文件 1 的 1:Vyper_contract.vy
# @version 0.2.8
"""
@title Curve aPool
@author Curve.Fi
@license Copyright (c) Curve.Fi, 2020 - all rights reserved
@notice Pool implementation with aToken-style lending
"""
from vyper.interfaces import ERC20
interface LendingPool:
def withdraw(_underlying_asset: address, _amount: uint256, _receiver: address): nonpayable
interface CurveToken:
def mint(_to: address, _value: uint256) -> bool: nonpayable
def burnFrom(_to: address, _value: uint256) -> bool: nonpayable
# Events
event TokenExchange:
buyer: indexed(address)
sold_id: int128
tokens_sold: uint256
bought_id: int128
tokens_bought: uint256
event TokenExchangeUnderlying:
buyer: indexed(address)
sold_id: int128
tokens_sold: uint256
bought_id: int128
tokens_bought: uint256
event AddLiquidity:
provider: indexed(address)
token_amounts: uint256[N_COINS]
fees: uint256[N_COINS]
invariant: uint256
token_supply: uint256
event RemoveLiquidity:
provider: indexed(address)
token_amounts: uint256[N_COINS]
fees: uint256[N_COINS]
token_supply: uint256
event RemoveLiquidityOne:
provider: indexed(address)
token_amount: uint256
coin_amount: uint256
event RemoveLiquidityImbalance:
provider: indexed(address)
token_amounts: uint256[N_COINS]
fees: uint256[N_COINS]
invariant: uint256
token_supply: uint256
event CommitNewAdmin:
deadline: indexed(uint256)
admin: indexed(address)
event NewAdmin:
admin: indexed(address)
event CommitNewFee:
deadline: indexed(uint256)
fee: uint256
admin_fee: uint256
offpeg_fee_multiplier: uint256
event NewFee:
fee: uint256
admin_fee: uint256
offpeg_fee_multiplier: uint256
event RampA:
old_A: uint256
new_A: uint256
initial_time: uint256
future_time: uint256
event StopRampA:
A: uint256
t: uint256
# These constants must be set prior to compiling
N_COINS: constant(int128) = 3
PRECISION_MUL: constant(uint256[N_COINS]) = [1, 1000000000000, 1000000000000]
# fixed constants
FEE_DENOMINATOR: constant(uint256) = 10 ** 10
PRECISION: constant(uint256) = 10 ** 18 # The precision to convert to
MAX_ADMIN_FEE: constant(uint256) = 10 * 10 ** 9
MAX_FEE: constant(uint256) = 5 * 10 ** 9
MAX_A: constant(uint256) = 10 ** 6
MAX_A_CHANGE: constant(uint256) = 10
A_PRECISION: constant(uint256) = 100
ADMIN_ACTIONS_DELAY: constant(uint256) = 3 * 86400
MIN_RAMP_TIME: constant(uint256) = 86400
coins: public(address[N_COINS])
underlying_coins: public(address[N_COINS])
admin_balances: public(uint256[N_COINS])
fee: public(uint256) # fee * 1e10
offpeg_fee_multiplier: public(uint256) # * 1e10
admin_fee: public(uint256) # admin_fee * 1e10
owner: public(address)
lp_token: public(address)
aave_lending_pool: address
aave_referral: uint256
initial_A: public(uint256)
future_A: public(uint256)
initial_A_time: public(uint256)
future_A_time: public(uint256)
admin_actions_deadline: public(uint256)
transfer_ownership_deadline: public(uint256)
future_fee: public(uint256)
future_admin_fee: public(uint256)
future_offpeg_fee_multiplier: public(uint256) # * 1e10
future_owner: public(address)
is_killed: bool
kill_deadline: uint256
KILL_DEADLINE_DT: constant(uint256) = 2 * 30 * 86400
@external
def __init__(
_coins: address[N_COINS],
_underlying_coins: address[N_COINS],
_pool_token: address,
_aave_lending_pool: address,
_A: uint256,
_fee: uint256,
_admin_fee: uint256,
_offpeg_fee_multiplier: uint256,
):
"""
@notice Contract constructor
@param _coins List of wrapped coin addresses
@param _underlying_coins List of underlying coin addresses
@param _pool_token Pool LP token address
@param _aave_lending_pool Aave lending pool address
@param _A Amplification coefficient multiplied by n * (n - 1)
@param _fee Swap fee expressed as an integer with 1e10 precision
@param _admin_fee Percentage of fee taken as an admin fee,
