPER_BOUND = ONE_18 + 1e17;
uint256 constant MILD_EXPONENT_BOUND = 2 ** 254 / uint256(ONE_20);
int256 constant x0 = 128000000000000000000;
int256 constant a0 = 38877084059945950922200000000000000000000000000000000000;
int256 constant x1 = 64000000000000000000;
int256 constant a1 = 6235149080811616882910000000;
int256 constant x2 = 3200000000000000000000;
int256 constant a2 = 7896296018268069516100000000000000;
int256 constant x3 = 1600000000000000000000;
int256 constant a3 = 888611052050787263676000000;
int256 constant x4 = 800000000000000000000;
int256 constant a4 = 298095798704172827474000;
int256 constant x5 = 400000000000000000000;
int256 constant a5 = 5459815003314423907810;
int256 constant x6 = 200000000000000000000;
int256 constant a6 = 738905609893065022723;
int256 constant x7 = 100000000000000000000;
int256 constant a7 = 271828182845904523536;
int256 constant x8 = 50000000000000000000;
int256 constant a8 = 164872127070012814685;
int256 constant x9 = 25000000000000000000;
int256 constant a9 = 128402541668774148407;
int256 constant x10 = 12500000000000000000;
int256 constant a10 = 113314845306682631683;
int256 constant x11 = 6250000000000000000;
int256 constant a11 = 106449445891785942956;
function exp(int256 x) internal pure returns (int256) {
unchecked {
require(x >= MIN_NATURAL_EXPONENT && x <= MAX_NATURAL_EXPONENT, "Invalid exponent");
if (x < 0) {
return ((ONE_18 * ONE_18) / exp(-x));
}
int256 firstAN;
if (x >= x0) {
x -= x0;
firstAN = a0;
} else if (x >= x1) {
x -= x1;
firstAN = a1;
} else {
firstAN = 1;
}
x *= 100;
int256 product = ONE_20;
if (x >= x2) {
x -= x2;
product = (product * a2) / ONE_20;
}
if (x >= x3) {
x -= x3;
product = (product * a3) / ONE_20;
}
if (x >= x4) {
x -= x4;
product = (product * a4) / ONE_20;
}
if (x >= x5) {
x -= x5;
product = (product * a5) / ONE_20;
}
if (x >= x6) {
x -= x6;
product = (product * a6) / ONE_20;
}
if (x >= x7) {
x -= x7;
product = (product * a7) / ONE_20;
}
if (x >= x8) {
x -= x8;
product = (product * a8) / ONE_20;
}
if (x >= x9) {
x -= x9;
product = (product * a9) / ONE_20;
}
int256 seriesSum = ONE_20;
int256 term;
term = x;
seriesSum += term;
term = ((term * x) / ONE_20) / 2;
seriesSum += term;
term = ((term * x) / ONE_20) / 3;
seriesSum += term;
term = ((term * x) / ONE_20) / 4;
seriesSum += term;
term = ((term * x) / ONE_20) / 5;
seriesSum += term;
term = ((term * x) / ONE_20) / 6;
seriesSum += term;
term = ((term * x) / ONE_20) / 7;
seriesSum += term;
term = ((term * x) / ONE_20) / 8;
seriesSum += term;
term = ((term * x) / ONE_20) / 9;
seriesSum += term;
term = ((term * x) / ONE_20) / 10;
seriesSum += term;
term = ((term * x) / ONE_20) / 11;
seriesSum += term;
term = ((term * x) / ONE_20) / 12;
seriesSum += term;
return (((product * seriesSum) / ONE_20) * firstAN) / 100;
}
}
function ln(int256 a) internal pure returns (int256) {
unchecked {
require(a > 0, "out of bounds");
if (LN_36_LOWER_BOUND < a && a < LN_36_UPPER_BOUND) {
return _ln_36(a) / ONE_18;
} else {
return _ln(a);
}
}
}
function pow(uint256 x, uint256 y) internal pure returns (uint256) {
unchecked {
if (y == 0) {
return uint256(ONE_18);
}
if (x == 0) {
return 0;
}
require(x < 2 ** 255, "x out of bounds");
int256 x_int256 = int256(x);
require(y < MILD_EXPONENT_BOUND, "y out of bounds");
int256 y_int256 = int256(y);
int256 logx_times_y;
if (LN_36_LOWER_BOUND < x_int256 && x_int256 < LN_36_UPPER_BOUND) {
int256 ln_36_x = _ln_36(x_int256);
logx_times_y = ((ln_36_x / ONE_18) * y_int256 + ((ln_36_x % ONE_18) * y_int256) / ONE_18);
} else {
logx_times_y = _ln(x_int256) * y_int256;
}
logx_times_y /= ONE_18;
require(
MIN_NATURAL_EXPONENT <= logx_times_y && logx_times_y <= MAX_NATURAL_EXPONENT,
"product out of bounds"
);
return uint256(exp(logx_times_y));
}
}
function _ln(int256 a) private pure returns (int256) {
unchecked {
if (a < ONE_18) {
return (-_ln((ONE_18 * ONE_18) / a));
}
int256 sum = 0;
if (a >= a0 * ONE_18) {
a /= a0;
sum += x0;
}
if (a >= a1 * ONE_18) {
a /= a1;
sum += x1;
}
sum *= 100;
a *= 100;
if (a >= a2) {
a = (a * ONE_20) / a2;
sum += x2;
}
if (a >= a3) {
a = (a * ONE_20) / a3;
sum += x3;
}
if (a >= a4) {
a = (a * ONE_20) / a4;
sum += x4;
}
if (a >= a5) {
a = (a * ONE_20) / a5;
sum += x5;
}
if (a >= a6) {
a = (a * ONE_20) / a6;
sum += x6;
}
if (a >= a7) {
a = (a * ONE_20) / a7;
sum += x7;
}
if (a >= a8) {
a = (a * ONE_20) / a8;
sum += x8;
}
if (a >= a9) {
a = (a * ONE_20) / a9;
sum += x9;
}
if (a >= a10) {
a = (a * ONE_20) / a10;
sum += x10;
}
if (a >= a11) {
a = (a * ONE_20) / a11;
sum += x11;
}
int256 z = ((a - ONE_20) * ONE_20) / (a + ONE_20);
int256 z_squared = (z * z) / ONE_20;
int256 num = z;
int256 seriesSum = num;
num = (num * z_squared) / ONE_20;
seriesSum += num / 3;
num = (num * z_squared) / ONE_20;
seriesSum += num / 5;
num = (num * z_squared) / ONE_20;
seriesSum += num / 7;
num = (num * z_squared) / ONE_20;
seriesSum += num / 9;
num = (num * z_squared) / ONE_20;
seriesSum += num / 11;
seriesSum *= 2;
return (sum + seriesSum) / 100;
}
}
function _ln_36(int256 x) private pure returns (int256) {
unchecked {
x *= ONE_18;
int256 z = ((x - ONE_36) * ONE_36) / (x + ONE_36);
int256 z_squared = (z * z) / ONE_36;
int256 num = z;
int256 seriesSum = num;
num = (num * z_squared) / ONE_36;
seriesSum += num / 3;
num = (num * z_squared) / ONE_36;
seriesSum += num / 5;
num = (num * z_squared) / ONE_36;
seriesSum += num / 7;
num = (num * z_squared) / ONE_36;
seriesSum += num / 9;
num = (num * z_squared) / ONE_36;
seriesSum += num / 11;
num = (num * z_squared) / ONE_36;
seriesSum += num / 13;
num = (num * z_squared) / ONE_36;
seriesSum += num / 15;
return seriesSum * 2;
}
}
}
文件 16 的 27:MarketApproxLib.sol
pragma solidity ^0.8.0;
import "../../core/libraries/math/PMath.sol";
import "../../core/Market/MarketMathCore.sol";
struct ApproxParams {
uint256 guessMin;
uint256 guessMax;
uint256 guessOffchain;
uint256 maxIteration;
uint256 eps;
}
library MarketApproxPtInLib {
using MarketMathCore for MarketState;
using PYIndexLib for PYIndex;
using PMath for uint256;
using PMath for int256;
using LogExpMath for int256;
function approxSwapPtForExactSy(
MarketState memory market,
PYIndex index,
uint256 minSyOut,
uint256 blockTime,
ApproxParams memory approx
) internal pure returns (uint256, uint256, uint256 ) {
MarketPreCompute memory comp = market.getMarketPreCompute(index, blockTime);
if (approx.guessOffchain == 0) {
approx.guessMax = PMath.min(approx.guessMax, calcMaxPtIn(market, comp));
validateApprox(approx);
}
for (uint256 iter = 0; iter < approx.maxIteration; ++iter) {
uint256 guess = nextGuess(approx, iter);
(uint256 netSyOut, uint256 netSyFee, ) = calcSyOut(market, comp, index, guess);
if (netSyOut >= minSyOut) {
if (PMath.isAGreaterApproxB(netSyOut, minSyOut, approx.eps)) {
return (guess, netSyOut, netSyFee);
}
approx.guessMax = guess;
} else {
approx.guessMin = guess;
}
}
revert Errors.ApproxFail();
}
function approxSwapExactSyForYt(
MarketState memory market,
PYIndex index,
uint256 exactSyIn,
uint256 blockTime,
ApproxParams memory approx
) internal pure returns (uint256, uint256 ) {
MarketPreCompute memory comp = market.getMarketPreCompute(index, blockTime);
if (approx.guessOffchain == 0) {
approx.guessMin = PMath.max(approx.guessMin, index.syToAsset(exactSyIn));
approx.guessMax = PMath.min(approx.guessMax, calcMaxPtIn(market, comp));
validateApprox(approx);
}
for (uint256 iter = 0; iter < approx.maxIteration; ++iter) {
uint256 guess = nextGuess(approx, iter);
