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合同元数据
编译器
0.8.17+commit.8df45f5f
语言
Solidity
合同源代码
文件 1 的 37:AaveFlashLiquidator.sol
// SPDX-License-Identifier: GPL-3.0-only
pragma solidity 0.8.17;

import {IFlashLoanReceiver} from "../../interfaces/aave/IFlashLoanReceiver.sol";
import {IFlashLender} from "../../interfaces/aave/IFlashLender.sol";
import {NotionalProxy} from "../../interfaces/notional/NotionalProxy.sol";
import {FlashLiquidatorBase} from "./FlashLiquidatorBase.sol";

contract AaveFlashLiquidator is IFlashLoanReceiver, FlashLiquidatorBase {

    constructor(NotionalProxy notional_, address aave_) 
        FlashLiquidatorBase(notional_, aave_) {
    }

    function _flashLiquidate(
        address asset,
        uint256 amount,
        bool withdraw,
        LiquidationParams calldata params
    ) internal override {
        address[] memory assets = new address[](1);
        uint256[] memory amounts = new uint256[](1);

        assets[0] = asset;
        amounts[0] = amount;

        IFlashLender(FLASH_LENDER).flashLoan(
            address(this),
            assets,
            amounts,
            new uint256[](1), // modes
            address(this),
            abi.encode(asset, amount, withdraw, params),
            0
        );        
    }

    function executeOperation(
        address[] calldata assets,
        uint256[] calldata amounts,
        uint256[] calldata premiums,
        address initiator,
        bytes calldata params
    ) external returns (bool) {
        super.handleLiquidation(premiums[0], false, params); // repay = false for Aave
        return true;
    }
}
合同源代码
文件 2 的 37:AggregatorInterface.sol
// SPDX-License-Identifier: MIT
pragma solidity >=0.6.0;

interface AggregatorInterface {
  function latestAnswer() external view returns (int256);
  function latestTimestamp() external view returns (uint256);
  function latestRound() external view returns (uint256);
  function getAnswer(uint256 roundId) external view returns (int256);
  function getTimestamp(uint256 roundId) external view returns (uint256);

  event AnswerUpdated(int256 indexed current, uint256 indexed roundId, uint256 updatedAt);
  event NewRound(uint256 indexed roundId, address indexed startedBy, uint256 startedAt);
}
合同源代码
文件 3 的 37:AggregatorV2V3Interface.sol
// SPDX-License-Identifier: MIT
pragma solidity >=0.6.0;

import "./AggregatorInterface.sol";
import "./AggregatorV3Interface.sol";

interface AggregatorV2V3Interface is AggregatorInterface, AggregatorV3Interface
{
}
合同源代码
文件 4 的 37:AggregatorV3Interface.sol
// SPDX-License-Identifier: MIT
pragma solidity >=0.6.0;

interface AggregatorV3Interface {

  function decimals() external view returns (uint8);
  function description() external view returns (string memory);
  function version() external view returns (uint256);

  // getRoundData and latestRoundData should both raise "No data present"
  // if they do not have data to report, instead of returning unset values
  // which could be misinterpreted as actual reported values.
  function getRoundData(uint80 _roundId)
    external
    view
    returns (
      uint80 roundId,
      int256 answer,
      uint256 startedAt,
      uint256 updatedAt,
      uint80 answeredInRound
    );

  function latestRoundData()
    external
    view
    returns (
      uint80 roundId,
      int256 answer,
      uint256 startedAt,
      uint256 updatedAt,
      uint80 answeredInRound
    );

}
合同源代码
文件 5 的 37:AssetRateAdapter.sol
// SPDX-License-Identifier: GPL-v3
pragma solidity >=0.7.0;

/// @notice Used as a wrapper for tokens that are interest bearing for an
/// underlying token. Follows the cToken interface, however, can be adapted
/// for other interest bearing tokens.
interface AssetRateAdapter {
    function token() external view returns (address);

    function decimals() external view returns (uint8);

    function description() external view returns (string memory);

    function version() external view returns (uint256);

    function underlying() external view returns (address);

    function getExchangeRateStateful() external returns (int256);

    function getExchangeRateView() external view returns (int256);

    function getAnnualizedSupplyRate() external view returns (uint256);
}
合同源代码
文件 6 的 37:BoringOwnable.sol
// SPDX-License-Identifier: MIT
pragma solidity 0.8.17;

// Audit on 5-Jan-2021 by Keno and BoringCrypto
// Source: https://github.com/OpenZeppelin/openzeppelin-contracts/blob/master/contracts/access/Ownable.sol + Claimable.sol
// Edited by BoringCrypto

contract BoringOwnableData {
    address public owner;
    address public pendingOwner;
}

contract BoringOwnable is BoringOwnableData {
    event OwnershipTransferred(address indexed previousOwner, address indexed newOwner);

    /// @notice Transfers ownership to `newOwner`. Either directly or claimable by the new pending owner.
    /// Can only be invoked by the current `owner`.
    /// @param newOwner Address of the new owner.
    /// @param direct True if `newOwner` should be set immediately. False if `newOwner` needs to use `claimOwnership`.
    /// @param renounce Allows the `newOwner` to be `address(0)` if `direct` and `renounce` is True. Has no effect otherwise.
    function transferOwnership(
        address newOwner,
        bool direct,
        bool renounce
    ) external onlyOwner {
        if (direct) {
            // Checks
            require(newOwner != address(0) || renounce, "Ownable: zero address");

            // Effects
            emit OwnershipTransferred(owner, newOwner);
            owner = newOwner;
            pendingOwner = address(0);
        } else {
            // Effects
            pendingOwner = newOwner;
        }
    }

    /// @notice Needs to be called by `pendingOwner` to claim ownership.
    function claimOwnership() external {
        address _pendingOwner = pendingOwner;

        // Checks
        require(msg.sender == _pendingOwner, "Ownable: caller != pending owner");

        // Effects
        emit OwnershipTransferred(owner, _pendingOwner);
        owner = _pendingOwner;
        pendingOwner = address(0);
    }

    /// @notice Only allows the `owner` to execute the function.
    modifier onlyOwner() {
        require(msg.sender == owner, "Ownable: caller is not the owner");
        _;
    }
}
合同源代码
文件 7 的 37:CErc20Interface.sol
// SPDX-License-Identifier: BSD-3-Clause
pragma solidity >=0.7.6;

import "./CTokenInterface.sol";

interface CErc20Interface {

    /*** User Interface ***/

    function mint(uint mintAmount) external returns (uint);
    function redeem(uint redeemTokens) external returns (uint);
    function redeemUnderlying(uint redeemAmount) external returns (uint);
    function borrow(uint borrowAmount) external returns (uint);
    function repayBorrow(uint repayAmount) external returns (uint);
    function repayBorrowBehalf(address borrower, uint repayAmount) external returns (uint);
    function liquidateBorrow(address borrower, uint repayAmount, CTokenInterface cTokenCollateral) external returns (uint);
}
合同源代码
文件 8 的 37:CEtherInterface.sol
// SPDX-License-Identifier: BSD-3-Clause
pragma solidity >=0.7.6;

interface CEtherInterface {
    function mint() external payable;
}
合同源代码
文件 9 的 37:CTokenInterface.sol
// SPDX-License-Identifier: BSD-3-Clause
pragma solidity >=0.7.6;

interface CTokenInterface {

    /*** User Interface ***/

    function underlying() external view returns (address);
    function transfer(address dst, uint amount) external returns (bool);
    function transferFrom(address src, address dst, uint amount) external returns (bool);
    function approve(address spender, uint amount) external returns (bool);
    function allowance(address owner, address spender) external view returns (uint);
    function balanceOf(address owner) external view returns (uint);
    function balanceOfUnderlying(address owner) external returns (uint);
    function getAccountSnapshot(address account) external view returns (uint, uint, uint, uint);
    function borrowRatePerBlock() external view returns (uint);
    function supplyRatePerBlock() external view returns (uint);
    function totalBorrowsCurrent() external returns (uint);
    function borrowBalanceCurrent(address account) external returns (uint);
    function borrowBalanceStored(address account) external view returns (uint);
    function exchangeRateCurrent() external returns (uint);
    function exchangeRateStored() external view returns (uint);
    function getCash() external view returns (uint);
    function accrueInterest() external returns (uint);
    function seize(address liquidator, address borrower, uint seizeTokens) external returns (uint);
}
合同源代码
文件 10 的 37:Constants.sol
// SPDX-License-Identifier: GPL-3.0-only
pragma solidity >=0.7.6;

/// @title All shared constants for the Notional system should be declared here.
library Constants {
    uint8 internal constant CETH_DECIMAL_PLACES = 8;

    // Token precision used for all internal balances, TokenHandler library ensures that we
    // limit the dust amount caused by precision mismatches
    int256 internal constant INTERNAL_TOKEN_PRECISION = 1e8;
    uint256 internal constant INCENTIVE_ACCUMULATION_PRECISION = 1e18;

    // ETH will be initialized as the first currency
    address internal constant ETH_ADDRESS = address(0);
    uint256 internal constant ETH_CURRENCY_ID = 1;
    uint8 internal constant ETH_DECIMAL_PLACES = 18;
    int256 internal constant ETH_DECIMALS = 1e18;
    // Used to prevent overflow when converting decimal places to decimal precision values via
    // 10**decimalPlaces. This is a safe value for int256 and uint256 variables. We apply this
    // constraint when storing decimal places in governance.
    uint256 internal constant MAX_DECIMAL_PLACES = 36;

    // Address of the reserve account
    address internal constant RESERVE = address(0);

    // Most significant bit
    bytes32 internal constant MSB = 0x8000000000000000000000000000000000000000000000000000000000000000;

    // Each bit set in this mask marks where an active market should be in the bitmap
    // if the first bit refers to the reference time. Used to detect idiosyncratic
    // fcash in the nToken accounts
    bytes32 internal constant ACTIVE_MARKETS_MASK = (
        MSB >> ( 90 - 1) | // 3 month
        MSB >> (105 - 1) | // 6 month
        MSB >> (135 - 1) | // 1 year
        MSB >> (147 - 1) | // 2 year
        MSB >> (183 - 1) | // 5 year
        MSB >> (211 - 1) | // 10 year
        MSB >> (251 - 1)   // 20 year
    );

    // Basis for percentages
    int256 internal constant PERCENTAGE_DECIMALS = 100;
    // Max number of traded markets, also used as the maximum number of assets in a portfolio array
    uint256 internal constant MAX_TRADED_MARKET_INDEX = 7;
    // Max number of fCash assets in a bitmap, this is based on the gas costs of calculating free collateral
    // for a bitmap portfolio
    uint256 internal constant MAX_BITMAP_ASSETS = 20;
    uint256 internal constant FIVE_MINUTES = 300;

    // Internal date representations, note we use a 6/30/360 week/month/year convention here
    uint256 internal constant DAY = 86400;
    // We use six day weeks to ensure that all time references divide evenly
    uint256 internal constant WEEK = DAY * 6;
    uint256 internal constant MONTH = WEEK * 5;
    uint256 internal constant QUARTER = MONTH * 3;
    uint256 internal constant YEAR = QUARTER * 4;

    // These constants are used in DateTime.sol
    uint256 internal constant DAYS_IN_WEEK = 6;
    uint256 internal constant DAYS_IN_MONTH = 30;
    uint256 internal constant DAYS_IN_QUARTER = 90;

    // Offsets for each time chunk denominated in days
    uint256 internal constant MAX_DAY_OFFSET = 90;
    uint256 internal constant MAX_WEEK_OFFSET = 360;
    uint256 internal constant MAX_MONTH_OFFSET = 2160;
    uint256 internal constant MAX_QUARTER_OFFSET = 7650;

    // Offsets for each time chunk denominated in bits
    uint256 internal constant WEEK_BIT_OFFSET = 90;
    uint256 internal constant MONTH_BIT_OFFSET = 135;
    uint256 internal constant QUARTER_BIT_OFFSET = 195;

    // This is a constant that represents the time period that all rates are normalized by, 360 days
    uint256 internal constant IMPLIED_RATE_TIME = 360 * DAY;
    // Number of decimal places that rates are stored in, equals 100%
    int256 internal constant RATE_PRECISION = 1e9;
    // One basis point in RATE_PRECISION terms
    uint256 internal constant BASIS_POINT = uint256(RATE_PRECISION / 10000);
    // Used to when calculating the amount to deleverage of a market when minting nTokens
    uint256 internal constant DELEVERAGE_BUFFER = 300 * BASIS_POINT;
    // Used for scaling cash group factors
    uint256 internal constant FIVE_BASIS_POINTS = 5 * BASIS_POINT;
    // Used for residual purchase incentive and cash withholding buffer
    uint256 internal constant TEN_BASIS_POINTS = 10 * BASIS_POINT;