expressed as an integer with 1e10 precision
@param _offpeg_fee_multiplier Offpeg fee multiplier
"""
for i in range(N_COINS):
assert _coins[i] != ZERO_ADDRESS
assert _underlying_coins[i] != ZERO_ADDRESS
self.coins = _coins
self.underlying_coins = _underlying_coins
self.initial_A = _A * A_PRECISION
self.future_A = _A * A_PRECISION
self.fee = _fee
self.admin_fee = _admin_fee
self.offpeg_fee_multiplier = _offpeg_fee_multiplier
self.owner = msg.sender
self.kill_deadline = block.timestamp + KILL_DEADLINE_DT
self.lp_token = _pool_token
self.aave_lending_pool = _aave_lending_pool
# approve transfer of underlying coin to aave lending pool
for coin in _underlying_coins:
_response: Bytes[32] = raw_call(
coin,
concat(
method_id("approve(address,uint256)"),
convert(_aave_lending_pool, bytes32),
convert(MAX_UINT256, bytes32)
),
max_outsize=32
)
if len(_response) != 0:
assert convert(_response, bool)
@view
@internal
def _A() -> uint256:
t1: uint256 = self.future_A_time
A1: uint256 = self.future_A
if block.timestamp < t1:
# handle ramping up and down of A
A0: uint256 = self.initial_A
t0: uint256 = self.initial_A_time
# Expressions in uint256 cannot have negative numbers, thus "if"
if A1 > A0:
return A0 + (A1 - A0) * (block.timestamp - t0) / (t1 - t0)
else:
return A0 - (A0 - A1) * (block.timestamp - t0) / (t1 - t0)
else: # when t1 == 0 or block.timestamp >= t1
return A1
@view
@external
def A() -> uint256:
return self._A() / A_PRECISION
@view
@external
def A_precise() -> uint256:
return self._A()
@pure
@internal
def _dynamic_fee(xpi: uint256, xpj: uint256, _fee: uint256, _feemul: uint256) -> uint256:
if _feemul <= FEE_DENOMINATOR:
return _fee
else:
xps2: uint256 = (xpi + xpj)
xps2 *= xps2 # Doing just ** 2 can overflow apparently
return (_feemul * _fee) / (
(_feemul - FEE_DENOMINATOR) * 4 * xpi * xpj / xps2 + \
FEE_DENOMINATOR)
@view
@external
def dynamic_fee(i: int128, j: int128) -> uint256:
"""
@notice Return the fee for swapping between `i` and `j`
@param i Index value for the coin to send
@param j Index value of the coin to recieve
@return Swap fee expressed as an integer with 1e10 precision
"""
precisions: uint256[N_COINS] = PRECISION_MUL
xpi: uint256 = (ERC20(self.coins[i]).balanceOf(self) - self.admin_balances[i]) * precisions[i]
xpj: uint256 = (ERC20(self.coins[j]).balanceOf(self) - self.admin_balances[j]) * precisions[j]
return self._dynamic_fee(xpi, xpj, self.fee, self.offpeg_fee_multiplier)
@view
@external
def balances(i: uint256) -> uint256:
"""
@notice Get the current balance of a coin within the
pool, less the accrued admin fees
@param i Index value for the coin to query balance of
@return Token balance
"""
return ERC20(self.coins[i]).balanceOf(self) - self.admin_balances[i]
@view
@internal
def _balances() -> uint256[N_COINS]:
result: uint256[N_COINS] = empty(uint256[N_COINS])
for i in range(N_COINS):
result[i] = ERC20(self.coins[i]).balanceOf(self) - self.admin_balances[i]
return result
@pure
@internal
def get_D(xp: uint256[N_COINS], amp: uint256) -> uint256:
"""
D invariant calculation in non-overflowing integer operations
iteratively
A * sum(x_i) * n**n + D = A * D * n**n + D**(n+1) / (n**n * prod(x_i))
Converging solution:
D[j+1] = (A * n**n * sum(x_i) - D[j]**(n+1) / (n**n prod(x_i))) / (A * n**n - 1)
"""
S: uint256 = 0
for _x in xp:
S += _x
if S == 0:
return 0
Dprev: uint256 = 0
D: uint256 = S
Ann: uint256 = amp * N_COINS
for _i in range(255):
D_P: uint256 = D
for _x in xp:
D_P = D_P * D / (_x * N_COINS + 1) # +1 is to prevent /0
Dprev = D
D = (Ann * S / A_PRECISION + D_P * N_COINS) * D / ((Ann - A_PRECISION) * D / A_PRECISION + (N_COINS + 1) * D_P)
# Equality with the precision of 1
if D > Dprev:
if D - Dprev <= 1:
return D
else:
if Dprev - D <= 1:
