Created
January 24, 2022 13:30
-
-
Save Alexintosh/4dd3a8e2f4e1aebcfb5f5c0ea2531f75 to your computer and use it in GitHub Desktop.
StrategyHedgedFarming
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
/** | |
* Submitted for verification at FtmScan.com on 2021-11-16 | |
* https://ftmscan.com/address/0x46e74ffef02c9e449fa33537ce34fcdbb402794f#code | |
*/ | |
// SPDX-License-Identifier: MIT | |
pragma solidity 0.6.12; | |
pragma experimental ABIEncoderV2; | |
// Global Enums and Structs | |
struct UserInfo { | |
uint256 amount; // How many LP tokens the user has provided. | |
uint256 rewardDebt; // Reward debt. | |
} | |
struct StrategyParams { | |
uint256 performanceFee; | |
uint256 activation; | |
uint256 debtRatio; | |
uint256 minDebtPerHarvest; | |
uint256 maxDebtPerHarvest; | |
uint256 lastReport; | |
uint256 totalDebt; | |
uint256 totalGain; | |
uint256 totalLoss; | |
} | |
struct CoreStrategyConfig { | |
// A portion of want token is depoisited into a lending platform to be used as | |
// collateral. Short token is borrowed and compined with the remaining want token | |
// and deposited into LP and farmed. | |
address want; | |
address short; | |
/*****************************/ | |
/* Farm */ | |
/*****************************/ | |
// Liquidity pool address for base <-> short tokens | |
address wantShortLP; | |
// Address for farming reward token - eg Spirit/BOO | |
address farmToken; | |
// Liquidity pool address for farmToken <-> wFTM | |
address farmTokenLP; | |
// Farm address for reward farming | |
address farmMasterChef; | |
// farm PID for base <-> short LP farm | |
uint256 farmPid; | |
/*****************************/ | |
/* Money Market */ | |
/*****************************/ | |
// Base token cToken @ MM | |
address cTokenLend; | |
// Short token cToken @ MM | |
address cTokenBorrow; | |
// Lend/Borrow rewards | |
address compToken; | |
address compTokenLP; | |
// address compLpAddress = 0x613BF4E46b4817015c01c6Bb31C7ae9edAadc26e; | |
address comptroller; | |
/*****************************/ | |
/* AMM */ | |
/*****************************/ | |
// Liquidity pool address for base <-> short tokens @ the AMM. | |
// @note: the AMM router address does not need to be the same | |
// AMM as the farm, in fact the most liquid AMM is prefered to | |
// minimise slippage. | |
address router; | |
} | |
// Part: ICTokenStorage | |
interface ICTokenStorage { | |
/** | |
* @dev Container for borrow balance information | |
* @member principal Total balance (with accrued interest), after applying the most recent balance-changing action | |
* @member interestIndex Global borrowIndex as of the most recent balance-changing action | |
*/ | |
struct BorrowSnapshot { | |
uint256 principal; | |
uint256 interestIndex; | |
} | |
} | |
// Part: ICompPriceOracle | |
interface ICompPriceOracle { | |
function isPriceOracle() external view returns (bool); | |
/** | |
* @notice Get the underlying price of a cToken asset | |
* @param cToken The cToken to get the underlying price of | |
* @return The underlying asset price mantissa (scaled by 1e18). | |
* Zero means the price is unavailable. | |
*/ | |
function getUnderlyingPrice(address cToken) external view returns (uint256); | |
} | |
// Part: IComptroller | |
interface IComptroller { | |
/*** Assets You Are In ***/ | |
function enterMarkets(address[] calldata cTokens) | |
external | |
returns (uint256[] memory); | |
function exitMarket(address cToken) external returns (uint256); | |
/*** Policy Hooks ***/ | |
function mintAllowed( | |
address cToken, | |
address minter, | |
uint256 mintAmount | |
) external returns (uint256); | |
function mintVerify( | |
address cToken, | |
address minter, | |
uint256 mintAmount, | |
uint256 mintTokens | |
) external; | |
function redeemAllowed( | |
address cToken, | |
address redeemer, | |
uint256 redeemTokens | |
) external returns (uint256); | |
function redeemVerify( | |
address cToken, | |
address redeemer, | |
uint256 redeemAmount, | |
uint256 redeemTokens | |
) external; | |
function borrowAllowed( | |
address cToken, | |
address borrower, | |
uint256 borrowAmount | |
) external returns (uint256); | |
function borrowVerify( | |
address cToken, | |
address borrower, | |
uint256 borrowAmount | |
) external; | |
function repayBorrowAllowed( | |
address cToken, | |
address payer, | |
address borrower, | |
uint256 repayAmount | |
) external returns (uint256); | |
function repayBorrowVerify( | |
address cToken, | |
address payer, | |
address borrower, | |
uint256 repayAmount, | |
uint256 borrowerIndex | |
) external; | |
function liquidateBorrowAllowed( | |
address cTokenBorrowed, | |
address cTokenCollateral, | |
address liquidator, | |
address borrower, | |
uint256 repayAmount | |
) external returns (uint256); | |
function liquidateBorrowVerify( | |
address cTokenBorrowed, | |
address cTokenCollateral, | |
address liquidator, | |
address borrower, | |
uint256 repayAmount, | |
uint256 seizeTokens | |
) external; | |
function seizeAllowed( | |
address cTokenCollateral, | |
address cTokenBorrowed, | |
address liquidator, | |
address borrower, | |
uint256 seizeTokens | |
) external returns (uint256); | |
function seizeVerify( | |
address cTokenCollateral, | |
address cTokenBorrowed, | |
address liquidator, | |
address borrower, | |
uint256 seizeTokens | |
) external; | |
function transferAllowed( | |
address cToken, | |
address src, | |
address dst, | |
uint256 transferTokens | |
) external returns (uint256); | |
function transferVerify( | |
address cToken, | |
address src, | |
address dst, | |
uint256 transferTokens | |
) external; | |
function claimComp(address holder) external; | |
/*** Liquidity/Liquidation Calculations ***/ | |
function liquidateCalculateSeizeTokens( | |
address cTokenBorrowed, | |
address cTokenCollateral, | |
uint256 repayAmount | |
) external view returns (uint256, uint256); | |
} | |
// Part: IFarmMasterChef | |
interface IFarmMasterChef { | |
function deposit(uint256 _pid, uint256 _amount) external; | |
function withdraw(uint256 _pid, uint256 _amount) external; | |
function userInfo(uint256 _pid, address user) | |
external | |
view | |
returns (UserInfo calldata); | |
} | |
// Part: IPriceOracle | |
interface IPriceOracle { | |
function getPrice() external view returns (uint256); | |
} | |
// Part: IStrategyInsurance | |
interface IStrategyInsurance { | |
function reportProfit(uint256 _totalDebt, uint256 _profit) | |
external | |
returns (uint256 _wantNeeded); | |
function reportLoss(uint256 _totalDebt, uint256 _loss) | |
external | |
returns (uint256 _compensation); | |
} | |
// Part: IUniswapV2Pair | |
interface IUniswapV2Pair { | |
event Approval( | |
address indexed owner, | |
address indexed spender, | |
uint256 value | |
); | |
event Transfer(address indexed from, address indexed to, uint256 value); | |
function name() external pure returns (string memory); | |
function symbol() external pure returns (string memory); | |
function decimals() external pure returns (uint8); | |
function totalSupply() external view returns (uint256); | |
function balanceOf(address owner) external view returns (uint256); | |
function allowance(address owner, address spender) | |
external | |
view | |
returns (uint256); | |
function approve(address spender, uint256 value) external returns (bool); | |
function transfer(address to, uint256 value) external returns (bool); | |
function transferFrom( | |
address from, | |
address to, | |
uint256 value | |
) external returns (bool); | |
function DOMAIN_SEPARATOR() external view returns (bytes32); | |
function PERMIT_TYPEHASH() external pure returns (bytes32); | |
function nonces(address owner) external view returns (uint256); | |
function permit( | |
address owner, | |
address spender, | |
uint256 value, | |
uint256 deadline, | |
uint8 v, | |
bytes32 r, | |
bytes32 s | |
) external; | |
event Mint(address indexed sender, uint256 amount0, uint256 amount1); | |
event Burn( | |
address indexed sender, | |
uint256 amount0, | |
uint256 amount1, | |
address indexed to | |
); | |
event Swap( | |
address indexed sender, | |
uint256 amount0In, | |
uint256 amount1In, | |
uint256 amount0Out, | |
uint256 amount1Out, | |
address indexed to | |
); | |
event Sync(uint112 reserve0, uint112 reserve1); | |
function MINIMUM_LIQUIDITY() external pure returns (uint256); | |
function factory() external view returns (address); | |
function token0() external view returns (address); | |
function token1() external view returns (address); | |
function getReserves() | |
external | |
view | |
returns ( | |
uint112 reserve0, | |
uint112 reserve1, | |
uint32 blockTimestampLast | |
); | |
function price0CumulativeLast() external view returns (uint256); | |
function price1CumulativeLast() external view returns (uint256); | |
function kLast() external view returns (uint256); | |
function mint(address to) external returns (uint256 liquidity); | |
function burn(address to) | |
external | |
returns (uint256 amount0, uint256 amount1); | |
function swap( | |
uint256 amount0Out, | |
uint256 amount1Out, | |
address to, | |
bytes calldata data | |
) external; | |
function skim(address to) external; | |
function sync() external; | |
function initialize(address, address) external; | |
} | |
// Part: IUniswapV2Router01 | |
interface IUniswapV2Router01 { | |
function factory() external pure returns (address); | |
function WETH() external pure returns (address); | |
function addLiquidity( | |
address tokenA, | |
address tokenB, | |
uint256 amountADesired, | |
uint256 amountBDesired, | |
uint256 amountAMin, | |
uint256 amountBMin, | |
address to, | |
uint256 deadline | |
) | |
external | |
returns ( | |
uint256 amountA, | |
uint256 amountB, | |
uint256 liquidity | |
); | |
function addLiquidityETH( | |
address token, | |
uint256 amountTokenDesired, | |
uint256 amountTokenMin, | |
uint256 amountETHMin, | |
address to, | |
uint256 deadline | |
) | |
external | |
payable | |
returns ( | |
uint256 amountToken, | |
uint256 amountETH, | |
uint256 liquidity | |
); | |
function removeLiquidity( | |
address tokenA, | |
address tokenB, | |
uint256 liquidity, | |
uint256 amountAMin, | |
uint256 amountBMin, | |
address to, | |
uint256 deadline | |
) external returns (uint256 amountA, uint256 amountB); | |
function removeLiquidityETH( | |
address token, | |
uint256 liquidity, | |
uint256 amountTokenMin, | |
uint256 amountETHMin, | |
address to, | |
uint256 deadline | |
) external returns (uint256 amountToken, uint256 amountETH); | |
function removeLiquidityWithPermit( | |
address tokenA, | |
address tokenB, | |
uint256 liquidity, | |
uint256 amountAMin, | |
uint256 amountBMin, | |
address to, | |
uint256 deadline, | |
bool approveMax, | |
uint8 v, | |
bytes32 r, | |
bytes32 s | |
) external returns (uint256 amountA, uint256 amountB); | |
function removeLiquidityETHWithPermit( | |
address token, | |
uint256 liquidity, | |
uint256 amountTokenMin, | |
uint256 amountETHMin, | |
address to, | |
uint256 deadline, | |
bool approveMax, | |
uint8 v, | |
bytes32 r, | |
bytes32 s | |
) external returns (uint256 amountToken, uint256 amountETH); | |
function swapExactTokensForTokens( | |
uint256 amountIn, | |
uint256 amountOutMin, | |
address[] calldata path, | |
address to, | |
uint256 deadline | |
) external returns (uint256[] memory amounts); | |
function swapTokensForExactTokens( | |
uint256 amountOut, | |
uint256 amountInMax, | |
address[] calldata path, | |
address to, | |
uint256 deadline | |
) external returns (uint256[] memory amounts); | |
function swapExactETHForTokens( | |
uint256 amountOutMin, | |
address[] calldata path, | |
address to, | |
uint256 deadline | |
) external payable returns (uint256[] memory amounts); | |
function swapTokensForExactETH( | |
uint256 amountOut, | |
uint256 amountInMax, | |
address[] calldata path, | |
address to, | |
uint256 deadline | |
) external returns (uint256[] memory amounts); | |
function swapExactTokensForETH( | |
uint256 amountIn, | |
uint256 amountOutMin, | |
address[] calldata path, | |
address to, | |
uint256 deadline | |
) external returns (uint256[] memory amounts); | |
function swapETHForExactTokens( | |
uint256 amountOut, | |
address[] calldata path, | |
address to, | |
uint256 deadline | |
) external payable returns (uint256[] memory amounts); | |
function quote( | |
uint256 amountA, | |
uint256 reserveA, | |
uint256 reserveB | |
) external pure returns (uint256 amountB); | |
function getAmountOut( | |
uint256 amountIn, | |
uint256 reserveIn, | |
uint256 reserveOut | |
) external pure returns (uint256 amountOut); | |
function getAmountIn( | |
uint256 amountOut, | |
uint256 reserveIn, | |
uint256 reserveOut | |
) external pure returns (uint256 amountIn); | |
function getAmountsOut(uint256 amountIn, address[] calldata path) | |
external | |
view | |
returns (uint256[] memory amounts); | |
function getAmountsIn(uint256 amountOut, address[] calldata path) | |
external | |
view | |
returns (uint256[] memory amounts); | |
} | |
// Part: InterestRateModel | |
/** | |
* @title Compound's InterestRateModel Interface | |
* @author Compound | |
*/ | |
interface InterestRateModel { | |
/** | |
* @dev Calculates the current borrow interest rate per block | |
* @param cash The total amount of cash the market has | |
* @param borrows The total amount of borrows the market has outstanding | |
* @param reserves The total amnount of reserves the market has | |
* @return The borrow rate per block (as a percentage, and scaled by 1e18) | |
*/ | |
function getBorrowRate( | |
uint256 cash, | |
uint256 borrows, | |
uint256 reserves | |
) external view returns (uint256); | |
/** | |
* @dev Calculates the current supply interest rate per block | |
* @param cash The total amount of cash the market has | |
* @param borrows The total amount of borrows the market has outstanding | |
* @param reserves The total amnount of reserves the market has | |
* @param reserveFactorMantissa The current reserve factor the market has | |