    // This is the ABDK64x64 representation of RATE_PRECISION
    // RATE_PRECISION_64x64 = ABDKMath64x64.fromUint(RATE_PRECISION)
    int128 internal constant RATE_PRECISION_64x64 = 0x3b9aca000000000000000000;
    int128 internal constant LOG_RATE_PRECISION_64x64 = 382276781265598821176;
    // Limit the market proportion so that borrowing cannot hit extremely high interest rates
    int256 internal constant MAX_MARKET_PROPORTION = RATE_PRECISION * 99 / 100;

    uint8 internal constant FCASH_ASSET_TYPE = 1;
    // Liquidity token asset types are 1 + marketIndex (where marketIndex is 1-indexed)
    uint8 internal constant MIN_LIQUIDITY_TOKEN_INDEX = 2;
    uint8 internal constant MAX_LIQUIDITY_TOKEN_INDEX = 8;

    // Used for converting bool to bytes1, solidity does not have a native conversion
    // method for this
    bytes1 internal constant BOOL_FALSE = 0x00;
    bytes1 internal constant BOOL_TRUE = 0x01;

    // Account context flags
    bytes1 internal constant HAS_ASSET_DEBT = 0x01;
    bytes1 internal constant HAS_CASH_DEBT = 0x02;
    bytes2 internal constant ACTIVE_IN_PORTFOLIO = 0x8000;
    bytes2 internal constant ACTIVE_IN_BALANCES = 0x4000;
    bytes2 internal constant UNMASK_FLAGS = 0x3FFF;
    uint16 internal constant MAX_CURRENCIES = uint16(UNMASK_FLAGS);

    // Equal to 100% of all deposit amounts for nToken liquidity across fCash markets.
    int256 internal constant DEPOSIT_PERCENT_BASIS = 1e8;
    uint256 internal constant SLIPPAGE_LIMIT_PRECISION = 1e8;
}
合同源代码
文件 11 的 37:Deployments.sol
// SPDX-License-Identifier: GPL-3.0-only
pragma solidity >=0.7.6;

import {NotionalProxy} from "../../interfaces/notional/NotionalProxy.sol";
import {IWstETH} from "../../interfaces/IWstETH.sol";
import {IBalancerVault, IAsset} from "../../interfaces/balancer/IBalancerVault.sol";
import {WETH9} from "../../interfaces/WETH9.sol";
import {ISwapRouter as UniV3ISwapRouter} from "../../interfaces/uniswap/v3/ISwapRouter.sol";
import {IUniV2Router2} from "../../interfaces/uniswap/v2/IUniV2Router2.sol";
import {ICurveRouter} from "../../interfaces/curve/ICurveRouter.sol";
import {ICurveRegistry} from "../../interfaces/curve/ICurveRegistry.sol";

/// @title Hardcoded Deployment Addresses for ETH Mainnet
library Deployments {
    NotionalProxy internal constant NOTIONAL = NotionalProxy(0x1344A36A1B56144C3Bc62E7757377D288fDE0369);
    IWstETH internal constant WRAPPED_STETH = IWstETH(0x7f39C581F595B53c5cb19bD0b3f8dA6c935E2Ca0);
    address internal constant ETH_ADDRESS = address(0);
    WETH9 internal constant WETH =
        WETH9(0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2);
    IBalancerVault internal constant BALANCER_VAULT =
        IBalancerVault(0xBA12222222228d8Ba445958a75a0704d566BF2C8);

    UniV3ISwapRouter internal constant UNIV3_ROUTER = UniV3ISwapRouter(0xE592427A0AEce92De3Edee1F18E0157C05861564);
    address internal constant ZERO_EX = 0xDef1C0ded9bec7F1a1670819833240f027b25EfF;
    IUniV2Router2 internal constant UNIV2_ROUTER = IUniV2Router2(0x7a250d5630B4cF539739dF2C5dAcb4c659F2488D);

    address internal constant ALT_ETH_ADDRESS = 0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE;
    ICurveRegistry public constant CURVE_REGISTRY = ICurveRegistry(0x90E00ACe148ca3b23Ac1bC8C240C2a7Dd9c2d7f5);
    ICurveRouter public constant CURVE_ROUTER = ICurveRouter(0xfA9a30350048B2BF66865ee20363067c66f67e58);
}
合同源代码
文件 12 的 37:FlashLiquidatorBase.sol
// SPDX-License-Identifier: GPL-3.0-only
pragma solidity 0.8.17;

import {NotionalProxy} from "../../interfaces/notional/NotionalProxy.sol";
import {IStrategyVault} from "../../interfaces/notional/IStrategyVault.sol";
import {CErc20Interface} from "../../interfaces/compound/CErc20Interface.sol";
import {CEtherInterface} from "../../interfaces/compound/CEtherInterface.sol";
import {WETH9} from "../../interfaces/WETH9.sol";
import {TokenUtils, IERC20} from "../utils/TokenUtils.sol";
import {Constants} from "../global/Constants.sol";
import {Token} from "../global/Types.sol";
import {BoringOwnable} from "./BoringOwnable.sol";
import {Deployments} from "../global/Deployments.sol";

abstract contract FlashLiquidatorBase is BoringOwnable {
    using TokenUtils for IERC20;

    NotionalProxy public immutable NOTIONAL;
    address internal immutable FLASH_LENDER;
    mapping(address => address) internal underlyingToAsset;

    struct LiquidationParams {
        uint16 currencyId;
        address account;
        address vault;
        bool useVaultDeleverage;
        bytes redeemData;
    }

    constructor(NotionalProxy notional_, address flashLender_) {
        NOTIONAL = notional_;
        FLASH_LENDER = flashLender_;
        owner = msg.sender;
        emit OwnershipTransferred(address(0), owner);
    }

    function enableCurrencies(uint16[] calldata currencies) external onlyOwner {
        for (uint256 i; i < currencies.length; i++) {
            (Token memory assetToken, Token memory underlyingToken) = NOTIONAL.getCurrency(currencies[i]);
            IERC20(assetToken.tokenAddress).checkApprove(address(NOTIONAL), type(uint256).max);
            if (underlyingToken.tokenAddress == Constants.ETH_ADDRESS) {
                IERC20(address(Deployments.WETH)).checkApprove(address(FLASH_LENDER), type(uint256).max);
                underlyingToAsset[address(Deployments.WETH)] = assetToken.tokenAddress;
            } else {
                IERC20(underlyingToken.tokenAddress).checkApprove(address(FLASH_LENDER), type(uint256).max);
                IERC20(underlyingToken.tokenAddress).checkApprove(assetToken.tokenAddress, type(uint256).max);
                underlyingToAsset[underlyingToken.tokenAddress] = assetToken.tokenAddress;
            }
        }
    }

    function estimateProfit(
        address asset,
        uint256 amount,
        LiquidationParams calldata params
    ) external onlyOwner returns (uint256) {
        uint256 balance = IERC20(asset).balanceOf(address(this));
        _flashLiquidate(asset, amount, false, params);
        return IERC20(asset).balanceOf(address(this)) - balance;
    }

    function flashLiquidate(
        address asset,
        uint256 amount,
        LiquidationParams calldata params
    ) external {
        _flashLiquidate(asset, amount, true, params);
    }

    function _flashLiquidate(
        address asset,
        uint256 amount,
        bool withdraw,
        LiquidationParams calldata params
    ) internal virtual;

    function handleLiquidation(uint256 fee, bool repay, bytes memory data) internal {
        require(msg.sender == address(FLASH_LENDER));

        (
            address asset, 
            uint256 amount, 
            bool withdraw,
            LiquidationParams memory params
        ) = abi.decode(data, (address, uint256, bool, LiquidationParams));

        address assetToken = underlyingToAsset[asset];

        // Mint CToken
        if (params.currencyId == Constants.ETH_CURRENCY_ID) {
            Deployments.WETH.withdraw(amount);
            CEtherInterface(assetToken).mint{value: amount}();
        } else {
            CErc20Interface(assetToken).mint(amount);
        }

        {
            (
                /* int256 collateralRatio */,
                /* int256 minCollateralRatio */,
                int256 maxLiquidatorDepositAssetCash,
                /* uint256 vaultSharesToLiquidator */
            ) = NOTIONAL.getVaultAccountCollateralRatio(params.account, params.vault);
            
            require(maxLiquidatorDepositAssetCash > 0);

            if (params.useVaultDeleverage) {
                IStrategyVault(params.vault).deleverageAccount(
                    params.account, 
                    params.vault, 
                    address(this), 
                    uint256(maxLiquidatorDepositAssetCash), 
                    false, 
                    params.redeemData
                );
            } else {
                NOTIONAL.deleverageAccount(
                    params.account, 
                    params.vault,
                    address(this), 
                    uint256(maxLiquidatorDepositAssetCash), 
                    false, 
                    params.redeemData
                );
            }
        }

        // Redeem CToken
        {
            uint256 balance = IERC20(assetToken).balanceOf(address(this));
            if (balance > 0) {
                CErc20Interface(assetToken).redeem(balance);
                if (params.currencyId == Constants.ETH_CURRENCY_ID) {
                    _wrapETH();
                }
            }
        }

        if (withdraw) {
            _withdrawToOwner(asset, IERC20(asset).balanceOf(address(this)) - amount - fee);
        }

        if (repay) {
            IERC20(asset).transfer(msg.sender, amount + fee);
        }
    }

    function _withdrawToOwner(address token, uint256 amount) private {
        if (amount == type(uint256).max) {
            amount = IERC20(token).balanceOf(address(this));
        }
        if (amount > 0) {
            IERC20(token).checkTransfer(owner, amount);
        }
    }

    function _wrapETH() private {
        Deployments.WETH.deposit{value: address(this).balance}();
    }

    function withdrawToOwner(address token, uint256 amount) external onlyOwner {
        _withdrawToOwner(token, amount);
    }

    function wrapETH() external onlyOwner {
        _wrapETH();
    }

    receive() external payable {} 
}
合同源代码
文件 13 的 37:IBalancerVault.sol
// SPDX-License-Identifier: MIT
pragma solidity >=0.7.6;

interface IAsset {
    // solhint-disable-previous-line no-empty-blocks
}

interface IBalancerVault {
    enum PoolSpecialization {
        GENERAL,
        MINIMAL_SWAP_INFO,
        TWO_TOKEN
    }
    enum JoinKind {
        INIT,
        EXACT_TOKENS_IN_FOR_BPT_OUT,
        TOKEN_IN_FOR_EXACT_BPT_OUT,
        ALL_TOKENS_IN_FOR_EXACT_BPT_OUT
    }
    enum ExitKind {
        EXACT_BPT_IN_FOR_ONE_TOKEN_OUT,
        EXACT_BPT_IN_FOR_TOKENS_OUT,
        BPT_IN_FOR_EXACT_TOKENS_OUT,
        MANAGEMENT_FEE_TOKENS_OUT // for ManagedPool
    }

    enum UserBalanceOpKind { DEPOSIT_INTERNAL, WITHDRAW_INTERNAL, TRANSFER_INTERNAL, TRANSFER_EXTERNAL }

    /**
     * @dev Returns a Pool's contract address and specialization setting.
     */
    function getPool(bytes32 poolId)
        external
        view
        returns (address, PoolSpecialization);

    function joinPool(
        bytes32 poolId,
        address sender,
        address recipient,
        JoinPoolRequest memory request
    ) external payable;

    struct JoinPoolRequest {
        IAsset[] assets;
        uint256[] maxAmountsIn;
        bytes userData;
        bool fromInternalBalance;
    }

    function exitPool(
        bytes32 poolId,
        address sender,
        address payable recipient,
        ExitPoolRequest memory request
    ) external;

    struct ExitPoolRequest {
        IAsset[] assets;
        uint256[] minAmountsOut;
        bytes userData;
        bool toInternalBalance;
    }

    enum SwapKind {
        GIVEN_IN,
        GIVEN_OUT
    }

    struct SingleSwap {
        bytes32 poolId;
        SwapKind kind;
        IAsset assetIn;
        IAsset assetOut;
        uint256 amount;
        bytes userData;
    }

    struct FundManagement {
        address sender;
        bool fromInternalBalance;
        address payable recipient;
        bool toInternalBalance;
    }

    function swap(
        SingleSwap memory singleSwap,
        FundManagement memory funds,
        uint256 limit,
        uint256 deadline
    ) external payable returns (uint256);

    struct BatchSwapStep {
        bytes32 poolId;
        uint256 assetInIndex;
        uint256 assetOutIndex;
        uint256 amount;
        bytes userData;
    }

    function batchSwap(
        SwapKind kind,
        BatchSwapStep[] memory swaps,
        IAsset[] memory assets,
        FundManagement memory funds,
        int256[] memory limits,
        uint256 deadline
    ) external payable returns (int256[] memory);

    function getPoolTokens(bytes32 poolId)
        external
        view
        returns (
            address[] memory tokens,
            uint256[] memory balances,
            uint256 lastChangeBlock
        );

    function flashLoan(
        address recipient, 
        address[] calldata tokens, 
        uint256[] calldata amounts, 
        bytes calldata userData
    ) external;

    struct UserBalanceOp {
        UserBalanceOpKind kind;
        IAsset asset;
        uint256 amount;
        address sender;
        address payable recipient;
    }

    function manageUserBalance(UserBalanceOp[] memory ops) external payable;
}
合同源代码
文件 14 的 37:ICurveRegistry.sol
// SPDX-License-Identifier: MIT
pragma solidity >=0.7.6;

interface ICurveRegistry {
    function find_pool_for_coins(address _from, address _to)
        external
        view
        returns (address);
}
合同源代码
文件 15 的 37:ICurveRouter.sol
// SPDX-License-Identifier: MIT
pragma solidity >=0.7.6;

interface ICurveRouter {
    function exchange(
        uint256 _amount,
        address[6] calldata _route,
        uint256[8] calldata _indices,
        uint256 _min_received
    ) external payable;

    function get_exchange_routing(
        address _initial,
        address _target,
        uint256 _amount
    ) external view returns (
        address[6] memory route,
        uint256[8] memory indexes,
        uint256 expectedOutputAmount
    );

    function can_route(address _initial, address _target) external view returns (bool);
}
合同源代码
文件 16 的 37:IEIP20NonStandard.sol
// SPDX-License-Identifier: GPL-3.0-only
pragma solidity >=0.7.6;

