PoolLib
This commit is contained in:
tim
@@ -1,15 +1,11 @@
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// SPDX-License-Identifier: UNLICENSED
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pragma solidity ^0.8.30;
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import "@abdk/ABDKMath64x64.sol";
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import "@openzeppelin/contracts/token/ERC20/ERC20.sol";
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import "@openzeppelin/contracts/token/ERC20/IERC20.sol";
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import "@openzeppelin/contracts/token/ERC20/utils/SafeERC20.sol";
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import "@openzeppelin/contracts/utils/ReentrancyGuard.sol";
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import "./LMSRStabilized.sol";
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import "./LMSRStabilizedBalancedPair.sol";
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import "./PoolLib.sol";
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import "./IPartyPool.sol";
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import "./IPartyFlashCallback.sol";
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/// @title PartyPool - LMSR-backed multi-asset pool with LP ERC20 token
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/// @notice A multi-asset liquidity pool backed by the LMSRStabilized pricing model.
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@@ -20,36 +16,12 @@ import "./IPartyFlashCallback.sol";
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/// - Exact-input swaps and swaps-to-price-limits,
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/// - Flash loans via a callback interface.
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///
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/// @dev The contract stores per-token uint "bases" used to scale token units into the internal Q64.64
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/// representation used by the LMSR library. Cached on-chain uint balances are kept to reduce balanceOf calls.
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/// The contract uses ceiling/floor rules described in function comments to bias rounding in favor of the pool
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/// (i.e., floor outputs to users, ceil inputs/fees where appropriate).
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/// @dev The contract uses PoolLib for all implementation logic and maintains state in a PoolLib.State struct
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contract PartyPool is IPartyPool, ERC20, ReentrancyGuard {
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using ABDKMath64x64 for int128;
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using LMSRStabilized for LMSRStabilized.State;
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using SafeERC20 for IERC20;
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using PoolLib for PoolLib.State;
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/// @notice Token addresses comprising the pool. Effectively immutable after construction.
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/// @dev tokens[i] corresponds to the i-th asset and maps to index i in the internal LMSR arrays.
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IERC20[] public tokens; // effectively immutable since there is no interface to change the tokens
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LMSRStabilized.State internal lmsr;
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// Cached on-chain balances (uint) and internal 64.64 representation
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// balance / base = internal
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uint256[] internal cachedUintBalances;
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/// @notice Per-token uint base denominators used to convert uint token amounts <-> internal Q64.64 representation.
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/// @dev denominators()[i] is the base for tokens[i]. These bases are chosen by deployer and must match token decimals.
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uint256[] internal bases; // per-token uint base used to scale token amounts <-> internal
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/// @inheritdoc IPartyPool
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function numTokens() external view returns (uint256) { return tokens.length; }
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/// @inheritdoc IPartyPool
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function allTokens() external view returns (IERC20[] memory) { return tokens; }
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/// @notice Pool state containing all storage variables
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PoolLib.State internal s;
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/// @notice Liquidity parameter κ (Q64.64) used by the LMSR kernel: b = κ * S(q)
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/// @dev Pool is constructed with a fixed κ. Clients may use LMSRStabilized.computeKappaFromSlippage(...) to
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@@ -67,11 +39,22 @@ contract PartyPool is IPartyPool, ERC20, ReentrancyGuard {
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/// @inheritdoc IPartyPool
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function denominators() external view returns (uint256[] memory) { return bases; }
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function tokens(uint256 i) external view returns (IERC20) { return s.tokens[i]; }
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/// @inheritdoc IPartyPool
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function numTokens() external view returns (uint256) { return s.tokens.length; }
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/// @inheritdoc IPartyPool
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function allTokens() external view returns (IERC20[] memory) { return s.tokens; }
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/// @inheritdoc IPartyPool
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function denominators() external view returns (uint256[] memory) { return s.bases; }
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/// @notice Mapping from token address => (index+1). A zero value indicates the token is not in the pool.
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/// @dev Use index = tokenAddressToIndexPlusOne[token] - 1 when non-zero.
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mapping(IERC20=>uint) public tokenAddressToIndexPlusOne; // Uses index+1 so a result of 0 indicates a failed lookup
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function tokenAddressToIndexPlusOne(IERC20 token) external view returns (uint256) {
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return s.tokenAddressToIndexPlusOne[token];
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}
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/// @notice Scale factor used when converting LMSR Q64.64 totals to LP token units (uint).
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/// @dev LP tokens are minted in units equal to ABDK.mulu(lastTotalQ64x64, LP_SCALE).
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@@ -95,10 +78,6 @@ contract PartyPool is IPartyPool, ERC20, ReentrancyGuard {
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uint256 flashFeePpm_,
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bool stable_
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) ERC20(name_, symbol_) {
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require(tokens_.length > 1, "Pool: need >1 asset");
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require(tokens_.length == bases_.length, "Pool: lengths mismatch");
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tokens = tokens_;
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bases = bases_;
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kappa = kappa_;
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require(swapFeePpm_ < 1_000_000, "Pool: fee >= ppm");
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swapFeePpm = swapFeePpm_;
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@@ -106,50 +85,17 @@ contract PartyPool is IPartyPool, ERC20, ReentrancyGuard {
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flashFeePpm = flashFeePpm_;
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_stablePair = stable_ && tokens_.length == 2;
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uint256 n = tokens_.length;
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// Initialize LMSR state nAssets; full init occurs on first mint when quantities are known.
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lmsr.nAssets = n;
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// Initialize token address to index mapping
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for (uint i = 0; i < n;) {
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tokenAddressToIndexPlusOne[tokens_[i]] = i + 1;
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unchecked {i++;}
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}
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// Initialize caches to zero
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cachedUintBalances = new uint256[](n);
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// Initialize state using library
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s.initialize(tokens_, bases_);
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}
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/* ----------------------
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Initialization / Mint / Burn (LP token managed)
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---------------------- */
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/// @inheritdoc IPartyPool
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function mintDepositAmounts(uint256 lpTokenAmount) public view returns (uint256[] memory depositAmounts) {
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uint256 n = tokens.length;
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depositAmounts = new uint256[](n);
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// If this is the first mint or pool is empty, return zeros
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// For first mint, tokens should already be transferred to the pool
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if (totalSupply() == 0 || lmsr.nAssets == 0) {
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return depositAmounts; // Return zeros, initial deposit handled differently
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}
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// Calculate deposit based on current proportions
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uint256 totalLpSupply = totalSupply();
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// lpTokenAmount / totalLpSupply = depositAmount / currentBalance
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// Therefore: depositAmount = (lpTokenAmount * currentBalance) / totalLpSupply
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// We round up to protect the pool
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for (uint i = 0; i < n; i++) {
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uint256 currentBalance = cachedUintBalances[i];
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// Calculate with rounding up: (a * b + c - 1) / c
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depositAmounts[i] = (lpTokenAmount * currentBalance + totalLpSupply - 1) / totalLpSupply;
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}
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return depositAmounts;
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return s.mintDepositAmounts(lpTokenAmount, totalSupply());
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}
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/// @notice Initial mint to set up pool for the first time.
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@@ -159,37 +105,8 @@ contract PartyPool is IPartyPool, ERC20, ReentrancyGuard {
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/// @param lpTokens The number of LP tokens to issue for this mint. If 0, then the number of tokens returned will equal the LMSR internal q total
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function initialMint(address receiver, uint256 lpTokens) external nonReentrant
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returns (uint256 lpMinted) {
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uint256 n = tokens.length;
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// Check if this is initial deposit - revert if not
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bool isInitialDeposit = totalSupply() == 0 || lmsr.nAssets == 0;
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require(isInitialDeposit, "initialMint: pool already initialized");
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// Update cached balances for all assets
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int128[] memory newQInternal = new int128[](n);
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uint256[] memory depositAmounts = new uint256[](n);
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for (uint i = 0; i < n; ) {
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uint256 bal = IERC20(tokens[i]).balanceOf(address(this));
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cachedUintBalances[i] = bal;
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newQInternal[i] = _uintToInternalFloor(bal, bases[i]);
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depositAmounts[i] = bal;
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unchecked { i++; }
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}
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// Initialize the stabilized LMSR state with provided kappa
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lmsr.init(newQInternal, kappa);
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// Compute actual LP tokens to mint based on size metric (scaled)
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if( lpTokens != 0 )
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lpMinted = lpTokens;
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else {
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int128 newTotal = _computeSizeMetric(newQInternal);
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lpMinted = ABDKMath64x64.mulu(newTotal, LP_SCALE);
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}
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require(lpMinted > 0, "initialMint: zero LP amount");
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lpMinted = s.initialMint(receiver, lpTokens, kappa, totalSupply());
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_mint(receiver, lpMinted);
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emit Mint(address(0), receiver, depositAmounts, lpMinted);
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}
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/// @notice Proportional mint for existing pool.
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@@ -202,94 +119,13 @@ contract PartyPool is IPartyPool, ERC20, ReentrancyGuard {
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/// @param deadline timestamp after which the transaction will revert. Pass 0 to ignore.
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function mint(address payer, address receiver, uint256 lpTokenAmount, uint256 deadline) external nonReentrant
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returns (uint256 lpMinted) {
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require(deadline == 0 || block.timestamp <= deadline, "mint: deadline exceeded");
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uint256 n = tokens.length;
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// Check if this is NOT initial deposit - revert if it is
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bool isInitialDeposit = totalSupply() == 0 || lmsr.nAssets == 0;
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require(!isInitialDeposit, "mint: use initialMint for pool initialization");
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require(lpTokenAmount > 0, "mint: zero LP amount");
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// Capture old pool size metric (scaled) by computing from current balances
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int128 oldTotal = _computeSizeMetric(lmsr.qInternal);
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uint256 oldScaled = ABDKMath64x64.mulu(oldTotal, LP_SCALE);
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// Calculate required deposit amounts for the desired LP tokens
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uint256[] memory depositAmounts = mintDepositAmounts(lpTokenAmount);
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// Transfer in all token amounts
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for (uint i = 0; i < n; ) {
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if (depositAmounts[i] > 0) {
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tokens[i].safeTransferFrom(payer, address(this), depositAmounts[i]);
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}
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unchecked { i++; }
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}
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// Update cached balances for all assets
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int128[] memory newQInternal = new int128[](n);
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for (uint i = 0; i < n; ) {
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uint256 bal = IERC20(tokens[i]).balanceOf(address(this));
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cachedUintBalances[i] = bal;
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newQInternal[i] = _uintToInternalFloor(bal, bases[i]);
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unchecked { i++; }
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}
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// Update for proportional change
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lmsr.updateForProportionalChange(newQInternal);
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// Compute actual LP tokens to mint based on change in size metric (scaled)
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// floor truncation rounds in favor of the pool
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int128 newTotal = _computeSizeMetric(newQInternal);
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uint256 newScaled = ABDKMath64x64.mulu(newTotal, LP_SCALE);
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uint256 actualLpToMint;
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require(oldScaled > 0, "mint: oldScaled zero");
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uint256 delta = (newScaled > oldScaled) ? (newScaled - oldScaled) : 0;
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// Proportional issuance: totalSupply * delta / oldScaled
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if (delta > 0) {
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// floor truncation rounds in favor of the pool
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actualLpToMint = (totalSupply() * delta) / oldScaled;
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} else {
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actualLpToMint = 0;
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}
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// Ensure the calculated LP amount is not too different from requested
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require(actualLpToMint > 0, "mint: zero LP minted");
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// Allow actual amount to be at most 0.00001% less than requested
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// This accounts for rounding in deposit calculations
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uint256 minAcceptable = lpTokenAmount * 99_999 / 100_000;
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require(actualLpToMint >= minAcceptable, "mint: insufficient LP minted");
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_mint(receiver, actualLpToMint);
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emit Mint(payer, receiver, depositAmounts, actualLpToMint);
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return actualLpToMint;
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lpMinted = s.mint(payer, receiver, lpTokenAmount, deadline, totalSupply());
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_mint(receiver, lpMinted);
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}
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/// @inheritdoc IPartyPool
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function burnReceiveAmounts(uint256 lpTokenAmount) external view returns (uint256[] memory withdrawAmounts) {
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return _burnReceiveAmounts(lpTokenAmount);
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}
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function _burnReceiveAmounts(uint256 lpTokenAmount) internal view returns (uint256[] memory withdrawAmounts) {
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uint256 n = tokens.length;
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withdrawAmounts = new uint256[](n);
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// If supply is zero or pool uninitialized, return zeros
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if (totalSupply() == 0 || lmsr.nAssets == 0) {
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return withdrawAmounts; // Return zeros, nothing to withdraw
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}
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// Calculate withdrawal amounts based on current proportions
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uint256 totalLpSupply = totalSupply();
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// withdrawAmount = floor(lpTokenAmount * currentBalance / totalLpSupply)
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for (uint i = 0; i < n; i++) {
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uint256 currentBalance = cachedUintBalances[i];
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withdrawAmounts[i] = (lpTokenAmount * currentBalance) / totalLpSupply;
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}
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return withdrawAmounts;
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return s.burnReceiveAmounts(lpTokenAmount, totalSupply());
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}
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/// @notice Burn LP tokens and withdraw the proportional basket to receiver.