* @return The supply rate per block (as a percentage, and scaled by 1e18) | |
*/ | |
function getSupplyRate( | |
uint256 cash, | |
uint256 borrows, | |
uint256 reserves, | |
uint256 reserveFactorMantissa | |
) external view returns (uint256); | |
} | |
// Part: LqdrFarm | |
interface LqdrFarm { | |
function pendingLqdr(uint256 _pid, address _user) | |
external | |
view | |
returns (uint256); | |
function harvest(uint256 _pid, address _to) external; | |
function deposit( | |
uint256 _pid, | |
uint256 _wantAmt, | |
address _sponsor | |
) external; | |
function withdraw( | |
uint256 _pid, | |
uint256 _amount, | |
address _to | |
) external; | |
function userInfo(uint256 _pid, address user) | |
external | |
view | |
returns (uint256, int256); | |
} | |
// Part: OpenZeppelin/[email protected]/Address | |
/** | |
* @dev Collection of functions related to the address type | |
*/ | |
library Address { | |
/** | |
* @dev Returns true if `account` is a contract. | |
* | |
* [IMPORTANT] | |
* ==== | |
* It is unsafe to assume that an address for which this function returns | |
* false is an externally-owned account (EOA) and not a contract. | |
* | |
* Among others, `isContract` will return false for the following | |
* types of addresses: | |
* | |
* - an externally-owned account | |
* - a contract in construction | |
* - an address where a contract will be created | |
* - an address where a contract lived, but was destroyed | |
* ==== | |
*/ | |
function isContract(address account) internal view returns (bool) { | |
// According to EIP-1052, 0x0 is the value returned for not-yet created accounts | |
// and 0xc5d2460186f7233c927e7db2dcc703c0e500b653ca82273b7bfad8045d85a470 is returned | |
// for accounts without code, i.e. `keccak256('')` | |
bytes32 codehash; | |
bytes32 accountHash = 0xc5d2460186f7233c927e7db2dcc703c0e500b653ca82273b7bfad8045d85a470; | |
// solhint-disable-next-line no-inline-assembly | |
assembly { codehash := extcodehash(account) } | |
return (codehash != accountHash && codehash != 0x0); | |
} | |
/** | |
* @dev Replacement for Solidity's `transfer`: sends `amount` wei to | |
* `recipient`, forwarding all available gas and reverting on errors. | |
* | |
* https://eips.ethereum.org/EIPS/eip-1884[EIP1884] increases the gas cost | |
* of certain opcodes, possibly making contracts go over the 2300 gas limit | |
* imposed by `transfer`, making them unable to receive funds via | |
* `transfer`. {sendValue} removes this limitation. | |
* | |
* https://diligence.consensys.net/posts/2019/09/stop-using-soliditys-transfer-now/[Learn more]. | |
* | |
* IMPORTANT: because control is transferred to `recipient`, care must be | |
* taken to not create reentrancy vulnerabilities. Consider using | |
* {ReentrancyGuard} or the | |
* https://solidity.readthedocs.io/en/v0.5.11/security-considerations.html#use-the-checks-effects-interactions-pattern[checks-effects-interactions pattern]. | |
*/ | |
function sendValue(address payable recipient, uint256 amount) internal { | |
require(address(this).balance >= amount, "Address: insufficient balance"); | |
// solhint-disable-next-line avoid-low-level-calls, avoid-call-value | |
(bool success, ) = recipient.call{ value: amount }(""); | |
require(success, "Address: unable to send value, recipient may have reverted"); | |
} | |
/** | |
* @dev Performs a Solidity function call using a low level `call`. A | |
* plain`call` is an unsafe replacement for a function call: use this | |
* function instead. | |
* | |
* If `target` reverts with a revert reason, it is bubbled up by this | |
* function (like regular Solidity function calls). | |
* | |
* Returns the raw returned data. To convert to the expected return value, | |
* use https://solidity.readthedocs.io/en/latest/units-and-global-variables.html?highlight=abi.decode#abi-encoding-and-decoding-functions[`abi.decode`]. | |
* | |
* Requirements: | |
* | |
* - `target` must be a contract. | |
* - calling `target` with `data` must not revert. | |
* | |
* _Available since v3.1._ | |
*/ | |
function functionCall(address target, bytes memory data) internal returns (bytes memory) { | |
return functionCall(target, data, "Address: low-level call failed"); | |
} | |
/** | |
* @dev Same as {xref-Address-functionCall-address-bytes-}[`functionCall`], but with | |
* `errorMessage` as a fallback revert reason when `target` reverts. | |
* | |
* _Available since v3.1._ | |
*/ | |
function functionCall(address target, bytes memory data, string memory errorMessage) internal returns (bytes memory) { | |
return _functionCallWithValue(target, data, 0, errorMessage); | |
} | |
/** | |
* @dev Same as {xref-Address-functionCall-address-bytes-}[`functionCall`], | |
* but also transferring `value` wei to `target`. | |
* | |
* Requirements: | |
* | |
* - the calling contract must have an ETH balance of at least `value`. | |
* - the called Solidity function must be `payable`. | |
* | |
* _Available since v3.1._ | |
*/ | |
function functionCallWithValue(address target, bytes memory data, uint256 value) internal returns (bytes memory) { | |
return functionCallWithValue(target, data, value, "Address: low-level call with value failed"); | |
} | |
/** | |
* @dev Same as {xref-Address-functionCallWithValue-address-bytes-uint256-}[`functionCallWithValue`], but | |
* with `errorMessage` as a fallback revert reason when `target` reverts. | |
* | |
* _Available since v3.1._ | |
*/ | |
function functionCallWithValue(address target, bytes memory data, uint256 value, string memory errorMessage) internal returns (bytes memory) { | |
require(address(this).balance >= value, "Address: insufficient balance for call"); | |
return _functionCallWithValue(target, data, value, errorMessage); | |
} | |
function _functionCallWithValue(address target, bytes memory data, uint256 weiValue, string memory errorMessage) private returns (bytes memory) { | |
require(isContract(target), "Address: call to non-contract"); | |
// solhint-disable-next-line avoid-low-level-calls | |
(bool success, bytes memory returndata) = target.call{ value: weiValue }(data); | |
if (success) { | |
return returndata; | |
} else { | |
// Look for revert reason and bubble it up if present | |
if (returndata.length > 0) { | |
// The easiest way to bubble the revert reason is using memory via assembly | |
// solhint-disable-next-line no-inline-assembly | |
assembly { | |
let returndata_size := mload(returndata) | |
revert(add(32, returndata), returndata_size) | |
} | |
} else { | |
revert(errorMessage); | |
} | |
} | |
} | |
} | |
// Part: OpenZeppelin/[email protected]/IERC20 | |
/** | |
* @dev Interface of the ERC20 standard as defined in the EIP. | |
*/ | |
interface IERC20 { | |
/** | |
* @dev Returns the amount of tokens in existence. | |
*/ | |
function totalSupply() external view returns (uint256); | |
/** | |
* @dev Returns the amount of tokens owned by `account`. | |
*/ | |
function balanceOf(address account) external view returns (uint256); | |
/** | |
* @dev Moves `amount` tokens from the caller's account to `recipient`. | |
* | |
* Returns a boolean value indicating whether the operation succeeded. | |
* | |
* Emits a {Transfer} event. | |
*/ | |
function transfer(address recipient, uint256 amount) external returns (bool); | |
/** | |
* @dev Returns the remaining number of tokens that `spender` will be | |
* allowed to spend on behalf of `owner` through {transferFrom}. This is | |
* zero by default. | |
* | |
* This value changes when {approve} or {transferFrom} are called. | |
*/ | |
function allowance(address owner, address spender) external view returns (uint256); | |
/** | |
* @dev Sets `amount` as the allowance of `spender` over the caller's tokens. | |
* | |
* Returns a boolean value indicating whether the operation succeeded. | |
* | |
* IMPORTANT: Beware that changing an allowance with this method brings the risk | |
* that someone may use both the old and the new allowance by unfortunate | |
* transaction ordering. One possible solution to mitigate this race | |
* condition is to first reduce the spender's allowance to 0 and set the | |
* desired value afterwards: | |
* https://github.com/ethereum/EIPs/issues/20#issuecomment-263524729 | |
* | |
* Emits an {Approval} event. | |
*/ | |
function approve(address spender, uint256 amount) external returns (bool); | |
/** | |
* @dev Moves `amount` tokens from `sender` to `recipient` using the | |
* allowance mechanism. `amount` is then deducted from the caller's | |
* allowance. | |
* | |
* Returns a boolean value indicating whether the operation succeeded. | |
* | |
* Emits a {Transfer} event. | |
*/ | |
function transferFrom(address sender, address recipient, uint256 amount) external returns (bool); | |
/** | |
* @dev Emitted when `value` tokens are moved from one account (`from`) to | |
* another (`to`). | |
* | |
* Note that `value` may be zero. | |
*/ | |
event Transfer(address indexed from, address indexed to, uint256 value); | |
/** | |
* @dev Emitted when the allowance of a `spender` for an `owner` is set by | |
* a call to {approve}. `value` is the new allowance. | |
*/ | |
event Approval(address indexed owner, address indexed spender, uint256 value); | |
} | |
// Part: OpenZeppelin/[email protected]/Math | |
/** | |
* @dev Standard math utilities missing in the Solidity language. | |
*/ | |
library Math { | |
/** | |
* @dev Returns the largest of two numbers. | |
*/ | |
function max(uint256 a, uint256 b) internal pure returns (uint256) { | |
return a >= b ? a : b; | |
} | |
/** | |
* @dev Returns the smallest of two numbers. | |
*/ | |
function min(uint256 a, uint256 b) internal pure returns (uint256) { | |
return a < b ? a : b; | |
} | |
/** | |
* @dev Returns the average of two numbers. The result is rounded towards | |
* zero. | |
*/ | |
function average(uint256 a, uint256 b) internal pure returns (uint256) { | |
// (a + b) / 2 can overflow, so we distribute | |
return (a / 2) + (b / 2) + ((a % 2 + b % 2) / 2); | |
} | |
} | |
// Part: OpenZeppelin/[email protected]/SafeMath | |
/** | |
* @dev Wrappers over Solidity's arithmetic operations with added overflow | |
* checks. | |
* | |
* Arithmetic operations in Solidity wrap on overflow. This can easily result | |
* in bugs, because programmers usually assume that an overflow raises an | |
* error, which is the standard behavior in high level programming languages. | |
* `SafeMath` restores this intuition by reverting the transaction when an | |
* operation overflows. | |
* | |
* Using this library instead of the unchecked operations eliminates an entire | |
* class of bugs, so it's recommended to use it always. | |
*/ | |
library SafeMath { | |
/** | |
* @dev Returns the addition of two unsigned integers, reverting on | |
* overflow. | |
* | |
* Counterpart to Solidity's `+` operator. | |
* | |
* Requirements: | |
* | |
* - Addition cannot overflow. | |
*/ | |
function add(uint256 a, uint256 b) internal pure returns (uint256) { | |
uint256 c = a + b; | |
require(c >= a, "SafeMath: addition overflow"); | |
return c; | |
} | |
/** | |
* @dev Returns the subtraction of two unsigned integers, reverting on | |
* overflow (when the result is negative). | |
* | |
* Counterpart to Solidity's `-` operator. | |
* | |
* Requirements: | |
* | |
* - Subtraction cannot overflow. | |
*/ | |
function sub(uint256 a, uint256 b) internal pure returns (uint256) { | |
return sub(a, b, "SafeMath: subtraction overflow"); | |
} | |
/** | |
* @dev Returns the subtraction of two unsigned integers, reverting with custom message on | |
* overflow (when the result is negative). | |
* | |
* Counterpart to Solidity's `-` operator. | |
* | |
* Requirements: | |
* | |
* - Subtraction cannot overflow. | |
*/ | |
function sub(uint256 a, uint256 b, string memory errorMessage) internal pure returns (uint256) { | |
require(b <= a, errorMessage); | |
uint256 c = a - b; | |
return c; | |
} | |
/** | |
* @dev Returns the multiplication of two unsigned integers, reverting on | |
* overflow. | |
* | |
* Counterpart to Solidity's `*` operator. | |
* | |
* Requirements: | |
* | |
* - Multiplication cannot overflow. | |
*/ | |
function mul(uint256 a, uint256 b) internal pure returns (uint256) { | |
// Gas optimization: this is cheaper than requiring 'a' not being zero, but the | |
// benefit is lost if 'b' is also tested. | |
// See: https://github.com/OpenZeppelin/openzeppelin-contracts/pull/522 | |
if (a == 0) { | |
return 0; | |
} | |
uint256 c = a * b; | |
require(c / a == b, "SafeMath: multiplication overflow"); | |
return c; | |
} | |
/** | |
* @dev Returns the integer division of two unsigned integers. Reverts on | |
* division by zero. The result is rounded towards zero. | |
* | |
* Counterpart to Solidity's `/` operator. Note: this function uses a | |
* `revert` opcode (which leaves remaining gas untouched) while Solidity | |
* uses an invalid opcode to revert (consuming all remaining gas). | |
* | |
* Requirements: | |
* | |
* - The divisor cannot be zero. | |
*/ | |
function div(uint256 a, uint256 b) internal pure returns (uint256) { | |
return div(a, b, "SafeMath: division by zero"); | |
} | |
/** | |
* @dev Returns the integer division of two unsigned integers. Reverts with custom message on | |
* division by zero. The result is rounded towards zero. | |
* | |
* Counterpart to Solidity's `/` operator. Note: this function uses a | |
* `revert` opcode (which leaves remaining gas untouched) while Solidity | |
* uses an invalid opcode to revert (consuming all remaining gas). | |
* | |
* Requirements: | |
* | |
* - The divisor cannot be zero. | |
*/ | |
function div(uint256 a, uint256 b, string memory errorMessage) internal pure returns (uint256) { | |
require(b > 0, errorMessage); | |
uint256 c = a / b; | |
// assert(a == b * c + a % b); // There is no case in which this doesn't hold | |
return c; | |
} | |
/** | |
* @dev Returns the remainder of dividing two unsigned integers. (unsigned integer modulo), | |
