590 lines
18 KiB
Solidity
590 lines
18 KiB
Solidity
// SPDX-License-Identifier: AGPL-3.0-or-later
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pragma solidity ^0.8.13;
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import {IERC20, ISwapAdapter} from "src/interfaces/ISwapAdapter.sol";
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/// @dev Integral submitted deadline of 3600 seconds (1 hour) to Paraswap, but it is not strictly necessary to be this long
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/// as the contract allows less durations, we use 1000 seconds (15 minutes) as a deadline
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uint256 constant SWAP_DEADLINE_SEC = 1000;
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/// @title Integral Swap Adapter
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contract IntegralSwapAdapter is ISwapAdapter {
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ITwapRelayer immutable relayer;
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constructor(address relayer_) {
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relayer = ITwapRelayer(relayer_);
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}
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/// @inheritdoc ISwapAdapter
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function price(
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bytes32 _poolId,
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IERC20 _sellToken,
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IERC20 _buyToken,
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uint256[] memory _specifiedAmounts
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) external view override returns (Fraction[] memory _prices) {
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_prices = new Fraction[](_specifiedAmounts.length);
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ITwapPair pair = ITwapPair(address(bytes20(_poolId)));
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uint112 r0;
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uint112 r1;
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if (address(_sellToken) == pair.token0()) { // sell
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(r0, r1) = pair.getReserves();
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} else { // buy
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(r1, r0) = pair.getReserves();
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}
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for (uint256 i = 0; i < _specifiedAmounts.length; i++) {
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_prices[i] = getPriceAt(_specifiedAmounts[i], r0, r1, pair);
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}
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}
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/// @inheritdoc ISwapAdapter
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function swap(
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bytes32 poolId,
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IERC20 sellToken,
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IERC20 buyToken,
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OrderSide side,
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uint256 specifiedAmount
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) external returns (Trade memory trade) {
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if (specifiedAmount == 0) {
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return trade;
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}
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ITwapPair pair = ITwapPair(address(bytes20(poolId)));
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uint112 r0;
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uint112 r1;
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if (address(sellToken) == pair.token0()) {
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(r0, r1) = pair.getReserves();
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} else {
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(r1, r0) = pair.getReserves();
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}
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uint256 gasBefore = gasleft();
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if (side == OrderSide.Sell) { // sell
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trade.calculatedAmount =
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sell(address(sellToken), address(buyToken), specifiedAmount);
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} else { // buy
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trade.calculatedAmount =
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buy(address(sellToken), address(buyToken), specifiedAmount);
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}
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trade.gasUsed = gasBefore - gasleft();
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trade.price = getPriceAt(specifiedAmount, r0, r1, pair);
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}
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/// @inheritdoc ISwapAdapter
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function getLimits(bytes32 poolId, IERC20 sellToken, IERC20 buyToken)
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external
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view
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override
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returns (uint256[] memory limits)
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{
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(
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uint256 price_,
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uint256 fee,
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uint256 limitMin0,
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uint256 limitMax0,
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uint256 limitMin1,
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uint256 limitMax1
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) = relayer.getPoolState(address(sellToken), address(buyToken));
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limits = new uint256[](4);
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limits[0] = limitMax0;
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limits[1] = limitMax1;
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limits[2] = limitMin0;
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limits[3] = limitMin1;
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}
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/// @inheritdoc ISwapAdapter
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function getCapabilities(bytes32 poolId, IERC20 sellToken, IERC20 buyToken)
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external
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pure
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override
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returns (Capability[] memory capabilities)
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{
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capabilities = new Capability[](3);
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capabilities[0] = Capability.SellOrder;
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capabilities[1] = Capability.BuyOrder;
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capabilities[2] = Capability.PriceFunction;
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}
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/// @inheritdoc ISwapAdapter
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function getTokens(bytes32 poolId)
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external
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view
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override
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returns (IERC20[] memory tokens)
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{
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tokens = new IERC20[](2);
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ITwapPair pair = ITwapPair(address(bytes20(poolId)));
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tokens[0] = IERC20(pair.token0());
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tokens[1] = IERC20(pair.token1());
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}
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/// @inheritdoc ISwapAdapter
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function getPoolIds(uint256 offset, uint256 limit)
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external
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view
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override
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returns (bytes32[] memory ids)
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{
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ITwapFactory factory = ITwapFactory(relayer.factory());
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uint256 endIdx = offset + limit;
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if (endIdx > factory.allPairsLength()) {
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endIdx = factory.allPairsLength();
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}
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ids = new bytes32[](endIdx - offset);
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for (uint256 i = 0; i < ids.length; i++) {
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ids[i] = bytes20(factory.allPairs(offset + i));
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}
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}
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/// @notice Calculates pool prices after trade for specified amounts
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/// @param amountIn The amount of the token being sold.