/**
 * @title EIP20NonStandardInterface
 * @dev Version of ERC20 with no return values for `transfer` and `transferFrom`
 *  See https://medium.com/coinmonks/missing-return-value-bug-at-least-130-tokens-affected-d67bf08521ca
 */
interface IEIP20NonStandard {

    /**
     * @notice Get the total number of tokens in circulation
     * @return The supply of tokens
     */
    function totalSupply() external view returns (uint256);

    /**
     * @notice Gets the balance of the specified address
     * @param owner The address from which the balance will be retrieved
     * @return balance
     */
    function balanceOf(address owner) external view returns (uint256 balance);

    ///
    /// !!!!!!!!!!!!!!
    /// !!! NOTICE !!! `transfer` does not return a value, in violation of the ERC-20 specification
    /// !!!!!!!!!!!!!!
    ///

    /**
      * @notice Transfer `amount` tokens from `msg.sender` to `dst`
      * @param dst The address of the destination account
      * @param amount The number of tokens to transfer
      */
    function transfer(address dst, uint256 amount) external;

    ///
    /// !!!!!!!!!!!!!!
    /// !!! NOTICE !!! `transferFrom` does not return a value, in violation of the ERC-20 specification
    /// !!!!!!!!!!!!!!
    ///

    /**
      * @notice Transfer `amount` tokens from `src` to `dst`
      * @param src The address of the source account
      * @param dst The address of the destination account
      * @param amount The number of tokens to transfer
      */
    function transferFrom(address src, address dst, uint256 amount) external;

    ///
    /// !!!!!!!!!!!!!!
    /// !!! NOTICE !!! `approve` does not return a value, in violation of the ERC-20 specification
    /// !!!!!!!!!!!!!!
    ///

    /**
      * @notice Approve `spender` to transfer up to `amount` from `src`
      * @dev This will overwrite the approval amount for `spender`
      *  and is subject to issues noted [here](https://eips.ethereum.org/EIPS/eip-20#approve)
      * @param spender The address of the account which may transfer tokens
      * @param amount The number of tokens that are approved
      */
    function approve(address spender, uint256 amount) external;

    /**
      * @notice Get the current allowance from `owner` for `spender`
      * @param owner The address of the account which owns the tokens to be spent
      * @param spender The address of the account which may transfer tokens
      * @return remaining The number of tokens allowed to be spent
      */
    function allowance(address owner, address spender) external view returns (uint256 remaining);

    event Transfer(address indexed from, address indexed to, uint256 amount);
    event Approval(address indexed owner, address indexed spender, uint256 amount);
}
合同源代码
文件 17 的 37:IERC20.sol
// SPDX-License-Identifier: MIT
// OpenZeppelin Contracts (last updated v4.6.0) (token/ERC20/IERC20.sol)

pragma solidity ^0.8.0;

/**
 * @dev Interface of the ERC20 standard as defined in the EIP.
 */
interface IERC20 {
    /**
     * @dev Emitted when `value` tokens are moved from one account (`from`) to
     * another (`to`).
     *
     * Note that `value` may be zero.
     */
    event Transfer(address indexed from, address indexed to, uint256 value);

    /**
     * @dev Emitted when the allowance of a `spender` for an `owner` is set by
     * a call to {approve}. `value` is the new allowance.
     */
    event Approval(address indexed owner, address indexed spender, uint256 value);

    /**
     * @dev Returns the amount of tokens in existence.
     */
    function totalSupply() external view returns (uint256);

    /**
     * @dev Returns the amount of tokens owned by `account`.
     */
    function balanceOf(address account) external view returns (uint256);

    /**
     * @dev Moves `amount` tokens from the caller's account to `to`.
     *
     * Returns a boolean value indicating whether the operation succeeded.
     *
     * Emits a {Transfer} event.
     */
    function transfer(address to, uint256 amount) external returns (bool);

    /**
     * @dev Returns the remaining number of tokens that `spender` will be
     * allowed to spend on behalf of `owner` through {transferFrom}. This is
     * zero by default.
     *
     * This value changes when {approve} or {transferFrom} are called.
     */
    function allowance(address owner, address spender) external view returns (uint256);

    /**
     * @dev Sets `amount` as the allowance of `spender` over the caller's tokens.
     *
     * Returns a boolean value indicating whether the operation succeeded.
     *
     * IMPORTANT: Beware that changing an allowance with this method brings the risk
     * that someone may use both the old and the new allowance by unfortunate
     * transaction ordering. One possible solution to mitigate this race
     * condition is to first reduce the spender's allowance to 0 and set the
     * desired value afterwards:
     * https://github.com/ethereum/EIPs/issues/20#issuecomment-263524729
     *
     * Emits an {Approval} event.
     */
    function approve(address spender, uint256 amount) external returns (bool);

    /**
     * @dev Moves `amount` tokens from `from` to `to` using the
     * allowance mechanism. `amount` is then deducted from the caller's
     * allowance.
     *
     * Returns a boolean value indicating whether the operation succeeded.
     *
     * Emits a {Transfer} event.
     */
    function transferFrom(
        address from,
        address to,
        uint256 amount
    ) external returns (bool);
}
合同源代码
文件 18 的 37:IFlashLender.sol
// SPDX-License-Identifier: MIT
pragma solidity >=0.7.6;

interface IFlashLender {
    function flashLoan(
        address receiverAddress,
        address[] calldata assets,
        uint256[] calldata amounts,
        uint256[] calldata modes,
        address onBehalfOf,
        bytes calldata params,
        uint16 referralCode
    ) external;
}
合同源代码
文件 19 的 37:IFlashLoanReceiver.sol
// SPDX-License-Identifier: MIT
pragma solidity >=0.7.6;

interface IFlashLoanReceiver {
    function executeOperation(
        address[] calldata assets,
        uint256[] calldata amounts,
        uint256[] calldata premiums,
        address initiator,
        bytes calldata params
    ) external returns (bool);

    //   function ADDRESSES_PROVIDER() external view returns (address);

    //   function LENDING_POOL() external view returns (address);
}
合同源代码
文件 20 的 37:ILendingPool.sol
// SPDX-License-Identifier: GPL-3.0-only
pragma solidity >=0.7.6;
pragma abicoder v2;

struct LendingPoolStorage {
  ILendingPool lendingPool;
}

interface ILendingPool {

  /**
   * @dev Deposits an `amount` of underlying asset into the reserve, receiving in return overlying aTokens.
   * - E.g. User deposits 100 USDC and gets in return 100 aUSDC
   * @param asset The address of the underlying asset to deposit
   * @param amount The amount to be deposited
   * @param onBehalfOf The address that will receive the aTokens, same as msg.sender if the user
   *   wants to receive them on his own wallet, or a different address if the beneficiary of aTokens
   *   is a different wallet
   * @param referralCode Code used to register the integrator originating the operation, for potential rewards.
   *   0 if the action is executed directly by the user, without any middle-man
   **/
  function deposit(
    address asset,
    uint256 amount,
    address onBehalfOf,
    uint16 referralCode
  ) external;

  /**
   * @dev Withdraws an `amount` of underlying asset from the reserve, burning the equivalent aTokens owned
   * E.g. User has 100 aUSDC, calls withdraw() and receives 100 USDC, burning the 100 aUSDC
   * @param asset The address of the underlying asset to withdraw
   * @param amount The underlying amount to be withdrawn
   *   - Send the value type(uint256).max in order to withdraw the whole aToken balance
   * @param to Address that will receive the underlying, same as msg.sender if the user
   *   wants to receive it on his own wallet, or a different address if the beneficiary is a
   *   different wallet
   * @return The final amount withdrawn
   **/
  function withdraw(
    address asset,
    uint256 amount,
    address to
  ) external returns (uint256);

  /**
   * @dev Returns the normalized income normalized income of the reserve
   * @param asset The address of the underlying asset of the reserve
   * @return The reserve's normalized income
   */
  function getReserveNormalizedIncome(address asset) external view returns (uint256);

    /**
   * @dev Returns the state and configuration of the reserve
   * @param asset The address of the underlying asset of the reserve
   * @return The state of the reserve
   **/
  function getReserveData(address asset) external view returns (ReserveData memory);

  // refer to the whitepaper, section 1.1 basic concepts for a formal description of these properties.
  struct ReserveData {
    //stores the reserve configuration
    ReserveConfigurationMap configuration;
    //the liquidity index. Expressed in ray
    uint128 liquidityIndex;
    //variable borrow index. Expressed in ray
    uint128 variableBorrowIndex;
    //the current supply rate. Expressed in ray
    uint128 currentLiquidityRate;
    //the current variable borrow rate. Expressed in ray
    uint128 currentVariableBorrowRate;
    //the current stable borrow rate. Expressed in ray
    uint128 currentStableBorrowRate;
    uint40 lastUpdateTimestamp;
    //tokens addresses
    address aTokenAddress;
    address stableDebtTokenAddress;
    address variableDebtTokenAddress;
    //address of the interest rate strategy
    address interestRateStrategyAddress;
    //the id of the reserve. Represents the position in the list of the active reserves
    uint8 id;
  }

  struct ReserveConfigurationMap {
    //bit 0-15: LTV
    //bit 16-31: Liq. threshold
    //bit 32-47: Liq. bonus
    //bit 48-55: Decimals
    //bit 56: Reserve is active
    //bit 57: reserve is frozen
    //bit 58: borrowing is enabled
    //bit 59: stable rate borrowing enabled
    //bit 60-63: reserved
    //bit 64-79: reserve factor
    uint256 data;
  }

  struct UserConfigurationMap {
    uint256 data;
  }

  enum InterestRateMode {NONE, STABLE, VARIABLE}
}
合同源代码
文件 21 的 37:INTokenAction.sol
// SPDX-License-Identifier: GPL-3.0-only
pragma solidity >=0.7.6;
pragma abicoder v2;

interface INTokenAction {
    event nTokenApproveAll(address indexed owner, address indexed spender, uint256 amount);

    function nTokenTotalSupply(address nTokenAddress) external view returns (uint256);

    function nTokenTransferAllowance(
        uint16 currencyId,
        address owner,
        address spender
    ) external view returns (uint256);

    function nTokenBalanceOf(uint16 currencyId, address account) external view returns (uint256);

    function nTokenTransferApprove(
        uint16 currencyId,
        address owner,
        address spender,
        uint256 amount
    ) external returns (bool);

    function nTokenTransfer(
        uint16 currencyId,
        address from,
        address to,
        uint256 amount
    ) external returns (bool);

    function nTokenTransferFrom(
        uint16 currencyId,
        address spender,
        address from,
        address to,
        uint256 amount
    ) external returns (bool);

    function nTokenTransferApproveAll(address spender, uint256 amount) external returns (bool);

    function nTokenClaimIncentives() external returns (uint256);

    function nTokenPresentValueAssetDenominated(uint16 currencyId) external view returns (int256);

    function nTokenPresentValueUnderlyingDenominated(uint16 currencyId)
        external
        view
        returns (int256);

    function nTokenPresentValueUnderlyingExternal(uint16 currencyId)
        external
        view
        returns (uint256);

    function nTokenRedeemViaProxy(uint16 currencyId, uint256 shares, address receiver, address owner)
        external
        returns (uint256);

    function nTokenMintViaProxy(uint16 currencyId, uint256 assets, address receiver)
        external payable returns (uint256);
}
合同源代码
文件 22 的 37:IRewarder.sol
// SPDX-License-Identifier: GPL-3.0-only
pragma solidity >=0.7.6;

interface IRewarder {
    function claimRewards(
        address account,
        uint16 currencyId,
        uint256 nTokenBalanceBefore,
        uint256 nTokenBalanceAfter,
        int256  netNTokenSupplyChange,
        uint256 NOTETokensClaimed
    ) external;
}
合同源代码
文件 23 的 37:IStrategyVault.sol
// SPDX-License-Identifier: GPL-v3
pragma solidity >=0.7.6;

interface IStrategyVault {

    struct StrategyVaultRoles {
        bytes32 normalSettlement;
        bytes32 emergencySettlement;
        bytes32 postMaturitySettlement;
        bytes32 rewardReinvestment;
    }

    function decimals() external view returns (uint8);
    function name() external view returns (string memory);
    function strategy() external view returns (bytes4 strategyId);

    // Tells a vault to deposit some amount of tokens from Notional and mint strategy tokens with it.
    function depositFromNotional(
        address account,
        uint256 depositAmount,
        uint256 maturity,
        bytes calldata data
    ) external payable returns (uint256 strategyTokensMinted);