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@@ -300,67 +136,15 @@ contract PartyPool is IPartyPool, ERC20, ReentrancyGuard {
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/// @param lpAmount amount of LP tokens to burn (proportional withdrawal)
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/// @param deadline timestamp after which the transaction will revert. Pass 0 to ignore.
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function burn(address payer, address receiver, uint256 lpAmount, uint256 deadline) external nonReentrant {
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require(deadline == 0 || block.timestamp <= deadline, "burn: deadline exceeded");
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uint256 n = tokens.length;
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require(lpAmount > 0, "burn: zero lp");
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uint256[] memory withdrawAmounts = s.burn(payer, receiver, lpAmount, deadline, totalSupply(), balanceOf(payer));
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uint256 supply = totalSupply();
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require(supply > 0, "burn: empty supply");
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require(lmsr.nAssets > 0, "burn: uninit pool");
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require(balanceOf(payer) >= lpAmount, "burn: insufficient LP");
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// Refresh cached balances to reflect current on-chain balances before computing withdrawal amounts
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for (uint i = 0; i < n; ) {
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uint256 bal = IERC20(tokens[i]).balanceOf(address(this));
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cachedUintBalances[i] = bal;
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unchecked { i++; }
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}
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// Compute proportional withdrawal amounts for the requested LP amount (rounded down)
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uint256[] memory withdrawAmounts = _burnReceiveAmounts(lpAmount);
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// Transfer underlying tokens out to receiver according to computed proportions
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for (uint i = 0; i < n; ) {
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if (withdrawAmounts[i] > 0) {
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tokens[i].safeTransfer(receiver, withdrawAmounts[i]);
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}
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unchecked { i++; }
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}
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// Update cached balances and internal q for all assets
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int128[] memory newQInternal = new int128[](n);
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for (uint i = 0; i < n; ) {
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uint256 bal = IERC20(tokens[i]).balanceOf(address(this));
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cachedUintBalances[i] = bal;
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newQInternal[i] = _uintToInternalFloor(bal, bases[i]);
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unchecked { i++; }
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}
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// Apply proportional update or deinitialize if drained
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bool allZero = true;
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for (uint i = 0; i < n; ) {
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if (newQInternal[i] != int128(0)) {
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allZero = false;
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break;
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}
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unchecked { i++; }
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}
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if (allZero) {
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lmsr.deinit();
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} else {
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lmsr.updateForProportionalChange(newQInternal);
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}
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// Burn exactly the requested LP amount from payer (authorization via allowance)
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// Handle LP token burning with allowance
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if (msg.sender != payer) {
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uint256 allowed = allowance(payer, msg.sender);
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require(allowed >= lpAmount, "burn: allowance insufficient");
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_approve(payer, msg.sender, allowed - lpAmount);
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}
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_burn(payer, lpAmount);
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emit Burn(payer, receiver, withdrawAmounts, lpAmount);
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}
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/* ----------------------
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@@ -374,8 +158,7 @@ contract PartyPool is IPartyPool, ERC20, ReentrancyGuard {
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uint256 maxAmountIn,
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int128 limitPrice
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) external view returns (uint256 amountIn, uint256 amountOut, uint256 fee) {
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(uint256 grossIn, uint256 outUint,,,, uint256 feeUint) = _quoteSwapExactIn(inputTokenIndex, outputTokenIndex, maxAmountIn, limitPrice);
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return (grossIn, outUint, feeUint);
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return s.swapAmounts(inputTokenIndex, outputTokenIndex, maxAmountIn, limitPrice, swapFeePpm, _stablePair);
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}
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/// @inheritdoc IPartyPool
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@@ -384,11 +167,9 @@ contract PartyPool is IPartyPool, ERC20, ReentrancyGuard {
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uint256 outputTokenIndex,
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int128 limitPrice
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) external view returns (uint256 amountIn, uint256 amountOut, uint256 fee) {
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(uint256 grossIn, uint256 outUint,,,, uint256 feeUint) = _quoteSwapToLimit(inputTokenIndex, outputTokenIndex, limitPrice);
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return (grossIn, outUint, feeUint);
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return s.swapToLimitAmounts(inputTokenIndex, outputTokenIndex, limitPrice, swapFeePpm);
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}
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/// @notice Swap input token i -> token j. Payer must approve token i.
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/// @dev This function transfers the exact gross input (including fee) from payer and sends the computed output to receiver.
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/// Non-standard tokens (fee-on-transfer, rebasers) are rejected via balance checks.
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@@ -409,39 +190,7 @@ contract PartyPool is IPartyPool, ERC20, ReentrancyGuard {
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int128 limitPrice,
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uint256 deadline
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) external nonReentrant returns (uint256 amountIn, uint256 amountOut, uint256 fee) {
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uint256 n = tokens.length;
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require(inputTokenIndex < n && outputTokenIndex < n, "swap: idx");
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require(maxAmountIn > 0, "swap: input zero");
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require(deadline == 0 || block.timestamp <= deadline, "swap: deadline exceeded");
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// Read previous balances for affected assets
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uint256 prevBalI = IERC20(tokens[inputTokenIndex]).balanceOf(address(this));
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uint256 prevBalJ = IERC20(tokens[outputTokenIndex]).balanceOf(address(this));
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// Compute amounts using the same path as views
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(uint256 totalTransferAmount, uint256 amountOutUint, int128 amountInInternalUsed, int128 amountOutInternal, , uint256 feeUint) =
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_quoteSwapExactIn(inputTokenIndex, outputTokenIndex, maxAmountIn, limitPrice);
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// Transfer the exact amount from payer and require exact receipt (revert on fee-on-transfer)
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tokens[inputTokenIndex].safeTransferFrom(payer, address(this), totalTransferAmount);
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uint256 balIAfter = IERC20(tokens[inputTokenIndex]).balanceOf(address(this));
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require(balIAfter == prevBalI + totalTransferAmount, "swap: non-standard tokenIn");
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// Transfer output to receiver and verify exact decrease
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tokens[outputTokenIndex].safeTransfer(receiver, amountOutUint);
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uint256 balJAfter = IERC20(tokens[outputTokenIndex]).balanceOf(address(this));
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require(balJAfter == prevBalJ - amountOutUint, "swap: non-standard tokenOut");
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// Update cached uint balances for i and j using actual balances
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cachedUintBalances[inputTokenIndex] = balIAfter;
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cachedUintBalances[outputTokenIndex] = balJAfter;
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|
||||
// Apply swap to LMSR state with the internal amounts actually used
|
||||
lmsr.applySwap(inputTokenIndex, outputTokenIndex, amountInInternalUsed, amountOutInternal);
|
||||
|
||||
emit Swap(payer, receiver, tokens[inputTokenIndex], tokens[outputTokenIndex], totalTransferAmount, amountOutUint);
|
||||
|
||||
return (totalTransferAmount, amountOutUint, feeUint);
|
||||
return s.swap(payer, receiver, inputTokenIndex, outputTokenIndex, maxAmountIn, limitPrice, deadline, swapFeePpm, _stablePair);
|
||||
}
|
||||
|
||||
/// @notice Swap up to the price limit; computes max input to reach limit then performs swap.
|
||||
@@ -456,175 +205,9 @@ contract PartyPool is IPartyPool, ERC20, ReentrancyGuard {
|
||||
int128 limitPrice,
|
||||
uint256 deadline
|
||||
) external returns (uint256 amountInUsed, uint256 amountOut, uint256 fee) {
|
||||
uint256 n = tokens.length;
|
||||
require(inputTokenIndex < n && outputTokenIndex < n, "swapToLimit: idx");
|
||||
require(limitPrice > int128(0), "swapToLimit: limit <= 0");
|
||||
require(deadline == 0 || block.timestamp <= deadline, "swapToLimit: deadline exceeded");
|
||||
|
||||
// Read previous balances for affected assets
|
||||
uint256 prevBalI = IERC20(tokens[inputTokenIndex]).balanceOf(address(this));
|
||||
uint256 prevBalJ = IERC20(tokens[outputTokenIndex]).balanceOf(address(this));
|
||||
|
||||
// Compute amounts using the same path as views
|
||||
(uint256 totalTransferAmount, uint256 amountOutUint, int128 amountInInternalMax, int128 amountOutInternal, uint256 amountInUsedUint, uint256 feeUint) =
|
||||
_quoteSwapToLimit(inputTokenIndex, outputTokenIndex, limitPrice);
|
||||
|
||||
// Transfer the exact amount needed from payer and require exact receipt (revert on fee-on-transfer)
|
||||
tokens[inputTokenIndex].safeTransferFrom(payer, address(this), totalTransferAmount);
|
||||
uint256 balIAfter = IERC20(tokens[inputTokenIndex]).balanceOf(address(this));
|
||||
require(balIAfter == prevBalI + totalTransferAmount, "swapToLimit: non-standard tokenIn");
|
||||
|
||||
// Transfer output to receiver and verify exact decrease
|
||||
tokens[outputTokenIndex].safeTransfer(receiver, amountOutUint);
|
||||
uint256 balJAfter = IERC20(tokens[outputTokenIndex]).balanceOf(address(this));
|
||||
require(balJAfter == prevBalJ - amountOutUint, "swapToLimit: non-standard tokenOut");
|
||||
|
||||
// Update caches to actual balances
|
||||
cachedUintBalances[inputTokenIndex] = balIAfter;
|
||||
cachedUintBalances[outputTokenIndex] = balJAfter;
|
||||
|
||||
// Apply swap to LMSR state with the internal amounts
|
||||
lmsr.applySwap(inputTokenIndex, outputTokenIndex, amountInInternalMax, amountOutInternal);
|
||||
|
||||
// Maintain original event semantics (logs input without fee)
|
||||
emit Swap(payer, receiver, tokens[inputTokenIndex], tokens[outputTokenIndex], amountInUsedUint, amountOutUint);
|
||||
|
||||
return (amountInUsedUint, amountOutUint, feeUint);
|
||||
return s.swapToLimit(payer, receiver, inputTokenIndex, outputTokenIndex, limitPrice, deadline, swapFeePpm);
|
||||
}
|
||||
|
||||
/// @notice Ceiling fee helper: computes ceil(x * feePpm / 1_000_000)
|
||||
/// @dev Internal helper; public-facing functions use this to ensure fees round up in favor of pool.