(uint256 netSyOut, uint256 netSyFee, ) = calcSyOut(market, comp, index, guess);
uint256 netSyToTokenizePt = index.assetToSyUp(guess);
uint256 netSyToPull = netSyToTokenizePt - netSyOut;
if (netSyToPull <= exactSyIn) {
if (PMath.isASmallerApproxB(netSyToPull, exactSyIn, approx.eps)) {
return (guess, netSyFee);
}
approx.guessMin = guess;
} else {
approx.guessMax = guess - 1;
}
}
revert Errors.ApproxFail();
}
struct Args5 {
MarketState market;
PYIndex index;
uint256 totalPtIn;
uint256 netSyHolding;
uint256 blockTime;
ApproxParams approx;
}
function approxSwapPtToAddLiquidity(
MarketState memory _market,
PYIndex _index,
uint256 _totalPtIn,
uint256 _netSyHolding,
uint256 _blockTime,
ApproxParams memory approx
) internal pure returns (uint256, uint256, uint256 ) {
Args5 memory a = Args5(_market, _index, _totalPtIn, _netSyHolding, _blockTime, approx);
MarketPreCompute memory comp = a.market.getMarketPreCompute(a.index, a.blockTime);
if (approx.guessOffchain == 0) {
approx.guessMax = PMath.min(approx.guessMax, calcMaxPtIn(a.market, comp));
approx.guessMax = PMath.min(approx.guessMax, a.totalPtIn);
validateApprox(approx);
require(a.market.totalLp != 0, "no existing lp");
}
for (uint256 iter = 0; iter < approx.maxIteration; ++iter) {
uint256 guess = nextGuess(approx, iter);
(uint256 syNumerator, uint256 ptNumerator, uint256 netSyOut, uint256 netSyFee, ) = calcNumerators(
a.market,
a.index,
a.totalPtIn,
a.netSyHolding,
comp,
guess
);
if (PMath.isAApproxB(syNumerator, ptNumerator, approx.eps)) {
return (guess, netSyOut, netSyFee);
}
if (syNumerator <= ptNumerator) {
approx.guessMin = guess + 1;
} else {
approx.guessMax = guess - 1;
}
}
revert Errors.ApproxFail();
}
function calcNumerators(
MarketState memory market,
PYIndex index,
uint256 totalPtIn,
uint256 netSyHolding,
MarketPreCompute memory comp,
uint256 guess
)
internal
pure
returns (uint256 syNumerator, uint256 ptNumerator, uint256 netSyOut, uint256 netSyFee, uint256 netSyToReserve)
{
(netSyOut, netSyFee, netSyToReserve) = calcSyOut(market, comp, index, guess);
uint256 newTotalPt = uint256(market.totalPt) + guess;
uint256 newTotalSy = (uint256(market.totalSy) - netSyOut - netSyToReserve);
syNumerator = (netSyOut + netSyHolding) * newTotalPt;
ptNumerator = (totalPtIn - guess) * newTotalSy;
}
function approxSwapExactPtForYt(
MarketState memory market,
PYIndex index,
uint256 exactPtIn,
uint256 blockTime,
ApproxParams memory approx
) internal pure returns (uint256, uint256, uint256 ) {
MarketPreCompute memory comp = market.getMarketPreCompute(index, blockTime);
if (approx.guessOffchain == 0) {
approx.guessMin = PMath.max(approx.guessMin, exactPtIn);
approx.guessMax = PMath.min(approx.guessMax, calcMaxPtIn(market, comp));
validateApprox(approx);
}
for (uint256 iter = 0; iter < approx.maxIteration; ++iter) {
uint256 guess = nextGuess(approx, iter);
(uint256 netSyOut, uint256 netSyFee, ) = calcSyOut(market, comp, index, guess);
uint256 netAssetOut = index.syToAsset(netSyOut);
uint256 netPtToPull = guess - netAssetOut;
if (netPtToPull <= exactPtIn) {
if (PMath.isASmallerApproxB(netPtToPull, exactPtIn, approx.eps)) {
return (netAssetOut, guess, netSyFee);
}
approx.guessMin = guess;
} else {
approx.guessMax = guess - 1;
}
}
revert Errors.ApproxFail();
}
function calcSyOut(
MarketState memory market,
MarketPreCompute memory comp,
PYIndex index,
uint256 netPtIn
) internal pure returns (uint256 netSyOut, uint256 netSyFee, uint256 netSyToReserve) {
(int256 _netSyOut, int256 _netSyFee, int256 _netSyToReserve) = market.calcTrade(comp, index, -int256(netPtIn));
netSyOut = uint256(_netSyOut);
netSyFee = uint256(_netSyFee);
netSyToReserve = uint256(_netSyToReserve);
}
function nextGuess(ApproxParams memory approx, uint256 iter) internal pure returns (uint256) {
if (iter == 0 && approx.guessOffchain != 0) return approx.guessOffchain;
if (approx.guessMin <= approx.guessMax) return (approx.guessMin + approx.guessMax) / 2;
revert Errors.ApproxFail();
}
function validateApprox(ApproxParams memory approx) internal pure {
if (approx.guessMin > approx.guessMax || approx.eps > PMath.ONE) {
revert Errors.ApproxParamsInvalid(approx.guessMin, approx.guessMax, approx.eps);
}
}
function calcMaxPtIn(MarketState memory market, MarketPreCompute memory comp) internal pure returns (uint256) {
uint256 low = 0;
uint256 hi = uint256(comp.totalAsset) - 1;
while (low != hi) {
uint256 mid = (low + hi + 1) / 2;
if (calcSlope(comp, market.totalPt, int256(mid)) < 0) hi = mid - 1;
else low = mid;
}
return low;
}
function calcSlope(MarketPreCompute memory comp, int256 totalPt, int256 ptToMarket) internal pure returns (int256) {
int256 diffAssetPtToMarket = comp.totalAsset - ptToMarket;
int256 sumPt = ptToMarket + totalPt;
require(diffAssetPtToMarket > 0 && sumPt > 0, "invalid ptToMarket");
int256 part1 = (ptToMarket * (totalPt + comp.totalAsset)).divDown(sumPt * diffAssetPtToMarket);
int256 part2 = sumPt.divDown(diffAssetPtToMarket).ln();
int256 part3 = PMath.IONE.divDown(comp.rateScalar);
return comp.rateAnchor - (part1 - part2).mulDown(part3);
}
}
library MarketApproxPtOutLib {
using MarketMathCore for MarketState;
using PYIndexLib for PYIndex;
using PMath for uint256;
using PMath for int256;
using LogExpMath for int256;
function approxSwapExactSyForPt(
MarketState memory market,
PYIndex index,
uint256 exactSyIn,
uint256 blockTime,
ApproxParams memory approx
) internal pure returns (uint256, uint256 ) {
MarketPreCompute memory comp = market.getMarketPreCompute(index, blockTime);
if (approx.guessOffchain == 0) {
approx.guessMax = PMath.min(approx.guessMax, calcMaxPtOut(comp, market.totalPt));
validateApprox(approx);
}
for (uint256 iter = 0; iter < approx.maxIteration; ++iter) {
uint256 guess = nextGuess(approx, iter);
(uint256 netSyIn, uint256 netSyFee, ) = calcSyIn(market, comp, index, guess);
if (netSyIn <= exactSyIn) {
if (PMath.isASmallerApproxB(netSyIn, exactSyIn, approx.eps)) {
return (guess, netSyFee);
}
approx.guessMin = guess;
} else {
approx.guessMax = guess - 1;
}
}
revert Errors.ApproxFail();
}
function approxSwapYtForExactSy(
MarketState memory market,
PYIndex index,
uint256 minSyOut,
uint256 blockTime,
ApproxParams memory approx
) internal pure returns (uint256, uint256, uint256 ) {
MarketPreCompute memory comp = market.getMarketPreCompute(index, blockTime);
if (approx.guessOffchain == 0) {
approx.guessMax = PMath.min(approx.guessMax, calcMaxPtOut(comp, market.totalPt));
validateApprox(approx);
}
for (uint256 iter = 0; iter < approx.maxIteration; ++iter) {
uint256 guess = nextGuess(approx, iter);
(uint256 netSyOwed, uint256 netSyFee, ) = calcSyIn(market, comp, index, guess);
uint256 netAssetToRepay = index.syToAssetUp(netSyOwed);
uint256 netSyOut = index.assetToSy(guess - netAssetToRepay);
if (netSyOut >= minSyOut) {
if (PMath.isAGreaterApproxB(netSyOut, minSyOut, approx.eps)) {
return (guess, netSyOut, netSyFee);
}
approx.guessMax = guess;
} else {
approx.guessMin = guess + 1;
}
}
revert Errors.ApproxFail();
}
struct Args6 {
MarketState market;
PYIndex index;
uint256 totalSyIn;
uint256 netPtHolding;
uint256 blockTime;
ApproxParams approx;
}
function approxSwapSyToAddLiquidity(
MarketState memory _market,
PYIndex _index,
uint256 _totalSyIn,
uint256 _netPtHolding,
uint256 _blockTime,
ApproxParams memory _approx
) internal pure returns (uint256, uint256, uint256 ) {
Args6 memory a = Args6(_market, _index, _totalSyIn, _netPtHolding, _blockTime, _approx);