* Reverts when dividing by zero. | |
* | |
* Counterpart to Solidity's `%` operator. This function uses a `revert` | |
* opcode (which leaves remaining gas untouched) while Solidity uses an | |
* invalid opcode to revert (consuming all remaining gas). | |
* | |
* Requirements: | |
* | |
* - The divisor cannot be zero. | |
*/ | |
function mod(uint256 a, uint256 b) internal pure returns (uint256) { | |
return mod(a, b, "SafeMath: modulo by zero"); | |
} | |
/** | |
* @dev Returns the remainder of dividing two unsigned integers. (unsigned integer modulo), | |
* Reverts with custom message when dividing by zero. | |
* | |
* Counterpart to Solidity's `%` operator. This function uses a `revert` | |
* opcode (which leaves remaining gas untouched) while Solidity uses an | |
* invalid opcode to revert (consuming all remaining gas). | |
* | |
* Requirements: | |
* | |
* - The divisor cannot be zero. | |
*/ | |
function mod(uint256 a, uint256 b, string memory errorMessage) internal pure returns (uint256) { | |
require(b != 0, errorMessage); | |
return a % b; | |
} | |
} | |
// Part: UnitrollerAdminStorage | |
interface UnitrollerAdminStorage { | |
/** | |
* @notice Administrator for this contract | |
*/ | |
// address external admin; | |
function admin() external view returns (address); | |
/** | |
* @notice Pending administrator for this contract | |
*/ | |
// address external pendingAdmin; | |
function pendingAdmin() external view returns (address); | |
/** | |
* @notice Active brains of Unitroller | |
*/ | |
// address external comptrollerImplementation; | |
function comptrollerImplementation() external view returns (address); | |
/** | |
* @notice Pending brains of Unitroller | |
*/ | |
// address external pendingComptrollerImplementation; | |
function pendingComptrollerImplementation() external view returns (address); | |
} | |
// Part: yearn/[email protected]/HealthCheck | |
interface HealthCheck { | |
function check( | |
uint256 profit, | |
uint256 loss, | |
uint256 debtPayment, | |
uint256 debtOutstanding, | |
uint256 totalDebt | |
) external view returns (bool); | |
} | |
// Part: ComptrollerV1Storage | |
interface ComptrollerV1Storage is UnitrollerAdminStorage { | |
/** | |
* @notice Oracle which gives the price of any given asset | |
*/ | |
// PriceOracle external oracle; | |
function oracle() external view returns (address); | |
/** | |
* @notice Multiplier used to calculate the maximum repayAmount when liquidating a borrow | |
*/ | |
// uint external closeFactorMantissa; | |
function closeFactorMantissa() external view returns (uint256); | |
/** | |
* @notice Multiplier representing the discount on collateral that a liquidator receives | |
*/ | |
// uint external liquidationIncentiveMantissa; | |
function liquidationIncentiveMantissa() external view returns (uint256); | |
/** | |
* @notice Max number of assets a single account can participate in (borrow or use as collateral) | |
*/ | |
// uint external maxAssets; | |
function maxAssets() external view returns (uint256); | |
/** | |
* @notice Per-account mapping of "assets you are in", capped by maxAssets | |
*/ | |
// mapping(address => CToken[]) external accountAssets; | |
// function accountAssets(address) external view returns (CToken[]); | |
} | |
// Part: ICToken | |
interface ICToken is ICTokenStorage { | |
/*** Market Events ***/ | |
/** | |
* @dev Event emitted when interest is accrued | |
*/ | |
event AccrueInterest( | |
uint256 cashPrior, | |
uint256 interestAccumulated, | |
uint256 borrowIndex, | |
uint256 totalBorrows | |
); | |
/** | |
* @dev Event emitted when tokens are minted | |
*/ | |
event Mint(address minter, uint256 mintAmount, uint256 mintTokens); | |
/** | |
* @dev Event emitted when tokens are redeemed | |
*/ | |
event Redeem(address redeemer, uint256 redeemAmount, uint256 redeemTokens); | |
/** | |
* @dev Event emitted when underlying is borrowed | |
*/ | |
event Borrow( | |
address borrower, | |
uint256 borrowAmount, | |
uint256 accountBorrows, | |
uint256 totalBorrows | |
); | |
/** | |
* @dev Event emitted when a borrow is repaid | |
*/ | |
event RepayBorrow( | |
address payer, | |
address borrower, | |
uint256 repayAmount, | |
uint256 accountBorrows, | |
uint256 totalBorrows | |
); | |
/** | |
* @dev Event emitted when a borrow is liquidated | |
*/ | |
event LiquidateBorrow( | |
address liquidator, | |
address borrower, | |
uint256 repayAmount, | |
address cTokenCollateral, | |
uint256 seizeTokens | |
); | |
/*** Admin Events ***/ | |
/** | |
* @dev Event emitted when pendingAdmin is changed | |
*/ | |
event NewPendingAdmin(address oldPendingAdmin, address newPendingAdmin); | |
/** | |
* @dev Event emitted when pendingAdmin is accepted, which means admin is updated | |
*/ | |
event NewAdmin(address oldAdmin, address newAdmin); | |
/** | |
* @dev Event emitted when comptroller is changed | |
*/ | |
event NewComptroller( | |
IComptroller oldComptroller, | |
IComptroller newComptroller | |
); | |
/** | |
* @dev Event emitted when interestRateModel is changed | |
*/ | |
event NewMarketInterestRateModel( | |
InterestRateModel oldInterestRateModel, | |
InterestRateModel newInterestRateModel | |
); | |
/** | |
* @dev Event emitted when the reserve factor is changed | |
*/ | |
event NewReserveFactor( | |
uint256 oldReserveFactorMantissa, | |
uint256 newReserveFactorMantissa | |
); | |
/** | |
* @dev Event emitted when the reserves are added | |
*/ | |
event ReservesAdded( | |
address benefactor, | |
uint256 addAmount, | |
uint256 newTotalReserves | |
); | |
/** | |
* @dev Event emitted when the reserves are reduced | |
*/ | |
event ReservesReduced( | |
address admin, | |
uint256 reduceAmount, | |
uint256 newTotalReserves | |
); | |
/** | |
* @dev EIP20 Transfer event | |
*/ | |
event Transfer(address indexed from, address indexed to, uint256 amount); | |
/** | |
* @dev EIP20 Approval event | |
*/ | |
event Approval( | |
address indexed owner, | |
address indexed spender, | |
uint256 amount | |
); | |
/** | |
* @dev Failure event | |
*/ | |
event Failure(uint256 error, uint256 info, uint256 detail); | |
/*** User Interface ***/ | |
function totalBorrows() external view returns (uint256); | |
function totalReserves() external view returns (uint256); | |
function totalSupply() external view returns (uint256); | |
function transfer(address dst, uint256 amount) external returns (bool); | |
function transferFrom( | |
address src, | |
address dst, | |
uint256 amount | |
) external returns (bool); | |
function approve(address spender, uint256 amount) external returns (bool); | |
function allowance(address owner, address spender) | |
external | |
view | |
returns (uint256); | |
function balanceOf(address owner) external view returns (uint256); | |
function balanceOfUnderlying(address owner) external returns (uint256); | |
function getAccountSnapshot(address account) | |
external | |
view | |
returns ( | |
uint256, | |
uint256, | |
uint256, | |
uint256 | |
); | |
function borrowRatePerBlock() external view returns (uint256); | |
function supplyRatePerBlock() external view returns (uint256); | |
function totalBorrowsCurrent() external returns (uint256); | |
function borrowBalanceCurrent(address account) external returns (uint256); | |
function borrowBalanceStored(address account) | |
external | |
view | |
returns (uint256); | |
function exchangeRateCurrent() external returns (uint256); | |
function exchangeRateStored() external view returns (uint256); | |
function getCash() external view returns (uint256); | |
function accrueInterest() external returns (uint256); | |
function seize( | |
address liquidator, | |
address borrower, | |
uint256 seizeTokens | |
) external returns (uint256); | |
/*** CCap Interface ***/ | |
function totalCollateralTokens() external view returns (uint256); | |
function accountCollateralTokens(address account) | |
external | |
view | |
returns (uint256); | |
function isCollateralTokenInit(address account) | |
external | |
view | |
returns (bool); | |
function collateralCap() external view returns (uint256); | |
/*** Admin Functions ***/ | |
function _setPendingAdmin(address payable newPendingAdmin) | |
external | |
returns (uint256); | |
function _acceptAdmin() external returns (uint256); | |
function _setComptroller(IComptroller newComptroller) | |
external | |
returns (uint256); | |
function _setReserveFactor(uint256 newReserveFactorMantissa) | |
external | |
returns (uint256); | |
function _reduceReserves(uint256 reduceAmount) external returns (uint256); | |
function _setInterestRateModel(InterestRateModel newInterestRateModel) | |
external | |
returns (uint256); | |
} | |
// Part: OpenZeppelin/[email protected]/SafeERC20 | |
/** | |
* @title SafeERC20 | |
* @dev Wrappers around ERC20 operations that throw on failure (when the token | |
* contract returns false). Tokens that return no value (and instead revert or | |
* throw on failure) are also supported, non-reverting calls are assumed to be | |
* successful. | |
* To use this library you can add a `using SafeERC20 for IERC20;` statement to your contract, | |
* which allows you to call the safe operations as `token.safeTransfer(...)`, etc. | |
*/ | |
library SafeERC20 { | |
using SafeMath for uint256; | |
using Address for address; | |
function safeTransfer(IERC20 token, address to, uint256 value) internal { | |
_callOptionalReturn(token, abi.encodeWithSelector(token.transfer.selector, to, value)); | |
} | |
function safeTransferFrom(IERC20 token, address from, address to, uint256 value) internal { | |
_callOptionalReturn(token, abi.encodeWithSelector(token.transferFrom.selector, from, to, value)); | |
} | |
/** | |
* @dev Deprecated. This function has issues similar to the ones found in | |
* {IERC20-approve}, and its usage is discouraged. | |
* | |
* Whenever possible, use {safeIncreaseAllowance} and | |
* {safeDecreaseAllowance} instead. | |
*/ | |
function safeApprove(IERC20 token, address spender, uint256 value) internal { | |
// safeApprove should only be called when setting an initial allowance, | |
// or when resetting it to zero. To increase and decrease it, use | |
// 'safeIncreaseAllowance' and 'safeDecreaseAllowance' | |
// solhint-disable-next-line max-line-length | |
require((value == 0) || (token.allowance(address(this), spender) == 0), | |
"SafeERC20: approve from non-zero to non-zero allowance" | |
); | |
_callOptionalReturn(token, abi.encodeWithSelector(token.approve.selector, spender, value)); | |
} | |
function safeIncreaseAllowance(IERC20 token, address spender, uint256 value) internal { | |
uint256 newAllowance = token.allowance(address(this), spender).add(value); | |
_callOptionalReturn(token, abi.encodeWithSelector(token.approve.selector, spender, newAllowance)); | |
} | |
function safeDecreaseAllowance(IERC20 token, address spender, uint256 value) internal { | |
uint256 newAllowance = token.allowance(address(this), spender).sub(value, "SafeERC20: decreased allowance below zero"); | |
_callOptionalReturn(token, abi.encodeWithSelector(token.approve.selector, spender, newAllowance)); | |
} | |
/** | |
* @dev Imitates a Solidity high-level call (i.e. a regular function call to a contract), relaxing the requirement | |
* on the return value: the return value is optional (but if data is returned, it must not be false). | |
* @param token The token targeted by the call. | |
* @param data The call data (encoded using abi.encode or one of its variants). | |
*/ | |
function _callOptionalReturn(IERC20 token, bytes memory data) private { | |
// We need to perform a low level call here, to bypass Solidity's return data size checking mechanism, since | |
// we're implementing it ourselves. We use {Address.functionCall} to perform this call, which verifies that | |
// the target address contains contract code and also asserts for success in the low-level call. | |
bytes memory returndata = address(token).functionCall(data, "SafeERC20: low-level call failed"); | |
if (returndata.length > 0) { // Return data is optional | |
// solhint-disable-next-line max-line-length | |
require(abi.decode(returndata, (bool)), "SafeERC20: ERC20 operation did not succeed"); | |
} | |
} | |
} | |
// Part: yearn/[email protected]/VaultAPI | |
interface VaultAPI is IERC20 { | |
function name() external view returns (string calldata); | |
function symbol() external view returns (string calldata); | |
function decimals() external view returns (uint256); | |
function apiVersion() external pure returns (string memory); | |
function permit( | |
address owner, | |
address spender, | |
uint256 amount, | |
uint256 expiry, | |
bytes calldata signature | |
) external returns (bool); | |
// NOTE: Vyper produces multiple signatures for a given function with "default" args | |
function deposit() external returns (uint256); | |
function deposit(uint256 amount) external returns (uint256); | |
function deposit(uint256 amount, address recipient) external returns (uint256); | |
// NOTE: Vyper produces multiple signatures for a given function with "default" args | |
function withdraw() external returns (uint256); | |
function withdraw(uint256 maxShares) external returns (uint256); | |
function withdraw(uint256 maxShares, address recipient) external returns (uint256); | |
function token() external view returns (address); | |
function strategies(address _strategy) external view returns (StrategyParams memory); | |
function pricePerShare() external view returns (uint256); | |
function totalAssets() external view returns (uint256); | |
function depositLimit() external view returns (uint256); | |
function maxAvailableShares() external view returns (uint256); | |
/** | |
* View how much the Vault would increase this Strategy's borrow limit, | |
* based on its present performance (since its last report). Can be used to | |
* determine expectedReturn in your Strategy. | |
*/ | |
function creditAvailable() external view returns (uint256); | |
/** | |
* View how much the Vault would like to pull back from the Strategy, | |