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/// @param reserveIn The reserve of the token being sold.
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/// @param reserveOut The reserve of the token being bought.
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/// @param pair (ITwapPair) The pair where to execute the swap in.
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/// @dev Although Integral declares in its Docs that the fee is 1 BP(0.01%, 0.0001 multiplier),
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/// it can be changed at any time by calling a function of the contract by its owner or operator,
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/// therefore it is obtained dynamically to ensure this function output remains reliable over time
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/// @return The price as a fraction corresponding to the provided amount.
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function getPriceAt(uint256 amountIn, uint256 reserveIn, uint256 reserveOut, ITwapPair pair)
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internal
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view
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returns (Fraction memory)
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{
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if (reserveIn == 0 || reserveOut == 0) {
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revert Unavailable("At least one reserve is zero!");
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}
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uint256 feeBP = relayer.swapFee(address(pair));
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uint256 amountInWithFee = amountIn - ( (amountIn * feeBP) / 10**18 );
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uint256 numerator = amountInWithFee * reserveOut;
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uint256 denominator = (reserveIn * 1000) + amountInWithFee;
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uint256 amountOut = numerator / denominator;
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uint256 newReserveOut = reserveOut - amountOut;
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uint256 newReserveIn = reserveIn + amountIn;
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return Fraction(
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newReserveOut * 1000,
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newReserveIn - ( (newReserveIn * feeBP) / 10**18 )
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);
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}
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/// @notice Executes a sell order on a given pool.
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/// @param sellToken The address of the token being sold.
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/// @param buyToken The address of the token being bought.
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/// @param amount The amount to be traded.
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/// @return uint256 The amount of tokens received.
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function sell(
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address sellToken,
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address buyToken,
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uint256 amount
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) internal returns (uint256) {
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address swapper = msg.sender;
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uint256 amountOut = relayer.quoteSell(sellToken, buyToken, amount);
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if (amountOut == 0) {
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revert Unavailable("AmountOut is zero!");
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}
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IERC20(sellToken).transferFrom(msg.sender, address(this), amount);
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IERC20(sellToken).approve(address(relayer), amount);
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relayer.sell(ITwapRelayer.SellParams({
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tokenIn: sellToken,
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tokenOut: buyToken,
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wrapUnwrap: false,
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to: swapper,
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submitDeadline: uint32(block.timestamp + SWAP_DEADLINE_SEC),
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amountIn: amount,
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amountOutMin: amountOut
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}));
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return amountOut;
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}
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/// @notice Executes a buy order on a given pool.
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/// @param sellToken The address of the token being sold.
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/// @param buyToken The address of the token being bought.
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/// @param amountBought The amount of buyToken tokens to buy.
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/// @return uint256 The amount of tokens received.