|
||||
function _ceilFee(uint256 x, uint256 feePpm) internal pure returns (uint256) {
|
||||
if (feePpm == 0) return 0;
|
||||
// ceil division: (num + denom - 1) / denom
|
||||
return (x * feePpm + 1_000_000 - 1) / 1_000_000;
|
||||
}
|
||||
|
||||
/// @notice Internal quote for exact-input swap that mirrors swap() rounding and fee application
|
||||
/// @dev Returns amounts consistent with swap() semantics: grossIn includes fees (ceil), amountOut is floored.
|
||||
/// @return grossIn amount to transfer in (inclusive of fee), amountOutUint output amount (uint),
|
||||
/// amountInInternalUsed and amountOutInternal (64.64), amountInUintNoFee input amount excluding fee (uint),
|
||||
/// feeUint fee taken from the gross input (uint)
|
||||
function _quoteSwapExactIn(
|
||||
uint256 inputTokenIndex,
|
||||
uint256 outputTokenIndex,
|
||||
uint256 maxAmountIn,
|
||||
int128 limitPrice
|
||||
)
|
||||
internal
|
||||
view
|
||||
returns (
|
||||
uint256 grossIn,
|
||||
uint256 amountOutUint,
|
||||
int128 amountInInternalUsed,
|
||||
int128 amountOutInternal,
|
||||
uint256 amountInUintNoFee,
|
||||
uint256 feeUint
|
||||
)
|
||||
{
|
||||
uint256 n = tokens.length;
|
||||
require(inputTokenIndex < n && outputTokenIndex < n, "swap: idx");
|
||||
require(maxAmountIn > 0, "swap: input zero");
|
||||
require(lmsr.nAssets > 0, "swap: empty pool");
|
||||
|
||||
// Estimate max net input (fee on gross rounded up, then subtract)
|
||||
(, uint256 netUintForSwap) = _computeFee(maxAmountIn);
|
||||
|
||||
// Convert to internal (floor)
|
||||
int128 deltaInternalI = _uintToInternalFloor(netUintForSwap, bases[inputTokenIndex]);
|
||||
require(deltaInternalI > int128(0), "swap: input too small after fee");
|
||||
|
||||
// Compute internal amounts using LMSR (exact-input with price limit)
|
||||
// if _stablePair is true, use the optimized path
|
||||
(amountInInternalUsed, amountOutInternal) =
|
||||
_stablePair ? LMSRStabilizedBalancedPair.swapAmountsForExactInput(lmsr, inputTokenIndex, outputTokenIndex, deltaInternalI, limitPrice)
|
||||
: lmsr.swapAmountsForExactInput(inputTokenIndex, outputTokenIndex, deltaInternalI, limitPrice);
|
||||
|
||||
// Convert actual used input internal -> uint (ceil)
|
||||
amountInUintNoFee = _internalToUintCeil(amountInInternalUsed, bases[inputTokenIndex]);
|
||||
require(amountInUintNoFee > 0, "swap: input zero");
|
||||
|
||||
// Compute gross transfer including fee on the used input (ceil)
|
||||
feeUint = 0;
|
||||
grossIn = amountInUintNoFee;
|
||||
if (swapFeePpm > 0) {
|
||||
feeUint = _ceilFee(amountInUintNoFee, swapFeePpm);
|
||||
grossIn += feeUint;
|
||||
}
|
||||
|
||||
// Ensure within user max
|
||||
require(grossIn <= maxAmountIn, "swap: transfer exceeds max");
|
||||
|
||||
// Compute output (floor)
|
||||
amountOutUint = _internalToUintFloor(amountOutInternal, bases[outputTokenIndex]);
|
||||
require(amountOutUint > 0, "swap: output zero");
|
||||
}
|
||||
|
||||
/// @notice Internal quote for swap-to-limit that mirrors swapToLimit() rounding and fee application
|
||||
/// @dev Computes the input required to reach limitPrice and the resulting output; all rounding matches swapToLimit.
|
||||
/// @return grossIn amount to transfer in (inclusive of fee), amountOutUint output amount (uint),
|
||||
/// amountInInternal and amountOutInternal (64.64), amountInUintNoFee input amount excluding fee (uint),
|
||||
/// feeUint fee taken from the gross input (uint)
|
||||
function _quoteSwapToLimit(
|
||||
uint256 inputTokenIndex,
|
||||
uint256 outputTokenIndex,
|
||||
int128 limitPrice
|
||||
)
|
||||
internal
|
||||
view
|
||||
returns (
|
||||
uint256 grossIn,
|
||||
uint256 amountOutUint,
|
||||
int128 amountInInternal,
|
||||
int128 amountOutInternal,
|
||||
uint256 amountInUintNoFee,
|
||||
uint256 feeUint
|
||||
)
|
||||
{
|
||||
uint256 n = tokens.length;
|
||||
require(inputTokenIndex < n && outputTokenIndex < n, "swapToLimit: idx");
|
||||
require(limitPrice > int128(0), "swapToLimit: limit <= 0");
|
||||
require(lmsr.nAssets > 0, "swapToLimit: pool uninitialized");
|
||||
|
||||
// Compute internal maxima at the price limit
|
||||
(amountInInternal, amountOutInternal) = lmsr.swapAmountsForPriceLimit(inputTokenIndex, outputTokenIndex, limitPrice);
|
||||
|
||||
// Convert input to uint (ceil) and output to uint (floor)
|
||||
amountInUintNoFee = _internalToUintCeil(amountInInternal, bases[inputTokenIndex]);
|
||||
require(amountInUintNoFee > 0, "swapToLimit: input zero");
|
||||
|
||||
feeUint = 0;
|
||||
grossIn = amountInUintNoFee;
|
||||
if (swapFeePpm > 0) {
|
||||
feeUint = _ceilFee(amountInUintNoFee, swapFeePpm);
|
||||
grossIn += feeUint;
|
||||
}
|
||||
|
||||
amountOutUint = _internalToUintFloor(amountOutInternal, bases[outputTokenIndex]);
|
||||
require(amountOutUint > 0, "swapToLimit: output zero");
|
||||
}
|
||||
|
||||
/// @notice Compute fee and net amounts for a gross input (fee rounded up to favor the pool).
|
||||
/// @return feeUint fee taken (uint) and netUint remaining for protocol use (uint)
|
||||
function _computeFee(uint256 gross) internal view returns (uint256 feeUint, uint256 netUint) {
|
||||
if (swapFeePpm == 0) {
|
||||
return (0, gross);
|
||||
}
|
||||
feeUint = _ceilFee(gross, swapFeePpm);
|
||||
netUint = gross - feeUint;
|
||||
}
|
||||
|
||||
/// @notice Convenience: return gross = net + fee(net) using ceiling for fee.
|
||||
function _addFee(uint256 netUint) internal view returns (uint256 gross) {
|
||||
if (swapFeePpm == 0) return netUint;
|
||||
uint256 fee = _ceilFee(netUint, swapFeePpm);
|
||||
return netUint + fee;
|
||||
}
|
||||
|
||||
// --- New events for single-token mint/burn flows ---
|
||||
// Note: events intentionally avoid exposing internal ΔS and avoid duplicating LP mint/burn data
|
||||
// which is already present in the standard Mint/Burn events.
|
||||
|
||||
/// @notice Single-token mint: deposit a single token, charge swap-LMSR cost, and mint LP.
|
||||
/// @dev swapMint executes as an exact-in planned swap followed by proportional scaling of qInternal.
|
||||
/// The function emits SwapMint (gross, net, fee) and also emits Mint for LP issuance.
|
||||
@@ -641,90 +224,8 @@ contract PartyPool is IPartyPool, ERC20, ReentrancyGuard {
|
||||
uint256 maxAmountIn,
|
||||
uint256 deadline
|
||||
) external nonReentrant returns (uint256 lpMinted) {
|
||||
uint256 n = tokens.length;
|
||||
require(inputTokenIndex < n, "swapMint: idx");
|
||||
require(maxAmountIn > 0, "swapMint: input zero");
|
||||
require(deadline == 0 || block.timestamp <= deadline, "swapMint: deadline");
|
||||
|
||||
// Ensure pool initialized
|
||||
require(lmsr.nAssets > 0, "swapMint: uninit pool");
|
||||
|
||||
// compute fee on gross maxAmountIn to get an initial net estimate (we'll recompute based on actual used)
|
||||
(, uint256 netUintGuess) = _computeFee(maxAmountIn);
|
||||
|
||||
// Convert the net guess to internal (floor)
|
||||
int128 netInternalGuess = _uintToInternalFloor(netUintGuess, bases[inputTokenIndex]);
|
||||
require(netInternalGuess > int128(0), "swapMint: input too small after fee");
|
||||
|
||||
// Use LMSR view to determine actual internal consumed and size-increase (ΔS) for mint
|
||||
(int128 amountInInternalUsed, int128 sizeIncreaseInternal) = lmsr.swapAmountsForMint(inputTokenIndex, netInternalGuess);
|
||||
|
||||
// amountInInternalUsed may be <= netInternalGuess. Convert to uint (ceil) to determine actual transfer
|
||||
uint256 amountInUint = _internalToUintCeil(amountInInternalUsed, bases[inputTokenIndex]);
|
||||
require(amountInUint > 0, "swapMint: input zero after internal conversion");
|
||||
|
||||
// Compute fee on the actual used input and total transfer amount (ceiling)
|
||||
uint256 feeUintActual = _ceilFee(amountInUint, swapFeePpm);
|
||||
uint256 totalTransfer = amountInUint + feeUintActual;
|
||||
require(totalTransfer > 0 && totalTransfer <= maxAmountIn, "swapMint: transfer exceeds max");
|
||||
|
||||
// Record pre-balance and transfer tokens from payer, require exact receipt (revert on fee-on-transfer)
|
||||
uint256 prevBalI = IERC20(tokens[inputTokenIndex]).balanceOf(address(this));
|
||||
tokens[inputTokenIndex].safeTransferFrom(payer, address(this), totalTransfer);
|
||||
uint256 balIAfter = IERC20(tokens[inputTokenIndex]).balanceOf(address(this));
|
||||
require(balIAfter == prevBalI + totalTransfer, "swapMint: non-standard tokenIn");
|
||||
|
||||
// Update cached uint balances for token inputTokenIndex (only inputTokenIndex changed externally)
|
||||
cachedUintBalances[inputTokenIndex] = balIAfter;
|
||||
|
||||
// Compute old and new scaled size metrics to determine LP minted
|
||||
int128 oldTotal = _computeSizeMetric(lmsr.qInternal);
|
||||
require(oldTotal > int128(0), "swapMint: zero total");
|
||||
uint256 oldScaled = ABDKMath64x64.mulu(oldTotal, LP_SCALE);
|
||||
|
||||
int128 newTotal = oldTotal.add(sizeIncreaseInternal);
|
||||
uint256 newScaled = ABDKMath64x64.mulu(newTotal, LP_SCALE);
|
||||
|
||||
uint256 actualLpToMint;
|
||||
if (totalSupply() == 0) {
|
||||
// If somehow supply zero (shouldn't happen as lmsr.nAssets>0), mint newScaled
|
||||
actualLpToMint = newScaled;
|
||||
} else {
|
||||
require(oldScaled > 0, "swapMint: oldScaled zero");
|
||||
uint256 delta = (newScaled > oldScaled) ? (newScaled - oldScaled) : 0;
|
||||
if (delta > 0) {
|
||||
// floor truncation rounds in favor of pool
|
||||
actualLpToMint = (totalSupply() * delta) / oldScaled;
|
||||
} else {
|
||||
actualLpToMint = 0;
|
||||
}
|
||||
}
|
||||
|
||||
require(actualLpToMint > 0, "swapMint: zero LP minted");
|
||||
|
||||
// Update LMSR internal state: scale qInternal proportionally by newTotal/oldTotal
|
||||
int128[] memory newQInternal = new int128[](n);
|
||||
for (uint256 idx = 0; idx < n; idx++) {
|
||||
// newQInternal[idx] = qInternal[idx] * (newTotal / oldTotal)
|
||||
newQInternal[idx] = lmsr.qInternal[idx].mul(newTotal).div(oldTotal);
|
||||
}
|
||||
|
||||
// Update cached internal and kappa via updateForProportionalChange
|
||||
lmsr.updateForProportionalChange(newQInternal);
|
||||
|
||||
// Note: we updated cachedUintBalances[inputTokenIndex] above via reading balance; other token uint balances did not
|
||||
// change externally (they were not transferred in). We keep cachedUintBalances for others unchanged.