return D
# convergence typically occurs in 4 rounds or less, this should be unreachable!
# if it does happen the pool is borked and LPs can withdraw via `remove_liquidity`
raise
@view
@internal
def get_D_precisions(coin_balances: uint256[N_COINS], amp: uint256) -> uint256:
xp: uint256[N_COINS] = PRECISION_MUL
for i in range(N_COINS):
xp[i] *= coin_balances[i]
return self.get_D(xp, amp)
@view
@external
def get_virtual_price() -> uint256:
"""
@notice The current virtual price of the pool LP token
@dev Useful for calculating profits
@return LP token virtual price normalized to 1e18
"""
D: uint256 = self.get_D_precisions(self._balances(), self._A())
# D is in the units similar to DAI (e.g. converted to precision 1e18)
# When balanced, D = n * x_u - total virtual value of the portfolio
token_supply: uint256 = ERC20(self.lp_token).totalSupply()
return D * PRECISION / token_supply
@view
@external
def calc_token_amount(_amounts: uint256[N_COINS], is_deposit: bool) -> uint256:
"""
@notice Calculate addition or reduction in token supply from a deposit or withdrawal
@dev This calculation accounts for slippage, but not fees.
Needed to prevent front-running, not for precise calculations!
@param _amounts Amount of each coin being deposited
@param is_deposit set True for deposits, False for withdrawals
@return Expected amount of LP tokens received
"""
coin_balances: uint256[N_COINS] = self._balances()
amp: uint256 = self._A()
D0: uint256 = self.get_D_precisions(coin_balances, amp)
for i in range(N_COINS):
if is_deposit:
coin_balances[i] += _amounts[i]
else:
coin_balances[i] -= _amounts[i]
D1: uint256 = self.get_D_precisions(coin_balances, amp)
token_amount: uint256 = ERC20(self.lp_token).totalSupply()
diff: uint256 = 0
if is_deposit:
diff = D1 - D0
else:
diff = D0 - D1
return diff * token_amount / D0
@external
@nonreentrant('lock')
def add_liquidity(_amounts: uint256[N_COINS], _min_mint_amount: uint256, _use_underlying: bool = False) -> uint256:
"""
@notice Deposit coins into the pool
@param _amounts List of amounts of coins to deposit
@param _min_mint_amount Minimum amount of LP tokens to mint from the deposit
@param _use_underlying If True, deposit underlying assets instead of aTokens
@return Amount of LP tokens received by depositing
"""
assert not self.is_killed # dev: is killed
# Initial invariant
amp: uint256 = self._A()
old_balances: uint256[N_COINS] = self._balances()
lp_token: address = self.lp_token
token_supply: uint256 = ERC20(lp_token).totalSupply()
D0: uint256 = 0
if token_supply != 0:
D0 = self.get_D_precisions(old_balances, amp)
new_balances: uint256[N_COINS] = old_balances
for i in range(N_COINS):
if token_supply == 0:
assert _amounts[i] != 0 # dev: initial deposit requires all coins
new_balances[i] += _amounts[i]
# Invariant after change
D1: uint256 = self.get_D_precisions(new_balances, amp)
assert D1 > D0
# We need to recalculate the invariant accounting for fees
# to calculate fair user's share
fees: uint256[N_COINS] = empty(uint256[N_COINS])
mint_amount: uint256 = 0
if token_supply != 0:
# Only account for fees if we are not the first to deposit
ys: uint256 = (D0 + D1) / N_COINS
_fee: uint256 = self.fee * N_COINS / (4 * (N_COINS - 1))
_feemul: uint256 = self.offpeg_fee_multiplier
_admin_fee: uint256 = self.admin_fee
difference: uint256 = 0
for i in range(N_COINS):
ideal_balance: uint256 = D1 * old_balances[i] / D0
new_balance: uint256 = new_balances[i]