MarketPreCompute memory comp = a.market.getMarketPreCompute(a.index, a.blockTime);
if (a.approx.guessOffchain == 0) {
a.approx.guessMax = PMath.min(a.approx.guessMax, calcMaxPtOut(comp, a.market.totalPt));
validateApprox(a.approx);
require(a.market.totalLp != 0, "no existing lp");
}
for (uint256 iter = 0; iter < a.approx.maxIteration; ++iter) {
uint256 guess = nextGuess(a.approx, iter);
(uint256 netSyIn, uint256 netSyFee, uint256 netSyToReserve) = calcSyIn(a.market, comp, a.index, guess);
if (netSyIn > a.totalSyIn) {
a.approx.guessMax = guess - 1;
continue;
}
uint256 syNumerator;
uint256 ptNumerator;
{
uint256 newTotalPt = uint256(a.market.totalPt) - guess;
uint256 netTotalSy = uint256(a.market.totalSy) + netSyIn - netSyToReserve;
ptNumerator = (guess + a.netPtHolding) * netTotalSy;
syNumerator = (a.totalSyIn - netSyIn) * newTotalPt;
}
if (PMath.isAApproxB(ptNumerator, syNumerator, a.approx.eps)) {
return (guess, netSyIn, netSyFee);
}
if (ptNumerator <= syNumerator) {
a.approx.guessMin = guess + 1;
} else {
a.approx.guessMax = guess - 1;
}
}
revert Errors.ApproxFail();
}
function approxSwapExactYtForPt(
MarketState memory market,
PYIndex index,
uint256 exactYtIn,
uint256 blockTime,
ApproxParams memory approx
) internal pure returns (uint256, uint256, uint256 ) {
MarketPreCompute memory comp = market.getMarketPreCompute(index, blockTime);
if (approx.guessOffchain == 0) {
approx.guessMin = PMath.max(approx.guessMin, exactYtIn);
approx.guessMax = PMath.min(approx.guessMax, calcMaxPtOut(comp, market.totalPt));
validateApprox(approx);
}
for (uint256 iter = 0; iter < approx.maxIteration; ++iter) {
uint256 guess = nextGuess(approx, iter);
(uint256 netSyOwed, uint256 netSyFee, ) = calcSyIn(market, comp, index, guess);
uint256 netYtToPull = index.syToAssetUp(netSyOwed);
if (netYtToPull <= exactYtIn) {
if (PMath.isASmallerApproxB(netYtToPull, exactYtIn, approx.eps)) {
return (guess - netYtToPull, guess, netSyFee);
}
approx.guessMin = guess;
} else {
approx.guessMax = guess - 1;
}
}
revert Errors.ApproxFail();
}
function calcSyIn(
MarketState memory market,
MarketPreCompute memory comp,
PYIndex index,
uint256 netPtOut
) internal pure returns (uint256 netSyIn, uint256 netSyFee, uint256 netSyToReserve) {
(int256 _netSyIn, int256 _netSyFee, int256 _netSyToReserve) = market.calcTrade(comp, index, int256(netPtOut));
netSyIn = uint256(-_netSyIn);
netSyFee = uint256(_netSyFee);
netSyToReserve = uint256(_netSyToReserve);
}
function calcMaxPtOut(MarketPreCompute memory comp, int256 totalPt) internal pure returns (uint256) {
int256 logitP = (comp.feeRate - comp.rateAnchor).mulDown(comp.rateScalar).exp();
int256 proportion = logitP.divDown(logitP + PMath.IONE);
int256 numerator = proportion.mulDown(totalPt + comp.totalAsset);
int256 maxPtOut = totalPt - numerator;
return (uint256(maxPtOut) * 999) / 1000;
}
function nextGuess(ApproxParams memory approx, uint256 iter) internal pure returns (uint256) {
if (iter == 0 && approx.guessOffchain != 0) return approx.guessOffchain;
if (approx.guessMin <= approx.guessMax) return (approx.guessMin + approx.guessMax) / 2;
revert Errors.ApproxFail();
}
function validateApprox(ApproxParams memory approx) internal pure {
if (approx.guessMin > approx.guessMax || approx.eps > PMath.ONE) {
revert Errors.ApproxParamsInvalid(approx.guessMin, approx.guessMax, approx.eps);
}
}
}
文件 17 的 27:MarketMathCore.sol
pragma solidity ^0.8.0;
import "../libraries/math/PMath.sol";
import "../libraries/math/LogExpMath.sol";
import "../StandardizedYield/PYIndex.sol";
import "../libraries/MiniHelpers.sol";
import "../libraries/Errors.sol";
struct MarketState {
int256 totalPt;
int256 totalSy;
int256 totalLp;
address treasury;
int256 scalarRoot;
uint256 expiry;
uint256 lnFeeRateRoot;
uint256 reserveFeePercent;
uint256 lastLnImpliedRate;
}
struct MarketPreCompute {
int256 rateScalar;
int256 totalAsset;
int256 rateAnchor;
int256 feeRate;
}
library MarketMathCore {
using PMath for uint256;
using PMath for int256;
using LogExpMath for int256;
using PYIndexLib for PYIndex;
int256 internal constant MINIMUM_LIQUIDITY = 10 ** 3;
int256 internal constant PERCENTAGE_DECIMALS = 100;
uint256 internal constant DAY = 86400;
uint256 internal constant IMPLIED_RATE_TIME = 365 * DAY;
int256 internal constant MAX_MARKET_PROPORTION = (1e18 * 96) / 100;
using PMath for uint256;
using PMath for int256;
function addLiquidity(
MarketState memory market,
uint256 syDesired,
uint256 ptDesired,
uint256 blockTime
) internal pure returns (uint256 lpToReserve, uint256 lpToAccount, uint256 syUsed, uint256 ptUsed) {
(int256 _lpToReserve, int256 _lpToAccount, int256 _syUsed, int256 _ptUsed) = addLiquidityCore(
market,
syDesired.Int(),
ptDesired.Int(),
blockTime
);
lpToReserve = _lpToReserve.Uint();
lpToAccount = _lpToAccount.Uint();
syUsed = _syUsed.Uint();
ptUsed = _ptUsed.Uint();
}
function removeLiquidity(
MarketState memory market,
uint256 lpToRemove
) internal pure returns (uint256 netSyToAccount, uint256 netPtToAccount) {
(int256 _syToAccount, int256 _ptToAccount) = removeLiquidityCore(market, lpToRemove.Int());
netSyToAccount = _syToAccount.Uint();
netPtToAccount = _ptToAccount.Uint();
}
function swapExactPtForSy(
MarketState memory market,
PYIndex index,
uint256 exactPtToMarket,
uint256 blockTime
) internal pure returns (uint256 netSyToAccount, uint256 netSyFee, uint256 netSyToReserve) {
(int256 _netSyToAccount, int256 _netSyFee, int256 _netSyToReserve) = executeTradeCore(
market,
index,
exactPtToMarket.neg(),
blockTime
);
netSyToAccount = _netSyToAccount.Uint();
netSyFee = _netSyFee.Uint();
netSyToReserve = _netSyToReserve.Uint();
}
function swapSyForExactPt(
MarketState memory market,
PYIndex index,
uint256 exactPtToAccount,
uint256 blockTime
) internal pure returns (uint256 netSyToMarket, uint256 netSyFee, uint256 netSyToReserve) {
(int256 _netSyToAccount, int256 _netSyFee, int256 _netSyToReserve) = executeTradeCore(
market,
index,
exactPtToAccount.Int(),
blockTime
);
netSyToMarket = _netSyToAccount.neg().Uint();
netSyFee = _netSyFee.Uint();
netSyToReserve = _netSyToReserve.Uint();
}
function addLiquidityCore(
MarketState memory market,
int256 syDesired,
int256 ptDesired,
uint256 blockTime
) internal pure returns (int256 lpToReserve, int256 lpToAccount, int256 syUsed, int256 ptUsed) {
if (syDesired == 0 || ptDesired == 0) revert Errors.MarketZeroAmountsInput();
if (MiniHelpers.isExpired(market.expiry, blockTime)) revert Errors.MarketExpired();
if (market.totalLp == 0) {
lpToAccount = PMath.sqrt((syDesired * ptDesired).Uint()).Int() - MINIMUM_LIQUIDITY;
lpToReserve = MINIMUM_LIQUIDITY;
syUsed = syDesired;
ptUsed = ptDesired;
} else {
int256 netLpByPt = (ptDesired * market.totalLp) / market.totalPt;
int256 netLpBySy = (syDesired * market.totalLp) / market.totalSy;
if (netLpByPt < netLpBySy) {
lpToAccount = netLpByPt;
ptUsed = ptDesired;
syUsed = (market.totalSy * lpToAccount) / market.totalLp;
} else {
lpToAccount = netLpBySy;
syUsed = syDesired;
ptUsed = (market.totalPt * lpToAccount) / market.totalLp;
}
}
if (lpToAccount <= 0) revert Errors.MarketZeroAmountsOutput();
market.totalSy += syUsed;
market.totalPt += ptUsed;
market.totalLp += lpToAccount + lpToReserve;
}
function removeLiquidityCore(
MarketState memory market,
int256 lpToRemove
) internal pure returns (int256 netSyToAccount, int256 netPtToAccount) {
if (lpToRemove == 0) revert Errors.MarketZeroAmountsInput();
netSyToAccount = (lpToRemove * market.totalSy) / market.totalLp;