* based on its present performance (since its last report). Can be used to | |
* determine expectedReturn in your Strategy. | |
*/ | |
function debtOutstanding() external view returns (uint256); | |
/** | |
* View how much the Vault expect this Strategy to return at the current | |
* block, based on its present performance (since its last report). Can be | |
* used to determine expectedReturn in your Strategy. | |
*/ | |
function expectedReturn() external view returns (uint256); | |
/** | |
* This is the main contact point where the Strategy interacts with the | |
* Vault. It is critical that this call is handled as intended by the | |
* Strategy. Therefore, this function will be called by BaseStrategy to | |
* make sure the integration is correct. | |
*/ | |
function report( | |
uint256 _gain, | |
uint256 _loss, | |
uint256 _debtPayment | |
) external returns (uint256); | |
/** | |
* This function should only be used in the scenario where the Strategy is | |
* being retired but no migration of the positions are possible, or in the | |
* extreme scenario that the Strategy needs to be put into "Emergency Exit" | |
* mode in order for it to exit as quickly as possible. The latter scenario | |
* could be for any reason that is considered "critical" that the Strategy | |
* exits its position as fast as possible, such as a sudden change in | |
* market conditions leading to losses, or an imminent failure in an | |
* external dependency. | |
*/ | |
function revokeStrategy() external; | |
/** | |
* View the governance address of the Vault to assert privileged functions | |
* can only be called by governance. The Strategy serves the Vault, so it | |
* is subject to governance defined by the Vault. | |
*/ | |
function governance() external view returns (address); | |
/** | |
* View the management address of the Vault to assert privileged functions | |
* can only be called by management. The Strategy serves the Vault, so it | |
* is subject to management defined by the Vault. | |
*/ | |
function management() external view returns (address); | |
/** | |
* View the guardian address of the Vault to assert privileged functions | |
* can only be called by guardian. The Strategy serves the Vault, so it | |
* is subject to guardian defined by the Vault. | |
*/ | |
function guardian() external view returns (address); | |
} | |
// Part: ComptrollerV2Storage | |
interface ComptrollerV2Storage is ComptrollerV1Storage { | |
enum Version {VANILLA, COLLATERALCAP, WRAPPEDNATIVE} | |
struct Market { | |
bool isListed; | |
uint256 collateralFactorMantissa; | |
mapping(address => bool) accountMembership; | |
bool isComped; | |
Version version; | |
} | |
/** | |
* @notice Official mapping of cTokens -> Market metadata | |
* @dev Used e.g. to determine if a market is supported | |
*/ | |
// mapping(address => Market) external markets; | |
// function markets(address) external view returns (Market); | |
/** | |
* @notice The Pause Guardian can pause certain actions as a safety mechanism. | |
* Actions which allow users to remove their own assets cannot be paused. | |
* Liquidation / seizing / transfer can only be paused globally, not by market. | |
*/ | |
// address external pauseGuardian; | |
// bool external _mintGuardianPaused; | |
// bool external _borrowGuardianPaused; | |
// bool external transferGuardianPaused; | |
// bool external seizeGuardianPaused; | |
// mapping(address => bool) external mintGuardianPaused; | |
// mapping(address => bool) external borrowGuardianPaused; | |
} | |
// Part: ICTokenErc20 | |
interface ICTokenErc20 is ICToken { | |
/*** User Interface ***/ | |
function mint(uint256 mintAmount) external returns (uint256); | |
function redeem(uint256 redeemTokens) external returns (uint256); | |
function redeemUnderlying(uint256 redeemAmount) external returns (uint256); | |
function borrow(uint256 borrowAmount) external returns (uint256); | |
function repayBorrow(uint256 repayAmount) external returns (uint256); | |
function liquidateBorrow( | |
address borrower, | |
uint256 repayAmount, | |
ICToken cTokenCollateral | |
) external returns (uint256); | |
/*** Admin Functions ***/ | |
function _addReserves(uint256 addAmount) external returns (uint256); | |
} | |
// Part: yearn/[email protected]/BaseStrategy | |
/** | |
* @title Yearn Base Strategy | |
* @author yearn.finance | |
* @notice | |
* BaseStrategy implements all of the required functionality to interoperate | |
* closely with the Vault contract. This contract should be inherited and the | |
* abstract methods implemented to adapt the Strategy to the particular needs | |
* it has to create a return. | |
* | |
* Of special interest is the relationship between `harvest()` and | |
* `vault.report()'. `harvest()` may be called simply because enough time has | |
* elapsed since the last report, and not because any funds need to be moved | |
* or positions adjusted. This is critical so that the Vault may maintain an | |
* accurate picture of the Strategy's performance. See `vault.report()`, | |
* `harvest()`, and `harvestTrigger()` for further details. | |
*/ | |
abstract contract BaseStrategy { | |
using SafeMath for uint256; | |
using SafeERC20 for IERC20; | |
string public metadataURI; | |
// health checks | |
bool public doHealthCheck; | |
address public healthCheck; | |
/** | |
* @notice | |
* Used to track which version of `StrategyAPI` this Strategy | |
* implements. | |
* @dev The Strategy's version must match the Vault's `API_VERSION`. | |
* @return A string which holds the current API version of this contract. | |
*/ | |
function apiVersion() public pure returns (string memory) { | |
return "0.4.3"; | |
} | |
/** | |
* @notice This Strategy's name. | |
* @dev | |
* You can use this field to manage the "version" of this Strategy, e.g. | |
* `StrategySomethingOrOtherV1`. However, "API Version" is managed by | |
* `apiVersion()` function above. | |
* @return This Strategy's name. | |
*/ | |
function name() external view virtual returns (string memory); | |
/** | |
* @notice | |
* The amount (priced in want) of the total assets managed by this strategy should not count | |
* towards Yearn's TVL calculations. | |
* @dev | |
* You can override this field to set it to a non-zero value if some of the assets of this | |
* Strategy is somehow delegated inside another part of of Yearn's ecosystem e.g. another Vault. | |
* Note that this value must be strictly less than or equal to the amount provided by | |
* `estimatedTotalAssets()` below, as the TVL calc will be total assets minus delegated assets. | |
* Also note that this value is used to determine the total assets under management by this | |
* strategy, for the purposes of computing the management fee in `Vault` | |
* @return | |
* The amount of assets this strategy manages that should not be included in Yearn's Total Value | |
* Locked (TVL) calculation across it's ecosystem. | |
*/ | |
function delegatedAssets() external view virtual returns (uint256) { | |
return 0; | |
} | |
VaultAPI public vault; | |
address public strategist; | |
address public rewards; | |
address public keeper; | |
IERC20 public want; | |
// So indexers can keep track of this | |
event Harvested(uint256 profit, uint256 loss, uint256 debtPayment, uint256 debtOutstanding); | |
event UpdatedStrategist(address newStrategist); | |
event UpdatedKeeper(address newKeeper); | |
event UpdatedRewards(address rewards); | |
event UpdatedMinReportDelay(uint256 delay); | |
event UpdatedMaxReportDelay(uint256 delay); | |
event UpdatedProfitFactor(uint256 profitFactor); | |
event UpdatedDebtThreshold(uint256 debtThreshold); | |
event EmergencyExitEnabled(); | |
event UpdatedMetadataURI(string metadataURI); | |
// The minimum number of seconds between harvest calls. See | |
// `setMinReportDelay()` for more details. | |
uint256 public minReportDelay; | |
// The maximum number of seconds between harvest calls. See | |
// `setMaxReportDelay()` for more details. | |
uint256 public maxReportDelay; | |
// The minimum multiple that `callCost` must be above the credit/profit to | |
// be "justifiable". See `setProfitFactor()` for more details. | |
uint256 public profitFactor; | |
// Use this to adjust the threshold at which running a debt causes a | |
// harvest trigger. See `setDebtThreshold()` for more details. | |
uint256 public debtThreshold; | |
// See note on `setEmergencyExit()`. | |
bool public emergencyExit; | |
// modifiers | |
modifier onlyAuthorized() { | |
require(msg.sender == strategist || msg.sender == governance(), "!authorized"); | |
_; | |
} | |
modifier onlyEmergencyAuthorized() { | |
require( | |
msg.sender == strategist || msg.sender == governance() || msg.sender == vault.guardian() || msg.sender == vault.management(), | |
"!authorized" | |
); | |
_; | |
} | |
modifier onlyStrategist() { | |
require(msg.sender == strategist, "!strategist"); | |
_; | |
} | |
modifier onlyGovernance() { | |
require(msg.sender == governance(), "!authorized"); | |
_; | |
} | |
modifier onlyKeepers() { | |
require( | |
msg.sender == keeper || | |
msg.sender == strategist || | |
msg.sender == governance() || | |
msg.sender == vault.guardian() || | |
msg.sender == vault.management(), | |
"!authorized" | |
); | |
_; | |
} | |
modifier onlyVaultManagers() { | |
require(msg.sender == vault.management() || msg.sender == governance(), "!authorized"); | |
_; | |
} | |
constructor(address _vault) public { | |
_initialize(_vault, msg.sender, msg.sender, msg.sender); | |
} | |
/** | |
* @notice | |
* Initializes the Strategy, this is called only once, when the | |
* contract is deployed. | |
* @dev `_vault` should implement `VaultAPI`. | |
* @param _vault The address of the Vault responsible for this Strategy. | |
* @param _strategist The address to assign as `strategist`. | |
* The strategist is able to change the reward address | |
* @param _rewards The address to use for pulling rewards. | |
* @param _keeper The adddress of the _keeper. _keeper | |
* can harvest and tend a strategy. | |
*/ | |
function _initialize( | |
address _vault, | |
address _strategist, | |
address _rewards, | |
address _keeper | |
) internal { | |
require(address(want) == address(0), "Strategy already initialized"); | |
vault = VaultAPI(_vault); | |
want = IERC20(vault.token()); | |
want.safeApprove(_vault, uint256(-1)); // Give Vault unlimited access (might save gas) | |
strategist = _strategist; | |
rewards = _rewards; | |
keeper = _keeper; | |
// initialize variables | |
minReportDelay = 0; | |
maxReportDelay = 86400; | |
profitFactor = 100; | |
debtThreshold = 0; | |
vault.approve(rewards, uint256(-1)); // Allow rewards to be pulled | |
} | |
function setHealthCheck(address _healthCheck) external onlyVaultManagers { | |
healthCheck = _healthCheck; | |
} | |
function setDoHealthCheck(bool _doHealthCheck) external onlyVaultManagers { | |
doHealthCheck = _doHealthCheck; | |
} | |
/** | |
* @notice | |
* Used to change `strategist`. | |
* | |
* This may only be called by governance or the existing strategist. | |
* @param _strategist The new address to assign as `strategist`. | |
*/ | |
function setStrategist(address _strategist) external onlyAuthorized { | |
require(_strategist != address(0)); | |
strategist = _strategist; | |
emit UpdatedStrategist(_strategist); | |
} | |
/** | |
* @notice | |
* Used to change `keeper`. | |
* | |
* `keeper` is the only address that may call `tend()` or `harvest()`, | |
* other than `governance()` or `strategist`. However, unlike | |
* `governance()` or `strategist`, `keeper` may *only* call `tend()` | |
* and `harvest()`, and no other authorized functions, following the | |
* principle of least privilege. | |
* | |
* This may only be called by governance or the strategist. | |
* @param _keeper The new address to assign as `keeper`. | |
*/ | |
function setKeeper(address _keeper) external onlyAuthorized { | |
require(_keeper != address(0)); | |
keeper = _keeper; | |
emit UpdatedKeeper(_keeper); | |
} | |
/** | |
* @notice | |
* Used to change `rewards`. EOA or smart contract which has the permission | |
* to pull rewards from the vault. | |
* | |
* This may only be called by the strategist. | |
* @param _rewards The address to use for pulling rewards. | |
*/ | |
function setRewards(address _rewards) external onlyStrategist { | |
require(_rewards != address(0)); | |
vault.approve(rewards, 0); | |
rewards = _rewards; | |
vault.approve(rewards, uint256(-1)); | |
emit UpdatedRewards(_rewards); | |
} | |
/** | |
* @notice | |
* Used to change `minReportDelay`. `minReportDelay` is the minimum number | |
* of blocks that should pass for `harvest()` to be called. | |
* | |
* For external keepers (such as the Keep3r network), this is the minimum | |
* time between jobs to wait. (see `harvestTrigger()` | |
* for more details.) | |
* | |
* This may only be called by governance or the strategist. | |
* @param _delay The minimum number of seconds to wait between harvests. | |
*/ | |
function setMinReportDelay(uint256 _delay) external onlyAuthorized { | |
minReportDelay = _delay; | |
emit UpdatedMinReportDelay(_delay); | |
} | |
/** | |
* @notice | |
* Used to change `maxReportDelay`. `maxReportDelay` is the maximum number | |
* of blocks that should pass for `harvest()` to be called. | |
* | |
* For external keepers (such as the Keep3r network), this is the maximum | |
* time between jobs to wait. (see `harvestTrigger()` | |
* for more details.) | |
* | |
* This may only be called by governance or the strategist. | |
* @param _delay The maximum number of seconds to wait between harvests. | |
*/ | |
function setMaxReportDelay(uint256 _delay) external onlyAuthorized { | |
maxReportDelay = _delay; | |
emit UpdatedMaxReportDelay(_delay); | |
} | |
/** | |
* @notice | |
* Used to change `profitFactor`. `profitFactor` is used to determine | |
* if it's worthwhile to harvest, given gas costs. (See `harvestTrigger()` | |
* for more details.) | |
* | |