if ideal_balance > new_balance:
difference = ideal_balance - new_balance
else:
difference = new_balance - ideal_balance
xs: uint256 = old_balances[i] + new_balance
fees[i] = self._dynamic_fee(xs, ys, _fee, _feemul) * difference / FEE_DENOMINATOR
if _admin_fee != 0:
self.admin_balances[i] += fees[i] * _admin_fee / FEE_DENOMINATOR
new_balances[i] = new_balance - fees[i]
D2: uint256 = self.get_D_precisions(new_balances, amp)
mint_amount = token_supply * (D2 - D0) / D0
else:
mint_amount = D1 # Take the dust if there was any
assert mint_amount >= _min_mint_amount, "Slippage screwed you"
# Take coins from the sender
if _use_underlying:
lending_pool: address = self.aave_lending_pool
aave_referral: bytes32 = convert(self.aave_referral, bytes32)
# Take coins from the sender
for i in range(N_COINS):
amount: uint256 = _amounts[i]
if amount != 0:
coin: address = self.underlying_coins[i]
# transfer underlying coin from msg.sender to self
_response: Bytes[32] = raw_call(
coin,
concat(
method_id("transferFrom(address,address,uint256)"),
convert(msg.sender, bytes32),
convert(self, bytes32),
convert(amount, bytes32)
),
max_outsize=32
)
if len(_response) != 0:
assert convert(_response, bool)
# deposit to aave lending pool
raw_call(
lending_pool,
concat(
method_id("deposit(address,uint256,address,uint16)"),
convert(coin, bytes32),
convert(amount, bytes32),
convert(self, bytes32),
aave_referral,
)
)
else:
for i in range(N_COINS):
amount: uint256 = _amounts[i]
if amount != 0:
assert ERC20(self.coins[i]).transferFrom(msg.sender, self, amount) # dev: failed transfer
# Mint pool tokens
CurveToken(lp_token).mint(msg.sender, mint_amount)
log AddLiquidity(msg.sender, _amounts, fees, D1, token_supply + mint_amount)
return mint_amount
@view
@internal
def get_y(i: int128, j: int128, x: uint256, xp: uint256[N_COINS]) -> uint256:
"""
Calculate x[j] if one makes x[i] = x
Done by solving quadratic equation iteratively.
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)
"""
# x in the input is converted to the same price/precision
assert i != j # dev: same coin
assert j >= 0 # dev: j below zero
assert j < N_COINS # dev: j above N_COINS
# should be unreachable, but good for safety
assert i >= 0
assert i < N_COINS
amp: uint256 = self._A()
D: uint256 = self.get_D(xp, amp)
Ann: uint256 = amp * N_COINS
c: uint256 = D
S_: uint256 = 0
_x: uint256 = 0
y_prev: uint256 = 0
for _i in range(N_COINS):
if _i == i:
_x = x
elif _i != j:
_x = xp[_i]
else:
continue
S_ += _x
c = c * D / (_x * N_COINS)
c = c * D * A_PRECISION / (Ann * N_COINS)
b: uint256 = S_ + D * A_PRECISION / Ann # - D
y: uint256 = D
for _i in range(255):
y_prev = y
y = (y*y + c) / (2 * y + b - D)
# Equality with the precision of 1
if y > y_prev:
if y - y_prev <= 1:
return y
else:
if y_prev - y <= 1:
return y
raise
@view
@internal
def _get_dy(i: int128, j: int128, dx: uint256) -> uint256:
xp: uint256[N_COINS] = self._balances()
precisions: uint256[N_COINS] = PRECISION_MUL
for k in range(N_COINS):
xp[k] *= precisions[k]
x: uint256 = xp[i] + dx * precisions[i]
y: uint256 = self.get_y(i, j, x, xp)
dy: uint256 = (xp[j] - y) / precisions[j]
_fee: uint256 = self._dynamic_fee(
(xp[i] + x) / 2, (xp[j] + y) / 2, self.fee, self.offpeg_fee_multiplier
) * dy / FEE_DENOMINATOR
return dy - _fee
@view
@external
def get_dy(i: int128, j: int128, dx: uint256) -> uint256:
return self._get_dy(i, j, dx)
@view
@external
def get_dy_underlying(i: int128, j: int128, dx: uint256) -> uint256:
return self._get_dy(i, j, dx)
@internal
def _exchange(i: int128, j: int128, dx: uint256) -> uint256:
assert not self.is_killed # dev: is killed
# dx and dy are in aTokens
xp: uint256[N_COINS] = self._balances()
precisions: uint256[N_COINS] = PRECISION_MUL
for k in range(N_COINS):
xp[k] *= precisions[k]
x: uint256 = xp[i] + dx * precisions[i]
y: uint256 = self.get_y(i, j, x, xp)
dy: uint256 = xp[j] - y
dy_fee: uint256 = dy * self._dynamic_fee(
(xp[i] + x) / 2, (xp[j] + y) / 2, self.fee, self.offpeg_fee_multiplier
) / FEE_DENOMINATOR
admin_fee: uint256 = self.admin_fee
if admin_fee != 0:
dy_admin_fee: uint256 = dy_fee * admin_fee / FEE_DENOMINATOR
if dy_admin_fee != 0:
self.admin_balances[j] += dy_admin_fee / precisions[j]
return (dy - dy_fee) / precisions[j]
@external
@nonreentrant('lock')
def exchange(i: int128, j: int128, dx: uint256, min_dy: uint256) -> uint256:
"""
@notice Perform an exchange between two coins
@dev Index values can be found via the `coins` public getter method
@param i Index value for the coin to send
@param j Index valie of the coin to recieve
@param dx Amount of `i` being exchanged
@param min_dy Minimum amount of `j` to receive
@return Actual amount of `j` received
"""
dy: uint256 = self._exchange(i, j, dx)
assert dy >= min_dy, "Exchange resulted in fewer coins than expected"
assert ERC20(self.coins[i]).transferFrom(msg.sender, self, dx)
assert ERC20(self.coins[j]).transfer(msg.sender, dy)
log TokenExchange(msg.sender, i, dx, j, dy)
return dy
@external
@nonreentrant('lock')
def exchange_underlying(i: int128, j: int128, dx: uint256, min_dy: uint256) -> uint256:
"""
@notice Perform an exchange between two underlying coins
@dev Index values can be found via the `underlying_coins` public getter method
@param i Index value for the underlying coin to send
@param j Index valie of the underlying coin to recieve
@param dx Amount of `i` being exchanged
@param min_dy Minimum amount of `j` to receive
@return Actual amount of `j` received
"""
dy: uint256 = self._exchange(i, j, dx)
assert dy >= min_dy, "Exchange resulted in fewer coins than expected"
u_coin_i: address = self.underlying_coins[i]
lending_pool: address = self.aave_lending_pool
# transfer underlying coin from msg.sender to self
_response: Bytes[32] = raw_call(
u_coin_i,
concat(
method_id("transferFrom(address,address,uint256)"),
convert(msg.sender, bytes32),
convert(self, bytes32),
convert(dx, bytes32)
),
max_outsize=32
)
if len(_response) != 0:
assert convert(_response, bool)
# deposit to aave lending pool
raw_call(
lending_pool,
concat(
method_id("deposit(address,uint256,address,uint16)"),
convert(u_coin_i, bytes32),
convert(dx, bytes32),
convert(self, bytes32),
convert(self.aave_referral, bytes32),
)
)
# withdraw `j` underlying from lending pool and transfer to caller
LendingPool(lending_pool).withdraw(self.underlying_coins[j], dy, msg.sender)
log TokenExchangeUnderlying(msg.sender, i, dx, j, dy)
return dy
@external
@nonreentrant('lock')
def remove_liquidity(
_amount: uint256,
_min_amounts: uint256[N_COINS],
_use_underlying: bool = False,
) -> uint256[N_COINS]:
"""
@notice Withdraw coins from the pool
@dev Withdrawal amounts are based on current deposit ratios
@param _amount Quantity of LP tokens to burn in the withdrawal
@param _min_amounts Minimum amounts of underlying coins to receive
@param _use_underlying If True, withdraw underlying assets instead of aTokens
@return List of amounts of coins that were withdrawn