|
||||
// Mint LP tokens to receiver
|
||||
_mint(receiver, actualLpToMint);
|
||||
|
||||
// Emit SwapMint event with gross transfer, net input and fee (planned exact-in)
|
||||
emit SwapMint(payer, receiver, inputTokenIndex, totalTransfer, amountInUint, feeUintActual);
|
||||
|
||||
// Emit standard Mint event which records deposit amounts and LP minted
|
||||
emit Mint(payer, receiver, new uint256[](n), actualLpToMint);
|
||||
// Note: depositAmounts array omitted (empty) since swapMint uses single-token input
|
||||
|
||||
return actualLpToMint;
|
||||
lpMinted = s.swapMint(payer, receiver, inputTokenIndex, maxAmountIn, deadline, swapFeePpm, totalSupply());
|
||||
_mint(receiver, lpMinted);
|
||||
}
|
||||
|
||||
/// @notice Burn LP tokens then swap the redeemed proportional basket into a single asset `inputTokenIndex` and send to receiver.
|
||||
@@ -742,76 +243,23 @@ contract PartyPool is IPartyPool, ERC20, ReentrancyGuard {
|
||||
uint256 inputTokenIndex,
|
||||
uint256 deadline
|
||||
) external nonReentrant returns (uint256 amountOutUint) {
|
||||
uint256 n = tokens.length;
|
||||
require(inputTokenIndex < n, "burnSwap: idx");
|
||||
require(lpAmount > 0, "burnSwap: zero lp");
|
||||
require(deadline == 0 || block.timestamp <= deadline, "burnSwap: deadline");
|
||||
amountOutUint = s.burnSwap(payer, receiver, lpAmount, inputTokenIndex, deadline, swapFeePpm, totalSupply(), balanceOf(payer));
|
||||
|
||||
uint256 supply = totalSupply();
|
||||
require(supply > 0, "burnSwap: empty supply");
|
||||
require(balanceOf(payer) >= lpAmount, "burnSwap: insufficient LP");
|
||||
|
||||
// alpha = lpAmount / supply as Q64.64
|
||||
int128 alpha = ABDKMath64x64.divu(lpAmount, supply);
|
||||
|
||||
// Use LMSR view to compute single-asset payout and burned size-metric
|
||||
(int128 payoutInternal, ) = lmsr.swapAmountsForBurn(inputTokenIndex, alpha);
|
||||
|
||||
// Convert payoutInternal -> uint (floor) to favor pool
|
||||
amountOutUint = _internalToUintFloor(payoutInternal, bases[inputTokenIndex]);
|
||||
require(amountOutUint > 0, "burnSwap: output zero");
|
||||
|
||||
// Transfer the payout to receiver
|
||||
tokens[inputTokenIndex].safeTransfer(receiver, amountOutUint);
|
||||
|
||||
// Burn LP tokens from payer (authorization via allowance)
|
||||
// Handle LP token burning with allowance
|
||||
if (msg.sender != payer) {
|
||||
uint256 allowed = allowance(payer, msg.sender);
|
||||
require(allowed >= lpAmount, "burnSwap: allowance insufficient");
|
||||
_approve(payer, msg.sender, allowed - lpAmount);
|
||||
}
|
||||
_burn(payer, lpAmount);
|
||||
|
||||
// Update cached balances by reading on-chain balances for all tokens
|
||||
int128[] memory newQInternal = new int128[](n);
|
||||
for (uint256 idx = 0; idx < n; idx++) {
|
||||
uint256 bal = IERC20(tokens[idx]).balanceOf(address(this));
|
||||
cachedUintBalances[idx] = bal;
|
||||
newQInternal[idx] = _uintToInternalFloor(bal, bases[idx]);
|
||||
}
|
||||
|
||||
// Emit BurnSwap with public-facing info only (do not expose ΔS or LP burned)
|
||||
emit BurnSwap(payer, receiver, inputTokenIndex, amountOutUint);
|
||||
|
||||
// If entire pool drained, deinit; else update proportionally
|
||||
bool allZero = true;
|
||||
for (uint256 idx = 0; idx < n; idx++) {
|
||||
if (newQInternal[idx] != int128(0)) { allZero = false; break; }
|
||||
}
|
||||
if (allZero) {
|
||||
lmsr.deinit();
|
||||
} else {
|
||||
lmsr.updateForProportionalChange(newQInternal);
|
||||
}
|
||||
|
||||
emit Burn(payer, receiver, new uint256[](n), lpAmount);
|
||||
return amountOutUint;
|
||||
}
|
||||
|
||||
|
||||
/// @inheritdoc IPartyPool
|
||||
function flashRepaymentAmounts(uint256[] memory loanAmounts) external view
|
||||
returns (uint256[] memory repaymentAmounts) {
|
||||
repaymentAmounts = new uint256[](tokens.length);
|
||||
for (uint256 i = 0; i < tokens.length; i++) {
|
||||
uint256 amount = loanAmounts[i];
|
||||
if (amount > 0) {
|
||||
repaymentAmounts[i] = amount + _ceilFee(amount, flashFeePpm);
|
||||
}
|
||||
}
|
||||
return s.flashRepaymentAmounts(loanAmounts, flashFeePpm);
|
||||
}
|
||||
|
||||
|
||||
/// @notice Receive token amounts and require them to be repaid plus a fee inside a callback.
|
||||
/// @dev The caller must implement IPartyFlashCallback#partyFlashCallback which receives (amounts, repaymentAmounts, data).
|
||||
/// This function verifies that, after the callback returns, the pool's balances have increased by at least the fees
|
||||
@@ -824,137 +272,19 @@ contract PartyPool is IPartyPool, ERC20, ReentrancyGuard {
|
||||
uint256[] memory amounts,
|
||||
bytes calldata data
|
||||
) external nonReentrant {
|
||||
require(recipient != address(0), "flash: zero recipient");
|
||||
require(amounts.length == tokens.length, "flash: amounts length mismatch");
|
||||
|
||||
// Calculate repayment amounts for each token including fee
|
||||
uint256[] memory repaymentAmounts = new uint256[](tokens.length);
|
||||
|
||||
// Store initial balances to verify repayment later
|
||||
uint256[] memory initialBalances = new uint256[](tokens.length);
|
||||
|
||||
// Track if any token amount is non-zero
|
||||
bool hasNonZeroAmount = false;
|
||||
|
||||
// Process each token, skipping those with zero amounts
|
||||
for (uint256 i = 0; i < tokens.length; i++) {
|
||||
uint256 amount = amounts[i];
|
||||
|
||||
if (amount > 0) {
|
||||
hasNonZeroAmount = true;
|
||||
|
||||
// Calculate repayment amount with fee (ceiling)
|
||||
repaymentAmounts[i] = amount + _ceilFee(amount, flashFeePpm);
|
||||
|
||||
// Record initial balance
|
||||
initialBalances[i] = IERC20(tokens[i]).balanceOf(address(this));
|
||||
|
||||
// Transfer token to recipient
|
||||
tokens[i].safeTransfer(recipient, amount);
|
||||
}
|
||||
}
|
||||
|
||||
// Ensure at least one token is being borrowed
|
||||
require(hasNonZeroAmount, "flash: no tokens requested");
|
||||
|
||||
// Call flash callback with expected repayment amounts
|
||||
IPartyFlashCallback(msg.sender).partyFlashCallback(amounts, repaymentAmounts, data);
|
||||
|
||||
// Verify repayment amounts for tokens that were borrowed
|
||||
for (uint256 i = 0; i < tokens.length; i++) {
|
||||
if (amounts[i] > 0) {
|
||||
uint256 currentBalance = IERC20(tokens[i]).balanceOf(address(this));
|
||||
|
||||
// Verify repayment: current balance must be at least (initial balance + fee)
|
||||
require(
|
||||
currentBalance >= initialBalances[i] + _ceilFee(amounts[i], flashFeePpm),
|
||||
"flash: repayment failed"
|
||||
);
|
||||
|
||||
// Update cached balance
|
||||
cachedUintBalances[i] = currentBalance;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
/* ----------------------
|
||||
Conversion helpers
|
||||
---------------------- */
|
||||
|
||||
// Convert uint token amount -> internal 64.64 (floor). Uses ABDKMath64x64.divu which truncates.
|
||||
function _uintToInternalFloor(uint256 amount, uint256 base) internal pure returns (int128) {
|
||||
// internal = amount / base (as Q64.64)
|
||||
return ABDKMath64x64.divu(amount, base);
|
||||
}
|
||||
|
||||
// Convert internal 64.64 -> uint token amount (floor). Uses ABDKMath64x64.mulu which floors the product.
|
||||
function _internalToUintFloor(int128 internalAmount, uint256 base) internal pure returns (uint256) {
|
||||
// uint = internal * base (floored)
|
||||
return ABDKMath64x64.mulu(internalAmount, base);
|
||||
}
|
||||
|
||||
// Convert internal 64.64 -> uint token amount (ceiling). Rounds up to protect the pool.
|
||||
function _internalToUintCeil(int128 internalAmount, uint256 base) internal pure returns (uint256) {
|
||||
// Get the floor value first
|
||||
uint256 floorValue = ABDKMath64x64.mulu(internalAmount, base);
|
||||
|
||||
// Check if there was any fractional part by comparing to a reconstruction of the original
|
||||
int128 reconstructed = ABDKMath64x64.divu(floorValue, base);
|
||||
|
||||
// If reconstructed is less than original, there was a fractional part that was truncated
|
||||
if (reconstructed < internalAmount) {
|
||||
return floorValue + 1;
|
||||
}
|
||||
|
||||
return floorValue;
|
||||
s.flash(recipient, amounts, data, flashFeePpm);
|
||||
}
|
||||
|
||||
/// @notice Marginal price of `base` in terms of `quote` (p_quote / p_base) as Q64.64
|
||||
/// @dev Returns the LMSR marginal price directly (raw 64.64) for use by off-chain quoting logic.