netPtToAccount = (lpToRemove * market.totalPt) / market.totalLp;
if (netSyToAccount == 0 && netPtToAccount == 0) revert Errors.MarketZeroAmountsOutput();
market.totalLp = market.totalLp.subNoNeg(lpToRemove);
market.totalPt = market.totalPt.subNoNeg(netPtToAccount);
market.totalSy = market.totalSy.subNoNeg(netSyToAccount);
}
function executeTradeCore(
MarketState memory market,
PYIndex index,
int256 netPtToAccount,
uint256 blockTime
) internal pure returns (int256 netSyToAccount, int256 netSyFee, int256 netSyToReserve) {
if (MiniHelpers.isExpired(market.expiry, blockTime)) revert Errors.MarketExpired();
if (market.totalPt <= netPtToAccount)
revert Errors.MarketInsufficientPtForTrade(market.totalPt, netPtToAccount);
MarketPreCompute memory comp = getMarketPreCompute(market, index, blockTime);
(netSyToAccount, netSyFee, netSyToReserve) = calcTrade(market, comp, index, netPtToAccount);
_setNewMarketStateTrade(market, comp, index, netPtToAccount, netSyToAccount, netSyToReserve, blockTime);
}
function getMarketPreCompute(
MarketState memory market,
PYIndex index,
uint256 blockTime
) internal pure returns (MarketPreCompute memory res) {
if (MiniHelpers.isExpired(market.expiry, blockTime)) revert Errors.MarketExpired();
uint256 timeToExpiry = market.expiry - blockTime;
res.rateScalar = _getRateScalar(market, timeToExpiry);
res.totalAsset = index.syToAsset(market.totalSy);
if (market.totalPt == 0 || res.totalAsset == 0)
revert Errors.MarketZeroTotalPtOrTotalAsset(market.totalPt, res.totalAsset);
res.rateAnchor = _getRateAnchor(
market.totalPt,
market.lastLnImpliedRate,
res.totalAsset,
res.rateScalar,
timeToExpiry
);
res.feeRate = _getExchangeRateFromImpliedRate(market.lnFeeRateRoot, timeToExpiry);
}
function calcTrade(
MarketState memory market,
MarketPreCompute memory comp,
PYIndex index,
int256 netPtToAccount
) internal pure returns (int256 netSyToAccount, int256 netSyFee, int256 netSyToReserve) {
int256 preFeeExchangeRate = _getExchangeRate(
market.totalPt,
comp.totalAsset,
comp.rateScalar,
comp.rateAnchor,
netPtToAccount
);
int256 preFeeAssetToAccount = netPtToAccount.divDown(preFeeExchangeRate).neg();
int256 fee = comp.feeRate;
if (netPtToAccount > 0) {
int256 postFeeExchangeRate = preFeeExchangeRate.divDown(fee);
if (postFeeExchangeRate < PMath.IONE) revert Errors.MarketExchangeRateBelowOne(postFeeExchangeRate);
fee = preFeeAssetToAccount.mulDown(PMath.IONE - fee);
} else {
fee = ((preFeeAssetToAccount * (PMath.IONE - fee)) / fee).neg();
}
int256 netAssetToReserve = (fee * market.reserveFeePercent.Int()) / PERCENTAGE_DECIMALS;
int256 netAssetToAccount = preFeeAssetToAccount - fee;
netSyToAccount = netAssetToAccount < 0
? index.assetToSyUp(netAssetToAccount)
: index.assetToSy(netAssetToAccount);
netSyFee = index.assetToSy(fee);
netSyToReserve = index.assetToSy(netAssetToReserve);
}
function _setNewMarketStateTrade(
MarketState memory market,
MarketPreCompute memory comp,
PYIndex index,
int256 netPtToAccount,
int256 netSyToAccount,
int256 netSyToReserve,
uint256 blockTime
) internal pure {
uint256 timeToExpiry = market.expiry - blockTime;
market.totalPt = market.totalPt.subNoNeg(netPtToAccount);
market.totalSy = market.totalSy.subNoNeg(netSyToAccount + netSyToReserve);
market.lastLnImpliedRate = _getLnImpliedRate(
market.totalPt,
index.syToAsset(market.totalSy),
comp.rateScalar,
comp.rateAnchor,
timeToExpiry
);
if (market.lastLnImpliedRate == 0) revert Errors.MarketZeroLnImpliedRate();
}
function _getRateAnchor(
int256 totalPt,
uint256 lastLnImpliedRate,
int256 totalAsset,
int256 rateScalar,
uint256 timeToExpiry
) internal pure returns (int256 rateAnchor) {
int256 newExchangeRate = _getExchangeRateFromImpliedRate(lastLnImpliedRate, timeToExpiry);
if (newExchangeRate < PMath.IONE) revert Errors.MarketExchangeRateBelowOne(newExchangeRate);
{
int256 proportion = totalPt.divDown(totalPt + totalAsset);
int256 lnProportion = _logProportion(proportion);
rateAnchor = newExchangeRate - lnProportion.divDown(rateScalar);
}
}
function _getLnImpliedRate(
int256 totalPt,
int256 totalAsset,
int256 rateScalar,
int256 rateAnchor,
uint256 timeToExpiry
) internal pure returns (uint256 lnImpliedRate) {
int256 exchangeRate = _getExchangeRate(totalPt, totalAsset, rateScalar, rateAnchor, 0);
uint256 lnRate = exchangeRate.ln().Uint();
lnImpliedRate = (lnRate * IMPLIED_RATE_TIME) / timeToExpiry;
}
function _getExchangeRateFromImpliedRate(
uint256 lnImpliedRate,
uint256 timeToExpiry
) internal pure returns (int256 exchangeRate) {
uint256 rt = (lnImpliedRate * timeToExpiry) / IMPLIED_RATE_TIME;
exchangeRate = LogExpMath.exp(rt.Int());
}
function _getExchangeRate(
int256 totalPt,
int256 totalAsset,
int256 rateScalar,
int256 rateAnchor,
int256 netPtToAccount
) internal pure returns (int256 exchangeRate) {
int256 numerator = totalPt.subNoNeg(netPtToAccount);
int256 proportion = (numerator.divDown(totalPt + totalAsset));
if (proportion > MAX_MARKET_PROPORTION)
revert Errors.MarketProportionTooHigh(proportion, MAX_MARKET_PROPORTION);
int256 lnProportion = _logProportion(proportion);
exchangeRate = lnProportion.divDown(rateScalar) + rateAnchor;
if (exchangeRate < PMath.IONE) revert Errors.MarketExchangeRateBelowOne(exchangeRate);
}
function _logProportion(int256 proportion) internal pure returns (int256 res) {
if (proportion == PMath.IONE) revert Errors.MarketProportionMustNotEqualOne();
int256 logitP = proportion.divDown(PMath.IONE - proportion);
res = logitP.ln();
}
function _getRateScalar(MarketState memory market, uint256 timeToExpiry) internal pure returns (int256 rateScalar) {
rateScalar = (market.scalarRoot * IMPLIED_RATE_TIME.Int()) / timeToExpiry.Int();
if (rateScalar <= 0) revert Errors.MarketRateScalarBelowZero(rateScalar);
}
function setInitialLnImpliedRate(
MarketState memory market,
PYIndex index,
int256 initialAnchor,
uint256 blockTime
) internal pure {
if (MiniHelpers.isExpired(market.expiry, blockTime)) revert Errors.MarketExpired();
int256 totalAsset = index.syToAsset(market.totalSy);
uint256 timeToExpiry = market.expiry - blockTime;
int256 rateScalar = _getRateScalar(market, timeToExpiry);
market.lastLnImpliedRate = _getLnImpliedRate(
market.totalPt,
totalAsset,
rateScalar,
initialAnchor,
timeToExpiry
);
}
}
文件 18 的 27:Math.sol
pragma solidity ^0.8.0;
library Math {
enum Rounding {
Down,
Up,
Zero
}
function max(uint256 a, uint256 b) internal pure returns (uint256) {
return a > b ? a : b;
}
function min(uint256 a, uint256 b) internal pure returns (uint256) {
return a < b ? a : b;
}
function average(uint256 a, uint256 b) internal pure returns (uint256) {
return (a & b) + (a ^ b) / 2;
}
function ceilDiv(uint256 a, uint256 b) internal pure returns (uint256) {
return a == 0 ? 0 : (a - 1) / b + 1;
}
function mulDiv(uint256 x, uint256 y, uint256 denominator) internal pure returns (uint256 result) {
unchecked {
uint256 prod0;
uint256 prod1;
assembly {
let mm := mulmod(x, y, not(0))
prod0 := mul(x, y)
prod1 := sub(sub(mm, prod0), lt(mm, prod0))
}
if (prod1 == 0) {
return prod0 / denominator;
}
require(denominator > prod1, "Math: mulDiv overflow");
uint256 remainder;
assembly {
remainder := mulmod(x, y, denominator)
prod1 := sub(prod1, gt(remainder, prod0))
prod0 := sub(prod0, remainder)
}
uint256 twos = denominator & (~denominator + 1);
assembly {
denominator := div(denominator, twos)
prod0 := div(prod0, twos)
twos := add(div(sub(0, twos), twos), 1)
}
prod0 |= prod1 * twos;
uint256 inverse = (3 * denominator) ^ 2;