* This may only be called by governance or the strategist. | |
* @param _profitFactor A ratio to multiply anticipated | |
* `harvest()` gas cost against. | |
*/ | |
function setProfitFactor(uint256 _profitFactor) external onlyAuthorized { | |
profitFactor = _profitFactor; | |
emit UpdatedProfitFactor(_profitFactor); | |
} | |
/** | |
* @notice | |
* Sets how far the Strategy can go into loss without a harvest and report | |
* being required. | |
* | |
* By default this is 0, meaning any losses would cause a harvest which | |
* will subsequently report the loss to the Vault for tracking. (See | |
* `harvestTrigger()` for more details.) | |
* | |
* This may only be called by governance or the strategist. | |
* @param _debtThreshold How big of a loss this Strategy may carry without | |
* being required to report to the Vault. | |
*/ | |
function setDebtThreshold(uint256 _debtThreshold) external onlyAuthorized { | |
debtThreshold = _debtThreshold; | |
emit UpdatedDebtThreshold(_debtThreshold); | |
} | |
/** | |
* @notice | |
* Used to change `metadataURI`. `metadataURI` is used to store the URI | |
* of the file describing the strategy. | |
* | |
* This may only be called by governance or the strategist. | |
* @param _metadataURI The URI that describe the strategy. | |
*/ | |
function setMetadataURI(string calldata _metadataURI) external onlyAuthorized { | |
metadataURI = _metadataURI; | |
emit UpdatedMetadataURI(_metadataURI); | |
} | |
/** | |
* Resolve governance address from Vault contract, used to make assertions | |
* on protected functions in the Strategy. | |
*/ | |
function governance() internal view returns (address) { | |
return vault.governance(); | |
} | |
/** | |
* @notice | |
* Provide an accurate conversion from `_amtInWei` (denominated in wei) | |
* to `want` (using the native decimal characteristics of `want`). | |
* @dev | |
* Care must be taken when working with decimals to assure that the conversion | |
* is compatible. As an example: | |
* | |
* given 1e17 wei (0.1 ETH) as input, and want is USDC (6 decimals), | |
* with USDC/ETH = 1800, this should give back 1800000000 (180 USDC) | |
* | |
* @param _amtInWei The amount (in wei/1e-18 ETH) to convert to `want` | |
* @return The amount in `want` of `_amtInEth` converted to `want` | |
**/ | |
function ethToWant(uint256 _amtInWei) public view virtual returns (uint256); | |
/** | |
* @notice | |
* Provide an accurate estimate for the total amount of assets | |
* (principle + return) that this Strategy is currently managing, | |
* denominated in terms of `want` tokens. | |
* | |
* This total should be "realizable" e.g. the total value that could | |
* *actually* be obtained from this Strategy if it were to divest its | |
* entire position based on current on-chain conditions. | |
* @dev | |
* Care must be taken in using this function, since it relies on external | |
* systems, which could be manipulated by the attacker to give an inflated | |
* (or reduced) value produced by this function, based on current on-chain | |
* conditions (e.g. this function is possible to influence through | |
* flashloan attacks, oracle manipulations, or other DeFi attack | |
* mechanisms). | |
* | |
* It is up to governance to use this function to correctly order this | |
* Strategy relative to its peers in the withdrawal queue to minimize | |
* losses for the Vault based on sudden withdrawals. This value should be | |
* higher than the total debt of the Strategy and higher than its expected | |
* value to be "safe". | |
* @return The estimated total assets in this Strategy. | |
*/ | |
function estimatedTotalAssets() public view virtual returns (uint256); | |
/* | |
* @notice | |
* Provide an indication of whether this strategy is currently "active" | |
* in that it is managing an active position, or will manage a position in | |
* the future. This should correlate to `harvest()` activity, so that Harvest | |
* events can be tracked externally by indexing agents. | |
* @return True if the strategy is actively managing a position. | |
*/ | |
function isActive() public view returns (bool) { | |
return vault.strategies(address(this)).debtRatio > 0 || estimatedTotalAssets() > 0; | |
} | |
/** | |
* Perform any Strategy unwinding or other calls necessary to capture the | |
* "free return" this Strategy has generated since the last time its core | |
* position(s) were adjusted. Examples include unwrapping extra rewards. | |
* This call is only used during "normal operation" of a Strategy, and | |
* should be optimized to minimize losses as much as possible. | |
* | |
* This method returns any realized profits and/or realized losses | |
* incurred, and should return the total amounts of profits/losses/debt | |
* payments (in `want` tokens) for the Vault's accounting (e.g. | |
* `want.balanceOf(this) >= _debtPayment + _profit`). | |
* | |
* `_debtOutstanding` will be 0 if the Strategy is not past the configured | |
* debt limit, otherwise its value will be how far past the debt limit | |
* the Strategy is. The Strategy's debt limit is configured in the Vault. | |
* | |
* NOTE: `_debtPayment` should be less than or equal to `_debtOutstanding`. | |
* It is okay for it to be less than `_debtOutstanding`, as that | |
* should only used as a guide for how much is left to pay back. | |
* Payments should be made to minimize loss from slippage, debt, | |
* withdrawal fees, etc. | |
* | |
* See `vault.debtOutstanding()`. | |
*/ | |
function prepareReturn(uint256 _debtOutstanding) | |
internal | |
virtual | |
returns ( | |
uint256 _profit, | |
uint256 _loss, | |
uint256 _debtPayment | |
); | |
/** | |
* Perform any adjustments to the core position(s) of this Strategy given | |
* what change the Vault made in the "investable capital" available to the | |
* Strategy. Note that all "free capital" in the Strategy after the report | |
* was made is available for reinvestment. Also note that this number | |
* could be 0, and you should handle that scenario accordingly. | |
* | |
* See comments regarding `_debtOutstanding` on `prepareReturn()`. | |
*/ | |
function adjustPosition(uint256 _debtOutstanding) internal virtual; | |
/** | |
* Liquidate up to `_amountNeeded` of `want` of this strategy's positions, | |
* irregardless of slippage. Any excess will be re-invested with `adjustPosition()`. | |
* This function should return the amount of `want` tokens made available by the | |
* liquidation. If there is a difference between them, `_loss` indicates whether the | |
* difference is due to a realized loss, or if there is some other sitution at play | |
* (e.g. locked funds) where the amount made available is less than what is needed. | |
* | |
* NOTE: The invariant `_liquidatedAmount + _loss <= _amountNeeded` should always be maintained | |
*/ | |
function liquidatePosition(uint256 _amountNeeded) internal virtual returns (uint256 _liquidatedAmount, uint256 _loss); | |
/** | |
* Liquidate everything and returns the amount that got freed. | |
* This function is used during emergency exit instead of `prepareReturn()` to | |
* liquidate all of the Strategy's positions back to the Vault. | |
*/ | |
function liquidateAllPositions() internal virtual returns (uint256 _amountFreed); | |
/** | |
* @notice | |
* Provide a signal to the keeper that `tend()` should be called. The | |
* keeper will provide the estimated gas cost that they would pay to call | |
* `tend()`, and this function should use that estimate to make a | |
* determination if calling it is "worth it" for the keeper. This is not | |
* the only consideration into issuing this trigger, for example if the | |
* position would be negatively affected if `tend()` is not called | |
* shortly, then this can return `true` even if the keeper might be | |
* "at a loss" (keepers are always reimbursed by Yearn). | |
* @dev | |
* `callCostInWei` must be priced in terms of `wei` (1e-18 ETH). | |
* | |
* This call and `harvestTrigger()` should never return `true` at the same | |
* time. | |
* @param callCostInWei The keeper's estimated gas cost to call `tend()` (in wei). | |
* @return `true` if `tend()` should be called, `false` otherwise. | |
*/ | |
function tendTrigger(uint256 callCostInWei) public view virtual returns (bool) { | |
// We usually don't need tend, but if there are positions that need | |
// active maintainence, overriding this function is how you would | |
// signal for that. | |
// If your implementation uses the cost of the call in want, you can | |
// use uint256 callCost = ethToWant(callCostInWei); | |
return false; | |
} | |
/** | |
* @notice | |
* Adjust the Strategy's position. The purpose of tending isn't to | |
* realize gains, but to maximize yield by reinvesting any returns. | |
* | |
* See comments on `adjustPosition()`. | |
* | |
* This may only be called by governance, the strategist, or the keeper. | |
*/ | |
function tend() external onlyKeepers { | |
// Don't take profits with this call, but adjust for better gains | |
adjustPosition(vault.debtOutstanding()); | |
} | |
/** | |
* @notice | |
* Provide a signal to the keeper that `harvest()` should be called. The | |
* keeper will provide the estimated gas cost that they would pay to call | |
* `harvest()`, and this function should use that estimate to make a | |
* determination if calling it is "worth it" for the keeper. This is not | |
* the only consideration into issuing this trigger, for example if the | |
* position would be negatively affected if `harvest()` is not called | |
* shortly, then this can return `true` even if the keeper might be "at a | |
* loss" (keepers are always reimbursed by Yearn). | |
* @dev | |
* `callCostInWei` must be priced in terms of `wei` (1e-18 ETH). | |
* | |
* This call and `tendTrigger` should never return `true` at the | |
* same time. | |
* | |
* See `min/maxReportDelay`, `profitFactor`, `debtThreshold` to adjust the | |
* strategist-controlled parameters that will influence whether this call | |
* returns `true` or not. These parameters will be used in conjunction | |
* with the parameters reported to the Vault (see `params`) to determine | |
* if calling `harvest()` is merited. | |
* | |
* It is expected that an external system will check `harvestTrigger()`. | |
* This could be a script run off a desktop or cloud bot (e.g. | |
* https://github.com/iearn-finance/yearn-vaults/blob/main/scripts/keep.py), | |
* or via an integration with the Keep3r network (e.g. | |
* https://github.com/Macarse/GenericKeep3rV2/blob/master/contracts/keep3r/GenericKeep3rV2.sol). | |
* @param callCostInWei The keeper's estimated gas cost to call `harvest()` (in wei). | |
* @return `true` if `harvest()` should be called, `false` otherwise. | |
*/ | |
function harvestTrigger(uint256 callCostInWei) public view virtual returns (bool) { | |
uint256 callCost = ethToWant(callCostInWei); | |
StrategyParams memory params = vault.strategies(address(this)); | |
// Should not trigger if Strategy is not activated | |
if (params.activation == 0) return false; | |
// Should not trigger if we haven't waited long enough since previous harvest | |
if (block.timestamp.sub(params.lastReport) < minReportDelay) return false; | |
// Should trigger if hasn't been called in a while | |
if (block.timestamp.sub(params.lastReport) >= maxReportDelay) return true; | |
// If some amount is owed, pay it back | |
// NOTE: Since debt is based on deposits, it makes sense to guard against large | |
// changes to the value from triggering a harvest directly through user | |
// behavior. This should ensure reasonable resistance to manipulation | |
// from user-initiated withdrawals as the outstanding debt fluctuates. | |
uint256 outstanding = vault.debtOutstanding(); | |
if (outstanding > debtThreshold) return true; | |
// Check for profits and losses | |
uint256 total = estimatedTotalAssets(); | |
// Trigger if we have a loss to report | |
if (total.add(debtThreshold) < params.totalDebt) return true; | |
uint256 profit = 0; | |
if (total > params.totalDebt) profit = total.sub(params.totalDebt); // We've earned a profit! | |
// Otherwise, only trigger if it "makes sense" economically (gas cost | |
// is <N% of value moved) | |
uint256 credit = vault.creditAvailable(); | |
return (profitFactor.mul(callCost) < credit.add(profit)); | |
} | |
/** | |
* @notice | |
* Harvests the Strategy, recognizing any profits or losses and adjusting | |
* the Strategy's position. | |
* | |
* In the rare case the Strategy is in emergency shutdown, this will exit | |
* the Strategy's position. | |
* | |
* This may only be called by governance, the strategist, or the keeper. | |
* @dev | |
* When `harvest()` is called, the Strategy reports to the Vault (via | |
* `vault.report()`), so in some cases `harvest()` must be called in order | |
* to take in profits, to borrow newly available funds from the Vault, or | |
* otherwise adjust its position. In other cases `harvest()` must be | |
* called to report to the Vault on the Strategy's position, especially if | |
* any losses have occurred. | |
*/ | |
function harvest() external onlyKeepers { | |
uint256 profit = 0; | |
uint256 loss = 0; | |
uint256 debtOutstanding = vault.debtOutstanding(); | |
uint256 debtPayment = 0; | |
if (emergencyExit) { | |
// Free up as much capital as possible | |
uint256 amountFreed = liquidateAllPositions(); | |
if (amountFreed < debtOutstanding) { | |
loss = debtOutstanding.sub(amountFreed); | |
} else if (amountFreed > debtOutstanding) { | |
profit = amountFreed.sub(debtOutstanding); | |
} | |
debtPayment = debtOutstanding.sub(loss); | |
} else { | |
// Free up returns for Vault to pull | |
(profit, loss, debtPayment) = prepareReturn(debtOutstanding); | |
} | |
// Allow Vault to take up to the "harvested" balance of this contract, | |
// which is the amount it has earned since the last time it reported to | |
// the Vault. | |
uint256 totalDebt = vault.strategies(address(this)).totalDebt; | |
debtOutstanding = vault.report(profit, loss, debtPayment); | |