|
||||
function price(uint256 baseTokenIndex, uint256 quoteTokenIndex) external view returns (int128) {
|
||||
uint256 n = tokens.length;
|
||||
require(baseTokenIndex < n && quoteTokenIndex < n, "price: idx");
|
||||
require(lmsr.nAssets > 0, "price: uninit");
|
||||
return lmsr.price(baseTokenIndex, quoteTokenIndex);
|
||||
return s.price(baseTokenIndex, quoteTokenIndex);
|
||||
}
|
||||
|
||||
/// @notice Price of one LP token denominated in `quote` asset as Q64.64
|
||||
/// @dev Computes LMSR poolPrice (quote per unit qTotal) and scales it by totalSupply() / qTotal
|
||||
/// to return price per LP token unit in quote asset (raw 64.64).
|
||||
function poolPrice(uint256 quoteTokenIndex) external view returns (int128) {
|
||||
uint256 n = tokens.length;
|
||||
require(quoteTokenIndex < n, "poolPrice: idx");
|
||||
require(lmsr.nAssets > 0, "poolPrice: uninit");
|
||||
|
||||
// price per unit of qTotal (Q64.64) from LMSR
|
||||
int128 pricePerQ = lmsr.poolPrice(quoteTokenIndex);
|
||||
|
||||
// total internal q (qTotal) as Q64.64
|
||||
int128 qTotal = _computeSizeMetric(lmsr.qInternal);
|
||||
require(qTotal > int128(0), "poolPrice: qTotal zero");
|
||||
|
||||
// totalSupply as Q64.64
|
||||
uint256 supply = totalSupply();
|
||||
require(supply > 0, "poolPrice: zero supply");
|
||||
int128 supplyQ64 = ABDKMath64x64.fromUInt(supply);
|
||||
|
||||
// factor = totalSupply / qTotal (Q64.64)
|
||||
int128 factor = supplyQ64.div(qTotal);
|
||||
|
||||
// price per LP token = pricePerQ * factor (Q64.64)
|
||||
return pricePerQ.mul(factor);
|
||||
return s.poolPrice(quoteTokenIndex, totalSupply());
|
||||
}
|
||||
|
||||
/// @notice Helper to compute size metric (sum of all asset quantities) from internal balances
|
||||
/// @dev Returns the sum of all provided qInternal_ entries as a Q64.64 value.
|
||||
function _computeSizeMetric(int128[] memory qInternal_) private pure returns (int128) {
|
||||
int128 total = int128(0);
|
||||
for (uint i = 0; i < qInternal_.length; ) {
|
||||
total = total.add(qInternal_[i]);
|
||||
unchecked { i++; }
|
||||
}
|
||||
return total;
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
839
src/PoolLib.sol
Normal file
839
src/PoolLib.sol
Normal file
@@ -0,0 +1,839 @@
|
||||
// SPDX-License-Identifier: UNLICENSED
|
||||
pragma solidity ^0.8.30;
|
||||
|
||||
import "@abdk/ABDKMath64x64.sol";
|
||||
import "@openzeppelin/contracts/token/ERC20/IERC20.sol";
|
||||
import "@openzeppelin/contracts/token/ERC20/utils/SafeERC20.sol";
|
||||
import "@openzeppelin/contracts/token/ERC20/ERC20.sol";
|
||||
import "./LMSRStabilized.sol";
|
||||
import "./LMSRStabilizedBalancedPair.sol";
|
||||
import "./IPartyFlashCallback.sol";
|
||||
|
||||
/// @title PoolLib - Library containing all PartyPool implementation logic
|
||||
/// @notice This library contains the core implementation for LMSR-backed multi-asset pools
|
||||
/// @dev All functions are internal and accept State as the first parameter
|
||||
library PoolLib {
|
||||
using ABDKMath64x64 for int128;
|
||||
using LMSRStabilized for LMSRStabilized.State;
|
||||
using SafeERC20 for IERC20;
|
||||
|
||||
/// @notice State struct containing all storage variables from PartyPool
|
||||
/// @dev This struct is passed to all library functions as the first parameter
|
||||
struct State {
|
||||
/// @notice Token addresses comprising the pool
|
||||
IERC20[] tokens;
|
||||
|
||||
/// @notice LMSR state for pricing computations
|
||||
LMSRStabilized.State lmsr;
|
||||
|
||||
/// @notice Cached on-chain balances (uint) for each token
|
||||
uint256[] cachedUintBalances;
|
||||
|
||||
/// @notice Per-token uint base denominators used to convert uint <-> internal Q64.64
|
||||
uint256[] bases;
|
||||
|
||||
/// @notice Mapping from token address => (index+1). Zero means token not in pool.
|
||||
mapping(IERC20=>uint) tokenAddressToIndexPlusOne;
|
||||
}
|
||||
|
||||
/// @notice Scale factor used when converting LMSR Q64.64 totals to LP token units (uint)
|
||||
uint256 internal constant LP_SCALE = 1e18;
|
||||
|
||||
// Events that mirror the main contract events
|
||||
event Mint(address indexed payer, address indexed receiver, uint256[] depositAmounts, uint256 lpMinted);
|
||||
event Burn(address indexed payer, address indexed receiver, uint256[] withdrawAmounts, uint256 lpBurned);
|
||||
event Swap(address indexed payer, address indexed receiver, IERC20 indexed tokenIn, IERC20 tokenOut, uint256 amountIn, uint256 amountOut);
|
||||
event SwapMint(address indexed payer, address indexed receiver, uint256 indexed inputTokenIndex, uint256 totalTransfer, uint256 amountInUint, uint256 feeUintActual);
|
||||
event BurnSwap(address indexed payer, address indexed receiver, uint256 indexed inputTokenIndex, uint256 amountOutUint);
|
||||
|
||||
/// @notice Initialize the pool state with tokens and bases
|
||||
/// @param state The pool state
|
||||
/// @param tokens_ Array of token addresses
|
||||
/// @param bases_ Array of base denominators for each token
|
||||
function initialize(
|
||||
State storage state,
|
||||
IERC20[] memory tokens_,
|
||||
uint256[] memory bases_
|
||||
) internal {
|
||||
require(tokens_.length > 1, "Pool: need >1 asset");
|
||||
require(tokens_.length == bases_.length, "Pool: lengths mismatch");
|
||||
|
||||
state.tokens = tokens_;
|
||||
state.bases = bases_;
|
||||
|
||||
uint256 n = tokens_.length;
|
||||
|
||||
// Initialize LMSR state nAssets; full init occurs on first mint
|
||||
state.lmsr.nAssets = n;
|
||||
|
||||
// Initialize token address to index mapping
|
||||
for (uint i = 0; i < n;) {
|
||||
state.tokenAddressToIndexPlusOne[tokens_[i]] = i + 1;
|
||||
unchecked {i++;}
|
||||
}
|
||||
|
||||
// Initialize caches to zero
|
||||
state.cachedUintBalances = new uint256[](n);
|
||||
}
|
||||
|
||||
/// @notice Get deposit amounts needed for minting LP tokens
|
||||
function mintDepositAmounts(
|
||||
State storage state,
|
||||
uint256 lpTokenAmount,
|
||||
uint256 totalSupply
|
||||
) internal view returns (uint256[] memory depositAmounts) {
|
||||
uint256 n = state.tokens.length;
|
||||
depositAmounts = new uint256[](n);
|
||||
|
||||
// If this is the first mint or pool is empty, return zeros
|
||||
if (totalSupply == 0 || state.lmsr.nAssets == 0) {
|
||||
return depositAmounts;
|
||||
}
|
||||
|
||||
// Calculate deposit based on current proportions
|
||||
for (uint i = 0; i < n; i++) {
|
||||
uint256 currentBalance = state.cachedUintBalances[i];
|
||||
// Calculate with rounding up: (a * b + c - 1) / c
|
||||
depositAmounts[i] = (lpTokenAmount * currentBalance + totalSupply - 1) / totalSupply;
|
||||
}
|
||||
|
||||
return depositAmounts;
|
||||
}
|
||||
|
||||
/// @notice Initial mint to set up pool for the first time
|
||||
function initialMint(
|
||||
State storage state,
|
||||
address receiver,
|
||||
uint256 lpTokens,
|
||||
int128 kappa,
|
||||
uint256 totalSupply
|
||||
) internal returns (uint256 lpMinted) {
|
||||
uint256 n = state.tokens.length;
|
||||
|
||||
// Check if this is initial deposit
|
||||
bool isInitialDeposit = totalSupply == 0 || state.lmsr.nAssets == 0;
|
||||
require(isInitialDeposit, "initialMint: pool already initialized");
|
||||
|
||||
// Update cached balances for all assets
|
||||
int128[] memory newQInternal = new int128[](n);
|
||||
uint256[] memory depositAmounts = new uint256[](n);
|
||||
for (uint i = 0; i < n; ) {
|
||||
uint256 bal = IERC20(state.tokens[i]).balanceOf(address(this));
|
||||
state.cachedUintBalances[i] = bal;
|
||||
newQInternal[i] = _uintToInternalFloor(bal, state.bases[i]);
|
||||
depositAmounts[i] = bal;
|
||||
unchecked { i++; }
|
||||
}
|
||||
|
||||
// Initialize the stabilized LMSR state with provided kappa
|
||||
state.lmsr.init(newQInternal, kappa);
|
||||
|
||||
// Compute actual LP tokens to mint based on size metric (scaled)
|
||||
if( lpTokens != 0 )
|
||||
lpMinted = lpTokens;
|
||||
else {
|
||||
int128 newTotal = _computeSizeMetric(newQInternal);
|
||||
lpMinted = ABDKMath64x64.mulu(newTotal, LP_SCALE);
|
||||
}
|
||||
|
||||
require(lpMinted > 0, "initialMint: zero LP amount");
|
||||
emit Mint(address(0), receiver, depositAmounts, lpMinted);
|
||||
}
|
||||
|
||||
/// @notice Proportional mint for existing pool
|
||||
function mint(
|
||||
State storage state,
|
||||
address payer,
|
||||
address receiver,
|
||||
uint256 lpTokenAmount,
|
||||
uint256 deadline,
|
||||
uint256 totalSupply
|
||||
) internal returns (uint256 lpMinted) {
|
||||
require(deadline == 0 || block.timestamp <= deadline, "mint: deadline exceeded");
|
||||
uint256 n = state.tokens.length;
|
||||
|
||||
// Check if this is NOT initial deposit
|
||||
bool isInitialDeposit = totalSupply == 0 || state.lmsr.nAssets == 0;
|
||||
require(!isInitialDeposit, "mint: use initialMint for pool initialization");
|
||||
require(lpTokenAmount > 0, "mint: zero LP amount");
|
||||
|
||||
// Capture old pool size metric (scaled)
|
||||
int128 oldTotal = _computeSizeMetric(state.lmsr.qInternal);
|
||||
uint256 oldScaled = ABDKMath64x64.mulu(oldTotal, LP_SCALE);
|
||||
|
||||