inverse *= 2 - denominator * inverse;
inverse *= 2 - denominator * inverse;
inverse *= 2 - denominator * inverse;
inverse *= 2 - denominator * inverse;
inverse *= 2 - denominator * inverse;
inverse *= 2 - denominator * inverse;
result = prod0 * inverse;
return result;
}
}
function mulDiv(uint256 x, uint256 y, uint256 denominator, Rounding rounding) internal pure returns (uint256) {
uint256 result = mulDiv(x, y, denominator);
if (rounding == Rounding.Up && mulmod(x, y, denominator) > 0) {
result += 1;
}
return result;
}
function sqrt(uint256 a) internal pure returns (uint256) {
if (a == 0) {
return 0;
}
uint256 result = 1 << (log2(a) >> 1);
unchecked {
result = (result + a / result) >> 1;
result = (result + a / result) >> 1;
result = (result + a / result) >> 1;
result = (result + a / result) >> 1;
result = (result + a / result) >> 1;
result = (result + a / result) >> 1;
result = (result + a / result) >> 1;
return min(result, a / result);
}
}
function sqrt(uint256 a, Rounding rounding) internal pure returns (uint256) {
unchecked {
uint256 result = sqrt(a);
return result + (rounding == Rounding.Up && result * result < a ? 1 : 0);
}
}
function log2(uint256 value) internal pure returns (uint256) {
uint256 result = 0;
unchecked {
if (value >> 128 > 0) {
value >>= 128;
result += 128;
}
if (value >> 64 > 0) {
value >>= 64;
result += 64;
}
if (value >> 32 > 0) {
value >>= 32;
result += 32;
}
if (value >> 16 > 0) {
value >>= 16;
result += 16;
}
if (value >> 8 > 0) {
value >>= 8;
result += 8;
}
if (value >> 4 > 0) {
value >>= 4;
result += 4;
}
if (value >> 2 > 0) {
value >>= 2;
result += 2;
}
if (value >> 1 > 0) {
result += 1;
}
}
return result;
}
function log2(uint256 value, Rounding rounding) internal pure returns (uint256) {
unchecked {
uint256 result = log2(value);
return result + (rounding == Rounding.Up && 1 << result < value ? 1 : 0);
}
}
function log10(uint256 value) internal pure returns (uint256) {
uint256 result = 0;
unchecked {
if (value >= 10 ** 64) {
value /= 10 ** 64;
result += 64;
}
if (value >= 10 ** 32) {
value /= 10 ** 32;
result += 32;
}
if (value >= 10 ** 16) {
value /= 10 ** 16;
result += 16;
}
if (value >= 10 ** 8) {
value /= 10 ** 8;
result += 8;
}
if (value >= 10 ** 4) {
value /= 10 ** 4;
result += 4;
}
if (value >= 10 ** 2) {
value /= 10 ** 2;
result += 2;
}
if (value >= 10 ** 1) {
result += 1;
}
}
return result;
}
function log10(uint256 value, Rounding rounding) internal pure returns (uint256) {
unchecked {
uint256 result = log10(value);
return result + (rounding == Rounding.Up && 10 ** result < value ? 1 : 0);
}
}
function log256(uint256 value) internal pure returns (uint256) {
uint256 result = 0;
unchecked {
if (value >> 128 > 0) {
value >>= 128;
result += 16;
}
if (value >> 64 > 0) {
value >>= 64;
result += 8;
}
if (value >> 32 > 0) {
value >>= 32;
result += 4;
}
if (value >> 16 > 0) {
value >>= 16;
result += 2;
}
if (value >> 8 > 0) {
result += 1;
}
}
return result;
}
function log256(uint256 value, Rounding rounding) internal pure returns (uint256) {
unchecked {
uint256 result = log256(value);
return result + (rounding == Rounding.Up && 1 << (result << 3) < value ? 1 : 0);
}
}
}
文件 19 的 27:MiniHelpers.sol
pragma solidity ^0.8.0;
library MiniHelpers {
function isCurrentlyExpired(uint256 expiry) internal view returns (bool) {
return (expiry <= block.timestamp);
}
function isExpired(uint256 expiry, uint256 blockTime) internal pure returns (bool) {
return (expiry <= blockTime);
}
function isTimeInThePast(uint256 timestamp) internal view returns (bool) {
return (timestamp <= block.timestamp);
}
}
文件 20 的 27:Ownable.sol
pragma solidity ^0.8.0;
import "../utils/Context.sol";
abstract contract Ownable is Context {
address private _owner;
event OwnershipTransferred(address indexed previousOwner, address indexed newOwner);
constructor() {
_transferOwnership(_msgSender());
}
modifier onlyOwner() {
_checkOwner();
_;
}
function owner() public view virtual returns (address) {
return _owner;
}
function _checkOwner() internal view virtual {
require(owner() == _msgSender(), "Ownable: caller is not the owner");
}
function renounceOwnership() public virtual onlyOwner {
_transferOwnership(address(0));
}
function transferOwnership(address newOwner) public virtual onlyOwner {
require(newOwner != address(0), "Ownable: new owner is the zero address");
_transferOwnership(newOwner);
}
function _transferOwnership(address newOwner) internal virtual {
address oldOwner = _owner;
_owner = newOwner;
emit OwnershipTransferred(oldOwner, newOwner);
}
}
文件 21 的 27:Ownable2Step.sol
pragma solidity ^0.8.0;
import "./Ownable.sol";
abstract contract Ownable2Step is Ownable {
address private _pendingOwner;
event OwnershipTransferStarted(address indexed previousOwner, address indexed newOwner);
function pendingOwner() public view virtual returns (address) {
return _pendingOwner;
}
function transferOwnership(address newOwner) public virtual override onlyOwner {
_pendingOwner = newOwner;
emit OwnershipTransferStarted(owner(), newOwner);
}
function _transferOwnership(address newOwner) internal virtual override {
delete _pendingOwner;
super._transferOwnership(newOwner);
}
function acceptOwnership() public virtual {
address sender = _msgSender();
require(pendingOwner() == sender, "Ownable2Step: caller is not the new owner");
_transferOwnership(sender);
}
}
文件 22 的 27:PMath.sol
pragma solidity ^0.8.0;
library PMath {
uint256 internal constant ONE = 1e18;
int256 internal constant IONE = 1e18;
function subMax0(uint256 a, uint256 b) internal pure returns (uint256) {
unchecked {
return (a >= b ? a - b : 0);
}
}
function subNoNeg(int256 a, int256 b) internal pure returns (int256) {
require(a >= b, "negative");
return a - b;
}
function mulDown(uint256 a, uint256 b) internal pure returns (uint256) {
uint256 product = a * b;
unchecked {
return product / ONE;
}
}
function mulDown(int256 a, int256 b) internal pure returns (int256) {
int256 product = a * b;
unchecked {
return product / IONE;
}
}
function divDown(uint256 a, uint256 b) internal pure returns (uint256) {
uint256 aInflated = a * ONE;
unchecked {
return aInflated / b;
}
}
function divDown(int256 a, int256 b) internal pure returns (int256) {
int256 aInflated = a * IONE;
unchecked {
return aInflated / b;
}
}
function rawDivUp(uint256 a, uint256 b) internal pure returns (uint256) {
return (a + b - 1) / b;
}
function sqrt(uint256 y) internal pure returns (uint256 z) {
if (y > 3) {
z = y;
uint256 x = y / 2 + 1;
while (x < z) {
z = x;
x = (y / x + x) / 2;
}
} else if (y != 0) {
z = 1;
}
}
function square(uint256 x) internal pure returns (uint256) {
return x * x;
}
function squareDown(uint256 x) internal pure returns (uint256) {
return mulDown(x, x);
}
function abs(int256 x) internal pure returns (uint256) {
return uint256(x > 0 ? x : -x);
}
function neg(int256 x) internal pure returns (int256) {
return x * (-1);
}
function neg(uint256 x) internal pure returns (int256) {
return Int(x) * (-1);
}
function max(uint256 x, uint256 y) internal pure returns (uint256) {
return (x > y ? x : y);
}
function max(int256 x, int256 y) internal pure returns (int256) {
return (x > y ? x : y);
}
function min(uint256 x, uint256 y) internal pure returns (uint256) {
return (x < y ? x : y);
}
function min(int256 x, int256 y) internal pure returns (int256) {
return (x < y ? x : y);
}
function Int(uint256 x) internal pure returns (int256) {
require(x <= uint256(type(int256).max));
return int256(x);
}