    // Tells a vault to redeem some amount of strategy tokens from Notional and transfer the resulting asset cash
    function redeemFromNotional(
        address account,
        address receiver,
        uint256 strategyTokens,
        uint256 maturity,
        uint256 underlyingToRepayDebt,
        bytes calldata data
    ) external returns (uint256 transferToReceiver);

    function convertStrategyToUnderlying(
        address account,
        uint256 strategyTokens,
        uint256 maturity
    ) external view returns (int256 underlyingValue);

    function repaySecondaryBorrowCallback(
        address token,
        uint256 underlyingRequired,
        bytes calldata data
    ) external returns (bytes memory returnData);

    function deleverageAccount(
        address account,
        address vault,
        address liquidator,
        uint256 depositAmountExternal,
        bool transferSharesToLiquidator,
        bytes calldata redeemData
    ) external returns (uint256 profitFromLiquidation);
}
合同源代码
文件 24 的 37:ISwapRouter.sol
// SPDX-License-Identifier: MIT
pragma solidity >=0.7.6;
pragma abicoder v2;

import './IUniswapV3SwapCallback.sol';

/// @title Router token swapping functionality
/// @notice Functions for swapping tokens via Uniswap V3
interface ISwapRouter is IUniswapV3SwapCallback {
    struct ExactInputSingleParams {
        address tokenIn;
        address tokenOut;
        uint24 fee;
        address recipient;
        uint256 deadline;
        uint256 amountIn;
        uint256 amountOutMinimum;
        uint160 sqrtPriceLimitX96;
    }

    /// @notice Swaps `amountIn` of one token for as much as possible of another token
    /// @param params The parameters necessary for the swap, encoded as `ExactInputSingleParams` in calldata
    /// @return amountOut The amount of the received token
    function exactInputSingle(ExactInputSingleParams calldata params) external payable returns (uint256 amountOut);

    struct ExactInputParams {
        bytes path;
        address recipient;
        uint256 deadline;
        uint256 amountIn;
        uint256 amountOutMinimum;
    }

    /// @notice Swaps `amountIn` of one token for as much as possible of another along the specified path
    /// @param params The parameters necessary for the multi-hop swap, encoded as `ExactInputParams` in calldata
    /// @return amountOut The amount of the received token
    function exactInput(ExactInputParams calldata params) external payable returns (uint256 amountOut);

    struct ExactOutputSingleParams {
        address tokenIn;
        address tokenOut;
        uint24 fee;
        address recipient;
        uint256 deadline;
        uint256 amountOut;
        uint256 amountInMaximum;
        uint160 sqrtPriceLimitX96;
    }

    /// @notice Swaps as little as possible of one token for `amountOut` of another token
    /// @param params The parameters necessary for the swap, encoded as `ExactOutputSingleParams` in calldata
    /// @return amountIn The amount of the input token
    function exactOutputSingle(ExactOutputSingleParams calldata params) external payable returns (uint256 amountIn);

    struct ExactOutputParams {
        bytes path;
        address recipient;
        uint256 deadline;
        uint256 amountOut;
        uint256 amountInMaximum;
    }

    /// @notice Swaps as little as possible of one token for `amountOut` of another along the specified path (reversed)
    /// @param params The parameters necessary for the multi-hop swap, encoded as `ExactOutputParams` in calldata
    /// @return amountIn The amount of the input token
    function exactOutput(ExactOutputParams calldata params) external payable returns (uint256 amountIn);
}
合同源代码
文件 25 的 37:IUniV2Router2.sol
// SPDX-License-Identifier: MIT
pragma solidity >=0.7.6;
pragma abicoder v2;

interface IUniV2Router2 {
    function swapETHForExactTokens(
        uint256 amountOut,
        address[] calldata path,
        address to,
        uint256 deadline
    ) external payable returns (uint256[] memory amounts);

    function swapExactETHForTokens(
        uint256 amountOutMin,
        address[] calldata path,
        address to,
        uint256 deadline
    ) external payable returns (uint256[] memory amounts);

    function swapTokensForExactETH(
        uint256 amountOut,
        uint256 amountInMax,
        address[] calldata path,
        address to,
        uint256 deadline
    ) external returns (uint256[] memory amounts);

    function swapExactTokensForETH(
        uint256 amountIn,
        uint256 amountOutMin,
        address[] calldata path,
        address to,
        uint256 deadline
    ) external returns (uint256[] memory amounts);

    function swapExactTokensForTokens(
        uint256 amountIn,
        uint256 amountOutMin,
        address[] calldata path,
        address to,
        uint256 deadline
    ) external returns (uint256[] memory amounts);

    function swapTokensForExactTokens(
        uint256 amountOut,
        uint256 amountInMax,
        address[] calldata path,
        address to,
        uint256 deadline
    ) external returns (uint256[] memory amounts);
}
合同源代码
文件 26 的 37:IUniswapV3SwapCallback.sol
// SPDX-License-Identifier: MIT
pragma solidity >=0.7.6;

/// @title Callback for IUniswapV3PoolActions#swap
/// @notice Any contract that calls IUniswapV3PoolActions#swap must implement this interface
interface IUniswapV3SwapCallback {
    /// @notice Called to `msg.sender` after executing a swap via IUniswapV3Pool#swap.
    /// @dev In the implementation you must pay the pool tokens owed for the swap.
    /// The caller of this method must be checked to be a UniswapV3Pool deployed by the canonical UniswapV3Factory.
    /// amount0Delta and amount1Delta can both be 0 if no tokens were swapped.
    /// @param amount0Delta The amount of token0 that was sent (negative) or must be received (positive) by the pool by
    /// the end of the swap. If positive, the callback must send that amount of token0 to the pool.
    /// @param amount1Delta The amount of token1 that was sent (negative) or must be received (positive) by the pool by
    /// the end of the swap. If positive, the callback must send that amount of token1 to the pool.
    /// @param data Any data passed through by the caller via the IUniswapV3PoolActions#swap call
    function uniswapV3SwapCallback(
        int256 amount0Delta,
        int256 amount1Delta,
        bytes calldata data
    ) external;
}
合同源代码
文件 27 的 37:IVaultController.sol
// SPDX-License-Identifier: GPL-v3
pragma solidity >=0.7.6;
pragma abicoder v2;

import {
    VaultConfigStorage,
    VaultConfig,
    VaultState,
    VaultAccount
} from "../../contracts/global/Types.sol";

interface IVaultAction {
    /// @notice Emitted when a new vault is listed or updated
    event VaultUpdated(address indexed vault, bool enabled, uint80 maxPrimaryBorrowCapacity);
    /// @notice Emitted when a vault's status is updated
    event VaultPauseStatus(address indexed vault, bool enabled);
    /// @notice Emitted when a vault's deleverage status is updated
    event VaultDeleverageStatus(address indexed vaultAddress, bool disableDeleverage);
    /// @notice Emitted when a secondary currency borrow capacity is updated
    event VaultUpdateSecondaryBorrowCapacity(address indexed vault, uint16 indexed currencyId, uint80 maxSecondaryBorrowCapacity);
    /// @notice Emitted when a vault has a shortfall upon settlement
    event VaultShortfall(address indexed vault, uint16 indexed currencyId, uint256 indexed maturity, int256 shortfall);
    /// @notice Emitted when a vault has an insolvency that cannot be covered by the
    /// cash reserve
    event ProtocolInsolvency(address indexed vault, uint16 indexed currencyId, uint256 indexed maturity, int256 shortfall);
    /// @notice Emitted when a vault fee is accrued via borrowing (denominated in asset cash)
    event VaultFeeAccrued(address indexed vault, uint16 indexed currencyId, uint256 indexed maturity, int256 reserveFee, int256 nTokenFee);
    /// @notice Emitted when the borrow capacity on a vault changes
    event VaultBorrowCapacityChange(address indexed vault, uint16 indexed currencyId, uint256 totalUsedBorrowCapacity);

    /// @notice Emitted when a vault executes a secondary borrow
    event VaultSecondaryBorrow(
        address indexed vault,
        address indexed account,
        uint16 indexed currencyId,
        uint256 maturity,
        uint256 debtSharesMinted,
        uint256 fCashBorrowed
    );

    /// @notice Emitted when a vault repays a secondary borrow
    event VaultRepaySecondaryBorrow(
        address indexed vault,
        address indexed account,
        uint16 indexed currencyId,
        uint256 maturity,
        uint256 debtSharesRepaid,
        uint256 fCashLent
    );

    /// @notice Emitted when secondary borrows are snapshot prior to settlement
    event VaultSecondaryBorrowSnapshot(
        address indexed vault,
        uint16 indexed currencyId,
        uint256 indexed maturity,
        int256 totalfCashBorrowedInPrimarySnapshot,
        int256 exchangeRate
    );

    /// @notice Emitted when a vault settles assets
    event VaultSettledAssetsRemaining(
        address indexed vault,
        uint256 indexed maturity,
        int256 remainingAssetCash,
        uint256 remainingStrategyTokens
    );

    event VaultStateUpdate(
        address indexed vault,
        uint256 indexed maturity,
        int256 totalfCash,
        uint256 totalAssetCash,
        uint256 totalStrategyTokens,
        uint256 totalVaultShares
    );

    event VaultSettled(
        address indexed vault,
        uint256 indexed maturity,
        int256 totalfCash,
        uint256 totalAssetCash,
        uint256 totalStrategyTokens,
        uint256 totalVaultShares,
        int256 strategyTokenValue
    );
    
    event VaultRedeemStrategyToken(
        address indexed vault,
        uint256 indexed maturity,
        int256 assetCashReceived,
        uint256 strategyTokensRedeemed
    );
    
    event VaultMintStrategyToken(
        address indexed vault,
        uint256 indexed maturity,
        uint256 assetCashDeposited,
        uint256 strategyTokensMinted
    );

    /** Vault Action Methods */

    /// @notice Governance only method to whitelist a particular vault
    function updateVault(
        address vaultAddress,
        VaultConfigStorage calldata vaultConfig,
        uint80 maxPrimaryBorrowCapacity
    ) external;

    /// @notice Governance only method to pause a particular vault
    function setVaultPauseStatus(
        address vaultAddress,
        bool enable
    ) external;

    function setVaultDeleverageStatus(
        address vaultAddress,
        bool disableDeleverage
    ) external;

    /// @notice Governance only method to set the borrow capacity
    function setMaxBorrowCapacity(
        address vaultAddress,
        uint80 maxVaultBorrowCapacity
    ) external;

    /// @notice Governance only method to force a particular vault to deleverage
    function reduceMaxBorrowCapacity(
        address vaultAddress,
        uint80 maxVaultBorrowCapacity,
        uint256 maturity,
        uint256 strategyTokensToRedeem,
        bytes calldata vaultData
    ) external;

    /// @notice Governance only method to update a vault's secondary borrow capacity
    function updateSecondaryBorrowCapacity(
        address vaultAddress,
        uint16 secondaryCurrencyId,
        uint80 maxBorrowCapacity
    ) external;

    /// @notice Vault authenticated method that takes asset cash from the pool and mints strategy tokens
    function depositVaultCashToStrategyTokens(
        uint256 maturity,
        uint256 assetCashToDepositExternal,
        bytes calldata vaultData
    ) external;

    /// @notice Vault authenticated method that takes strategy tokens and mints asset cash to the pool
    function redeemStrategyTokensToCash(
        uint256 maturity,
        uint256 strategyTokensToRedeem,
        bytes calldata vaultData
    ) external returns (
        int256 assetCashRequiredToSettle,
        int256 underlyingCashRequiredToSettle
    );

    function borrowSecondaryCurrencyToVault(
        address account,
        uint256 maturity,
        uint256[2] calldata fCashToBorrow,
        uint32[2] calldata maxBorrowRate,
        uint32[2] calldata minRollLendRate
    ) external returns (uint256[2] memory underlyingTokensTransferred);

    function repaySecondaryCurrencyFromVault(
        address account,
        uint16 currencyId,
        uint256 maturity,
        uint256 fCashToRepay,
        uint32 slippageLimit,
        bytes calldata callbackData
    ) external returns (bytes memory returnData);

    function initiateSecondaryBorrowSettlement(uint256 maturity)
        external returns (uint256[2] memory secondaryBorrowSnapshot);

    /// @notice Non-authenticated method that will set settlement values for a vault so that
    /// account holders can withdraw matured assets.
    function settleVault(address vault, uint256 maturity) external;

    /// @notice View method to get vault configuration
    function getVaultConfig(address vault) external view returns (VaultConfig memory vaultConfig);

    function getBorrowCapacity(address vault, uint16 currencyId)
        external view returns (uint256 totalUsedBorrowCapacity, uint256 maxBorrowCapacity);

    function getSecondaryBorrow(address vault, uint16 currencyId, uint256 maturity) 
        external view returns (
            uint256 totalfCashBorrowed,
            uint256 totalAccountDebtShares,
            uint256 totalfCashBorrowedInPrimarySnapshot
        );

    /// @notice View method to get vault state
    function getVaultState(address vault, uint256 maturity) external view returns (VaultState memory vaultState);