"""
amounts: uint256[N_COINS] = self._balances()
lp_token: address = self.lp_token
total_supply: uint256 = ERC20(lp_token).totalSupply()
CurveToken(lp_token).burnFrom(msg.sender, _amount) # dev: insufficient funds
lending_pool: address = ZERO_ADDRESS
if _use_underlying:
lending_pool = self.aave_lending_pool
for i in range(N_COINS):
value: uint256 = amounts[i] * _amount / total_supply
assert value >= _min_amounts[i], "Withdrawal resulted in fewer coins than expected"
amounts[i] = value
if _use_underlying:
LendingPool(lending_pool).withdraw(self.underlying_coins[i], value, msg.sender)
else:
assert ERC20(self.coins[i]).transfer(msg.sender, value)
log RemoveLiquidity(msg.sender, amounts, empty(uint256[N_COINS]), total_supply - _amount)
return amounts
@external
@nonreentrant('lock')
def remove_liquidity_imbalance(
_amounts: uint256[N_COINS],
_max_burn_amount: uint256,
_use_underlying: bool = False
) -> uint256:
"""
@notice Withdraw coins from the pool in an imbalanced amount
@param _amounts List of amounts of underlying coins to withdraw
@param _max_burn_amount Maximum amount of LP token to burn in the withdrawal
@param _use_underlying If True, withdraw underlying assets instead of aTokens
@return Actual amount of the LP token burned in the withdrawal
"""
assert not self.is_killed # dev: is killed
amp: uint256 = self._A()
old_balances: uint256[N_COINS] = self._balances()
D0: uint256 = self.get_D_precisions(old_balances, amp)
new_balances: uint256[N_COINS] = old_balances
for i in range(N_COINS):
new_balances[i] -= _amounts[i]
D1: uint256 = self.get_D_precisions(new_balances, amp)
ys: uint256 = (D0 + D1) / N_COINS
lp_token: address = self.lp_token
token_supply: uint256 = ERC20(lp_token).totalSupply()
assert token_supply != 0 # dev: zero total supply
_fee: uint256 = self.fee * N_COINS / (4 * (N_COINS - 1))
_feemul: uint256 = self.offpeg_fee_multiplier
_admin_fee: uint256 = self.admin_fee
fees: uint256[N_COINS] = empty(uint256[N_COINS])
for i in range(N_COINS):
ideal_balance: uint256 = D1 * old_balances[i] / D0
new_balance: uint256 = new_balances[i]
difference: uint256 = 0
if ideal_balance > new_balance:
difference = ideal_balance - new_balance
else:
difference = new_balance - ideal_balance
xs: uint256 = new_balance + old_balances[i]
fees[i] = self._dynamic_fee(xs, ys, _fee, _feemul) * difference / FEE_DENOMINATOR
if _admin_fee != 0:
self.admin_balances[i] += fees[i] * _admin_fee / FEE_DENOMINATOR
new_balances[i] -= fees[i]
D2: uint256 = self.get_D_precisions(new_balances, amp)
token_amount: uint256 = (D0 - D2) * token_supply / D0
assert token_amount != 0 # dev: zero tokens burned
assert token_amount <= _max_burn_amount, "Slippage screwed you"
CurveToken(lp_token).burnFrom(msg.sender, token_amount) # dev: insufficient funds
lending_pool: address = ZERO_ADDRESS
if _use_underlying:
lending_pool = self.aave_lending_pool
for i in range(N_COINS):
amount: uint256 = _amounts[i]
if amount != 0:
if _use_underlying:
LendingPool(lending_pool).withdraw(self.underlying_coins[i], amount, msg.sender)
else:
assert ERC20(self.coins[i]).transfer(msg.sender, amount)
log RemoveLiquidityImbalance(msg.sender, _amounts, fees, D1, token_supply - token_amount)
return token_amount
@pure
@internal
def get_y_D(A_: uint256, i: int128, xp: uint256[N_COINS], D: uint256) -> uint256:
"""
Calculate x[i] if one reduces D from being calculated for xp to D
Done by solving quadratic equation iteratively.