function Int128(int256 x) internal pure returns (int128) {
require(type(int128).min <= x && x <= type(int128).max);
return int128(x);
}
function Int128(uint256 x) internal pure returns (int128) {
return Int128(Int(x));
}
function Uint(int256 x) internal pure returns (uint256) {
require(x >= 0);
return uint256(x);
}
function Uint32(uint256 x) internal pure returns (uint32) {
require(x <= type(uint32).max);
return uint32(x);
}
function Uint64(uint256 x) internal pure returns (uint64) {
require(x <= type(uint64).max);
return uint64(x);
}
function Uint112(uint256 x) internal pure returns (uint112) {
require(x <= type(uint112).max);
return uint112(x);
}
function Uint96(uint256 x) internal pure returns (uint96) {
require(x <= type(uint96).max);
return uint96(x);
}
function Uint128(uint256 x) internal pure returns (uint128) {
require(x <= type(uint128).max);
return uint128(x);
}
function Uint192(uint256 x) internal pure returns (uint192) {
require(x <= type(uint192).max);
return uint192(x);
}
function isAApproxB(uint256 a, uint256 b, uint256 eps) internal pure returns (bool) {
return mulDown(b, ONE - eps) <= a && a <= mulDown(b, ONE + eps);
}
function isAGreaterApproxB(uint256 a, uint256 b, uint256 eps) internal pure returns (bool) {
return a >= b && a <= mulDown(b, ONE + eps);
}
function isASmallerApproxB(uint256 a, uint256 b, uint256 eps) internal pure returns (bool) {
return a <= b && a >= mulDown(b, ONE - eps);
}
}
文件 23 的 27:PYIndex.sol
pragma solidity ^0.8.0;
import "../../interfaces/IPYieldToken.sol";
import "../../interfaces/IPPrincipalToken.sol";
import "./SYUtils.sol";
import "../libraries/math/PMath.sol";
type PYIndex is uint256;
library PYIndexLib {
using PMath for uint256;
using PMath for int256;
function newIndex(IPYieldToken YT) internal returns (PYIndex) {
return PYIndex.wrap(YT.pyIndexCurrent());
}
function syToAsset(PYIndex index, uint256 syAmount) internal pure returns (uint256) {
return SYUtils.syToAsset(PYIndex.unwrap(index), syAmount);
}
function assetToSy(PYIndex index, uint256 assetAmount) internal pure returns (uint256) {
return SYUtils.assetToSy(PYIndex.unwrap(index), assetAmount);
}
function assetToSyUp(PYIndex index, uint256 assetAmount) internal pure returns (uint256) {
return SYUtils.assetToSyUp(PYIndex.unwrap(index), assetAmount);
}
function syToAssetUp(PYIndex index, uint256 syAmount) internal pure returns (uint256) {
uint256 _index = PYIndex.unwrap(index);
return SYUtils.syToAssetUp(_index, syAmount);
}
function syToAsset(PYIndex index, int256 syAmount) internal pure returns (int256) {
int256 sign = syAmount < 0 ? int256(-1) : int256(1);
return sign * (SYUtils.syToAsset(PYIndex.unwrap(index), syAmount.abs())).Int();
}
function assetToSy(PYIndex index, int256 assetAmount) internal pure returns (int256) {
int256 sign = assetAmount < 0 ? int256(-1) : int256(1);
return sign * (SYUtils.assetToSy(PYIndex.unwrap(index), assetAmount.abs())).Int();
}
function assetToSyUp(PYIndex index, int256 assetAmount) internal pure returns (int256) {
int256 sign = assetAmount < 0 ? int256(-1) : int256(1);
return sign * (SYUtils.assetToSyUp(PYIndex.unwrap(index), assetAmount.abs())).Int();
}
}
文件 24 的 27:PendleMarketAdapter.sol
pragma solidity 0.8.19;
import '@openzeppelin/contracts/utils/math/Math.sol';
import '@openzeppelin/contracts/access/Ownable2Step.sol';
import '@pendle/core-v2/contracts/router/base/MarketApproxLib.sol';
import '@pendle/core-v2/contracts/interfaces/IPMarket.sol';
import '@pendle/core-v2/contracts/core/StandardizedYield/PYIndex.sol';
import '@uniswap/v3-periphery/contracts/libraries/TransferHelper.sol';
import '../interfaces/IMarginlyAdapter.sol';
import '../interfaces/IMarginlyRouter.sol';
contract PendleMarketAdapter is IMarginlyAdapter, Ownable2Step {
using PYIndexLib for IPYieldToken;
struct PendleMarketData {
IPMarket market;
IStandardizedYield sy;
IPPrincipalToken pt;
IPYieldToken yt;
address ib;
uint8 slippage;
}
struct PoolData {
address pendleMarket;
uint8 slippage;
}
struct PoolInput {
address pendleMarket;
uint8 slippage;
address ptToken;
address ibToken;
}
struct CallbackData {
address tokenIn;
address tokenOut;
address router;
bytes adapterCallbackData;
}
uint256 private constant PENDLE_ONE = 1e18;
uint256 private constant EPSILON = 1e15;
uint256 private constant ONE = 100;
uint256 private constant MAX_ITERATIONS = 10;
mapping(address => mapping(address => PoolData)) public getPoolData;
event NewPair(address indexed ptToken, address indexed ibToken, address pendleMarket, uint8 slippage);
error ApproximationFailed();
error UnknownPair();
error WrongPoolInput();
constructor(PoolInput[] memory poolsData) {
_addPools(poolsData);
}
function addPools(PoolInput[] calldata poolsData) external onlyOwner {
_addPools(poolsData);
}
function redeemDust(address tokenA, address tokenB, address recipient) external onlyOwner {
PoolData memory poolData = getPoolData[tokenA][tokenB];
PendleMarketData memory marketData = _getMarketData(poolData, tokenA, tokenB);
_pendleRedeemSy(marketData, recipient, IERC20(address(marketData.sy)).balanceOf(address(this)));
}
function swapExactInput(
address recipient,
address tokenIn,
address tokenOut,
uint256 amountIn,
uint256 minAmountOut,
bytes calldata data
) external returns (uint256 amountOut) {
PoolData memory poolData = _getPoolDataSafe(tokenIn, tokenOut);
PendleMarketData memory marketData = _getMarketData(poolData, tokenIn, tokenOut);
if (marketData.yt.isExpired()) {
amountOut = _swapExactInputPostMaturity(marketData, recipient, tokenIn, amountIn, data);
} else {
amountOut = _swapExactInputPreMaturity(marketData, recipient, tokenIn, tokenOut, amountIn, minAmountOut, data);
}
if (amountOut < minAmountOut) revert InsufficientAmount();
}
function swapExactOutput(
address recipient,
address tokenIn,
address tokenOut,
uint256 maxAmountIn,
uint256 amountOut,
bytes calldata data
) external returns (uint256 amountIn) {
PoolData memory poolData = _getPoolDataSafe(tokenIn, tokenOut);
PendleMarketData memory marketData = _getMarketData(poolData, tokenIn, tokenOut);
if (marketData.yt.isExpired()) {
amountIn = _swapExactOutputPostMaturity(marketData, recipient, tokenIn, amountOut, data);
} else {
amountIn = _swapExactOutputPreMaturity(marketData, recipient, tokenIn, tokenOut, maxAmountIn, amountOut, data);
}
if (amountIn > maxAmountIn) revert TooMuchRequested();
}
function swapCallback(int256 ptToAccount, int256 syToAccount, bytes calldata _data) external {
require(ptToAccount > 0 || syToAccount > 0);
CallbackData memory data = abi.decode(_data, (CallbackData));
PoolData memory poolData = _getPoolDataSafe(data.tokenIn, data.tokenOut);
require(msg.sender == poolData.pendleMarket);
if (syToAccount > 0) {
IMarginlyRouter(data.router).adapterCallback(msg.sender, uint256(-ptToAccount), data.adapterCallbackData);
} else {
IMarginlyRouter(data.router).adapterCallback(address(this), uint256(-syToAccount), data.adapterCallbackData);
_pendleMintSy(_getMarketData(poolData, data.tokenIn, data.tokenOut), msg.sender, uint256(-syToAccount));
}
}
function _getPoolDataSafe(address tokenA, address tokenB) private view returns (PoolData memory poolData) {
poolData = getPoolData[tokenA][tokenB];
if (poolData.pendleMarket == address(0)) revert UnknownPair();
}
function _getMarketData(
PoolData memory poolData,
address tokenA,
address tokenB
) private view returns (PendleMarketData memory) {
IPMarket market = IPMarket(poolData.pendleMarket);