    /// @notice View method to get the current amount of cash remaining to settle the vault
    function getCashRequiredToSettle(
        address vault,
        uint256 maturity
    ) external view returns (
        int256 assetCashRequiredToSettle,
        int256 underlyingCashRequiredToSettle
    );
}

interface IVaultAccountAction {

    event VaultEnterPosition(
        address indexed vault,
        address indexed account,
        uint256 indexed maturity,
        uint256 fCashBorrowed
    );

    event VaultRollPosition(
        address indexed vault,
        address indexed account,
        uint256 indexed newMaturity,
        uint256 fCashBorrowed
    );

    event VaultExitPostMaturity(
        address indexed vault,
        address indexed account,
        uint256 indexed maturity,
        uint256 underlyingToReceiver
    );

    event VaultExitPreMaturity(
        address indexed vault,
        address indexed account,
        uint256 indexed maturity,
        uint256 fCashToLend,
        uint256 vaultSharesToRedeem,
        uint256 underlyingToReceiver
    );

    event VaultDeleverageAccount(
        address indexed vault,
        address indexed account,
        uint256 vaultSharesToLiquidator,
        int256 fCashRepaid
    );

    event VaultLiquidatorProfit(
        address indexed vault,
        address indexed account,
        address indexed liquidator,
        uint256 vaultSharesToLiquidator,
        bool transferSharesToLiquidator
    );

    event VaultEnterMaturity(
        address indexed vault,
        uint256 indexed maturity,
        address indexed account,
        uint256 underlyingTokensDeposited,
        uint256 cashTransferToVault,
        uint256 strategyTokenDeposited,
        uint256 vaultSharesMinted
    );
    
    /**
     * @notice Borrows a specified amount of fCash in the vault's borrow currency and deposits it
     * all plus the depositAmountExternal into the vault to mint strategy tokens.
     *
     * @param account the address that will enter the vault
     * @param vault the vault to enter
     * @param depositAmountExternal some amount of additional collateral in the borrowed currency
     * to be transferred to vault
     * @param maturity the maturity to borrow at
     * @param fCash amount to borrow
     * @param maxBorrowRate maximum interest rate to borrow at
     * @param vaultData additional data to pass to the vault contract
     */
    function enterVault(
        address account,
        address vault,
        uint256 depositAmountExternal,
        uint256 maturity,
        uint256 fCash,
        uint32 maxBorrowRate,
        bytes calldata vaultData
    ) external payable returns (uint256 strategyTokensAdded);

    /**
     * @notice Re-enters the vault at a longer dated maturity. The account's existing borrow
     * position will be closed and a new borrow position at the specified maturity will be
     * opened. All strategy token holdings will be rolled forward.
     *
     * @param account the address that will reenter the vault
     * @param vault the vault to reenter
     * @param fCashToBorrow amount of fCash to borrow in the next maturity
     * @param maturity new maturity to borrow at
     */
    function rollVaultPosition(
        address account,
        address vault,
        uint256 fCashToBorrow,
        uint256 maturity,
        uint256 depositAmountExternal,
        uint32 minLendRate,
        uint32 maxBorrowRate,
        bytes calldata enterVaultData
    ) external payable returns (uint256 strategyTokensAdded);

    /**
     * @notice Prior to maturity, allows an account to withdraw their position from the vault. Will
     * redeem some number of vault shares to the borrow currency and close the borrow position by
     * lending `fCashToLend`. Any shortfall in cash from lending will be transferred from the account,
     * any excess profits will be transferred to the account.
     *
     * Post maturity, will net off the account's debt against vault cash balances and redeem all remaining
     * strategy tokens back to the borrowed currency and transfer the profits to the account.
     *
     * @param account the address that will exit the vault
     * @param vault the vault to enter
     * @param vaultSharesToRedeem amount of vault tokens to exit, only relevant when exiting pre-maturity
     * @param fCashToLend amount of fCash to lend
     * @param minLendRate the minimum rate to lend at
     * @param exitVaultData passed to the vault during exit
     * @return underlyingToReceiver amount of underlying tokens returned to the receiver on exit
     */
    function exitVault(
        address account,
        address vault,
        address receiver,
        uint256 vaultSharesToRedeem,
        uint256 fCashToLend,
        uint32 minLendRate,
        bytes calldata exitVaultData
    ) external payable returns (uint256 underlyingToReceiver);

    /**
     * @notice If an account is below the minimum collateral ratio, this method wil deleverage (liquidate)
     * that account. `depositAmountExternal` in the borrow currency will be transferred from the liquidator
     * and used to offset the account's debt position. The liquidator will receive either vaultShares or
     * cash depending on the vault's configuration.
     * @param account the address that will exit the vault
     * @param vault the vault to enter
     * @param liquidator the address that will receive profits from liquidation
     * @param depositAmountExternal amount of cash to deposit
     * @param transferSharesToLiquidator transfers the shares to the liquidator instead of redeeming them
     * @param redeemData calldata sent to the vault when redeeming liquidator profits
     * @return profitFromLiquidation amount of vaultShares or cash received from liquidation
     */
    function deleverageAccount(
        address account,
        address vault,
        address liquidator,
        uint256 depositAmountExternal,
        bool transferSharesToLiquidator,
        bytes calldata redeemData
    ) external returns (uint256 profitFromLiquidation);

    function getVaultAccount(address account, address vault) external view returns (VaultAccount memory);
    function getVaultAccountDebtShares(address account, address vault) external view returns (
        uint256 debtSharesMaturity,
        uint256[2] memory accountDebtShares,
        uint256 accountStrategyTokens
    );
    function getVaultAccountCollateralRatio(address account, address vault) external view returns (
        int256 collateralRatio,
        int256 minCollateralRatio,
        int256 maxLiquidatorDepositAssetCash,
        uint256 vaultSharesToLiquidator
    );
}

interface IVaultController is IVaultAccountAction, IVaultAction {}
合同源代码
文件 28 的 37:IWstETH.sol
// SPDX-License-Identifier: MIT
pragma solidity >=0.7.6;

import {IERC20} from "./IERC20.sol";

interface IWstETH is IERC20 {
    function unwrap(uint256 _wstETHAmount) external returns (uint256);
    function wrap(uint256 _stETHAmount) external returns (uint256);
    function getStETHByWstETH(uint256 _wstETHAmount) external view returns (uint256);
    function stEthPerToken() external view returns (uint256);
    function stETH() external view returns (address);
}
合同源代码
文件 29 的 37:NotionalCalculations.sol
// SPDX-License-Identifier: GPL-3.0-only
pragma solidity >=0.7.6;
pragma abicoder v2;

import "../../contracts/global/Types.sol";

interface NotionalCalculations {
    function calculateNTokensToMint(uint16 currencyId, uint88 amountToDepositExternalPrecision)
        external
        view
        returns (uint256);

    function getfCashAmountGivenCashAmount(
        uint16 currencyId,
        int88 netCashToAccount,
        uint256 marketIndex,
        uint256 blockTime
    ) external view returns (int256);

    function getCashAmountGivenfCashAmount(
        uint16 currencyId,
        int88 fCashAmount,
        uint256 marketIndex,
        uint256 blockTime
    ) external view returns (int256, int256);

    function nTokenGetClaimableIncentives(address account, uint256 blockTime)
        external
        view
        returns (uint256);

    function getPresentfCashValue(
        uint16 currencyId,
        uint256 maturity,
        int256 notional,
        uint256 blockTime,
        bool riskAdjusted
    ) external view returns (int256 presentValue);

    function getMarketIndex(
        uint256 maturity,
        uint256 blockTime
    ) external pure returns (uint8 marketIndex);

    function getfCashLendFromDeposit(
        uint16 currencyId,
        uint256 depositAmountExternal,
        uint256 maturity,
        uint32 minLendRate,
        uint256 blockTime,
        bool useUnderlying
    ) external view returns (
        uint88 fCashAmount,
        uint8 marketIndex,
        bytes32 encodedTrade
    );

    function getfCashBorrowFromPrincipal(
        uint16 currencyId,
        uint256 borrowedAmountExternal,
        uint256 maturity,
        uint32 maxBorrowRate,
        uint256 blockTime,
        bool useUnderlying
    ) external view returns (
        uint88 fCashDebt,
        uint8 marketIndex,
        bytes32 encodedTrade
    );

    function getDepositFromfCashLend(
        uint16 currencyId,
        uint256 fCashAmount,
        uint256 maturity,
        uint32 minLendRate,
        uint256 blockTime
    ) external view returns (
        uint256 depositAmountUnderlying,
        uint256 depositAmountAsset,
        uint8 marketIndex,
        bytes32 encodedTrade
    );

    function getPrincipalFromfCashBorrow(
        uint16 currencyId,
        uint256 fCashBorrow,
        uint256 maturity,
        uint32 maxBorrowRate,
        uint256 blockTime
    ) external view returns (
        uint256 borrowAmountUnderlying,
        uint256 borrowAmountAsset,
        uint8 marketIndex,
        bytes32 encodedTrade
    );

    function convertCashBalanceToExternal(
        uint16 currencyId,
        int256 cashBalanceInternal,
        bool useUnderlying
    ) external view returns (int256);
}
合同源代码
文件 30 的 37:NotionalGovernance.sol
// SPDX-License-Identifier: GPL-3.0-only
pragma solidity >=0.7.6;
pragma abicoder v2;

import "../../contracts/global/Types.sol";
import "../../interfaces/chainlink/AggregatorV2V3Interface.sol";
import "../../interfaces/notional/NotionalGovernance.sol";
import "../../interfaces/notional/IRewarder.sol";
import "../../interfaces/aave/ILendingPool.sol";

interface NotionalGovernance {
    event ListCurrency(uint16 newCurrencyId);
    event UpdateETHRate(uint16 currencyId);
    event UpdateAssetRate(uint16 currencyId);
    event UpdateCashGroup(uint16 currencyId);
    event DeployNToken(uint16 currencyId, address nTokenAddress);
    event UpdateDepositParameters(uint16 currencyId);
    event UpdateInitializationParameters(uint16 currencyId);
    event UpdateIncentiveEmissionRate(uint16 currencyId, uint32 newEmissionRate);
    event UpdateTokenCollateralParameters(uint16 currencyId);
    event UpdateGlobalTransferOperator(address operator, bool approved);
    event UpdateAuthorizedCallbackContract(address operator, bool approved);
    event UpdateMaxCollateralBalance(uint16 currencyId, uint72 maxCollateralBalance);
    event OwnershipTransferred(address indexed previousOwner, address indexed newOwner);
    event PauseRouterAndGuardianUpdated(address indexed pauseRouter, address indexed pauseGuardian);
    event UpdateSecondaryIncentiveRewarder(uint16 indexed currencyId, address rewarder);
    event UpdateLendingPool(address pool);

    function transferOwnership(address newOwner, bool direct) external;

    function claimOwnership() external;

    function upgradeNTokenBeacon(address newImplementation) external;

    function setPauseRouterAndGuardian(address pauseRouter_, address pauseGuardian_) external;

    function listCurrency(
        TokenStorage calldata assetToken,
        TokenStorage calldata underlyingToken,
        AggregatorV2V3Interface rateOracle,
        bool mustInvert,
        uint8 buffer,
        uint8 haircut,
        uint8 liquidationDiscount
    ) external returns (uint16 currencyId);

    function updateMaxCollateralBalance(
        uint16 currencyId,
        uint72 maxCollateralBalanceInternalPrecision
    ) external;

    function enableCashGroup(
        uint16 currencyId,
        AssetRateAdapter assetRateOracle,
        CashGroupSettings calldata cashGroup,
        string calldata underlyingName,
        string calldata underlyingSymbol
    ) external;

    function updateDepositParameters(
        uint16 currencyId,
        uint32[] calldata depositShares,
        uint32[] calldata leverageThresholds
    ) external;

    function updateInitializationParameters(
        uint16 currencyId,
        uint32[] calldata annualizedAnchorRates,
        uint32[] calldata proportions
    ) external;

    function updateIncentiveEmissionRate(uint16 currencyId, uint32 newEmissionRate) external;

    function updateTokenCollateralParameters(
        uint16 currencyId,
        uint8 residualPurchaseIncentive10BPS,
        uint8 pvHaircutPercentage,
        uint8 residualPurchaseTimeBufferHours,
        uint8 cashWithholdingBuffer10BPS,
        uint8 liquidationHaircutPercentage
    ) external;

    function updateCashGroup(uint16 currencyId, CashGroupSettings calldata cashGroup) external;

    function updateAssetRate(uint16 currencyId, AssetRateAdapter rateOracle) external;

    function updateETHRate(
        uint16 currencyId,
        AggregatorV2V3Interface rateOracle,
        bool mustInvert,
        uint8 buffer,
        uint8 haircut,
        uint8 liquidationDiscount
    ) external;

    function updateGlobalTransferOperator(address operator, bool approved) external;

    function updateAuthorizedCallbackContract(address operator, bool approved) external;

    function setLendingPool(ILendingPool pool) external;

    function setSecondaryIncentiveRewarder(uint16 currencyId, IRewarder rewarder) external;
}
合同源代码
文件 31 的 37:NotionalProxy.sol
// SPDX-License-Identifier: GPL-3.0-only
pragma solidity >=0.7.6;
pragma abicoder v2;

import "../../contracts/global/Types.sol";
import "./INTokenAction.sol";
import "./nERC1155Interface.sol";
import "./NotionalGovernance.sol";
import "./NotionalCalculations.sol";
import "./NotionalViews.sol";
import "./NotionalTreasury.sol";
import {IVaultController} from "./IVaultController.sol";

interface NotionalProxy is
    INTokenAction,
    nERC1155Interface,
    NotionalGovernance,
    NotionalTreasury,
    NotionalCalculations,
    NotionalViews,
    IVaultController
{
    /** User trading events */
    event CashBalanceChange(
        address indexed account,
        uint16 indexed currencyId,
        int256 netCashChange
    );
    event nTokenSupplyChange(
        address indexed account,
        uint16 indexed currencyId,
        int256 tokenSupplyChange
    );
    event MarketsInitialized(uint16 currencyId);
    event SweepCashIntoMarkets(uint16 currencyId, int256 cashIntoMarkets);
    event SettledCashDebt(
        address indexed settledAccount,
        uint16 indexed currencyId,
        address indexed settler,
        int256 amountToSettleAsset,
        int256 fCashAmount
    );
    event nTokenResidualPurchase(
        uint16 indexed currencyId,
        uint40 indexed maturity,
        address indexed purchaser,
        int256 fCashAmountToPurchase,
        int256 netAssetCashNToken
    );
    event LendBorrowTrade(
        address indexed account,
        uint16 indexed currencyId,
        uint40 maturity,
        int256 netAssetCash,
        int256 netfCash
    );
    event AddRemoveLiquidity(
        address indexed account,
        uint16 indexed currencyId,
        uint40 maturity,
        int256 netAssetCash,
        int256 netfCash,
        int256 netLiquidityTokens
    );