// Calculate required deposit amounts
|
||||
uint256[] memory depositAmounts = mintDepositAmounts(state, lpTokenAmount, totalSupply);
|
||||
|
||||
// Transfer in all token amounts
|
||||
for (uint i = 0; i < n; ) {
|
||||
if (depositAmounts[i] > 0) {
|
||||
state.tokens[i].safeTransferFrom(payer, address(this), depositAmounts[i]);
|
||||
}
|
||||
unchecked { i++; }
|
||||
}
|
||||
|
||||
// Update cached balances for all assets
|
||||
int128[] memory newQInternal = new int128[](n);
|
||||
for (uint i = 0; i < n; ) {
|
||||
uint256 bal = IERC20(state.tokens[i]).balanceOf(address(this));
|
||||
state.cachedUintBalances[i] = bal;
|
||||
newQInternal[i] = _uintToInternalFloor(bal, state.bases[i]);
|
||||
unchecked { i++; }
|
||||
}
|
||||
|
||||
// Update for proportional change
|
||||
state.lmsr.updateForProportionalChange(newQInternal);
|
||||
|
||||
// Compute actual LP tokens to mint
|
||||
int128 newTotal = _computeSizeMetric(newQInternal);
|
||||
uint256 newScaled = ABDKMath64x64.mulu(newTotal, LP_SCALE);
|
||||
uint256 actualLpToMint;
|
||||
|
||||
require(oldScaled > 0, "mint: oldScaled zero");
|
||||
uint256 delta = (newScaled > oldScaled) ? (newScaled - oldScaled) : 0;
|
||||
if (delta > 0) {
|
||||
actualLpToMint = (totalSupply * delta) / oldScaled;
|
||||
} else {
|
||||
actualLpToMint = 0;
|
||||
}
|
||||
|
||||
require(actualLpToMint > 0, "mint: zero LP minted");
|
||||
|
||||
// Allow actual amount to be at most 0.00001% less than requested
|
||||
uint256 minAcceptable = lpTokenAmount * 99_999 / 100_000;
|
||||
require(actualLpToMint >= minAcceptable, "mint: insufficient LP minted");
|
||||
|
||||
emit Mint(payer, receiver, depositAmounts, actualLpToMint);
|
||||
return actualLpToMint;
|
||||
}
|
||||
|
||||
/// @notice Get withdrawal amounts for burning LP tokens
|
||||
function burnReceiveAmounts(
|
||||
State storage state,
|
||||
uint256 lpTokenAmount,
|
||||
uint256 totalSupply
|
||||
) internal view returns (uint256[] memory withdrawAmounts) {
|
||||
uint256 n = state.tokens.length;
|
||||
withdrawAmounts = new uint256[](n);
|
||||
|
||||
if (totalSupply == 0 || state.lmsr.nAssets == 0) {
|
||||
return withdrawAmounts;
|
||||
}
|
||||
|
||||
for (uint i = 0; i < n; i++) {
|
||||
uint256 currentBalance = state.cachedUintBalances[i];
|
||||
withdrawAmounts[i] = (lpTokenAmount * currentBalance) / totalSupply;
|
||||
}
|
||||
|
||||
return withdrawAmounts;
|
||||
}
|
||||
|
||||
/// @notice Burn LP tokens and withdraw proportional basket
|
||||
function burn(
|
||||
State storage state,
|
||||
address payer,
|
||||
address receiver,
|
||||
uint256 lpAmount,
|
||||
uint256 deadline,
|
||||
uint256 totalSupply,
|
||||
uint256 payerBalance
|
||||
) internal returns (uint256[] memory withdrawAmounts) {
|
||||
require(deadline == 0 || block.timestamp <= deadline, "burn: deadline exceeded");
|
||||
uint256 n = state.tokens.length;
|
||||
require(lpAmount > 0, "burn: zero lp");
|
||||
require(totalSupply > 0, "burn: empty supply");
|
||||
require(state.lmsr.nAssets > 0, "burn: uninit pool");
|
||||
require(payerBalance >= lpAmount, "burn: insufficient LP");
|
||||
|
||||
// Refresh cached balances
|
||||
for (uint i = 0; i < n; ) {
|
||||
uint256 bal = IERC20(state.tokens[i]).balanceOf(address(this));
|
||||
state.cachedUintBalances[i] = bal;
|
||||
unchecked { i++; }
|
||||
}
|
||||
|
||||
// Compute proportional withdrawal amounts
|
||||
withdrawAmounts = burnReceiveAmounts(state, lpAmount, totalSupply);
|
||||
|
||||
// Transfer underlying tokens out
|
||||
for (uint i = 0; i < n; ) {
|
||||
if (withdrawAmounts[i] > 0) {
|
||||
state.tokens[i].safeTransfer(receiver, withdrawAmounts[i]);
|
||||
}
|
||||
unchecked { i++; }
|
||||
}
|
||||
|
||||
// Update cached balances and internal q
|
||||
int128[] memory newQInternal = new int128[](n);
|
||||
for (uint i = 0; i < n; ) {
|
||||
uint256 bal = IERC20(state.tokens[i]).balanceOf(address(this));
|
||||
state.cachedUintBalances[i] = bal;
|
||||
newQInternal[i] = _uintToInternalFloor(bal, state.bases[i]);
|
||||
unchecked { i++; }
|
||||
}
|
||||
|
||||
// Apply proportional update or deinitialize if drained
|
||||
bool allZero = true;
|
||||
for (uint i = 0; i < n; ) {
|
||||
if (newQInternal[i] != int128(0)) {
|
||||
allZero = false;
|
||||
break;
|
||||
}
|
||||
unchecked { i++; }
|
||||
}
|
||||
|
||||
if (allZero) {
|
||||
state.lmsr.deinit();
|
||||
} else {
|
||||
state.lmsr.updateForProportionalChange(newQInternal);
|
||||
}
|
||||
|
||||
emit Burn(payer, receiver, withdrawAmounts, lpAmount);
|
||||
}
|
||||
|
||||
/// @notice Get swap amounts for exact input swap
|
||||
function swapAmounts(
|
||||
State storage state,
|
||||
uint256 inputTokenIndex,
|
||||
uint256 outputTokenIndex,
|
||||
uint256 maxAmountIn,
|
||||
int128 limitPrice,
|
||||
uint256 swapFeePpm,
|
||||
bool stablePair
|
||||
) internal view returns (uint256 amountIn, uint256 amountOut, uint256 fee) {
|
||||
(uint256 grossIn, uint256 outUint,,,, uint256 feeUint) = _quoteSwapExactIn(
|
||||
state, inputTokenIndex, outputTokenIndex, maxAmountIn, limitPrice, swapFeePpm, stablePair
|
||||
);
|
||||
return (grossIn, outUint, feeUint);
|
||||
}
|
||||
|
||||
/// @notice Get swap amounts for swap to price limit
|
||||
function swapToLimitAmounts(
|
||||
State storage state,
|
||||
uint256 inputTokenIndex,
|
||||
uint256 outputTokenIndex,
|
||||
int128 limitPrice,
|
||||
uint256 swapFeePpm
|
||||
) internal view returns (uint256 amountIn, uint256 amountOut, uint256 fee) {
|
||||
(uint256 grossIn, uint256 outUint,,,, uint256 feeUint) = _quoteSwapToLimit(
|
||||
state, inputTokenIndex, outputTokenIndex, limitPrice, swapFeePpm
|
||||
);
|
||||
return (grossIn, outUint, feeUint);
|
||||
}
|
||||
|
||||
/// @notice Execute exact input swap
|
||||
function swap(
|
||||
State storage state,
|
||||
address payer,
|
||||
address receiver,
|
||||
uint256 inputTokenIndex,
|
||||
uint256 outputTokenIndex,
|
||||
uint256 maxAmountIn,
|
||||
int128 limitPrice,
|
||||
uint256 deadline,
|
||||
uint256 swapFeePpm,
|
||||
bool stablePair
|
||||
) internal returns (uint256 amountIn, uint256 amountOut, uint256 fee) {
|
||||
uint256 n = state.tokens.length;
|
||||
require(inputTokenIndex < n && outputTokenIndex < n, "swap: idx");
|
||||
require(maxAmountIn > 0, "swap: input zero");
|
||||
require(deadline == 0 || block.timestamp <= deadline, "swap: deadline exceeded");
|
||||
|
||||
// Read previous balances
|
||||
uint256 prevBalI = IERC20(state.tokens[inputTokenIndex]).balanceOf(address(this));
|
||||
uint256 prevBalJ = IERC20(state.tokens[outputTokenIndex]).balanceOf(address(this));
|
||||
|
||||
// Compute amounts
|
||||
(uint256 totalTransferAmount, uint256 amountOutUint, int128 amountInInternalUsed, int128 amountOutInternal, , uint256 feeUint) =
|
||||
_quoteSwapExactIn(state, inputTokenIndex, outputTokenIndex, maxAmountIn, limitPrice, swapFeePpm, stablePair);
|
||||
|
||||
// Transfer exact amount from payer
|
||||
state.tokens[inputTokenIndex].safeTransferFrom(payer, address(this), totalTransferAmount);
|
||||
uint256 balIAfter = IERC20(state.tokens[inputTokenIndex]).balanceOf(address(this));
|
||||
require(balIAfter == prevBalI + totalTransferAmount, "swap: non-standard tokenIn");
|
||||
|
||||
// Transfer output to receiver
|
||||
state.tokens[outputTokenIndex].safeTransfer(receiver, amountOutUint);
|
||||
uint256 balJAfter = IERC20(state.tokens[outputTokenIndex]).balanceOf(address(this));
|
||||
require(balJAfter == prevBalJ - amountOutUint, "swap: non-standard tokenOut");
|
||||
|
||||
// Update cached balances
|
||||
state.cachedUintBalances[inputTokenIndex] = balIAfter;
|
||||
state.cachedUintBalances[outputTokenIndex] = balJAfter;
|
||||
|
||||
// Apply swap to LMSR state
|
||||
state.lmsr.applySwap(inputTokenIndex, outputTokenIndex, amountInInternalUsed, amountOutInternal);
|
||||
|
||||
emit Swap(payer, receiver, state.tokens[inputTokenIndex], state.tokens[outputTokenIndex], totalTransferAmount, amountOutUint);
|
||||
|
||||
return (totalTransferAmount, amountOutUint, feeUint);
|
||||
}
|
||||
|
||||
/// @notice Execute swap to price limit
|
||||
function swapToLimit(
|
||||
State storage state,
|
||||
address payer,
|
||||
address receiver,
|
||||
uint256 inputTokenIndex,
|
||||
uint256 outputTokenIndex,
|
||||
int128 limitPrice,
|
||||
uint256 deadline,
|
||||
uint256 swapFeePpm
|
||||
) internal returns (uint256 amountInUsed, uint256 amountOut, uint256 fee) {
|
||||
uint256 n = state.tokens.length;
|
||||
require(inputTokenIndex < n && outputTokenIndex < n, "swapToLimit: idx");
|
||||
require(limitPrice > int128(0), "swapToLimit: limit <= 0");
|
||||
require(deadline == 0 || block.timestamp <= deadline, "swapToLimit: deadline exceeded");
|
||||
|
||||
// Read previous balances
|
||||
uint256 prevBalI = IERC20(state.tokens[inputTokenIndex]).balanceOf(address(this));
|
||||
uint256 prevBalJ = IERC20(state.tokens[outputTokenIndex]).balanceOf(address(this));
|
||||
|
||||
// Compute amounts
|
||||
(uint256 totalTransferAmount, uint256 amountOutUint, int128 amountInInternalMax, int128 amountOutInternal, uint256 amountInUsedUint, uint256 feeUint) =