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)
"""
# x in the input is converted to the same price/precision
assert i >= 0 # dev: i below zero
assert i < N_COINS # dev: i above N_COINS
Ann: uint256 = A_ * N_COINS
c: uint256 = D
S_: uint256 = 0
_x: uint256 = 0
y_prev: uint256 = 0
for _i in range(N_COINS):
if _i != i:
_x = xp[_i]
else:
continue
S_ += _x
c = c * D / (_x * N_COINS)
c = c * D * A_PRECISION / (Ann * N_COINS)
b: uint256 = S_ + D * A_PRECISION / Ann
y: uint256 = D
for _i in range(255):
y_prev = y
y = (y*y + c) / (2 * y + b - D)
# Equality with the precision of 1
if y > y_prev:
if y - y_prev <= 1:
return y
else:
if y_prev - y <= 1:
return y
raise
@view
@internal
def _calc_withdraw_one_coin(_token_amount: uint256, i: int128) -> uint256:
# First, need to calculate
# * Get current D
# * Solve Eqn against y_i for D - _token_amount
amp: uint256 = self._A()
xp: uint256[N_COINS] = self._balances()
precisions: uint256[N_COINS] = PRECISION_MUL
for j in range(N_COINS):
xp[j] *= precisions[j]
D0: uint256 = self.get_D(xp, amp)
D1: uint256 = D0 - _token_amount * D0 / ERC20(self.lp_token).totalSupply()
new_y: uint256 = self.get_y_D(amp, i, xp, D1)
xp_reduced: uint256[N_COINS] = xp
ys: uint256 = (D0 + D1) / (2 * N_COINS)
_fee: uint256 = self.fee * N_COINS / (4 * (N_COINS - 1))
feemul: uint256 = self.offpeg_fee_multiplier
for j in range(N_COINS):
dx_expected: uint256 = 0
xavg: uint256 = 0
if j == i:
dx_expected = xp[j] * D1 / D0 - new_y
xavg = (xp[j] + new_y) / 2
else:
dx_expected = xp[j] - xp[j] * D1 / D0
xavg = xp[j]
xp_reduced[j] -= self._dynamic_fee(xavg, ys, _fee, feemul) * dx_expected / FEE_DENOMINATOR
dy: uint256 = xp_reduced[i] - self.get_y_D(amp, i, xp_reduced, D1)
return (dy - 1) / precisions[i]
@view
@external
def calc_withdraw_one_coin(_token_amount: uint256, i: int128) -> uint256:
"""
@notice Calculate the amount received when withdrawing a single coin
@dev Result is the same for underlying or wrapped asset withdrawals
@param _token_amount Amount of LP tokens to burn in the withdrawal
@param i Index value of the coin to withdraw
@return Amount of coin received
"""
return self._calc_withdraw_one_coin(_token_amount, i)
@external
@nonreentrant('lock')
def remove_liquidity_one_coin(
_token_amount: uint256,
i: int128,
_min_amount: uint256,
_use_underlying: bool = False
) -> uint256:
"""
@notice Withdraw a single coin from the pool
@param _token_amount Amount of LP tokens to burn in the withdrawal
@param i Index value of the coin to withdraw
@param _min_amount Minimum amount of coin to receive
@param _use_underlying If True, withdraw underlying assets instead of aTokens
@return Amount of coin received
"""
assert not self.is_killed # dev: is killed
dy: uint256 = self._calc_withdraw_one_coin(_token_amount, i)
assert dy >= _min_amount, "Not enough coins removed"
CurveToken(self.lp_token).burnFrom(msg.sender, _token_amount) # dev: insufficient funds
if _use_underlying:
LendingPool(self.aave_lending_pool).withdraw(self.underlying_coins[i], dy, msg.sender)
else:
assert ERC20(self.coins[i]).transfer(msg.sender, dy)
log RemoveLiquidityOne(msg.sender, _token_amount, dy)
return dy
### Admin functions ###
@external
def ramp_A(_future_A: uint256, _future_time: uint256):
assert msg.sender == self.owner # dev: only owner
assert block.timestamp >= self.initial_A_time + MIN_RAMP_TIME
assert _future_time >= block.timestamp + MIN_RAMP_TIME # dev: insufficient time
_initial_A: uint256 = self._A()
_future_A_p: uint256 = _future_A * A_PRECISION
assert _future_A > 0 and _future_A < MAX_A
if _future_A_p < _initial_A:
assert _future_A_p * MAX_A_CHANGE >= _initial_A
else:
assert _future_A_p <= _initial_A * MAX_A_CHANGE
self.initial_A = _initial_A