(IStandardizedYield sy, IPPrincipalToken pt, IPYieldToken yt) = market.readTokens();
address ibToken = address(pt) == tokenA ? tokenB : tokenA;
return PendleMarketData({market: market, sy: sy, pt: pt, yt: yt, ib: ibToken, slippage: poolData.slippage});
}
function _swapExactInputPreMaturity(
PendleMarketData memory marketData,
address recipient,
address tokenIn,
address tokenOut,
uint256 amountIn,
uint256 minAmountOut,
bytes calldata data
) private returns (uint256 amountOut) {
if (tokenIn == address(marketData.pt)) {
IMarginlyRouter(msg.sender).adapterCallback(address(marketData.market), amountIn, data);
(uint256 syAmountOut, ) = marketData.market.swapExactPtForSy(address(this), amountIn, new bytes(0));
amountOut = _pendleRedeemSy(marketData, recipient, syAmountOut);
} else {
CallbackData memory swapCallbackData = CallbackData({
tokenIn: tokenIn,
tokenOut: tokenOut,
router: msg.sender,
adapterCallbackData: data
});
amountOut = _pendleApproxSwapExactSyForPt(
marketData,
recipient,
amountIn,
minAmountOut,
abi.encode(swapCallbackData)
);
}
}
function _swapExactOutputPreMaturity(
PendleMarketData memory marketData,
address recipient,
address tokenIn,
address tokenOut,
uint256 maxAmountIn,
uint256 amountOut,
bytes calldata data
) private returns (uint256 amountIn) {
CallbackData memory swapCallbackData = CallbackData({
tokenIn: tokenIn,
tokenOut: tokenOut,
router: msg.sender,
adapterCallbackData: data
});
if (tokenIn == address(marketData.pt)) {
(, uint256 ptAmountIn) = _pendleApproxSwapPtForExactSy(
marketData,
address(this),
amountOut,
maxAmountIn,
abi.encode(swapCallbackData)
);
amountIn = ptAmountIn;
_pendleRedeemSy(marketData, recipient, amountOut);
} else {
(amountIn, ) = marketData.market.swapSyForExactPt(recipient, amountOut, abi.encode(swapCallbackData));
}
}
function _swapExactInputPostMaturity(
PendleMarketData memory marketData,
address recipient,
address tokenIn,
uint256 amountIn,
bytes calldata data
) private returns (uint256 amountOut) {
if (tokenIn == address(marketData.pt)) {
uint256 syRedeemed = _redeemPY(marketData.yt, msg.sender, amountIn, data);
amountOut = _pendleRedeemSy(marketData, recipient, syRedeemed);
} else {
revert NotSupported();
}
}
function _swapExactOutputPostMaturity(
PendleMarketData memory marketData,
address recipient,
address tokenIn,
uint256 amountOut,
bytes calldata data
) private returns (uint256 amountIn) {
if (tokenIn == address(marketData.pt)) {
uint256 index = marketData.yt.pyIndexCurrent();
amountIn = Math.mulDiv(amountOut, index, PENDLE_ONE, Math.Rounding.Up);
uint256 syAmountOut = _redeemPY(marketData.yt, msg.sender, amountIn, data);
_pendleRedeemSy(marketData, recipient, syAmountOut);
} else {
revert NotSupported();
}
}
function _pendleApproxSwapExactSyForPt(
PendleMarketData memory marketData,
address recipient,
uint256 syAmountIn,
uint256 minPtAmountOut,
bytes memory data
) private returns (uint256 ptAmountOut) {
uint8 slippage = marketData.slippage;
ApproxParams memory approx = ApproxParams({
guessMin: minPtAmountOut,
guessMax: (minPtAmountOut * (ONE + slippage)) / (ONE - slippage),
guessOffchain: 0,
maxIteration: MAX_ITERATIONS,
eps: EPSILON
});
(ptAmountOut, ) = MarketApproxPtOutLib.approxSwapExactSyForPt(
marketData.market.readState(address(this)),
marketData.yt.newIndex(),
syAmountIn,
block.timestamp,
approx
);
(uint256 actualSyAmountIn, ) = marketData.market.swapSyForExactPt(recipient, ptAmountOut, data);
if (actualSyAmountIn > syAmountIn) revert ApproximationFailed();
}
function _pendleApproxSwapPtForExactSy(
PendleMarketData memory marketData,
address recipient,
uint256 syAmountOut,
uint256 maxPtAmountIn,
bytes memory data
) private returns (uint256 actualSyAmountOut, uint256 actualPtAmountIn) {
uint8 slippage = marketData.slippage;
ApproxParams memory approx = ApproxParams({
guessMin: (maxPtAmountIn * (ONE - slippage)) / (ONE + slippage),
guessMax: maxPtAmountIn,
guessOffchain: 0,
maxIteration: MAX_ITERATIONS,
eps: EPSILON
});
(actualPtAmountIn, , ) = MarketApproxPtInLib.approxSwapPtForExactSy(
IPMarket(marketData.market).readState(address(this)),
marketData.yt.newIndex(),
syAmountOut,
block.timestamp,
approx
);
if (actualPtAmountIn > maxPtAmountIn) revert ApproximationFailed();
(actualSyAmountOut, ) = marketData.market.swapExactPtForSy(recipient, actualPtAmountIn, data);
if (actualSyAmountOut < syAmountOut) revert ApproximationFailed();
}
function _pendleMintSy(
PendleMarketData memory marketData,
address recipient,
uint256 ibIn
) private returns (uint256 syMinted) {
TransferHelper.safeApprove(marketData.ib, address(marketData.sy), ibIn);
syMinted = IStandardizedYield(marketData.sy).deposit(recipient, marketData.ib, ibIn, ibIn);
}
function _pendleRedeemSy(
PendleMarketData memory marketData,
address recipient,
uint256 syIn
) private returns (uint256 ibRedeemed) {
ibRedeemed = IStandardizedYield(marketData.sy).redeem(recipient, syIn, marketData.ib, syIn, false);
}
function _redeemPY(
IPYieldToken yt,
address router,
uint256 ptAmount,
bytes memory adapterCallbackData
) private returns (uint256 syRedeemed) {
IMarginlyRouter(router).adapterCallback(address(yt), ptAmount, adapterCallbackData);
syRedeemed = yt.redeemPY(address(this));
}
function _addPools(PoolInput[] memory poolsData) private {
PoolInput memory input;
uint256 length = poolsData.length;
for (uint256 i; i < length; ) {
input = poolsData[i];
if (
input.ptToken == address(0) ||
input.ibToken == address(0) ||
input.pendleMarket == address(0) ||
input.slippage >= ONE
) revert WrongPoolInput();
(IStandardizedYield sy, IPPrincipalToken pt, ) = IPMarket(input.pendleMarket).readTokens();
if (input.ptToken != address(pt)) revert WrongPoolInput();
if (!sy.isValidTokenIn(input.ibToken) || !sy.isValidTokenOut(input.ibToken)) revert WrongPoolInput();
PoolData memory poolData = PoolData({pendleMarket: input.pendleMarket, slippage: input.slippage});
getPoolData[input.ptToken][input.ibToken] = poolData;
getPoolData[input.ibToken][input.ptToken] = poolData;
emit NewPair(input.ptToken, input.ibToken, input.pendleMarket, input.slippage);
unchecked {
++i;
}
}
}
}
文件 25 的 27:RouterStorage.sol
pragma solidity 0.8.19;
import '@openzeppelin/contracts/access/Ownable2Step.sol';
import '../interfaces/IMarginlyAdapter.sol';
import '../interfaces/IMarginlyRouter.sol';
struct AdapterInput {
uint256 dexIndex;
address adapter;
}
abstract contract RouterStorage is IMarginlyRouter, Ownable2Step {
event NewAdapter(uint256 dexIndex, address indexed adapter);
error UnknownDex();
mapping(uint256 => address) public adapters;
constructor(AdapterInput[] memory _adapters) {
AdapterInput memory input;
uint256 length = _adapters.length;
for (uint256 i; i < length; ) {
input = _adapters[i];
adapters[input.dexIndex] = input.adapter;
emit NewAdapter(input.dexIndex, input.adapter);
unchecked {
++i;
}
}
}
function addDexAdapters(AdapterInput[] calldata _adapters) external onlyOwner {
AdapterInput memory input;
uint256 length = _adapters.length;
for (uint256 i; i < length; ) {
input = _adapters[i];
adapters[input.dexIndex] = input.adapter;
emit NewAdapter(input.dexIndex, input.adapter);
unchecked {
++i;
}
}
}
function getAdapterSafe(uint256 dexIndex) internal view returns (IMarginlyAdapter) {
address adapterAddress = adapters[dexIndex];
if (adapterAddress == address(0)) revert UnknownDex();
return IMarginlyAdapter(adapterAddress);
}
function renounceOwnership() public override onlyOwner {
revert Forbidden();
}
}
文件 26 的 27:SYUtils.sol