// Check if free returns are left, and re-invest them | |
adjustPosition(debtOutstanding); | |
// call healthCheck contract | |
if (doHealthCheck && healthCheck != address(0)) { | |
require(HealthCheck(healthCheck).check(profit, loss, debtPayment, debtOutstanding, totalDebt), "!healthcheck"); | |
} else { | |
doHealthCheck = true; | |
} | |
emit Harvested(profit, loss, debtPayment, debtOutstanding); | |
} | |
/** | |
* @notice | |
* Withdraws `_amountNeeded` to `vault`. | |
* | |
* This may only be called by the Vault. | |
* @param _amountNeeded How much `want` to withdraw. | |
* @return _loss Any realized losses | |
*/ | |
function withdraw(uint256 _amountNeeded) external returns (uint256 _loss) { | |
require(msg.sender == address(vault), "!vault"); | |
// Liquidate as much as possible to `want`, up to `_amountNeeded` | |
uint256 amountFreed; | |
(amountFreed, _loss) = liquidatePosition(_amountNeeded); | |
// Send it directly back (NOTE: Using `msg.sender` saves some gas here) | |
want.safeTransfer(msg.sender, amountFreed); | |
// NOTE: Reinvest anything leftover on next `tend`/`harvest` | |
} | |
/** | |
* Do anything necessary to prepare this Strategy for migration, such as | |
* transferring any reserve or LP tokens, CDPs, or other tokens or stores of | |
* value. | |
*/ | |
function prepareMigration(address _newStrategy) internal virtual; | |
/** | |
* @notice | |
* Transfers all `want` from this Strategy to `_newStrategy`. | |
* | |
* This may only be called by the Vault. | |
* @dev | |
* The new Strategy's Vault must be the same as this Strategy's Vault. | |
* The migration process should be carefully performed to make sure all | |
* the assets are migrated to the new address, which should have never | |
* interacted with the vault before. | |
* @param _newStrategy The Strategy to migrate to. | |
*/ | |
function migrate(address _newStrategy) external { | |
require(msg.sender == address(vault)); | |
require(BaseStrategy(_newStrategy).vault() == vault); | |
prepareMigration(_newStrategy); | |
want.safeTransfer(_newStrategy, want.balanceOf(address(this))); | |
} | |
/** | |
* @notice | |
* Activates emergency exit. Once activated, the Strategy will exit its | |
* position upon the next harvest, depositing all funds into the Vault as | |
* quickly as is reasonable given on-chain conditions. | |
* | |
* This may only be called by governance or the strategist. | |
* @dev | |
* See `vault.setEmergencyShutdown()` and `harvest()` for further details. | |
*/ | |
function setEmergencyExit() external onlyEmergencyAuthorized { | |
emergencyExit = true; | |
vault.revokeStrategy(); | |
emit EmergencyExitEnabled(); | |
} | |
/** | |
* Override this to add all tokens/tokenized positions this contract | |
* manages on a *persistent* basis (e.g. not just for swapping back to | |
* want ephemerally). | |
* | |
* NOTE: Do *not* include `want`, already included in `sweep` below. | |
* | |
* Example: | |
* ``` | |
* function protectedTokens() internal override view returns (address[] memory) { | |
* address[] memory protected = new address[](3); | |
* protected[0] = tokenA; | |
* protected[1] = tokenB; | |
* protected[2] = tokenC; | |
* return protected; | |
* } | |
* ``` | |
*/ | |
function protectedTokens() internal view virtual returns (address[] memory); | |
/** | |
* @notice | |
* Removes tokens from this Strategy that are not the type of tokens | |
* managed by this Strategy. This may be used in case of accidentally | |
* sending the wrong kind of token to this Strategy. | |
* | |
* Tokens will be sent to `governance()`. | |
* | |
* This will fail if an attempt is made to sweep `want`, or any tokens | |
* that are protected by this Strategy. | |
* | |
* This may only be called by governance. | |
* @dev | |
* Implement `protectedTokens()` to specify any additional tokens that | |
* should be protected from sweeping in addition to `want`. | |
* @param _token The token to transfer out of this vault. | |
*/ | |
function sweep(address _token) external onlyGovernance { | |
require(_token != address(want), "!want"); | |
require(_token != address(vault), "!shares"); | |
address[] memory _protectedTokens = protectedTokens(); | |
for (uint256 i; i < _protectedTokens.length; i++) require(_token != _protectedTokens[i], "!protected"); | |
IERC20(_token).safeTransfer(governance(), IERC20(_token).balanceOf(address(this))); | |
} | |
} | |
// Part: ComptrollerV3Storage | |
interface ComptrollerV3Storage is ComptrollerV2Storage { | |
// struct CompMarketState { | |
// /// @notice The market's last updated compBorrowIndex or compSupplyIndex | |
// uint224 index; | |
// /// @notice The block number the index was last updated at | |
// uint32 block; | |
// } | |
// /// @notice A list of all markets | |
// CToken[] external allMarkets; | |
// /// @notice The rate at which the flywheel distributes COMP, per block | |
// uint external compRate; | |
// /// @notice The portion of compRate that each market currently receives | |
// mapping(address => uint) external compSpeeds; | |
// /// @notice The COMP market supply state for each market | |
// mapping(address => CompMarketState) external compSupplyState; | |
// /// @notice The COMP market borrow state for each market | |
// mapping(address => CompMarketState) external compBorrowState; | |
// /// @notice The COMP borrow index for each market for each supplier as of the last time they accrued COMP | |
// mapping(address => mapping(address => uint)) external compSupplierIndex; | |
// /// @notice The COMP borrow index for each market for each borrower as of the last time they accrued COMP | |
// mapping(address => mapping(address => uint)) external compBorrowerIndex; | |
// /// @notice The COMP accrued but not yet transferred to each user | |
// mapping(address => uint) external compAccrued; | |
} | |
// Part: CoreStrategy | |
abstract contract CoreStrategy is BaseStrategy { | |
using SafeERC20 for IERC20; | |
using Address for address; | |
using SafeMath for uint256; | |
event DebtRebalance( | |
uint256 debtRatio, | |
uint256 swapAmount, | |
uint256 slippage | |
); | |
event CollatRebalance(uint256 collatRatio, uint256 adjAmount); | |
uint256 public stratLendAllocation; | |
uint256 public stratDebtAllocation; | |
uint256 public collatUpper = 6700; | |
uint256 public collatTarget = 6000; | |
uint256 public collatLower = 5300; | |
uint256 public debtUpper = 10200; | |
uint256 public debtLower = 9800; | |
uint256 public rebalancePercent = 10000; // 100% (how far does rebalance of debt move towards 100% from threshold) | |
// protocal limits & upper, target and lower thresholds for ratio of debt to collateral | |
uint256 public collatLimit = 7500; | |
// ERC20 Tokens; | |
IERC20 public short; | |
IUniswapV2Pair wantShortLP; // This is public because it helps with unit testing | |
IERC20 farmTokenLP; | |
IERC20 farmToken; | |
IERC20 compToken; | |
// Contract Interfaces | |
ICTokenErc20 cTokenLend; | |
ICTokenErc20 cTokenBorrow; | |
IFarmMasterChef farm; | |
IUniswapV2Router01 router; | |
IComptroller comptroller; | |
IPriceOracle oracle; | |
IStrategyInsurance public insurance; | |
uint256 public slippageAdj = 9900; // 99% | |
uint256 public slippageAdjHigh = 10100; // 101% | |
uint256 constant BASIS_PRECISION = 10000; | |
uint256 constant STD_PRECISION = 1e18; | |
uint256 farmPid; | |
address weth; | |
constructor(address _vault, CoreStrategyConfig memory _config) | |
public | |
BaseStrategy(_vault) | |
{ | |
// config = _config; | |
farmPid = _config.farmPid; | |
// initialise token interfaces | |
short = IERC20(_config.short); | |
wantShortLP = IUniswapV2Pair(_config.wantShortLP); | |
farmTokenLP = IERC20(_config.farmTokenLP); | |
farmToken = IERC20(_config.farmToken); | |
compToken = IERC20(_config.compToken); | |
// initialise other interfaces | |
cTokenLend = ICTokenErc20(_config.cTokenLend); | |
cTokenBorrow = ICTokenErc20(_config.cTokenBorrow); | |
farm = IFarmMasterChef(_config.farmMasterChef); | |
router = IUniswapV2Router01(_config.router); | |
comptroller = IComptroller(_config.comptroller); | |
weth = router.WETH(); | |
enterMarket(); | |
_updateLendAndDebtAllocation(); | |
maxReportDelay = 7200; | |
minReportDelay = 3600; | |
profitFactor = 1500; | |
debtThreshold = 1_000_000 * 1e18; | |
} | |
function _updateLendAndDebtAllocation() internal { | |
stratLendAllocation = BASIS_PRECISION.mul(BASIS_PRECISION).div( | |
BASIS_PRECISION.add(collatTarget) | |
); | |
stratDebtAllocation = BASIS_PRECISION.sub(stratLendAllocation); | |
} | |
function name() external view override returns (string memory) { | |
return "StrategyHedgedFarming"; | |
} | |
function prepareReturn(uint256 _debtOutstanding) | |
internal | |
override | |
returns ( | |
uint256 _profit, | |
uint256 _loss, | |
uint256 _debtPayment | |
) | |
{ | |
// We might need to return want to the vault | |
uint256 liquidate = _debtOutstanding; | |
uint256 totalAssets = estimatedTotalAssets(); | |
uint256 totalDebt = _getTotalDebt(); | |
if (totalAssets > totalDebt) { | |
_profit = totalAssets.sub(totalDebt); | |
(uint256 amountFreed, ) = | |
liquidatePosition(_debtOutstanding.add(_profit)); | |
if (_debtOutstanding > amountFreed) { | |
_debtPayment = amountFreed; | |
_profit = 0; | |
} else { | |
_debtPayment = _debtOutstanding; | |
_profit = amountFreed.sub(_debtOutstanding); | |
} | |
_loss = 0; | |
} else { | |
_loss = totalDebt.sub(totalAssets); | |
_loss.sub(insurance.reportLoss(totalDebt, _profit)); | |
} | |
if (balancePendingHarvest() > 100) { | |
_profit += _harvestInternal(); | |
// process insurance | |
uint256 insurancePayment = | |
insurance.reportProfit(totalDebt, _profit); | |
// double check insurance isn't asking for too much or zero | |
if (insurancePayment > 0 && insurancePayment < _profit) { | |
SafeERC20.safeTransfer( | |
want, | |
address(insurance), | |
insurancePayment | |
); | |
_profit = _profit.sub(insurancePayment); | |
} | |
} | |
} | |
function returnDebtOutstanding(uint256 _debtOutstanding) | |
public | |
returns (uint256 _debtPayment, uint256 _loss) | |
{ | |
// We might need to return want to the vault | |
if (_debtOutstanding > 0) { | |
uint256 _amountFreed = 0; | |
(_amountFreed, _loss) = liquidatePosition(_debtOutstanding); | |
_debtPayment = Math.min(_amountFreed, _debtOutstanding); | |
} | |
} | |
function adjustPosition(uint256 _debtOutstanding) internal override { | |
uint256 _wantAvailable = balanceOfWant(); | |
if (_debtOutstanding >= _wantAvailable) { | |
return; | |
} | |
uint256 toInvest = _wantAvailable.sub(_debtOutstanding); | |
if (toInvest > 0) { | |
_deploy(toInvest); | |
} | |
} | |
function prepareMigration(address _newStrategy) internal override { | |
liquidateAllPositionsInternal(); | |
} | |
function ethToWant(uint256 _amtInWei) | |
public | |
view | |
virtual | |
override | |
returns (uint256) | |
{ | |
return | |
address(want) == address(weth) | |
? _amtInWei | |
: quote(weth, address(want), _amtInWei); | |
} | |
function quote( | |
address _in, | |
address _out, | |
uint256 _amtIn | |
) internal view returns (uint256) { | |
address[] memory path = getTokenOutPath(_in, _out); | |
return router.getAmountsOut(_amtIn, path)[path.length - 1]; | |
} | |
function getTokenOutPath(address _token_in, address _token_out) | |
internal | |
view | |
returns (address[] memory _path) | |
{ | |
bool is_weth = | |
_token_in == address(weth) || _token_out == address(weth); | |
_path = new address[](is_weth ? 2 : 3); | |
_path[0] = _token_in; | |
if (is_weth) { | |
_path[1] = _token_out; | |
} else { | |
_path[1] = address(weth); | |
_path[2] = _token_out; | |
} | |
} | |
function approveContracts() external virtual onlyGovernance { | |
want.safeApprove(address(cTokenLend), uint256(-1)); | |
short.safeApprove(address(cTokenBorrow), uint256(-1)); | |
want.safeApprove(address(router), uint256(-1)); | |
short.safeApprove(address(router), uint256(-1)); | |
farmToken.safeApprove(address(router), uint256(-1)); | |
compToken.safeApprove(address(router), uint256(-1)); | |
IERC20(address(wantShortLP)).safeApprove(address(router), uint256(-1)); | |
IERC20(address(wantShortLP)).safeApprove(address(farm), uint256(-1)); | |
} | |
function resetApprovals() external virtual onlyGovernance { | |
want.safeApprove(address(cTokenLend), 0); | |
short.safeApprove(address(cTokenBorrow), 0); | |
want.safeApprove(address(router), 0); | |
short.safeApprove(address(router), 0); | |
farmToken.safeApprove(address(router), 0); | |
compToken.safeApprove(address(router), 0); | |
IERC20(address(wantShortLP)).safeApprove(address(router), 0); | |
IERC20(address(wantShortLP)).safeApprove(address(farm), 0); | |
} | |
function setSlippageAdj(uint256 _lower, uint256 _upper) | |
external | |
onlyAuthorized | |
{ | |
slippageAdj = _lower; | |
slippageAdjHigh = _upper; | |
} | |
// Can only be set once. | |
function setInsurance(address _insurance) external onlyGovernance { | |
require(address(insurance) == address(0)); | |
insurance = IStrategyInsurance(_insurance); | |
} | |
function setDebtThresholds( | |
uint256 _lower, | |
uint256 _upper, | |
uint256 _rebalancePercent | |
) external onlyAuthorized { | |
require(_lower <= BASIS_PRECISION); | |
require(_rebalancePercent <= BASIS_PRECISION); | |
require(_upper >= BASIS_PRECISION); | |
rebalancePercent = _rebalancePercent; | |
debtUpper = _upper; | |
debtLower = _lower; | |
} | |
function setCollateralThresholds( | |
uint256 _lower, | |
uint256 _target, | |
uint256 _upper, | |
uint256 _limit | |
) external onlyAuthorized { | |
require(_limit <= BASIS_PRECISION); | |
collatLimit = _limit; | |
require(collatLimit > _upper); | |
require(_upper >= _target); | |
require(_target >= _lower); | |
collatUpper = _upper; | |
collatTarget = _target; | |
collatLower = _lower; | |
_updateLendAndDebtAllocation(); | |
} | |
function liquidateAllToLend() internal { | |
_withdrawAllPooled(); | |
_removeAllLp(); | |
_repayDebt(); | |
_lendWant(balanceOfWant()); | |
} | |