|
||||
_quoteSwapToLimit(state, inputTokenIndex, outputTokenIndex, limitPrice, swapFeePpm);
|
||||
|
||||
// Transfer exact amount from payer
|
||||
state.tokens[inputTokenIndex].safeTransferFrom(payer, address(this), totalTransferAmount);
|
||||
uint256 balIAfter = IERC20(state.tokens[inputTokenIndex]).balanceOf(address(this));
|
||||
require(balIAfter == prevBalI + totalTransferAmount, "swapToLimit: non-standard tokenIn");
|
||||
|
||||
// Transfer output to receiver
|
||||
state.tokens[outputTokenIndex].safeTransfer(receiver, amountOutUint);
|
||||
uint256 balJAfter = IERC20(state.tokens[outputTokenIndex]).balanceOf(address(this));
|
||||
require(balJAfter == prevBalJ - amountOutUint, "swapToLimit: non-standard tokenOut");
|
||||
|
||||
// Update caches
|
||||
state.cachedUintBalances[inputTokenIndex] = balIAfter;
|
||||
state.cachedUintBalances[outputTokenIndex] = balJAfter;
|
||||
|
||||
// Apply swap to LMSR state
|
||||
state.lmsr.applySwap(inputTokenIndex, outputTokenIndex, amountInInternalMax, amountOutInternal);
|
||||
|
||||
emit Swap(payer, receiver, state.tokens[inputTokenIndex], state.tokens[outputTokenIndex], amountInUsedUint, amountOutUint);
|
||||
|
||||
return (amountInUsedUint, amountOutUint, feeUint);
|
||||
}
|
||||
|
||||
/// @notice Single-token mint (swapMint)
|
||||
function swapMint(
|
||||
State storage state,
|
||||
address payer,
|
||||
address receiver,
|
||||
uint256 inputTokenIndex,
|
||||
uint256 maxAmountIn,
|
||||
uint256 deadline,
|
||||
uint256 swapFeePpm,
|
||||
uint256 totalSupply
|
||||
) internal returns (uint256 lpMinted) {
|
||||
uint256 n = state.tokens.length;
|
||||
require(inputTokenIndex < n, "swapMint: idx");
|
||||
require(maxAmountIn > 0, "swapMint: input zero");
|
||||
require(deadline == 0 || block.timestamp <= deadline, "swapMint: deadline");
|
||||
require(state.lmsr.nAssets > 0, "swapMint: uninit pool");
|
||||
|
||||
// Compute fee on gross maxAmountIn to get initial net estimate
|
||||
(, uint256 netUintGuess) = _computeFee(maxAmountIn, swapFeePpm);
|
||||
|
||||
// Convert the net guess to internal (floor)
|
||||
int128 netInternalGuess = _uintToInternalFloor(netUintGuess, state.bases[inputTokenIndex]);
|
||||
require(netInternalGuess > int128(0), "swapMint: input too small after fee");
|
||||
|
||||
// Use LMSR view to determine actual internal consumed and size-increase
|
||||
(int128 amountInInternalUsed, int128 sizeIncreaseInternal) = state.lmsr.swapAmountsForMint(inputTokenIndex, netInternalGuess);
|
||||
|
||||
// Convert to uint (ceil) to determine actual transfer
|
||||
uint256 amountInUint = _internalToUintCeil(amountInInternalUsed, state.bases[inputTokenIndex]);
|
||||
require(amountInUint > 0, "swapMint: input zero after internal conversion");
|
||||
|
||||
// Compute fee on actual used input and total transfer amount
|
||||
uint256 feeUintActual = _ceilFee(amountInUint, swapFeePpm);
|
||||
uint256 totalTransfer = amountInUint + feeUintActual;
|
||||
require(totalTransfer > 0 && totalTransfer <= maxAmountIn, "swapMint: transfer exceeds max");
|
||||
|
||||
// Record pre-balance and transfer tokens
|
||||
uint256 prevBalI = IERC20(state.tokens[inputTokenIndex]).balanceOf(address(this));
|
||||
state.tokens[inputTokenIndex].safeTransferFrom(payer, address(this), totalTransfer);
|
||||
uint256 balIAfter = IERC20(state.tokens[inputTokenIndex]).balanceOf(address(this));
|
||||
require(balIAfter == prevBalI + totalTransfer, "swapMint: non-standard tokenIn");
|
||||
|
||||
// Update cached uint balances
|
||||
state.cachedUintBalances[inputTokenIndex] = balIAfter;
|
||||
|
||||
// Compute old and new scaled size metrics
|
||||
int128 oldTotal = _computeSizeMetric(state.lmsr.qInternal);
|
||||
require(oldTotal > int128(0), "swapMint: zero total");
|
||||
uint256 oldScaled = ABDKMath64x64.mulu(oldTotal, LP_SCALE);
|
||||
|
||||
int128 newTotal = oldTotal.add(sizeIncreaseInternal);
|
||||
uint256 newScaled = ABDKMath64x64.mulu(newTotal, LP_SCALE);
|
||||
|
||||
uint256 actualLpToMint;
|
||||
if (totalSupply == 0) {
|
||||
actualLpToMint = newScaled;
|
||||
} else {
|
||||
require(oldScaled > 0, "swapMint: oldScaled zero");
|
||||
uint256 delta = (newScaled > oldScaled) ? (newScaled - oldScaled) : 0;
|
||||
if (delta > 0) {
|
||||
actualLpToMint = (totalSupply * delta) / oldScaled;
|
||||
} else {
|
||||
actualLpToMint = 0;
|
||||
}
|
||||
}
|
||||
|
||||
require(actualLpToMint > 0, "swapMint: zero LP minted");
|
||||
|
||||
// Update LMSR internal state
|
||||
int128[] memory newQInternal = new int128[](n);
|
||||
for (uint256 idx = 0; idx < n; idx++) {
|
||||
newQInternal[idx] = state.lmsr.qInternal[idx].mul(newTotal).div(oldTotal);
|
||||
}
|
||||
|
||||
state.lmsr.updateForProportionalChange(newQInternal);
|
||||
|
||||
emit SwapMint(payer, receiver, inputTokenIndex, totalTransfer, amountInUint, feeUintActual);
|
||||
emit Mint(payer, receiver, new uint256[](n), actualLpToMint);
|
||||
|
||||
return actualLpToMint;
|
||||
}
|
||||
|
||||
/// @notice Burn LP tokens and swap to single asset (burnSwap)
|
||||
function burnSwap(
|
||||
State storage state,
|
||||
address payer,
|
||||
address receiver,
|
||||
uint256 lpAmount,
|
||||
uint256 inputTokenIndex,
|
||||
uint256 deadline,
|
||||
uint256 swapFeePpm,
|
||||
uint256 totalSupply,
|
||||
uint256 payerBalance
|
||||
) internal returns (uint256 amountOutUint) {
|
||||
uint256 n = state.tokens.length;
|
||||
require(inputTokenIndex < n, "burnSwap: idx");
|
||||
require(lpAmount > 0, "burnSwap: zero lp");
|
||||
require(deadline == 0 || block.timestamp <= deadline, "burnSwap: deadline");
|
||||
require(totalSupply > 0, "burnSwap: empty supply");
|
||||
require(payerBalance >= lpAmount, "burnSwap: insufficient LP");
|
||||
|
||||
// alpha = lpAmount / supply as Q64.64
|
||||
int128 alpha = ABDKMath64x64.divu(lpAmount, totalSupply);
|
||||
|
||||
// Use LMSR view to compute single-asset payout
|
||||
(int128 payoutInternal, ) = state.lmsr.swapAmountsForBurn(inputTokenIndex, alpha);
|
||||
|
||||
// Convert payoutInternal -> uint (floor) to favor pool
|
||||
amountOutUint = _internalToUintFloor(payoutInternal, state.bases[inputTokenIndex]);
|
||||
require(amountOutUint > 0, "burnSwap: output zero");
|
||||
|
||||
// Apply swap fee to the output
|
||||
if (swapFeePpm > 0) {
|
||||
uint256 feeUint = _ceilFee(amountOutUint, swapFeePpm);
|
||||
require(amountOutUint > feeUint, "burnSwap: fee exceeds output");
|
||||
amountOutUint -= feeUint;
|
||||
}
|
||||
|
||||
// Transfer the payout to receiver
|
||||
state.tokens[inputTokenIndex].safeTransfer(receiver, amountOutUint);
|
||||
|
||||
// Update cached balances by reading on-chain balances for all tokens
|
||||
int128[] memory newQInternal = new int128[](n);
|
||||
for (uint256 idx = 0; idx < n; idx++) {
|
||||
uint256 bal = IERC20(state.tokens[idx]).balanceOf(address(this));
|
||||
state.cachedUintBalances[idx] = bal;
|
||||
newQInternal[idx] = _uintToInternalFloor(bal, state.bases[idx]);
|
||||
}
|
||||
|
||||
emit BurnSwap(payer, receiver, inputTokenIndex, amountOutUint);
|
||||
|
||||
// If entire pool drained, deinit; else update proportionally
|
||||
bool allZero = true;
|
||||
for (uint256 idx = 0; idx < n; idx++) {
|
||||
if (newQInternal[idx] != int128(0)) { allZero = false; break; }
|
||||
}
|
||||
if (allZero) {
|
||||
state.lmsr.deinit();
|
||||
} else {
|
||||
state.lmsr.updateForProportionalChange(newQInternal);
|
||||
}
|
||||
|
||||
emit Burn(payer, receiver, new uint256[](n), lpAmount);
|
||||
return amountOutUint;
|
||||
}
|
||||
|
||||
/// @notice Calculate flash loan repayment amounts
|
||||
function flashRepaymentAmounts(
|
||||
State storage state,
|
||||
uint256[] memory loanAmounts,
|
||||
uint256 flashFeePpm
|
||||
) internal view returns (uint256[] memory repaymentAmounts) {
|
||||
repaymentAmounts = new uint256[](state.tokens.length);
|
||||
for (uint256 i = 0; i < state.tokens.length; i++) {
|
||||
uint256 amount = loanAmounts[i];
|
||||
if (amount > 0) {
|
||||
repaymentAmounts[i] = amount + _ceilFee(amount, flashFeePpm);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// @notice Execute flash loan
|
||||
function flash(
|
||||
State storage state,
|
||||
address recipient,
|
||||
uint256[] memory amounts,
|
||||
bytes calldata data,
|
||||
uint256 flashFeePpm
|
||||
) internal {
|
||||
require(recipient != address(0), "flash: zero recipient");
|
||||
require(amounts.length == state.tokens.length, "flash: amounts length mismatch");
|
||||
|
||||
// Calculate repayment amounts for each token including fee
|
||||
uint256[] memory repaymentAmounts = new uint256[](state.tokens.length);
|
||||
|
||||
// Store initial balances to verify repayment later
|
||||
uint256[] memory initialBalances = new uint256[](state.tokens.length);
|
||||
|
||||
// Track if any token amount is non-zero
|
||||
bool hasNonZeroAmount = false;
|
||||
|
||||
// Process each token, skipping those with zero amounts
|
||||
for (uint256 i = 0; i < state.tokens.length; i++) {
|
||||
uint256 amount = amounts[i];
|
||||
|
||||