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function buy(
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address sellToken,
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address buyToken,
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uint256 amountBought
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) internal returns (uint256) {
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address swapper = msg.sender;
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uint256 amountIn = relayer.quoteBuy(sellToken, buyToken, amountBought);
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if (amountIn == 0) {
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revert Unavailable("AmountIn is zero!");
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}
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IERC20(sellToken).transferFrom(msg.sender, address(this), amountIn);
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IERC20(sellToken).approve(address(relayer), amountIn);
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relayer.buy(ITwapRelayer.BuyParams({
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tokenIn: sellToken,
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tokenOut: buyToken,
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wrapUnwrap: false,
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to: swapper,
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submitDeadline: uint32(block.timestamp + SWAP_DEADLINE_SEC),
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amountInMax: amountIn,
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amountOut: amountBought
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}));
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return amountIn;
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}
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}
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interface ITwapRelayer {
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event OwnerSet(address owner);
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event RebalancerSet(address rebalancer);
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event DelaySet(address delay);
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event PairEnabledSet(address pair, bool enabled);
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event SwapFeeSet(address pair, uint256 fee);
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event TwapIntervalSet(address pair, uint32 interval);
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event EthTransferGasCostSet(uint256 gasCost);
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event ExecutionGasLimitSet(uint256 limit);
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event TokenLimitMinSet(address token, uint256 limit);
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event TokenLimitMaxMultiplierSet(address token, uint256 limit);
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event ToleranceSet(address pair, uint16 tolerance);
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event Approve(address token, address to, uint256 amount);
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event Withdraw(address token, address to, uint256 amount);
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event Sell(
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address indexed sender,
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address tokenIn,
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address tokenOut,
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uint256 amountIn,
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uint256 amountOut,
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uint256 amountOutMin,
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bool wrapUnwrap,
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uint256 fee,
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address indexed to,
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address orderContract,
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uint256 indexed orderId
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);
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event Buy(
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address indexed sender,
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address tokenIn,
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address tokenOut,
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uint256 amountIn,
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uint256 amountInMax,
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uint256 amountOut,
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bool wrapUnwrap,
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uint256 fee,
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address indexed to,
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address orderContract,
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uint256 indexed orderId
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);
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event RebalanceSellWithDelay(
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address indexed sender,
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address tokenIn,
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address tokenOut,
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uint256 amountIn,
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uint256 indexed delayOrderId
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);
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event RebalanceSellWithOneInch(address indexed oneInchRouter, uint256 gas, bytes data);
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event OneInchRouterWhitelisted(address indexed oneInchRouter, bool whitelisted);
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function factory() external pure returns (address);
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function delay() external pure returns (address);
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function weth() external pure returns (address);
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function owner() external view returns (address);
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function rebalancer() external view returns (address);
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function isOneInchRouterWhitelisted(address oneInchRouter) external view returns (bool);
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function setOwner(address _owner) external;
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function swapFee(address pair) external view returns (uint256);
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function setSwapFee(address pair, uint256 fee) external;
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function twapInterval(address pair) external pure returns (uint32);
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function isPairEnabled(address pair) external view returns (bool);
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function setPairEnabled(address pair, bool enabled) external;
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function ethTransferGasCost() external pure returns (uint256);
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function executionGasLimit() external pure returns (uint256);
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function tokenLimitMin(address token) external pure returns (uint256);
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function tokenLimitMaxMultiplier(address token) external pure returns (uint256);
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function tolerance(address pair) external pure returns (uint16);
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function setRebalancer(address _rebalancer) external;
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function whitelistOneInchRouter(address oneInchRouter, bool whitelisted) external;
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function getTolerance(address pair) external pure returns (uint16);
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function getTokenLimitMin(address token) external pure returns (uint256);
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function getTokenLimitMaxMultiplier(address token) external pure returns (uint256);
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function getTwapInterval(address pair) external pure returns (uint32);
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struct SellParams {
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address tokenIn;
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address tokenOut;
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uint256 amountIn;
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uint256 amountOutMin;
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bool wrapUnwrap;
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address to;
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uint32 submitDeadline;
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}
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function sell(SellParams memory sellParams) external payable returns (uint256 orderId);
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struct BuyParams {
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address tokenIn;
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address tokenOut;
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uint256 amountInMax;
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uint256 amountOut;
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bool wrapUnwrap;
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address to;
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uint32 submitDeadline;
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}
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function buy(BuyParams memory buyParams) external payable returns (uint256 orderId);
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function getPriceByPairAddress(address pair, bool inverted)
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external
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view
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returns (
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uint8 xDecimals,
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uint8 yDecimals,
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uint256 price
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);
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function getPriceByTokenAddresses(address tokenIn, address tokenOut) external view returns (uint256 price);
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function getPoolState(address token0, address token1)
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external
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view
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returns (
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uint256 price,
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uint256 fee,
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uint256 limitMin0,
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uint256 limitMax0,
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uint256 limitMin1,
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uint256 limitMax1
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);
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function quoteSell(
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address tokenIn,
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address tokenOut,
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uint256 amountIn
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) external view returns (uint256 amountOut);
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function quoteBuy(
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address tokenIn,
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address tokenOut,
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uint256 amountOut