    /// @notice Emitted once when incentives are migrated
    event IncentivesMigrated(
        uint16 currencyId,
        uint256 migrationEmissionRate,
        uint256 finalIntegralTotalSupply,
        uint256 migrationTime
    );

    /// @notice Emitted when reserve fees are accrued
    event ReserveFeeAccrued(uint16 indexed currencyId, int256 fee);
    /// @notice Emitted whenever an account context has updated
    event AccountContextUpdate(address indexed account);
    /// @notice Emitted when an account has assets that are settled
    event AccountSettled(address indexed account);
    /// @notice Emitted when an asset rate is settled
    event SetSettlementRate(uint256 indexed currencyId, uint256 indexed maturity, uint128 rate);

    /* Liquidation Events */
    event LiquidateLocalCurrency(
        address indexed liquidated,
        address indexed liquidator,
        uint16 localCurrencyId,
        int256 netLocalFromLiquidator
    );

    event LiquidateCollateralCurrency(
        address indexed liquidated,
        address indexed liquidator,
        uint16 localCurrencyId,
        uint16 collateralCurrencyId,
        int256 netLocalFromLiquidator,
        int256 netCollateralTransfer,
        int256 netNTokenTransfer
    );

    event LiquidatefCashEvent(
        address indexed liquidated,
        address indexed liquidator,
        uint16 localCurrencyId,
        uint16 fCashCurrency,
        int256 netLocalFromLiquidator,
        uint256[] fCashMaturities,
        int256[] fCashNotionalTransfer
    );

    /** UUPS Upgradeable contract calls */
    function upgradeTo(address newImplementation) external;

    function upgradeToAndCall(address newImplementation, bytes memory data) external payable;

    function getImplementation() external view returns (address);

    function owner() external view returns (address);

    function pauseRouter() external view returns (address);

    function pauseGuardian() external view returns (address);

    /** Initialize Markets Action */
    function initializeMarkets(uint16 currencyId, bool isFirstInit) external;

    function sweepCashIntoMarkets(uint16 currencyId) external;

    /** Redeem nToken Action */
    function nTokenRedeem(
        address redeemer,
        uint16 currencyId,
        uint96 tokensToRedeem_,
        bool sellTokenAssets,
        bool acceptResidualAssets
    ) external returns (int256);

    /** Account Action */
    function enableBitmapCurrency(uint16 currencyId) external;

    function settleAccount(address account) external;

    function depositUnderlyingToken(
        address account,
        uint16 currencyId,
        uint256 amountExternalPrecision
    ) external payable returns (uint256);

    function depositAssetToken(
        address account,
        uint16 currencyId,
        uint256 amountExternalPrecision
    ) external returns (uint256);

    function withdraw(
        uint16 currencyId,
        uint88 amountInternalPrecision,
        bool redeemToUnderlying
    ) external returns (uint256);

    /** Batch Action */
    function batchBalanceAction(address account, BalanceAction[] calldata actions) external payable;

    function batchBalanceAndTradeAction(address account, BalanceActionWithTrades[] calldata actions)
        external
        payable;

    function batchBalanceAndTradeActionWithCallback(
        address account,
        BalanceActionWithTrades[] calldata actions,
        bytes calldata callbackData
    ) external payable;

    function batchLend(address account, BatchLend[] calldata actions) external;

    /** Liquidation Action */
    function calculateLocalCurrencyLiquidation(
        address liquidateAccount,
        uint16 localCurrency,
        uint96 maxNTokenLiquidation
    ) external returns (int256, int256);

    function liquidateLocalCurrency(
        address liquidateAccount,
        uint16 localCurrency,
        uint96 maxNTokenLiquidation
    ) external returns (int256, int256);

    function calculateCollateralCurrencyLiquidation(
        address liquidateAccount,
        uint16 localCurrency,
        uint16 collateralCurrency,
        uint128 maxCollateralLiquidation,
        uint96 maxNTokenLiquidation
    )
        external
        returns (
            int256,
            int256,
            int256
        );

    function liquidateCollateralCurrency(
        address liquidateAccount,
        uint16 localCurrency,
        uint16 collateralCurrency,
        uint128 maxCollateralLiquidation,
        uint96 maxNTokenLiquidation,
        bool withdrawCollateral,
        bool redeemToUnderlying
    )
        external
        returns (
            int256,
            int256,
            int256
        );

    function calculatefCashLocalLiquidation(
        address liquidateAccount,
        uint16 localCurrency,
        uint256[] calldata fCashMaturities,
        uint256[] calldata maxfCashLiquidateAmounts
    ) external returns (int256[] memory, int256);

    function liquidatefCashLocal(
        address liquidateAccount,
        uint16 localCurrency,
        uint256[] calldata fCashMaturities,
        uint256[] calldata maxfCashLiquidateAmounts
    ) external returns (int256[] memory, int256);

    function calculatefCashCrossCurrencyLiquidation(
        address liquidateAccount,
        uint16 localCurrency,
        uint16 fCashCurrency,
        uint256[] calldata fCashMaturities,
        uint256[] calldata maxfCashLiquidateAmounts
    ) external returns (int256[] memory, int256);

    function liquidatefCashCrossCurrency(
        address liquidateAccount,
        uint16 localCurrency,
        uint16 fCashCurrency,
        uint256[] calldata fCashMaturities,
        uint256[] calldata maxfCashLiquidateAmounts
    ) external returns (int256[] memory, int256);
}
合同源代码
文件 32 的 37:NotionalTreasury.sol
// SPDX-License-Identifier: GPL-3.0-only
pragma solidity >=0.7.6;
pragma abicoder v2;

interface NotionalTreasury {

    /// @notice Emitted when reserve balance is updated
    event ReserveBalanceUpdated(uint16 indexed currencyId, int256 newBalance);
    /// @notice Emitted when reserve balance is harvested
    event ExcessReserveBalanceHarvested(uint16 indexed currencyId, int256 harvestAmount);
    /// @dev Emitted when treasury manager is updated
    event TreasuryManagerChanged(address indexed previousManager, address indexed newManager);
    /// @dev Emitted when reserve buffer value is updated
    event ReserveBufferUpdated(uint16 currencyId, uint256 bufferAmount);

    function claimCOMPAndTransfer(address[] calldata ctokens) external returns (uint256);

    function transferReserveToTreasury(uint16[] calldata currencies)
        external
        returns (uint256[] memory);

    function setTreasuryManager(address manager) external;

    function setReserveBuffer(uint16 currencyId, uint256 amount) external;

    function setReserveCashBalance(uint16 currencyId, int256 reserveBalance) external;
}
合同源代码
文件 33 的 37:NotionalViews.sol
// SPDX-License-Identifier: GPL-3.0-only
pragma solidity >=0.7.6;
pragma abicoder v2;

import "../../contracts/global/Types.sol";

interface NotionalViews {
    function getMaxCurrencyId() external view returns (uint16);

    function getCurrencyId(address tokenAddress) external view returns (uint16 currencyId);

    function getCurrency(uint16 currencyId)
        external
        view
        returns (Token memory assetToken, Token memory underlyingToken);

    function getRateStorage(uint16 currencyId)
        external
        view
        returns (ETHRateStorage memory ethRate, AssetRateStorage memory assetRate);

    function getCurrencyAndRates(uint16 currencyId)
        external
        view
        returns (
            Token memory assetToken,
            Token memory underlyingToken,
            ETHRate memory ethRate,
            AssetRateParameters memory assetRate
        );

    function getCashGroup(uint16 currencyId) external view returns (CashGroupSettings memory);

    function getCashGroupAndAssetRate(uint16 currencyId)
        external
        view
        returns (CashGroupSettings memory cashGroup, AssetRateParameters memory assetRate);

    function getInitializationParameters(uint16 currencyId)
        external
        view
        returns (int256[] memory annualizedAnchorRates, int256[] memory proportions);

    function getDepositParameters(uint16 currencyId)
        external
        view
        returns (int256[] memory depositShares, int256[] memory leverageThresholds);

    function nTokenAddress(uint16 currencyId) external view returns (address);

    function getNoteToken() external view returns (address);

    function getOwnershipStatus() external view returns (address owner, address pendingOwner);

    function getGlobalTransferOperatorStatus(address operator)
        external
        view
        returns (bool isAuthorized);

    function getAuthorizedCallbackContractStatus(address callback)
        external
        view
        returns (bool isAuthorized);

    function getSecondaryIncentiveRewarder(uint16 currencyId)
        external
        view
        returns (address incentiveRewarder);

    function getSettlementRate(uint16 currencyId, uint40 maturity)
        external
        view
        returns (AssetRateParameters memory);

    function getMarket(
        uint16 currencyId,
        uint256 maturity,
        uint256 settlementDate
    ) external view returns (MarketParameters memory);

    function getActiveMarkets(uint16 currencyId) external view returns (MarketParameters[] memory);

    function getActiveMarketsAtBlockTime(uint16 currencyId, uint32 blockTime)
        external
        view
        returns (MarketParameters[] memory);

    function getReserveBalance(uint16 currencyId) external view returns (int256 reserveBalance);

    function getNTokenPortfolio(address tokenAddress)
        external
        view
        returns (PortfolioAsset[] memory liquidityTokens, PortfolioAsset[] memory netfCashAssets);

    function getNTokenAccount(address tokenAddress)
        external
        view
        returns (
            uint16 currencyId,
            uint256 totalSupply,
            uint256 incentiveAnnualEmissionRate,
            uint256 lastInitializedTime,
            bytes5 nTokenParameters,
            int256 cashBalance,
            uint256 accumulatedNOTEPerNToken,
            uint256 lastAccumulatedTime
        );

    function getAccount(address account)
        external
        view
        returns (
            AccountContext memory accountContext,
            AccountBalance[] memory accountBalances,
            PortfolioAsset[] memory portfolio
        );

    function getAccountContext(address account) external view returns (AccountContext memory);

    function getAccountBalance(uint16 currencyId, address account)
        external
        view
        returns (
            int256 cashBalance,
            int256 nTokenBalance,
            uint256 lastClaimTime
        );

    function getAccountPortfolio(address account) external view returns (PortfolioAsset[] memory);

    function getfCashNotional(
        address account,
        uint16 currencyId,
        uint256 maturity
    ) external view returns (int256);

    function getAssetsBitmap(address account, uint16 currencyId) external view returns (bytes32);

    function getFreeCollateral(address account) external view returns (int256, int256[] memory);

    function getTreasuryManager() external view returns (address);

    function getReserveBuffer(uint16 currencyId) external view returns (uint256);

    function getLendingPool() external view returns (address);
}
合同源代码
文件 34 的 37:TokenUtils.sol
// SPDX-License-Identifier: GPL-3.0-only
pragma solidity 0.8.17;

import {IERC20} from "../../interfaces/IERC20.sol";
import {IEIP20NonStandard} from "../../interfaces/IEIP20NonStandard.sol";
import {Deployments} from "../global/Deployments.sol";

library TokenUtils {
    error ERC20Error();

    function tokenBalance(address token) internal view returns (uint256) {
        return
            token == Deployments.ETH_ADDRESS
                ? address(this).balance
                : IERC20(token).balanceOf(address(this));
    }

    function checkApprove(IERC20 token, address spender, uint256 amount) internal {
        if (address(token) == address(0)) return;

        IEIP20NonStandard(address(token)).approve(spender, 0);
        _checkReturnCode();            
        if (amount > 0) {
            IEIP20NonStandard(address(token)).approve(spender, amount);
            _checkReturnCode();            
        }
    }

    function checkRevoke(IERC20 token, address spender) internal {
        if (address(token) == address(0)) return;