self.future_A = _future_A_p
self.initial_A_time = block.timestamp
self.future_A_time = _future_time
log RampA(_initial_A, _future_A_p, block.timestamp, _future_time)
@external
def stop_ramp_A():
assert msg.sender == self.owner # dev: only owner
current_A: uint256 = self._A()
self.initial_A = current_A
self.future_A = current_A
self.initial_A_time = block.timestamp
self.future_A_time = block.timestamp
# now (block.timestamp < t1) is always False, so we return saved A
log StopRampA(current_A, block.timestamp)
@external
def commit_new_fee(new_fee: uint256, new_admin_fee: uint256, new_offpeg_fee_multiplier: uint256):
assert msg.sender == self.owner # dev: only owner
assert self.admin_actions_deadline == 0 # dev: active action
assert new_fee <= MAX_FEE # dev: fee exceeds maximum
assert new_admin_fee <= MAX_ADMIN_FEE # dev: admin fee exceeds maximum
assert new_offpeg_fee_multiplier * new_fee <= MAX_FEE * FEE_DENOMINATOR # dev: offpeg multiplier exceeds maximum
_deadline: uint256 = block.timestamp + ADMIN_ACTIONS_DELAY
self.admin_actions_deadline = _deadline
self.future_fee = new_fee
self.future_admin_fee = new_admin_fee
self.future_offpeg_fee_multiplier = new_offpeg_fee_multiplier
log CommitNewFee(_deadline, new_fee, new_admin_fee, new_offpeg_fee_multiplier)
@external
def apply_new_fee():
assert msg.sender == self.owner # dev: only owner
assert block.timestamp >= self.admin_actions_deadline # dev: insufficient time
assert self.admin_actions_deadline != 0 # dev: no active action
self.admin_actions_deadline = 0
_fee: uint256 = self.future_fee
_admin_fee: uint256 = self.future_admin_fee
_fml: uint256 = self.future_offpeg_fee_multiplier
self.fee = _fee
self.admin_fee = _admin_fee
self.offpeg_fee_multiplier = _fml
log NewFee(_fee, _admin_fee, _fml)
@external
def revert_new_parameters():
assert msg.sender == self.owner # dev: only owner
self.admin_actions_deadline = 0
@external
def commit_transfer_ownership(_owner: address):
assert msg.sender == self.owner # dev: only owner
assert self.transfer_ownership_deadline == 0 # dev: active transfer
_deadline: uint256 = block.timestamp + ADMIN_ACTIONS_DELAY
self.transfer_ownership_deadline = _deadline
self.future_owner = _owner
log CommitNewAdmin(_deadline, _owner)
@external
def apply_transfer_ownership():
assert msg.sender == self.owner # dev: only owner
assert block.timestamp >= self.transfer_ownership_deadline # dev: insufficient time
assert self.transfer_ownership_deadline != 0 # dev: no active transfer
self.transfer_ownership_deadline = 0
_owner: address = self.future_owner
self.owner = _owner
log NewAdmin(_owner)
@external
def revert_transfer_ownership():
assert msg.sender == self.owner # dev: only owner
self.transfer_ownership_deadline = 0
@external
def withdraw_admin_fees():
assert msg.sender == self.owner # dev: only owner
for i in range(N_COINS):
value: uint256 = self.admin_balances[i]
if value != 0:
assert ERC20(self.coins[i]).transfer(msg.sender, value)
self.admin_balances[i] = 0
@external
def donate_admin_fees():
"""
Just in case admin balances somehow become higher than total (rounding error?)
this can be used to fix the state, too
"""
assert msg.sender == self.owner # dev: only owner
self.admin_balances = empty(uint256[N_COINS])
@external
def kill_me():
assert msg.sender == self.owner # dev: only owner
assert self.kill_deadline > block.timestamp # dev: deadline has passed
self.is_killed = True
@external
def unkill_me():
assert msg.sender == self.owner # dev: only owner
self.is_killed = False
@external
def set_aave_referral(referral_code: uint256):
assert msg.sender == self.owner # dev: only owner
assert referral_code < 2 ** 16 # dev: uint16 overflow
self.aave_referral = referral_code