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) external view returns (uint256 amountIn);
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function approve(
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address token,
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uint256 amount,
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address to
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) external;
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function withdraw(
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address token,
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uint256 amount,
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address to
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) external;
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function rebalanceSellWithDelay(
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address tokenIn,
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address tokenOut,
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uint256 amountIn
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) external;
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function rebalanceSellWithOneInch(
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address tokenIn,
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uint256 amountIn,
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address oneInchRouter,
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uint256 _gas,
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bytes calldata data
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) external;
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}
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interface ITwapFactory {
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event PairCreated(address indexed token0, address indexed token1, address pair, uint256);
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event OwnerSet(address owner);
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function owner() external view returns (address);
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function getPair(address tokenA, address tokenB) external view returns (address pair);
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function allPairs(uint256) external view returns (address pair);
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function allPairsLength() external view returns (uint256);
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function createPair(
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address tokenA,
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address tokenB,
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address oracle,
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address trader
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) external returns (address pair);
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function setOwner(address) external;
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function setMintFee(
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address tokenA,
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address tokenB,
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uint256 fee
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) external;
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function setBurnFee(
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address tokenA,
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address tokenB,
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uint256 fee
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) external;
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function setSwapFee(
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address tokenA,
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address tokenB,
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uint256 fee
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) external;
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function setOracle(
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address tokenA,
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address tokenB,
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address oracle
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) external;
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function setTrader(
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address tokenA,
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address tokenB,
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address trader
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) external;
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function collect(
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address tokenA,
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address tokenB,
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address to
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) external;
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function withdraw(
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address tokenA,
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address tokenB,
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uint256 amount,
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address to
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) external;
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}
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interface ITwapERC20 is IERC20 {
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function PERMIT_TYPEHASH() external pure returns (bytes32);
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function nonces(address owner) external view returns (uint256);
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function permit(
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address owner,
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address spender,
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uint256 value,
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uint256 deadline,
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uint8 v,
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bytes32 r,
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bytes32 s
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) external;
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function increaseAllowance(address spender, uint256 addedValue) external returns (bool);
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function decreaseAllowance(address spender, uint256 subtractedValue) external returns (bool);
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}
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interface IReserves {
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function getReserves() external view returns (uint112 reserve0, uint112 reserve1);
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function getFees() external view returns (uint256 fee0, uint256 fee1);
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}
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interface ITwapPair is ITwapERC20, IReserves {
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event Mint(address indexed sender, uint256 amount0In, uint256 amount1In, uint256 liquidityOut, address indexed to);
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event Burn(address indexed sender, uint256 amount0Out, uint256 amount1Out, uint256 liquidityIn, address indexed to);
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event Swap(
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address indexed sender,
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uint256 amount0In,
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uint256 amount1In,
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uint256 amount0Out,
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uint256 amount1Out,
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address indexed to
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);
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event SetMintFee(uint256 fee);
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event SetBurnFee(uint256 fee);
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event SetSwapFee(uint256 fee);
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event SetOracle(address account);
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event SetTrader(address trader);
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function MINIMUM_LIQUIDITY() external pure returns (uint256);
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function factory() external view returns (address);
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function token0() external view returns (address);
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function token1() external view returns (address);
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function oracle() external view returns (address);
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function trader() external view returns (address);
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function mintFee() external view returns (uint256);
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function setMintFee(uint256 fee) external;
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function mint(address to) external returns (uint256 liquidity);
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function burnFee() external view returns (uint256);
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function setBurnFee(uint256 fee) external;
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function burn(address to) external returns (uint256 amount0, uint256 amount1);
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function swapFee() external view returns (uint256);
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function setSwapFee(uint256 fee) external;
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function setOracle(address account) external;
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function setTrader(address account) external;
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function collect(address to) external;
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function swap(
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uint256 amount0Out,
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uint256 amount1Out,
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address to,
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bytes calldata data
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) external;
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function sync() external;
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function initialize(
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address _token0,
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address _token1,
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address _oracle,
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address _trader
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) external;
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function getSwapAmount0In(uint256 amount1Out, bytes calldata data) external view returns (uint256 swapAmount0In);
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function getSwapAmount1In(uint256 amount0Out, bytes calldata data) external view returns (uint256 swapAmount1In);
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function getSwapAmount0Out(uint256 amount1In, bytes calldata data) external view returns (uint256 swapAmount0Out);
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function getSwapAmount1Out(uint256 amount0In, bytes calldata data) external view returns (uint256 swapAmount1Out);
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function getDepositAmount0In(uint256 amount0, bytes calldata data) external view returns (uint256 depositAmount0In);
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function getDepositAmount1In(uint256 amount1, bytes calldata data) external view returns (uint256 depositAmount1In);
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}
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