        IEIP20NonStandard(address(token)).approve(spender, 0);
        _checkReturnCode();
    }

    function checkTransfer(IERC20 token, address receiver, uint256 amount) internal {
        IEIP20NonStandard(address(token)).transfer(receiver, amount);
        _checkReturnCode();
    }

    // Supports checking return codes on non-standard ERC20 contracts
    function _checkReturnCode() private pure {
        bool success;
        uint256[1] memory result;
        assembly {
            switch returndatasize()
                case 0 {
                    // This is a non-standard ERC-20
                    success := 1 // set success to true
                }
                case 32 {
                    // This is a compliant ERC-20
                    returndatacopy(result, 0, 32)
                    success := mload(result) // Set `success = returndata` of external call
                }
                default {
                    // This is an excessively non-compliant ERC-20, revert.
                    revert(0, 0)
                }
        }

        if (!success) revert ERC20Error();
    }
}
合同源代码
文件 35 的 37:Types.sol
// SPDX-License-Identifier: GPL-3.0-only
pragma solidity >=0.7.6;
pragma abicoder v2;

import "../../interfaces/chainlink/AggregatorV2V3Interface.sol";
import "../../interfaces/notional/AssetRateAdapter.sol";

/// @notice Different types of internal tokens
///  - UnderlyingToken: underlying asset for a cToken (except for Ether)
///  - cToken: Compound interest bearing token
///  - cETH: Special handling for cETH tokens
///  - Ether: the one and only
///  - NonMintable: tokens that do not have an underlying (therefore not cTokens)
///  - aToken: Aave interest bearing tokens
enum TokenType {
    UnderlyingToken,
    cToken,
    cETH,
    Ether,
    NonMintable,
    aToken
}

/// @notice Specifies the different trade action types in the system. Each trade action type is
/// encoded in a tightly packed bytes32 object. Trade action type is the first big endian byte of the
/// 32 byte trade action object. The schemas for each trade action type are defined below.
enum TradeActionType {
    // (uint8 TradeActionType, uint8 MarketIndex, uint88 fCashAmount, uint32 minImpliedRate, uint120 unused)
    Lend,
    // (uint8 TradeActionType, uint8 MarketIndex, uint88 fCashAmount, uint32 maxImpliedRate, uint128 unused)
    Borrow,
    // (uint8 TradeActionType, uint8 MarketIndex, uint88 assetCashAmount, uint32 minImpliedRate, uint32 maxImpliedRate, uint88 unused)
    AddLiquidity,
    // (uint8 TradeActionType, uint8 MarketIndex, uint88 tokenAmount, uint32 minImpliedRate, uint32 maxImpliedRate, uint88 unused)
    RemoveLiquidity,
    // (uint8 TradeActionType, uint32 Maturity, int88 fCashResidualAmount, uint128 unused)
    PurchaseNTokenResidual,
    // (uint8 TradeActionType, address CounterpartyAddress, int88 fCashAmountToSettle)
    SettleCashDebt
}

/// @notice Specifies different deposit actions that can occur during BalanceAction or BalanceActionWithTrades
enum DepositActionType {
    // No deposit action
    None,
    // Deposit asset cash, depositActionAmount is specified in asset cash external precision
    DepositAsset,
    // Deposit underlying tokens that are mintable to asset cash, depositActionAmount is specified in underlying token
    // external precision
    DepositUnderlying,
    // Deposits specified asset cash external precision amount into an nToken and mints the corresponding amount of
    // nTokens into the account
    DepositAssetAndMintNToken,
    // Deposits specified underlying in external precision, mints asset cash, and uses that asset cash to mint nTokens
    DepositUnderlyingAndMintNToken,
    // Redeems an nToken balance to asset cash. depositActionAmount is specified in nToken precision. Considered a deposit action
    // because it deposits asset cash into an account. If there are fCash residuals that cannot be sold off, will revert.
    RedeemNToken,
    // Converts specified amount of asset cash balance already in Notional to nTokens. depositActionAmount is specified in
    // Notional internal 8 decimal precision.
    ConvertCashToNToken
}

/// @notice Used internally for PortfolioHandler state
enum AssetStorageState {
    NoChange,
    Update,
    Delete,
    RevertIfStored
}

/****** Calldata objects ******/

/// @notice Defines a batch lending action
struct BatchLend {
    uint16 currencyId;
    // True if the contract should try to transfer underlying tokens instead of asset tokens
    bool depositUnderlying;
    // Array of tightly packed 32 byte objects that represent trades. See TradeActionType documentation
    bytes32[] trades;
}

/// @notice Defines a balance action for batchAction
struct BalanceAction {
    // Deposit action to take (if any)
    DepositActionType actionType;
    uint16 currencyId;
    // Deposit action amount must correspond to the depositActionType, see documentation above.
    uint256 depositActionAmount;
    // Withdraw an amount of asset cash specified in Notional internal 8 decimal precision
    uint256 withdrawAmountInternalPrecision;
    // If set to true, will withdraw entire cash balance. Useful if there may be an unknown amount of asset cash
    // residual left from trading.
    bool withdrawEntireCashBalance;
    // If set to true, will redeem asset cash to the underlying token on withdraw.
    bool redeemToUnderlying;
}

/// @notice Defines a balance action with a set of trades to do as well
struct BalanceActionWithTrades {
    DepositActionType actionType;
    uint16 currencyId;
    uint256 depositActionAmount;
    uint256 withdrawAmountInternalPrecision;
    bool withdrawEntireCashBalance;
    bool redeemToUnderlying;
    // Array of tightly packed 32 byte objects that represent trades. See TradeActionType documentation
    bytes32[] trades;
}

/****** In memory objects ******/
/// @notice Internal object that represents settled cash balances
struct SettleAmount {
    uint256 currencyId;
    int256 netCashChange;
}

/// @notice Internal object that represents a token
struct Token {
    address tokenAddress;
    bool hasTransferFee;
    int256 decimals;
    TokenType tokenType;
    uint256 maxCollateralBalance;
}

/// @notice Internal object that represents an nToken portfolio
struct nTokenPortfolio {
    CashGroupParameters cashGroup;
    PortfolioState portfolioState;
    int256 totalSupply;
    int256 cashBalance;
    uint256 lastInitializedTime;
    bytes6 parameters;
    address tokenAddress;
}

/// @notice Internal object used during liquidation
struct LiquidationFactors {
    address account;
    // Aggregate free collateral of the account denominated in ETH underlying, 8 decimal precision
    int256 netETHValue;
    // Amount of net local currency asset cash before haircuts and buffers available
    int256 localAssetAvailable;
    // Amount of net collateral currency asset cash before haircuts and buffers available
    int256 collateralAssetAvailable;
    // Haircut value of nToken holdings denominated in asset cash, will be local or collateral nTokens based
    // on liquidation type
    int256 nTokenHaircutAssetValue;
    // nToken parameters for calculating liquidation amount
    bytes6 nTokenParameters;
    // ETH exchange rate from local currency to ETH
    ETHRate localETHRate;
    // ETH exchange rate from collateral currency to ETH
    ETHRate collateralETHRate;
    // Asset rate for the local currency, used in cross currency calculations to calculate local asset cash required
    AssetRateParameters localAssetRate;
    // Used during currency liquidations if the account has liquidity tokens
    CashGroupParameters collateralCashGroup;
    // Used during currency liquidations if it is only a calculation, defaults to false
    bool isCalculation;
}

/// @notice Internal asset array portfolio state
struct PortfolioState {
    // Array of currently stored assets
    PortfolioAsset[] storedAssets;
    // Array of new assets to add
    PortfolioAsset[] newAssets;
    uint256 lastNewAssetIndex;
    // Holds the length of stored assets after accounting for deleted assets
    uint256 storedAssetLength;
}

/// @notice In memory ETH exchange rate used during free collateral calculation.
struct ETHRate {
    // The decimals (i.e. 10^rateDecimalPlaces) of the exchange rate, defined by the rate oracle
    int256 rateDecimals;
    // The exchange rate from base to ETH (if rate invert is required it is already done)
    int256 rate;
    // Amount of buffer as a multiple with a basis of 100 applied to negative balances.
    int256 buffer;
    // Amount of haircut as a multiple with a basis of 100 applied to positive balances
    int256 haircut;
    // Liquidation discount as a multiple with a basis of 100 applied to the exchange rate
    // as an incentive given to liquidators.
    int256 liquidationDiscount;
}

/// @notice Internal object used to handle balance state during a transaction
struct BalanceState {
    uint16 currencyId;
    // Cash balance stored in balance state at the beginning of the transaction
    int256 storedCashBalance;
    // nToken balance stored at the beginning of the transaction
    int256 storedNTokenBalance;
    // The net cash change as a result of asset settlement or trading
    int256 netCashChange;
    // Net asset transfers into or out of the account
    int256 netAssetTransferInternalPrecision;
    // Net token transfers into or out of the account
    int256 netNTokenTransfer;
    // Net token supply change from minting or redeeming
    int256 netNTokenSupplyChange;
    // The last time incentives were claimed for this currency
    uint256 lastClaimTime;
    // Accumulator for incentives that the account no longer has a claim over
    uint256 accountIncentiveDebt;
}

/// @dev Asset rate used to convert between underlying cash and asset cash
struct AssetRateParameters {
    // Address of the asset rate oracle
    AssetRateAdapter rateOracle;
    // The exchange rate from base to quote (if invert is required it is already done)
    int256 rate;
    // The decimals of the underlying, the rate converts to the underlying decimals
    int256 underlyingDecimals;
}

/// @dev Cash group when loaded into memory
struct CashGroupParameters {
    uint16 currencyId;
    uint256 maxMarketIndex;
    AssetRateParameters assetRate;
    bytes32 data;
}

/// @dev A portfolio asset when loaded in memory
struct PortfolioAsset {
    // Asset currency id
    uint256 currencyId;
    uint256 maturity;
    // Asset type, fCash or liquidity token.
    uint256 assetType;
    // fCash amount or liquidity token amount
    int256 notional;
    // Used for managing portfolio asset state
    uint256 storageSlot;
    // The state of the asset for when it is written to storage
    AssetStorageState storageState;
}

/// @dev Market object as represented in memory
struct MarketParameters {
    bytes32 storageSlot;
    uint256 maturity;
    // Total amount of fCash available for purchase in the market.
    int256 totalfCash;
    // Total amount of cash available for purchase in the market.
    int256 totalAssetCash;
    // Total amount of liquidity tokens (representing a claim on liquidity) in the market.
    int256 totalLiquidity;
    // This is the previous annualized interest rate in RATE_PRECISION that the market traded
    // at. This is used to calculate the rate anchor to smooth interest rates over time.
    uint256 lastImpliedRate;
    // Time lagged version of lastImpliedRate, used to value fCash assets at market rates while
    // remaining resistent to flash loan attacks.
    uint256 oracleRate;
    // This is the timestamp of the previous trade
    uint256 previousTradeTime;
}

/****** Storage objects ******/

/// @dev Token object in storage:
///  20 bytes for token address
///  1 byte for hasTransferFee
///  1 byte for tokenType
///  1 byte for tokenDecimals
///  9 bytes for maxCollateralBalance (may not always be set)
struct TokenStorage {
    // Address of the token
    address tokenAddress;
    // Transfer fees will change token deposit behavior
    bool hasTransferFee;
    TokenType tokenType;
    uint8 decimalPlaces;
    // Upper limit on how much of this token the contract can hold at any time
    uint72 maxCollateralBalance;
}

/// @dev Exchange rate object as it is represented in storage, total storage is 25 bytes.
struct ETHRateStorage {
    // Address of the rate oracle
    AggregatorV2V3Interface rateOracle;
    // The decimal places of precision that the rate oracle uses
    uint8 rateDecimalPlaces;
    // True of the exchange rate must be inverted
    bool mustInvert;
    // NOTE: both of these governance values are set with BUFFER_DECIMALS precision
    // Amount of buffer to apply to the exchange rate for negative balances.
    uint8 buffer;
    // Amount of haircut to apply to the exchange rate for positive balances
    uint8 haircut;
    // Liquidation discount in percentage point terms, 106 means a 6% discount
    uint8 liquidationDiscount;
}

/// @dev Asset rate oracle object as it is represented in storage, total storage is 21 bytes.
struct AssetRateStorage {
    // Address of the rate oracle
    AssetRateAdapter rateOracle;
    // The decimal places of the underlying asset
    uint8 underlyingDecimalPlaces;
}