if (amount > 0) {
|
||||
hasNonZeroAmount = true;
|
||||
|
||||
// Calculate repayment amount with fee (ceiling)
|
||||
repaymentAmounts[i] = amount + _ceilFee(amount, flashFeePpm);
|
||||
|
||||
// Record initial balance
|
||||
initialBalances[i] = IERC20(state.tokens[i]).balanceOf(address(this));
|
||||
|
||||
// Transfer token to recipient
|
||||
state.tokens[i].safeTransfer(recipient, amount);
|
||||
}
|
||||
}
|
||||
|
||||
// Ensure at least one token is being borrowed
|
||||
require(hasNonZeroAmount, "flash: no tokens requested");
|
||||
|
||||
// Call flash callback with expected repayment amounts
|
||||
IPartyFlashCallback(msg.sender).partyFlashCallback(amounts, repaymentAmounts, data);
|
||||
|
||||
// Verify repayment amounts for tokens that were borrowed
|
||||
for (uint256 i = 0; i < state.tokens.length; i++) {
|
||||
if (amounts[i] > 0) {
|
||||
uint256 currentBalance = IERC20(state.tokens[i]).balanceOf(address(this));
|
||||
|
||||
// Verify repayment: current balance must be at least (initial balance + fee)
|
||||
require(
|
||||
currentBalance >= initialBalances[i] + _ceilFee(amounts[i], flashFeePpm),
|
||||
"flash: repayment failed"
|
||||
);
|
||||
|
||||
// Update cached balance
|
||||
state.cachedUintBalances[i] = currentBalance;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// @notice Get marginal price between two tokens
|
||||
function price(
|
||||
State storage state,
|
||||
uint256 baseTokenIndex,
|
||||
uint256 quoteTokenIndex
|
||||
) internal view returns (int128) {
|
||||
uint256 n = state.tokens.length;
|
||||
require(baseTokenIndex < n && quoteTokenIndex < n, "price: idx");
|
||||
require(state.lmsr.nAssets > 0, "price: uninit");
|
||||
return state.lmsr.price(baseTokenIndex, quoteTokenIndex);
|
||||
}
|
||||
|
||||
/// @notice Get price of one LP token in quote asset
|
||||
function poolPrice(
|
||||
State storage state,
|
||||
uint256 quoteTokenIndex,
|
||||
uint256 totalSupply
|
||||
) internal view returns (int128) {
|
||||
uint256 n = state.tokens.length;
|
||||
require(quoteTokenIndex < n, "poolPrice: idx");
|
||||
require(state.lmsr.nAssets > 0, "poolPrice: uninit");
|
||||
|
||||
// price per unit of qTotal (Q64.64) from LMSR
|
||||
int128 pricePerQ = state.lmsr.poolPrice(quoteTokenIndex);
|
||||
|
||||
// total internal q (qTotal) as Q64.64
|
||||
int128 qTotal = _computeSizeMetric(state.lmsr.qInternal);
|
||||
require(qTotal > int128(0), "poolPrice: qTotal zero");
|
||||
|
||||
// totalSupply as Q64.64
|
||||
require(totalSupply > 0, "poolPrice: zero supply");
|
||||
int128 supplyQ64 = ABDKMath64x64.fromUInt(totalSupply);
|
||||
|
||||
// factor = totalSupply / qTotal (Q64.64)
|
||||
int128 factor = supplyQ64.div(qTotal);
|
||||
|
||||
// price per LP token = pricePerQ * factor (Q64.64)
|
||||
return pricePerQ.mul(factor);
|
||||
}
|
||||
|
||||
// Internal helper functions
|
||||
|
||||
/// @notice Ceiling fee helper
|
||||
function _ceilFee(uint256 x, uint256 feePpm) internal pure returns (uint256) {
|
||||
if (feePpm == 0) return 0;
|
||||
return (x * feePpm + 1_000_000 - 1) / 1_000_000;
|
||||
}
|
||||
|
||||
/// @notice Compute fee and net amounts for a gross input
|
||||
function _computeFee(uint256 gross, uint256 swapFeePpm) internal pure returns (uint256 feeUint, uint256 netUint) {
|
||||
if (swapFeePpm == 0) {
|
||||
return (0, gross);
|
||||
}
|
||||
feeUint = _ceilFee(gross, swapFeePpm);
|
||||
netUint = gross - feeUint;
|
||||
}
|
||||
|
||||
/// @notice Add fee to net amount
|
||||
function _addFee(uint256 netUint, uint256 swapFeePpm) internal pure returns (uint256 gross) {
|
||||
if (swapFeePpm == 0) return netUint;
|
||||
uint256 fee = _ceilFee(netUint, swapFeePpm);
|
||||
return netUint + fee;
|
||||
}
|
||||
|
||||
/// @notice Internal quote for exact-input swap
|
||||
function _quoteSwapExactIn(
|
||||
State storage state,
|
||||
uint256 inputTokenIndex,
|
||||
uint256 outputTokenIndex,
|
||||
uint256 maxAmountIn,
|
||||
int128 limitPrice,
|
||||
uint256 swapFeePpm,
|
||||
bool stablePair
|
||||
)
|
||||
internal
|
||||
view
|
||||
returns (
|
||||
uint256 grossIn,
|
||||
uint256 amountOutUint,
|
||||
int128 amountInInternalUsed,
|
||||
int128 amountOutInternal,
|
||||
uint256 amountInUintNoFee,
|
||||
uint256 feeUint
|
||||
)
|
||||
{
|
||||
uint256 n = state.tokens.length;
|
||||
require(inputTokenIndex < n && outputTokenIndex < n, "swap: idx");
|
||||
require(maxAmountIn > 0, "swap: input zero");
|
||||
require(state.lmsr.nAssets > 0, "swap: empty pool");
|
||||
|
||||
// Estimate max net input
|
||||
(, uint256 netUintForSwap) = _computeFee(maxAmountIn, swapFeePpm);
|
||||
|
||||
// Convert to internal (floor)
|
||||
int128 deltaInternalI = _uintToInternalFloor(netUintForSwap, state.bases[inputTokenIndex]);
|
||||
require(deltaInternalI > int128(0), "swap: input too small after fee");
|
||||
|
||||
// Compute internal amounts using LMSR
|
||||
(amountInInternalUsed, amountOutInternal) =
|
||||
stablePair ? LMSRStabilizedBalancedPair.swapAmountsForExactInput(state.lmsr, inputTokenIndex, outputTokenIndex, deltaInternalI, limitPrice)
|
||||
: state.lmsr.swapAmountsForExactInput(inputTokenIndex, outputTokenIndex, deltaInternalI, limitPrice);
|
||||
|
||||
// Convert actual used input internal -> uint (ceil)
|
||||
amountInUintNoFee = _internalToUintCeil(amountInInternalUsed, state.bases[inputTokenIndex]);
|
||||
require(amountInUintNoFee > 0, "swap: input zero");
|
||||
|
||||
// Compute gross transfer including fee
|
||||
feeUint = 0;
|
||||
grossIn = amountInUintNoFee;
|
||||
if (swapFeePpm > 0) {
|
||||
feeUint = _ceilFee(amountInUintNoFee, swapFeePpm);
|
||||
grossIn += feeUint;
|
||||
}
|
||||
|
||||
// Ensure within user max
|
||||
require(grossIn <= maxAmountIn, "swap: transfer exceeds max");
|
||||
|
||||
// Compute output (floor)
|
||||
amountOutUint = _internalToUintFloor(amountOutInternal, state.bases[outputTokenIndex]);
|
||||
require(amountOutUint > 0, "swap: output zero");
|
||||
}
|
||||
|
||||
/// @notice Internal quote for swap-to-limit
|
||||
function _quoteSwapToLimit(
|
||||
State storage state,
|
||||
uint256 inputTokenIndex,
|
||||
uint256 outputTokenIndex,
|
||||
int128 limitPrice,
|
||||
uint256 swapFeePpm
|
||||
)
|
||||
internal
|
||||
view
|
||||
returns (
|
||||
uint256 grossIn,
|
||||
uint256 amountOutUint,
|
||||
int128 amountInInternal,
|
||||
int128 amountOutInternal,
|
||||
uint256 amountInUintNoFee,
|
||||
uint256 feeUint
|
||||
)
|
||||
{
|
||||
uint256 n = state.tokens.length;
|
||||
require(inputTokenIndex < n && outputTokenIndex < n, "swapToLimit: idx");
|
||||
require(limitPrice > int128(0), "swapToLimit: limit <= 0");
|
||||
require(state.lmsr.nAssets > 0, "swapToLimit: pool uninitialized");
|
||||
|
||||
// Compute internal maxima at the price limit
|
||||
(amountInInternal, amountOutInternal) = state.lmsr.swapAmountsForPriceLimit(inputTokenIndex, outputTokenIndex, limitPrice);
|
||||
|
||||
// Convert input to uint (ceil) and output to uint (floor)
|
||||
amountInUintNoFee = _internalToUintCeil(amountInInternal, state.bases[inputTokenIndex]);
|
||||
require(amountInUintNoFee > 0, "swapToLimit: input zero");
|
||||
|
||||
feeUint = 0;
|
||||
grossIn = amountInUintNoFee;
|
||||
if (swapFeePpm > 0) {
|
||||
feeUint = _ceilFee(amountInUintNoFee, swapFeePpm);
|
||||
grossIn += feeUint;
|
||||
}
|
||||
|
||||
amountOutUint = _internalToUintFloor(amountOutInternal, state.bases[outputTokenIndex]);
|
||||
require(amountOutUint > 0, "swapToLimit: output zero");
|
||||
}
|
||||
|
||||
// Convert uint token amount -> internal 64.64 (floor)
|
||||
function _uintToInternalFloor(uint256 amount, uint256 base) internal pure returns (int128) {
|
||||
return ABDKMath64x64.divu(amount, base);
|
||||
}
|
||||
|
||||
// Convert internal 64.64 -> uint token amount (floor)
|
||||
function _internalToUintFloor(int128 internalAmount, uint256 base) internal pure returns (uint256) {
|
||||
return ABDKMath64x64.mulu(internalAmount, base);
|
||||
}
|
||||
|
||||
// Convert internal 64.64 -> uint token amount (ceiling)
|
||||
function _internalToUintCeil(int128 internalAmount, uint256 base) internal pure returns (uint256) {
|
||||
// Get the floor value first
|
||||
uint256 floorValue = ABDKMath64x64.mulu(internalAmount, base);
|
||||
|
||||
// Check if there was any fractional part by comparing to a reconstruction
|
||||
int128 reconstructed = ABDKMath64x64.divu(floorValue, base);
|
||||
|
||||
// If reconstructed is less than original, there was a fractional part that was truncated
|
||||
if (reconstructed < internalAmount) {
|
||||
return floorValue + 1;
|
||||
}
|
||||
|
||||
return floorValue;
|
||||
}
|
||||
|
||||
/// @notice Helper to compute size metric (sum of all asset quantities) from internal balances
|
||||
function _computeSizeMetric(int128[] memory qInternal_) internal pure returns (int128) {
|
||||
int128 total = int128(0);
|
||||
for (uint i = 0; i < qInternal_.length; ) {
|
||||
total = total.add(qInternal_[i]);
|
||||
unchecked { i++; }
|
||||
}
|
||||
return total;
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user