function liquidateAllPositions() | |
internal | |
override | |
returns (uint256 _amountFreed) | |
{ | |
(_amountFreed, ) = liquidateAllPositionsInternal(); | |
} | |
function liquidateAllPositionsInternal() | |
internal | |
returns (uint256 _amountFreed, uint256 _loss) | |
{ | |
_withdrawAllPooled(); | |
_removeAllLp(); | |
uint256 debtInShort = balanceDebtInShort(); | |
uint256 balShort = balanceShort(); | |
if (balShort >= debtInShort) { | |
_repayDebt(); | |
if (balanceShortWantEq() > 0) { | |
(, _loss) = _swapExactShortWant(short.balanceOf(address(this))); | |
} | |
} else { | |
uint256 debtDifference = debtInShort.sub(balShort); | |
if (convertShortToWantLP(debtDifference) > 0) { | |
(_loss) = _swapWantShortExact(debtDifference); | |
} else { | |
_swapExactWantShort(uint256(1)); | |
} | |
_repayDebt(); | |
} | |
_redeemWant(balanceLend()); | |
_amountFreed = balanceOfWant(); | |
} | |
/// rebalances RoboVault strat position to within target collateral range | |
function rebalanceCollateral() external onlyKeepers { | |
// ratio of amount borrowed to collateral | |
uint256 collatRatio = calcCollateral(); | |
require(collatRatio <= collatLower || collatRatio >= collatUpper); | |
_rebalanceCollateralInternal(); | |
} | |
/// rebalances RoboVault holding of short token vs LP to within target collateral range | |
function rebalanceDebt() external onlyKeepers { | |
uint256 debtRatio = calcDebtRatio(); | |
require(debtRatio < debtLower || debtRatio > debtUpper); | |
_rebalanceDebtInternal(); | |
} | |
function claimHarvest() internal virtual { | |
farm.withdraw(farmPid, 0); /// for spooky swap call withdraw with amt = 0 | |
} | |
/// called by keeper to harvest rewards and either repay debt | |
function _harvestInternal() internal returns (uint256 _wantHarvested) { | |
uint256 wantBefore = balanceOfWant(); | |
/// harvest from farm & wantd on amt borrowed vs LP value either -> repay some debt or add to collateral | |
claimHarvest(); | |
comptroller.claimComp(address(this)); | |
_sellHarvestWant(); | |
_sellCompWant(); | |
_wantHarvested = balanceOfWant().sub(wantBefore); | |
} | |
/** | |
* Checks if collateral cap is reached or if deploying `_amount` will make it reach the cap | |
* returns true if the cap is reached | |
*/ | |
function collateralCapReached(uint256 _amount) | |
public | |
view | |
virtual | |
returns (bool) | |
{ | |
return | |
cTokenLend.totalCollateralTokens().add(_amount) < | |
cTokenLend.collateralCap(); | |
} | |
function _rebalanceCollateralInternal() internal { | |
uint256 collatRatio = calcCollateral(); | |
uint256 shortPos = balanceDebt(); | |
uint256 lendPos = balanceLendCollateral(); | |
if (collatRatio > collatTarget) { | |
uint256 adjAmount = | |
(shortPos.sub(lendPos.mul(collatTarget).div(BASIS_PRECISION))) | |
.mul(BASIS_PRECISION) | |
.div(BASIS_PRECISION.add(collatTarget)); | |
/// remove some LP use 50% of withdrawn LP to repay debt and half to add to collateral | |
_withdrawLpRebalanceCollateral(adjAmount.mul(2)); | |
emit CollatRebalance(collatRatio, adjAmount); | |
} else if (collatRatio < collatTarget) { | |
uint256 adjAmount = | |
((lendPos.mul(collatTarget).div(BASIS_PRECISION)).sub(shortPos)) | |
.mul(BASIS_PRECISION) | |
.div(BASIS_PRECISION.add(collatTarget)); | |
uint256 borrowAmt = _borrowWantEq(adjAmount); | |
_redeemWant(adjAmount); | |
_addToLP(borrowAmt); | |
_depoistLp(); | |
emit CollatRebalance(collatRatio, adjAmount); | |
} | |
} | |
// deploy assets according to vault strategy | |
function _deploy(uint256 _amount) internal { | |
if (_amount < 10000) { | |
return; | |
} | |
if (collateralCapReached(_amount)) { | |
return; | |
} | |
uint256 lendDeposit = | |
stratLendAllocation.mul(_amount).div(BASIS_PRECISION); | |
_lendWant(lendDeposit); | |
uint256 borrowAmtWant = | |
stratDebtAllocation.mul(_amount).div(BASIS_PRECISION); | |
uint256 borrowAmt = _borrowWantEq(borrowAmtWant); | |
_addToLP(borrowAmt); | |
_depoistLp(); | |
} | |
/** | |
* @notice | |
* Assumes all balance is in Lend outside of a small amount of debt and short. Deploys | |
* capital maintaining the collatRatioTarget | |
* | |
* @dev | |
* Some crafty maths here: | |
* T: _amount, Lp = 1/2 Lp balance in Want, L: Lend Balance in Want, | |
* D: Debt in Want, Di: Initial Debt in Want, C: Collateral Target | |
* | |
* T = L + D + 2Lp | |
* Lp = D + Si - Di | |
* D = C * L | |
* | |
* Solving this for L finds: | |
* L = (T - 2Si + 2Di) / (1 + C) | |
*/ | |
function _deployFromLend(uint256 collatRatioTarget, uint256 _amount) | |
internal | |
{ | |
uint256 balanceShortInitial = balanceShort(); | |
uint256 balanceShortInitialInWant = | |
convertShortToWantLP(balanceShortInitial); | |
uint256 balanceDebtInitial = balanceDebtInShort(); | |
uint256 balanceDebtInitialInWant = | |
convertShortToWantLP(balanceDebtInitial); | |
uint256 lendNeeded = | |
( | |
_amount | |
.sub(balanceShortInitialInWant.mul(2)) | |
.add(balanceDebtInitialInWant.mul(2)) | |
.mul(BASIS_PRECISION) | |
) | |
.div(BASIS_PRECISION.add(collatRatioTarget)); | |
_redeemWant(balanceLend().sub(lendNeeded)); | |
uint256 borrowAmtShort = | |
_borrowWantEq( | |
lendNeeded.mul(collatRatioTarget).div(BASIS_PRECISION).sub( | |
balanceDebtInitialInWant | |
) | |
); | |
_addToLP(borrowAmtShort.add(balanceShortInitial)); | |
_depoistLp(); | |
} | |
function _rebalanceDebtInternal() internal { | |
uint256 swapAmountWant; | |
uint256 slippage; | |
uint256 debtRatio = calcDebtRatio(); | |
uint256 collatRatio = calcCollateral(); // We will rebalance to the same collat. | |
// Liquidate all the lend, leaving some in debt or as short | |
liquidateAllToLend(); | |
uint256 debtInShort = balanceDebtInShort(); | |
uint256 debt = convertShortToWantLP(debtInShort); | |
uint256 balShort = balanceShort(); | |
if (debtInShort > balShort) { | |
// If there's excess debt, we swap some want to repay a portion of the debt | |
swapAmountWant = debt.mul(rebalancePercent).div(BASIS_PRECISION); | |
_redeemWant(swapAmountWant); | |
slippage = _swapExactWantShort(swapAmountWant); | |
_repayDebt(); | |
} else { | |
// If there's excess short, we swap some to want which will be used | |
// to create lp in _deployFromLend() | |
(swapAmountWant, slippage) = _swapExactShortWant( | |
balanceShort().mul(rebalancePercent).div(BASIS_PRECISION) | |
); | |
} | |
_deployFromLend(collatRatio, estimatedTotalAssets()); | |
emit DebtRebalance(debtRatio, swapAmountWant, slippage); | |
} | |
/** | |
* Withdraws and removes `_deployedPercent` percentage if LP from farming and pool respectively | |
* | |
* @param _deployedPercent percentage multiplied by BASIS_PRECISION of LP to remove. | |
*/ | |
function _removeLpPercent(uint256 _deployedPercent) internal { | |
uint256 lpPooled = countLpPooled(); | |
uint256 lpUnpooled = wantShortLP.balanceOf(address(this)); | |
uint256 lpCount = lpUnpooled.add(lpPooled); | |
uint256 lpReq = lpCount.mul(_deployedPercent).div(BASIS_PRECISION); | |
uint256 lpWithdraw; | |
if (lpReq - lpUnpooled < lpPooled) { | |
lpWithdraw = lpReq.sub(lpUnpooled); | |
} else { | |
lpWithdraw = lpPooled; | |
} | |
// Finnally withdraw the LP from farms and remove from pool | |
_withdrawSomeLp(lpWithdraw); | |
_removeAllLp(); | |
} | |
function _getTotalDebt() internal view returns (uint256) { | |
return vault.strategies(address(this)).totalDebt; | |
} | |
function liquidatePosition(uint256 _amountNeeded) | |
internal | |
override | |
returns (uint256 _liquidatedAmount, uint256 _loss) | |
{ | |
// NOTE: Maintain invariant `want.balanceOf(this) >= _liquidatedAmount` | |
// NOTE: Maintain invariant `_liquidatedAmount + _loss <= _amountNeeded` | |
uint256 balanceWant = balanceOfWant(); | |
uint256 totalAssets = estimatedTotalAssets(); | |
// if estimatedTotalAssets is less than params.debtRatio it means there's | |
// been a loss (ignores pending harvests). This type of loss is calculated | |
// proportionally | |
// This stops a run-on-the-bank if there's IL between harvests. | |
uint256 totalDebt = _getTotalDebt(); | |
if (totalDebt > totalAssets) { | |
uint256 ratio = totalAssets.mul(STD_PRECISION).div(totalDebt); | |
uint256 newAmount = _amountNeeded.mul(ratio).div(STD_PRECISION); | |
_loss = _amountNeeded.sub(newAmount); | |
} | |
if (_amountNeeded > balanceWant) { | |
uint256 amountToWithdraw = Math.min(totalAssets, _amountNeeded); | |
(, _loss) = _withdraw(amountToWithdraw); | |
} | |
// Since we might free more than needed, let's send back the min | |
_liquidatedAmount = Math.min(balanceOfWant(), _amountNeeded).sub(_loss); | |
} | |
/** | |
* function to remove funds from strategy when users withdraws funds in excess of reserves | |
* | |
* withdraw takes the following steps: | |
* 1. Removes _amountNeeded worth of LP from the farms and pool | |
* 2. Uses the short removed to repay debt (Swaps short or base for large withdrawals) | |
* 3. Redeems the | |
* @param _amountNeeded `want` amount to liquidate | |
*/ | |
function _withdraw(uint256 _amountNeeded) | |
internal | |
returns (uint256 _liquidatedAmount, uint256 _loss) | |
{ | |
uint256 balanceWant = balanceOfWant(); | |
uint256 balanceDeployed = balanceDeployed(); | |
uint256 collatRatio = calcCollateral(); | |
// stratPercent: Percentage of the deployed capital we want to liquidate. | |
uint256 stratPercent = | |
_amountNeeded.sub(balanceWant).mul(BASIS_PRECISION).div( | |
balanceDeployed | |
); | |
if (stratPercent > 9500) { | |
// Very much an edge-case. If this happened, we just undeploy the lot | |
// and it'll be redeployed during the next harvest. | |
(_liquidatedAmount, _loss) = liquidateAllPositionsInternal(); | |
_liquidatedAmount = Math.min(_liquidatedAmount, _amountNeeded); | |
// _loss = loss; | |
} else { | |
// liquidate all to lend | |
liquidateAllToLend(); | |
// Only rebalance if more than 5% is being liquidated | |
// to save on gas | |
uint256 slippage = 0; | |
if (stratPercent > 500) { | |
// swap to ensure the debt ratio isn't negatively affected | |
uint256 debt = balanceDebt(); | |
if (balanceDebt() > 0) { | |
uint256 swapAmountWant = | |
debt.mul(stratPercent).div(BASIS_PRECISION); | |
_redeemWant(swapAmountWant); | |
slippage = _swapExactWantShort(swapAmountWant); | |
_repayDebt(); | |
} else { | |
(, slippage) = _swapExactShortWant( | |
balanceShort().mul(stratPercent).div(BASIS_PRECISION) | |
); | |
} | |
} | |
// Redeploy the strat | |
_deployFromLend( | |
collatRatio, | |
balanceDeployed.sub(_amountNeeded).sub(slippage) | |
); | |
_liquidatedAmount = balanceOfWant().sub(balanceWant); | |
_loss = slippage; | |
} | |
} | |
function enterMarket() internal onlyAuthorized { | |
address[] memory cTokens = new address[](1); | |
cTokens[0] = address(cTokenLend); | |
comptroller.enterMarkets(cTokens); | |
} | |
function exitMarket() internal onlyAuthorized { | |
comptroller.exitMarket(address(cTokenLend)); | |
} | |
/** | |
* This method is often farm specific so it needs to be declared elsewhere. | |
*/ | |
function _farmPendingRewards(uint256 _pid, address _user) | |
internal | |
view | |
virtual | |
returns (uint256); | |
// calculate total value of vault assets | |
function estimatedTotalAssets() public view override returns (uint256) { | |
return balanceOfWant().add(balanceDeployed()); | |
} | |
// calculate total value of vault assets | |
function balanceDeployed() public view returns (uint256) { | |
return | |
balanceLend().add(balanceLp()).add(balanceShortWantEq()).sub( | |
balanceDebt() | |
); | |
} | |
// debt ratio - used to trigger rebalancing of debt | |
function calcDebtRatio() public view returns (uint256) { | |
return (balanceDebt().mul(BASIS_PRECISION).mul(2).div(balanceLp())); | |
} | |
// calculate debt / collateral - used to trigger rebalancing of debt & collateral | |
function calcCollateral() public view returns (uint256) { | |
return | |
balanceDebtOracle().mul(BASIS_PRECISION).div( | |
balanceLendCollateral() | |
); | |
} | |
function getLpReserves() | |
internal | |
view | |
returns (uint256 _wantInLp, uint256 _shortInLp) | |
{ | |
(uint112 reserves0, uint112 reserves1, ) = wantShortLP.getReserves(); | |
if (wantShortLP.token0() == address(want)) { | |
_wantInLp = uint256(reserves0); | |
_shortInLp = uint256(reserves1); | |
} else { | |
_wantInLp = uint256(reserves1); | |
_shortInLp = uint256(reserves0); | |
} | |
} | |
function convertShortToWantLP(uint256 _amountShort) | |
internal | |
view | |
returns (uint256) | |
{ | |
(uint256 wantInLp, uint256 shortInLp) = getLpReserves(); | |
return (_amountShort.mul(wantInLp).div(shortInLp)); | |
} | |
function convertShortToWantOracle(uint256 _amountShort) | |
internal | |
view | |
returns (uint256) | |
{ | |
return _amountShort.mul(oracle.getPrice()).div(1e18); | |
} | |
function convertWantToShortLP(uint256 _amountWant) | |
internal | |
view | |
returns (uint256) | |
{ | |
(uint256 wantInLp, uint256 shortInLp) = getLpReserves(); | |
return _amountWant.mul(shortInLp).div(wantInLp); | |
} | |
function balanceLpInShort() public view returns (uint256) { | |
return countLpPooled().add(wantShortLP.balanceOf(address(this))); | |
} | |
/// get value of all LP in want currency | |
function balanceLp() public view returns (uint256) { | |
(uint256 wantInLp, ) = getLpReserves(); | |
return | |
balanceLpInShort().mul(wantInLp).mul(2).div( | |
wantShortLP.totalSupply() | |
); | |
} | |
// value of borrowed tokens in value of want tokens | |
function balanceDebtInShort() public view returns (uint256) { | |
return cTokenBorrow.borrowBalanceStored(address(this)); | |
} | |
// value of borrowed tokens in value of want tokens | |
function balanceDebt() public view returns (uint256) { | |
return convertShortToWantLP(balanceDebtInShort()); | |
} | |
/** | |
* Debt balance using price oracle | |
*/ | |
function balanceDebtOracle() public view returns (uint256) { | |
return convertShortToWantOracle(balanceDebtInShort()); | |
} | |
function balancePendingHarvest() public view virtual returns (uint256) { | |
uint256 rewardsPending = | |