/// @dev Governance parameters for a cash group, total storage is 9 bytes + 7 bytes for liquidity token haircuts
/// and 7 bytes for rate scalars, total of 23 bytes. Note that this is stored packed in the storage slot so there
/// are no indexes stored for liquidityTokenHaircuts or rateScalars, maxMarketIndex is used instead to determine the
/// length.
struct CashGroupSettings {
    // Index of the AMMs on chain that will be made available. Idiosyncratic fCash
    // that is dated less than the longest AMM will be tradable.
    uint8 maxMarketIndex;
    // Time window in 5 minute increments that the rate oracle will be averaged over
    uint8 rateOracleTimeWindow5Min;
    // Total fees per trade, specified in BPS
    uint8 totalFeeBPS;
    // Share of the fees given to the protocol, denominated in percentage
    uint8 reserveFeeShare;
    // Debt buffer specified in 5 BPS increments
    uint8 debtBuffer5BPS;
    // fCash haircut specified in 5 BPS increments
    uint8 fCashHaircut5BPS;
    // If an account has a negative cash balance, it can be settled by incurring debt at the 3 month market. This
    // is the basis points for the penalty rate that will be added the current 3 month oracle rate.
    uint8 settlementPenaltyRate5BPS;
    // If an account has fCash that is being liquidated, this is the discount that the liquidator can purchase it for
    uint8 liquidationfCashHaircut5BPS;
    // If an account has fCash that is being liquidated, this is the discount that the liquidator can purchase it for
    uint8 liquidationDebtBuffer5BPS;
    // Liquidity token haircut applied to cash claims, specified as a percentage between 0 and 100
    uint8[] liquidityTokenHaircuts;
    // Rate scalar used to determine the slippage of the market
    uint8[] rateScalars;
}

/// @dev Holds account level context information used to determine settlement and
/// free collateral actions. Total storage is 28 bytes
struct AccountContext {
    // Used to check when settlement must be triggered on an account
    uint40 nextSettleTime;
    // For lenders that never incur debt, we use this flag to skip the free collateral check.
    bytes1 hasDebt;
    // Length of the account's asset array
    uint8 assetArrayLength;
    // If this account has bitmaps set, this is the corresponding currency id
    uint16 bitmapCurrencyId;
    // 9 total active currencies possible (2 bytes each)
    bytes18 activeCurrencies;
}

/// @dev Holds nToken context information mapped via the nToken address, total storage is
/// 16 bytes
struct nTokenContext {
    // Currency id that the nToken represents
    uint16 currencyId;
    // Annual incentive emission rate denominated in WHOLE TOKENS (multiply by
    // INTERNAL_TOKEN_PRECISION to get the actual rate)
    uint32 incentiveAnnualEmissionRate;
    // The last block time at utc0 that the nToken was initialized at, zero if it
    // has never been initialized
    uint32 lastInitializedTime;
    // Length of the asset array, refers to the number of liquidity tokens an nToken
    // currently holds
    uint8 assetArrayLength;
    // Each byte is a specific nToken parameter
    bytes5 nTokenParameters;
    // Reserved bytes for future usage
    bytes15 _unused;
    // Set to true if a secondary rewarder is set
    bool hasSecondaryRewarder;
}

/// @dev Holds account balance information, total storage 32 bytes
struct BalanceStorage {
    // Number of nTokens held by the account
    uint80 nTokenBalance;
    // Last time the account claimed their nTokens
    uint32 lastClaimTime;
    // Incentives that the account no longer has a claim over
    uint56 accountIncentiveDebt;
    // Cash balance of the account
    int88 cashBalance;
}

/// @dev Holds information about a settlement rate, total storage 25 bytes
struct SettlementRateStorage {
    uint40 blockTime;
    uint128 settlementRate;
    uint8 underlyingDecimalPlaces;
}

/// @dev Holds information about a market, total storage is 42 bytes so this spans
/// two storage words
struct MarketStorage {
    // Total fCash in the market
    uint80 totalfCash;
    // Total asset cash in the market
    uint80 totalAssetCash;
    // Last annualized interest rate the market traded at
    uint32 lastImpliedRate;
    // Last recorded oracle rate for the market
    uint32 oracleRate;
    // Last time a trade was made
    uint32 previousTradeTime;
    // This is stored in slot + 1
    uint80 totalLiquidity;
}

struct ifCashStorage {
    // Notional amount of fCash at the slot, limited to int128 to allow for
    // future expansion
    int128 notional;
}

/// @dev A single portfolio asset in storage, total storage of 19 bytes
struct PortfolioAssetStorage {
    // Currency Id for the asset
    uint16 currencyId;
    // Maturity of the asset
    uint40 maturity;
    // Asset type (fCash or Liquidity Token marker)
    uint8 assetType;
    // Notional
    int88 notional;
}

/// @dev nToken total supply factors for the nToken, includes factors related
/// to claiming incentives, total storage 32 bytes. This is the deprecated version
struct nTokenTotalSupplyStorage_deprecated {
    // Total supply of the nToken
    uint96 totalSupply;
    // Integral of the total supply used for calculating the average total supply
    uint128 integralTotalSupply;
    // Last timestamp the supply value changed, used for calculating the integralTotalSupply
    uint32 lastSupplyChangeTime;
}

/// @dev nToken total supply factors for the nToken, includes factors related
/// to claiming incentives, total storage 32 bytes.
struct nTokenTotalSupplyStorage {
    // Total supply of the nToken
    uint96 totalSupply;
    // How many NOTE incentives should be issued per nToken in 1e18 precision
    uint128 accumulatedNOTEPerNToken;
    // Last timestamp when the accumulation happened
    uint32 lastAccumulatedTime;
}

/// @dev Used in view methods to return account balances in a developer friendly manner
struct AccountBalance {
    uint16 currencyId;
    int256 cashBalance;
    int256 nTokenBalance;
    uint256 lastClaimTime;
    uint256 accountIncentiveDebt;
}

struct VaultConfigStorage {
    // Vault Flags (documented in VaultConfiguration.sol)
    uint16 flags;
    // Primary currency the vault borrows in
    uint16 borrowCurrencyId;
    // Specified in whole tokens in 1e8 precision, allows a 4.2 billion min borrow size
    uint32 minAccountBorrowSize;
    // Minimum collateral ratio for a vault specified in basis points, valid values are greater than 10_000
    // where the largest minimum collateral ratio is 65_536 which is much higher than anything reasonable.
    uint16 minCollateralRatioBPS;
    // Allows up to a 12.75% annualized fee
    uint8 feeRate5BPS;
    // A percentage that represents the share of the cash raised that will go to the liquidator
    uint8 liquidationRate;
    // A percentage of the fee given to the protocol
    uint8 reserveFeeShare;
    // Maximum market index where a vault can borrow from
    uint8 maxBorrowMarketIndex;
    // Maximum collateral ratio that a liquidator can push a an account to during deleveraging
    uint16 maxDeleverageCollateralRatioBPS;
    // An optional list of secondary borrow currencies
    uint16[2] secondaryBorrowCurrencies;
    // Required collateral ratio for accounts to stay inside a vault, prevents accounts
    // from "free riding" on vaults. Enforced on entry and exit, not on deleverage.
    uint16 maxRequiredAccountCollateralRatioBPS;
    // 80 bytes left
}

struct VaultBorrowCapacityStorage {
    // Total fCash across all maturities that caps the borrow capacity
    uint80 maxBorrowCapacity;
    // Current usage of that total borrow capacity
    uint80 totalUsedBorrowCapacity;
}

struct VaultSecondaryBorrowStorage {
    // fCash borrowed for a specific maturity on a secondary currency
    uint80 totalfCashBorrowed;
    // Used for accounting how much secondary borrow a single account owes as the fCashBorrowed
    // increases or decreases
    uint80 totalAccountDebtShares;
    // The total secondary fCash borrowed converted to the primary borrow currency (underlying)
    // snapshot prior to settlement. This is used to offset account value on settlement. Once this
    // value is set, accounts can no longer borrow or repay on the secondary borrow currency
    uint80 totalfCashBorrowedInPrimarySnapshot;
    // Set to true once when the snapshot is set
    bool hasSnapshotBeenSet;
}

struct VaultConfig {
    address vault;
    uint16 flags;
    uint16 borrowCurrencyId;
    int256 minAccountBorrowSize;
    int256 feeRate;
    int256 minCollateralRatio;
    int256 liquidationRate;
    int256 reserveFeeShare;
    uint256 maxBorrowMarketIndex;
    int256 maxDeleverageCollateralRatio;
    uint16[2] secondaryBorrowCurrencies;
    AssetRateParameters assetRate;
    int256 maxRequiredAccountCollateralRatio;
}

/// @notice Represents a Vault's current borrow and collateral state
struct VaultStateStorage {
    // This represents the total amount of borrowing in the vault for the current
    // vault term. This value must equal the total fCash borrowed by all accounts
    // in the vault.
    uint80 totalfCash;
    // The total amount of asset cash in the pool held as prepayment for fCash
    uint80 totalAssetCash;
    // Total vault shares in this maturity
    uint80 totalVaultShares;
    // Set to true if a vault has been fully settled and the cash can be pulled. Matured
    // accounts must wait for this flag to be set before they can proceed to exit after
    // maturity
    bool isSettled;
    // NOTE: 8 bits left
    // ----- This breaks into a new storage slot -------    
    // TODO: potentially make total strategy tokens bigger...
    // The total amount of strategy tokens held in the pool
    uint80 totalStrategyTokens;
    // Valuation of a strategy token at settlement
    int80 settlementStrategyTokenValue;
    // NOTE: 96 bits left
}

/// @notice Represents the remaining assets in a vault post settlement
struct VaultSettledAssetsStorage {
    // Remaining strategy tokens that have not been withdrawn
    uint80 remainingStrategyTokens;
    // Remaining asset cash that has not been withdrawn
    int80 remainingAssetCash;
}

struct VaultState {
    uint256 maturity;
    int256 totalfCash;
    bool isSettled;
    uint256 totalVaultShares;
    uint256 totalAssetCash;
    uint256 totalStrategyTokens;
    int256 settlementStrategyTokenValue;
}

/// @notice Represents an account's position within an individual vault
struct VaultAccountStorage {
    // The amount of fCash the account has borrowed from Notional. Stored as a uint but on the stack it
    // is represented as a negative number.
    uint80 fCash;
    // Vault shares that the account holds
    uint80 vaultShares;
    // Maturity when the vault shares and fCash will mature
    uint40 maturity;
    // Last block when a vault entered, used to ensure that vault accounts do not flash enter/exit.
    // While there is no specified attack vector here, we can use it to prevent an entire class
    // of attacks from happening without reducing UX.
    uint32 lastEntryBlockHeight;
}

struct VaultAccountSecondaryDebtShareStorage {
    // Maturity for the account's secondary borrows
    uint32 maturity;
    // Account debt shares for the first secondary currency
    uint80 accountDebtSharesOne;
    // Account debt shares for the second secondary currency
    uint80 accountDebtSharesTwo;
}

struct VaultAccount {
    int256 fCash;
    uint256 maturity;
    uint256 vaultShares;
    address account;
    // This cash balance is used just within a transaction to track deposits
    // and withdraws for an account. Must be zeroed by the time we store the account
    int256 tempCashBalance;
    uint256 lastEntryBlockHeight;
}
合同源代码
文件 36 的 37:WETH9.sol
// SPDX-License-Identifier: MIT
pragma solidity >=0.7.6;

import "@openzeppelin/contracts/token/ERC20/IERC20.sol";

interface WETH9 is IERC20 {
    function deposit() external payable;

    function withdraw(uint256 wad) external;
}
合同源代码
文件 37 的 37:nERC1155Interface.sol
// SPDX-License-Identifier: GPL-3.0-only
pragma solidity >=0.7.6;
pragma abicoder v2;

import "../../contracts/global/Types.sol";

interface nERC1155Interface {
    event TransferSingle(
        address indexed operator,
        address indexed from,
        address indexed to,
        uint256 id,
        uint256 value
    );
    event TransferBatch(
        address indexed operator,
        address indexed from,
        address indexed to,
        uint256[] ids,
        uint256[] values
    );
    event ApprovalForAll(address indexed account, address indexed operator, bool approved);
    event URI(string value, uint256 indexed id);

    function supportsInterface(bytes4 interfaceId) external pure returns (bool);

    function balanceOf(address account, uint256 id) external view returns (uint256);

    function balanceOfBatch(address[] calldata accounts, uint256[] calldata ids)
        external
        view
        returns (uint256[] memory);

    function signedBalanceOf(address account, uint256 id) external view returns (int256);

    function signedBalanceOfBatch(address[] calldata accounts, uint256[] calldata ids)
        external
        view
        returns (int256[] memory);

    function setApprovalForAll(address operator, bool approved) external;

    function isApprovedForAll(address account, address operator) external view returns (bool);

    function safeTransferFrom(
        address from,
        address to,
        uint256 id,
        uint256 amount,
        bytes calldata data
    ) external payable;

    function safeBatchTransferFrom(
        address from,
        address to,
        uint256[] calldata ids,
        uint256[] calldata amounts,
        bytes calldata data
    ) external payable;

    function decodeToAssets(uint256[] calldata ids, uint256[] calldata amounts)
        external
        view
        returns (PortfolioAsset[] memory);

    function encodeToId(
        uint16 currencyId,
        uint40 maturity,
        uint8 assetType
    ) external pure returns (uint256 id);
}
设置
{
  "compilationTarget": {
    "contracts/utils/AaveFlashLiquidator.sol": "AaveFlashLiquidator"
  },
  "evmVersion": "london",
  "libraries": {},
  "metadata": {
    "bytecodeHash": "ipfs"
  },
  "optimizer": {
    "enabled": true,
    "runs": 200
  },
  "remappings": []
}
ABI
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