pragma solidity ^0.8.0;
library SYUtils {
uint256 internal constant ONE = 1e18;
function syToAsset(uint256 exchangeRate, uint256 syAmount) internal pure returns (uint256) {
return (syAmount * exchangeRate) / ONE;
}
function syToAssetUp(uint256 exchangeRate, uint256 syAmount) internal pure returns (uint256) {
return (syAmount * exchangeRate + ONE - 1) / ONE;
}
function assetToSy(uint256 exchangeRate, uint256 assetAmount) internal pure returns (uint256) {
return (assetAmount * ONE) / exchangeRate;
}
function assetToSyUp(uint256 exchangeRate, uint256 assetAmount) internal pure returns (uint256) {
return (assetAmount * ONE + exchangeRate - 1) / exchangeRate;
}
}
文件 27 的 27:TransferHelper.sol
pragma solidity >=0.6.0;
import '@openzeppelin/contracts/token/ERC20/IERC20.sol';
library TransferHelper {
function safeTransferFrom(
address token,
address from,
address to,
uint256 value
) internal {
(bool success, bytes memory data) =
token.call(abi.encodeWithSelector(IERC20.transferFrom.selector, from, to, value));
require(success && (data.length == 0 || abi.decode(data, (bool))), 'STF');
}
function safeTransfer(
address token,
address to,
uint256 value
) internal {
(bool success, bytes memory data) = token.call(abi.encodeWithSelector(IERC20.transfer.selector, to, value));
require(success && (data.length == 0 || abi.decode(data, (bool))), 'ST');
}
function safeApprove(
address token,
address to,
uint256 value
) internal {
(bool success, bytes memory data) = token.call(abi.encodeWithSelector(IERC20.approve.selector, to, value));
require(success && (data.length == 0 || abi.decode(data, (bool))), 'SA');
}
function safeTransferETH(address to, uint256 value) internal {
(bool success, ) = to.call{value: value}(new bytes(0));
require(success, 'STE');
}
}
{
"compilationTarget": {
"contracts/adapters/PendleMarketAdapter.sol": "PendleMarketAdapter"
},
"evmVersion": "paris",
"libraries": {},
"metadata": {
"bytecodeHash": "ipfs"
},
"optimizer": {
"enabled": true,
"runs": 100000
},
"remappings": []
}
[{"inputs":[{"components":[{"internalType":"address","name":"pendleMarket","type":"address"},{"internalType":"uint8","name":"slippage","type":"uint8"},{"internalType":"address","name":"ptToken","type":"address"},{"internalType":"address","name":"ibToken","type":"address"}],"internalType":"struct PendleMarketAdapter.PoolInput[]","name":"poolsData","type":"tuple[]"}],"stateMutability":"nonpayable","type":"constructor"},{"inputs":[],"name":"ApproxFail","type":"error"},{"inputs":[{"internalType":"uint256","name":"guessMin","type":"uint256"},{"internalType":"uint256","name":"guessMax","type":"uint256"},{"internalType":"uint256","name":"eps","type":"uint256"}],"name":"ApproxParamsInvalid","type":"error"},{"inputs":[],"name":"ApproximationFailed","type":"error"},{"inputs":[],"name":"InsufficientAmount","type":"error"},{"inputs":[{"internalType":"int256","name":"exchangeRate","type":"int256"}],"name":"MarketExchangeRateBelowOne","type":"error"},{"inputs":[],"name":"MarketExpired","type":"error"},{"inputs":[],"name":"MarketProportionMustNotEqualOne","type":"error"},{"inputs":[{"internalType":"int256","name":"proportion","type":"int256"},{"internalType":"int256","name":"maxProportion","type":"int256"}],"name":"MarketProportionTooHigh","type":"error"},{"inputs":[{"internalType":"int256","name":"rateScalar","type":"int256"}],"name":"MarketRateScalarBelowZero","type":"error"},{"inputs":[{"internalType":"int256","name":"totalPt","type":"int256"},{"internalType":"int256","name":"totalAsset","type":"int256"}],"name":"MarketZeroTotalPtOrTotalAsset","type":"error"},{"inputs":[],"name":"NotSupported","type":"error"},{"inputs":[],"name":"TooMuchRequested","type":"error"},{"inputs":[],"name":"UnknownPair","type":"error"},{"inputs":[],"name":"WrongPoolInput","type":"error"},{"anonymous":false,"inputs":[{"indexed":true,"internalType":"address","name":"ptToken","type":"address"},{"indexed":true,"internalType":"address","name":"ibToken","type":"address"},{"indexed":false,"internalType":"address","name":"pendleMarket","type":"address"},{"indexed":false,"internalType":"uint8","name":"slippage","type":"uint8"}],"name":"NewPair","type":"event"},{"anonymous":false,"inputs":[{"indexed":true,"internalType":"address","name":"previousOwner","type":"address"},{"indexed":true,"internalType":"address","name":"newOwner","type":"address"}],"name":"OwnershipTransferStarted","type":"event"},{"anonymous":false,"inputs":[{"indexed":true,"internalType":"address","name":"previousOwner","type":"address"},{"indexed":true,"internalType":"address","name":"newOwner","type":"address"}],"name":"OwnershipTransferred","type":"event"},{"inputs":[],"name":"acceptOwnership","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"components":[{"internalType":"address","name":"pendleMarket","type":"address"},{"internalType":"uint8","name":"slippage","type":"uint8"},{"internalType":"address","name":"ptToken","type":"address"},{"internalType":"address","name":"ibToken","type":"address"}],"internalType":"struct PendleMarketAdapter.PoolInput[]","name":"poolsData","type":"tuple[]"}],"name":"addPools","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"address","name":"","type":"address"},{"internalType":"address","name":"","type":"address"}],"name":"getPoolData","outputs":[{"internalType":"address","name":"pendleMarket","type":"address"},{"internalType":"uint8","name":"slippage","type":"uint8"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"owner","outputs":[{"internalType":"address","name":"","type":"address"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"pendingOwner","outputs":[{"internalType":"address","name":"","type":"address"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address","name":"tokenA","type":"address"},{"internalType":"address","name":"tokenB","type":"address"},{"internalType":"address","name":"recipient","type":"address"}],"name":"redeemDust","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[],"name":"renounceOwnership","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"int256","name":"ptToAccount","type":"int256"},{"internalType":"int256","name":"syToAccount","type":"int256"},{"internalType":"bytes","name":"_data","type":"bytes"}],"name":"swapCallback","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"address","name":"recipient","type":"address"},{"internalType":"address","name":"tokenIn","type":"address"},{"internalType":"address","name":"tokenOut","type":"address"},{"internalType":"uint256","name":"amountIn","type":"uint256"},{"internalType":"uint256","name":"minAmountOut","type":"uint256"},{"internalType":"bytes","name":"data","type":"bytes"}],"name":"swapExactInput","outputs":[{"internalType":"uint256","name":"amountOut","type":"uint256"}],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"address","name":"recipient","type":"address"},{"internalType":"address","name":"tokenIn","type":"address"},{"internalType":"address","name":"tokenOut","type":"address"},{"internalType":"uint256","name":"maxAmountIn","type":"uint256"},{"internalType":"uint256","name":"amountOut","type":"uint256"},{"internalType":"bytes","name":"data","type":"bytes"}],"name":"swapExactOutput","outputs":[{"internalType":"uint256","name":"amountIn","type":"uint256"}],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"address","name":"newOwner","type":"address"}],"name":"transferOwnership","outputs":[],"stateMutability":"nonpayable","type":"function"}]