_farmPendingRewards(farmPid, address(this)).add( | |
farmToken.balanceOf(address(this)) | |
); | |
uint256 harvestLP_A = _getHarvestInHarvestLp(); | |
uint256 shortLP_A = _getShortInHarvestLp(); | |
(uint256 wantLP_B, uint256 shortLP_B) = getLpReserves(); | |
uint256 balShort = rewardsPending.mul(shortLP_A).div(harvestLP_A); | |
uint256 balRewards = balShort.mul(wantLP_B).div(shortLP_B); | |
return (balRewards); | |
} | |
// reserves | |
function balanceOfWant() public view returns (uint256) { | |
return (want.balanceOf(address(this))); | |
} | |
function balanceShort() public view returns (uint256) { | |
return (short.balanceOf(address(this))); | |
} | |
function balanceShortWantEq() public view returns (uint256) { | |
return (convertShortToWantLP(short.balanceOf(address(this)))); | |
} | |
function balanceLend() public view returns (uint256) { | |
return ( | |
cTokenLend | |
.balanceOf(address(this)) | |
.mul(cTokenLend.exchangeRateStored()) | |
.div(1e18) | |
); | |
} | |
function balanceLendCollateral() public view virtual returns (uint256) { | |
return ( | |
cTokenLend | |
.accountCollateralTokens(address(this)) | |
.mul(cTokenLend.exchangeRateStored()) | |
.div(1e18) | |
); | |
} | |
function getWantInLending() internal view returns (uint256) { | |
return want.balanceOf(address(cTokenLend)); | |
} | |
function countLpPooled() internal view virtual returns (uint256) { | |
return farm.userInfo(farmPid, address(this)).amount; | |
} | |
// lend want tokens to lending platform | |
function _lendWant(uint256 amount) internal { | |
cTokenLend.mint(amount); | |
} | |
// borrow tokens woth _amount of want tokens | |
function _borrowWantEq(uint256 _amount) | |
internal | |
returns (uint256 _borrowamount) | |
{ | |
_borrowamount = convertWantToShortLP(_amount); | |
_borrow(_borrowamount); | |
} | |
function _borrow(uint256 borrowAmount) internal { | |
cTokenBorrow.borrow(borrowAmount); | |
} | |
// automatically repays debt using any short tokens held in wallet up to total debt value | |
function _repayDebt() internal { | |
uint256 _bal = short.balanceOf(address(this)); | |
if (_bal == 0) return; | |
uint256 _debt = balanceDebtInShort(); | |
if (_bal < _debt) { | |
cTokenBorrow.repayBorrow(_bal); | |
} else { | |
cTokenBorrow.repayBorrow(_debt); | |
} | |
} | |
function _getHarvestInHarvestLp() internal view returns (uint256) { | |
uint256 harvest_lp = farmToken.balanceOf(address(farmTokenLP)); | |
return harvest_lp; | |
} | |
function _getShortInHarvestLp() internal view returns (uint256) { | |
uint256 shortToken_lp = short.balanceOf(address(farmTokenLP)); | |
return shortToken_lp; | |
} | |
function _redeemWant(uint256 _redeem_amount) internal { | |
cTokenLend.redeemUnderlying(_redeem_amount); | |
} | |
// withdraws some LP worth _amount, converts all withdrawn LP to short token to repay debt | |
function _withdrawLpRebalance(uint256 _amount) | |
internal | |
returns (uint256 swapAmountWant, uint256 slippageWant) | |
{ | |
uint256 lpUnpooled = wantShortLP.balanceOf(address(this)); | |
uint256 lpPooled = countLpPooled(); | |
uint256 lpCount = lpUnpooled.add(lpPooled); | |
uint256 lpReq = _amount.mul(lpCount).div(balanceLp()); | |
uint256 lpWithdraw; | |
if (lpReq - lpUnpooled < lpPooled) { | |
lpWithdraw = lpReq - lpUnpooled; | |
} else { | |
lpWithdraw = lpPooled; | |
} | |
_withdrawSomeLp(lpWithdraw); | |
_removeAllLp(); | |
swapAmountWant = Math.min( | |
_amount.div(2), | |
want.balanceOf(address(this)) | |
); | |
slippageWant = _swapExactWantShort(swapAmountWant); | |
_repayDebt(); | |
} | |
// withdraws some LP worth _amount, uses withdrawn LP to add to collateral & repay debt | |
function _withdrawLpRebalanceCollateral(uint256 _amount) internal { | |
uint256 lpUnpooled = wantShortLP.balanceOf(address(this)); | |
uint256 lpPooled = countLpPooled(); | |
uint256 lpCount = lpUnpooled.add(lpPooled); | |
uint256 lpReq = _amount.mul(lpCount).div(balanceLp()); | |
uint256 lpWithdraw; | |
if (lpReq - lpUnpooled < lpPooled) { | |
lpWithdraw = lpReq - lpUnpooled; | |
} else { | |
lpWithdraw = lpPooled; | |
} | |
_withdrawSomeLp(lpWithdraw); | |
_removeAllLp(); | |
uint256 wantBal = balanceOfWant(); | |
if (_amount.div(2) <= wantBal) { | |
_lendWant(_amount.div(2)); | |
} else { | |
_lendWant(wantBal); | |
} | |
_repayDebt(); | |
} | |
function _addToLP(uint256 _amountShort) internal { | |
uint256 _amountWant = convertShortToWantLP(_amountShort); | |
uint256 balWant = want.balanceOf(address(this)); | |
if (balWant < _amountWant) { | |
_amountWant = balWant; | |
} | |
router.addLiquidity( | |
address(short), | |
address(want), | |
_amountShort, | |
_amountWant, | |
_amountShort.mul(slippageAdj).div(BASIS_PRECISION), | |
_amountWant.mul(slippageAdj).div(BASIS_PRECISION), | |
address(this), | |
now | |
); | |
} | |
function _depoistLp() internal virtual { | |
uint256 lpBalance = wantShortLP.balanceOf(address(this)); /// get number of LP tokens | |
farm.deposit(farmPid, lpBalance); /// deposit LP tokens to farm | |
} | |
function _withdrawFarm(uint256 _amount) internal virtual { | |
farm.withdraw(farmPid, _amount); | |
} | |
function _withdrawSomeLp(uint256 _amount) internal { | |
require(_amount <= countLpPooled()); | |
_withdrawFarm(_amount); | |
} | |
function _withdrawAllPooled() internal { | |
uint256 lpPooled = countLpPooled(); | |
_withdrawFarm(lpPooled); | |
} | |
// all LP currently not in Farm is removed. | |
function _removeAllLp() internal { | |
uint256 _amount = wantShortLP.balanceOf(address(this)); | |
(uint256 wantLP, uint256 shortLP) = getLpReserves(); | |
uint256 lpIssued = wantShortLP.totalSupply(); | |
uint256 amountAMin = | |
_amount.mul(shortLP).mul(slippageAdj).div(BASIS_PRECISION).div( | |
lpIssued | |
); | |
uint256 amountBMin = | |
_amount.mul(wantLP).mul(slippageAdj).div(BASIS_PRECISION).div( | |
lpIssued | |
); | |
router.removeLiquidity( | |
address(short), | |
address(want), | |
_amount, | |
amountAMin, | |
amountBMin, | |
address(this), | |
now | |
); | |
} | |
function _sellHarvestWant() internal virtual { | |
uint256 harvestBalance = farmToken.balanceOf(address(this)); | |
if (harvestBalance == 0) return; | |
router.swapExactTokensForTokens( | |
harvestBalance, | |
0, | |
getTokenOutPath(address(farmToken), address(want)), | |
address(this), | |
now | |
); | |
} | |
/** | |
* Harvest comp token from the lending platform and swap for the want token | |
*/ | |
function _sellCompWant() internal virtual { | |
uint256 compBalance = compToken.balanceOf(address(this)); | |
if (compBalance == 0) return; | |
router.swapExactTokensForTokens( | |
compBalance, | |
0, | |
getTokenOutPath(address(compToken), address(want)), | |
address(this), | |
now | |
); | |
} | |
/** | |
* @notice | |
* Swaps _amount of want for short | |
* | |
* @param _amount The amount of want to swap | |
* | |
* @return slippageWant Returns the cost of fees + slippage in want | |
*/ | |
function _swapExactWantShort(uint256 _amount) | |
internal | |
returns (uint256 slippageWant) | |
{ | |
uint256 amountOutMin = convertWantToShortLP(_amount); | |
uint256[] memory amounts = | |
router.swapExactTokensForTokens( | |
_amount, | |
amountOutMin.mul(slippageAdj).div(BASIS_PRECISION), | |
getTokenOutPath(address(want), address(short)), // _pathWantToShort(), | |
address(this), | |
now | |
); | |
slippageWant = convertShortToWantLP( | |
amountOutMin.sub(amounts[amounts.length - 1]) | |
); | |
} | |
/** | |
* @notice | |
* Swaps _amount of short for want | |
* | |
* @param _amountShort The amount of short to swap | |
* | |
* @return _amountWant Returns the want amount minus fees | |
* @return _slippageWant Returns the cost of fees + slippage in want | |
*/ | |
function _swapExactShortWant(uint256 _amountShort) | |
internal | |
returns (uint256 _amountWant, uint256 _slippageWant) | |
{ | |
_amountWant = convertShortToWantLP(_amountShort); | |
uint256[] memory amounts = | |
router.swapExactTokensForTokens( | |
_amountShort, | |
_amountWant.mul(slippageAdj).div(BASIS_PRECISION), | |
getTokenOutPath(address(short), address(want)), | |
address(this), | |
now | |
); | |
_slippageWant = _amountWant.sub(amounts[amounts.length - 1]); | |
} | |
function _swapWantShortExact(uint256 _amountOut) | |
internal | |
returns (uint256 _slippageWant) | |
{ | |
uint256 amountInWant = convertShortToWantLP(_amountOut); | |
uint256 amountInMax = | |
(amountInWant.mul(slippageAdjHigh).div(BASIS_PRECISION)).add(1); // add 1 to make up for rounding down | |
uint256[] memory amounts = | |
router.swapTokensForExactTokens( | |
_amountOut, | |
amountInMax, | |
getTokenOutPath(address(want), address(short)), | |
address(this), | |
now | |
); | |
_slippageWant = amounts[0].sub(amountInWant); | |
} | |
function protectedTokens() | |
internal | |
view | |
override | |
returns (address[] memory) | |
{ | |
// TODO - Fit this into the contract somehow | |
address[] memory protected = new address[](7); | |
protected[0] = address(short); | |
protected[1] = address(wantShortLP); | |
protected[2] = address(farmToken); | |
protected[3] = address(farmTokenLP); | |
protected[4] = address(compToken); | |
protected[5] = address(cTokenLend); | |
protected[6] = address(cTokenBorrow); | |
return protected; | |
} | |
} | |
// Part: ComptrollerV4Storage | |
interface ComptrollerV4Storage is ComptrollerV3Storage { | |
// @notice The borrowCapGuardian can set borrowCaps to any number for any market. Lowering the borrow cap could disable borrowing on the given market. | |
// address external borrowCapGuardian; | |
function borrowCapGuardian() external view returns (address); | |
// @notice Borrow caps enforced by borrowAllowed for each cToken address. Defaults to zero which corresponds to unlimited borrowing. | |
// mapping(address => uint) external borrowCaps; | |
function borrowCaps(address) external view returns (uint256); | |
} | |
// Part: ComptrollerV5Storage | |
interface ComptrollerV5Storage is ComptrollerV4Storage { | |
// @notice The supplyCapGuardian can set supplyCaps to any number for any market. Lowering the supply cap could disable supplying to the given market. | |
// address external supplyCapGuardian; | |
function supplyCapGuardian() external view returns (address); | |
// @notice Supply caps enforced by mintAllowed for each cToken address. Defaults to zero which corresponds to unlimited supplying. | |
// mapping(address => uint) external supplyCaps; | |
function supplyCaps(address) external view returns (uint256); | |
} | |
// Part: ScreamPriceOracle | |
contract ScreamPriceOracle is IPriceOracle { | |
using SafeMath for uint256; | |
address cTokenQuote; | |
address cTokenBase; | |
ICompPriceOracle oracle; | |
constructor( | |
address _comtroller, | |
address _cTokenQuote, | |
address _cTokenBase | |
) public { | |
cTokenQuote = _cTokenQuote; | |
cTokenBase = _cTokenBase; | |
oracle = ICompPriceOracle(ComptrollerV5Storage(_comtroller).oracle()); | |
require(oracle.isPriceOracle()); | |
} | |
function getPrice() external view override returns (uint256) { | |
// If price returns 0, the price is not available | |
uint256 quotePrice = oracle.getUnderlyingPrice(cTokenQuote); | |
require(quotePrice != 0); | |
uint256 basePrice = oracle.getUnderlyingPrice(cTokenBase); | |
require(basePrice != 0); | |
return basePrice.mul(1e18).div(quotePrice); | |
} | |
} | |
// File: USDCWFTMScreamLqdrSpirit.sol | |
contract USDCWFTMScreamLqdrSpirit is CoreStrategy { | |
constructor(address _vault) | |
public | |
CoreStrategy( | |
_vault, | |
CoreStrategyConfig( | |
0x04068DA6C83AFCFA0e13ba15A6696662335D5B75, // want | |
0x21be370D5312f44cB42ce377BC9b8a0cEF1A4C83, // short | |
0xe7E90f5a767406efF87Fdad7EB07ef407922EC1D, // wantShortLP | |
0x10b620b2dbAC4Faa7D7FFD71Da486f5D44cd86f9, // farmToken | |
0x4Fe6f19031239F105F753D1DF8A0d24857D0cAA2, // farmTokenLp | |
0x6e2ad6527901c9664f016466b8DA1357a004db0f, // farmMasterChef | |
5, // farmPid | |
0xE45Ac34E528907d0A0239ab5Db507688070B20bf, // cTokenLend | |
0x5AA53f03197E08C4851CAD8C92c7922DA5857E5d, // cTokenBorrow | |
0xe0654C8e6fd4D733349ac7E09f6f23DA256bF475, // compToken | |
0x30872e4fc4edbFD7a352bFC2463eb4fAe9C09086, // compTokenLP | |
0x260E596DAbE3AFc463e75B6CC05d8c46aCAcFB09, // comptroller | |
0x16327E3FbDaCA3bcF7E38F5Af2599D2DDc33aE52 // router | |
) | |
) | |
{ | |
// create a default oracle and set it | |
oracle = new ScreamPriceOracle( | |
address(comptroller), | |
address(cTokenLend), | |
address(cTokenBorrow) | |
); | |
} | |
function _farmPendingRewards(uint256 _pid, address _user) | |
internal | |
view | |
override | |
returns (uint256) | |
{ | |
return LqdrFarm(address(farm)).pendingLqdr(_pid, _user); | |
} | |
function _depoistLp() internal override { | |
uint256 lpBalance = wantShortLP.balanceOf(address(this)); | |
LqdrFarm(address(farm)).deposit(farmPid, lpBalance, address(this)); | |
} | |
function _withdrawFarm(uint256 _amount) internal override { | |
LqdrFarm(address(farm)).withdraw(farmPid, _amount, address(this)); | |
} | |
function claimHarvest() internal override { | |
LqdrFarm(address(farm)).harvest(farmPid, address(this)); | |
} | |
/** | |
* Checks if collateral cap is reached or if deploying `_amount` will make it reach the cap | |
* returns true if the cap is reached | |
*/ | |
function collateralCapReached(uint256 _amount) | |
public | |
view | |
override | |
returns (bool _capReached) | |
{ | |
uint256 cap = | |
ComptrollerV5Storage(address(comptroller)).supplyCaps( | |
address(cTokenLend) | |
); | |
// If the cap is zero, there is no cap. | |
if (cap == 0) return false; | |
uint256 totalCash = cTokenLend.getCash(); | |
uint256 totalBorrows = cTokenLend.totalBorrows(); | |
uint256 totalReserves = cTokenLend.totalReserves(); | |
uint256 totalCollateralised = | |
totalCash.add(totalBorrows).sub(totalReserves); | |
return totalCollateralised.add(_amount) > cap; | |
} | |
function balanceLendCollateral() public view override returns (uint256) { | |
return balanceLend(); | |
} | |
} |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment