// File: lib/v1-space/src/SpaceFactory.sol



// SPDX-License-Identifier: AGPL-3.0-only
pragma solidity ^0.7.0;
pragma experimental ABIEncoderV2;

import { FixedPoint } from "@balancer-labs/v2-solidity-utils/contracts/math/FixedPoint.sol";
import { BasePoolFactory } from "@balancer-labs/v2-pool-utils/contracts/factories/BasePoolFactory.sol";
import { IVault } from "@balancer-labs/v2-vault/contracts/interfaces/IVault.sol";
import { Trust } from "@sense-finance/v1-utils/src/Trust.sol";

import { Space } from "./Space.sol";
import { Errors, _require } from "./Errors.sol";

interface DividerLike {
    function series(
        address, /* adapter */
        uint256 /* maturity */
    )
        external
        returns (
            address, /* principal token */
            address, /* yield token */
            address, /* sponsor */
            uint256, /* reward */
            uint256, /* iscale */
            uint256, /* mscale */
            uint256, /* maxscale */
            uint128, /* issuance */
            uint128 /* tilt */
        );

    function pt(address adapter, uint256 maturity) external returns (address);

    function yt(address adapter, uint256 maturity) external returns (address);
}

contract SpaceFactory is Trust {
    /* ========== PUBLIC IMMUTABLES ========== */

    /// @notice Balancer Vault
    IVault public immutable vault;

    /// @notice Sense Divider
    DividerLike public immutable divider;

    /* ========== PUBLIC MUTABLE STORAGE ========== */

    /// @notice Pool registry (adapter -> maturity -> pool address)
    mapping(address => mapping(uint256 => address)) public pools;

    /// @notice Yieldspace config
    uint256 public ts;
    uint256 public g1;
    uint256 public g2;

    /// @notice Oracle flag
    bool public oracleEnabled;

    constructor(
        IVault _vault,
        address _divider,
        uint256 _ts,
        uint256 _g1,
        uint256 _g2,
        bool _oracleEnabled
    ) Trust(msg.sender) {
        vault = _vault;
        divider = DividerLike(_divider);
        ts = _ts;
        g1 = _g1;
        g2 = _g2;
        oracleEnabled = _oracleEnabled;
    }

    /// @notice Deploys a new `Space` contract
    function create(address adapter, uint256 maturity) external returns (address pool) {
        address pt = divider.pt(adapter, maturity);
        _require(pt != address(0), Errors.INVALID_SERIES);
        _require(pools[adapter][maturity] == address(0), Errors.POOL_ALREADY_EXISTS);

        pool = address(new Space(
            vault,
            adapter,
            maturity,
            pt,
            ts,
            g1,
            g2,
            oracleEnabled
        ));

        pools[adapter][maturity] = pool;
    }

    function setParams(
        uint256 _ts,
        uint256 _g1,
        uint256 _g2,
        bool _oracleEnabled
    ) public requiresTrust {
        // g1 is for swapping Targets to PT and should discount the effective interest
        _require(_g1 <= FixedPoint.ONE, Errors.INVALID_G1);
        // g2 is for swapping PT to Target and should mark the effective interest up
        _require(_g2 >= FixedPoint.ONE, Errors.INVALID_G2);

        ts = _ts;
        g1 = _g1;
        g2 = _g2;
        oracleEnabled = _oracleEnabled;
    }

    /// @notice Authd action to set a pool address on the "pools" registry
    /// @dev Adding a pool to the mapping prevents a new pool from being deployed for that Series from this factory
    function setPool(address adapter, uint256 maturity, address pool) public requiresTrust {
        _require(divider.pt(adapter, maturity) != address(0), Errors.INVALID_SERIES);
        _require(pools[adapter][maturity] == address(0), Errors.POOL_ALREADY_EXISTS);

        pools[adapter][maturity] = pool;
    }
}
// File: @balancer-labs/v2-solidity-utils/contracts/math/FixedPoint.sol



// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.

// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
// GNU General Public License for more details.

// You should have received a copy of the GNU General Public License
// along with this program.  If not, see <http://www.gnu.org/licenses/>.

pragma solidity ^0.7.0;

import "./LogExpMath.sol";
import "../helpers/BalancerErrors.sol";

/* solhint-disable private-vars-leading-underscore */

library FixedPoint {
    uint256 internal constant ONE = 1e18; // 18 decimal places
    uint256 internal constant MAX_POW_RELATIVE_ERROR = 10000; // 10^(-14)

    // Minimum base for the power function when the exponent is 'free' (larger than ONE).
    uint256 internal constant MIN_POW_BASE_FREE_EXPONENT = 0.7e18;

    function add(uint256 a, uint256 b) internal pure returns (uint256) {
        // Fixed Point addition is the same as regular checked addition

        uint256 c = a + b;
        _require(c >= a, Errors.ADD_OVERFLOW);
        return c;
    }

    function sub(uint256 a, uint256 b) internal pure returns (uint256) {
        // Fixed Point addition is the same as regular checked addition

        _require(b <= a, Errors.SUB_OVERFLOW);
        uint256 c = a - b;
        return c;
    }

    function mulDown(uint256 a, uint256 b) internal pure returns (uint256) {
        uint256 product = a * b;
        _require(a == 0 || product / a == b, Errors.MUL_OVERFLOW);

        return product / ONE;
    }

    function mulUp(uint256 a, uint256 b) internal pure returns (uint256) {
        uint256 product = a * b;
        _require(a == 0 || product / a == b, Errors.MUL_OVERFLOW);

        if (product == 0) {
            return 0;
        } else {
            // The traditional divUp formula is:
            // divUp(x, y) := (x + y - 1) / y
            // To avoid intermediate overflow in the addition, we distribute the division and get:
            // divUp(x, y) := (x - 1) / y + 1
            // Note that this requires x != 0, which we already tested for.

            return ((product - 1) / ONE) + 1;
        }
    }

    function divDown(uint256 a, uint256 b) internal pure returns (uint256) {
        _require(b != 0, Errors.ZERO_DIVISION);

        if (a == 0) {
            return 0;
        } else {
            uint256 aInflated = a * ONE;
            _require(aInflated / a == ONE, Errors.DIV_INTERNAL); // mul overflow

            return aInflated / b;
        }
    }

    function divUp(uint256 a, uint256 b) internal pure returns (uint256) {
        _require(b != 0, Errors.ZERO_DIVISION);

        if (a == 0) {
            return 0;
        } else {
            uint256 aInflated = a * ONE;
            _require(aInflated / a == ONE, Errors.DIV_INTERNAL); // mul overflow

            // The traditional divUp formula is:
            // divUp(x, y) := (x + y - 1) / y
            // To avoid intermediate overflow in the addition, we distribute the division and get:
            // divUp(x, y) := (x - 1) / y + 1
            // Note that this requires x != 0, which we already tested for.

            return ((aInflated - 1) / b) + 1;
        }
    }

    /**
     * @dev Returns x^y, assuming both are fixed point numbers, rounding down. The result is guaranteed to not be above
     * the true value (that is, the error function expected - actual is always positive).
     */
    function powDown(uint256 x, uint256 y) internal pure returns (uint256) {
        uint256 raw = LogExpMath.pow(x, y);
        uint256 maxError = add(mulUp(raw, MAX_POW_RELATIVE_ERROR), 1);

        if (raw < maxError) {
            return 0;
        } else {
            return sub(raw, maxError);
        }
    }

    /**
     * @dev Returns x^y, assuming both are fixed point numbers, rounding up. The result is guaranteed to not be below
     * the true value (that is, the error function expected - actual is always negative).
     */
    function powUp(uint256 x, uint256 y) internal pure returns (uint256) {
        uint256 raw = LogExpMath.pow(x, y);
        uint256 maxError = add(mulUp(raw, MAX_POW_RELATIVE_ERROR), 1);

        return add(raw, maxError);
    }

    /**
     * @dev Returns the complement of a value (1 - x), capped to 0 if x is larger than 1.
     *
     * Useful when computing the complement for values with some level of relative error, as it strips this error and
     * prevents intermediate negative values.
     */
    function complement(uint256 x) internal pure returns (uint256) {
        return (x < ONE) ? (ONE - x) : 0;
    }
}

// File: @balancer-labs/v2-pool-utils/contracts/factories/BasePoolFactory.sol



// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.

// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
// GNU General Public License for more details.

// You should have received a copy of the GNU General Public License
// along with this program.  If not, see <http://www.gnu.org/licenses/>.

pragma solidity ^0.7.0;
pragma experimental ABIEncoderV2;

import "@balancer-labs/v2-vault/contracts/interfaces/IVault.sol";

/**
 * @dev Base contract for Pool factories.
 *
 * Pools are deployed from factories to allow third parties to reason about them. Unknown Pools may have arbitrary
 * logic: being able to assert that a Pool's behavior follows certain rules (those imposed by the contracts created by
 * the factory) is very powerful.
 */
abstract contract BasePoolFactory {
    IVault private immutable _vault;
    mapping(address => bool) private _isPoolFromFactory;

    event PoolCreated(address indexed pool);

    constructor(IVault vault) {
        _vault = vault;
    }

    /**
     * @dev Returns the Vault's address.
     */
    function getVault() public view returns (IVault) {
        return _vault;
    }

    /**
     * @dev Returns true if `pool` was created by this factory.
     */
    function isPoolFromFactory(address pool) external view returns (bool) {
        return _isPoolFromFactory[pool];
    }

    /**
     * @dev Registers a new created pool.
     *
     * Emits a `PoolCreated` event.
     */
    function _register(address pool) internal {
        _isPoolFromFactory[pool] = true;
        emit PoolCreated(pool);
    }
}

// File: @balancer-labs/v2-vault/contracts/interfaces/IVault.sol



// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.

// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
// GNU General Public License for more details.

// You should have received a copy of the GNU General Public License
// along with this program.  If not, see <http://www.gnu.org/licenses/>.

pragma experimental ABIEncoderV2;

import "@balancer-labs/v2-solidity-utils/contracts/openzeppelin/IERC20.sol";
import "@balancer-labs/v2-solidity-utils/contracts/helpers/ISignaturesValidator.sol";
import "@balancer-labs/v2-solidity-utils/contracts/helpers/ITemporarilyPausable.sol";
import "@balancer-labs/v2-solidity-utils/contracts/misc/IWETH.sol";

import "./IAsset.sol";
import "./IAuthorizer.sol";
import "./IFlashLoanRecipient.sol";
import "./IProtocolFeesCollector.sol";

pragma solidity ^0.7.0;

/**
 * @dev Full external interface for the Vault core contract - no external or public methods exist in the contract that
 * don't override one of these declarations.
 */
interface IVault is ISignaturesValidator, ITemporarilyPausable {
    // Generalities about the Vault:
    //
    // - Whenever documentation refers to 'tokens', it strictly refers to ERC20-compliant token contracts. Tokens are
    // transferred out of the Vault by calling the `IERC20.transfer` function, and transferred in by calling
    // `IERC20.transferFrom`. In these cases, the sender must have previously allowed the Vault to use their tokens by
    // calling `IERC20.approve`. The only deviation from the ERC20 standard that is supported is functions not returning
    // a boolean value: in these scenarios, a non-reverting call is assumed to be successful.
    //
    // - All non-view functions in the Vault are non-reentrant: calling them while another one is mid-execution (e.g.
    // while execution control is transferred to a token contract during a swap) will result in a revert. View
    // functions can be called in a re-reentrant way, but doing so might cause them to return inconsistent results.
    // Contracts calling view functions in the Vault must make sure the Vault has not already been entered.
    //
    // - View functions revert if referring to either unregistered Pools, or unregistered tokens for registered Pools.

    // Authorizer
    //
    // Some system actions are permissioned, like setting and collecting protocol fees. This permissioning system exists
    // outside of the Vault in the Authorizer contract: the Vault simply calls the Authorizer to check if the caller
    // can perform a given action.

    /**
     * @dev Returns the Vault's Authorizer.
     */
    function getAuthorizer() external view returns (IAuthorizer);

    /**
     * @dev Sets a new Authorizer for the Vault. The caller must be allowed by the current Authorizer to do this.
     *
     * Emits an `AuthorizerChanged` event.
     */
    function setAuthorizer(IAuthorizer newAuthorizer) external;

    /**
     * @dev Emitted when a new authorizer is set by `setAuthorizer`.
     */
    event AuthorizerChanged(IAuthorizer indexed newAuthorizer);

    // Relayers
    //
    // Additionally, it is possible for an account to perform certain actions on behalf of another one, using their
    // Vault ERC20 allowance and Internal Balance. These accounts are said to be 'relayers' for these Vault functions,
    // and are expected to be smart contracts with sound authentication mechanisms. For an account to be able to wield
    // this power, two things must occur:
    //  - The Authorizer must grant the account the permission to be a relayer for the relevant Vault function. This
    //    means that Balancer governance must approve each individual contract to act as a relayer for the intended
    //    functions.
    //  - Each user must approve the relayer to act on their behalf.
    // This double protection means users cannot be tricked into approving malicious relayers (because they will not
    // have been allowed by the Authorizer via governance), nor can malicious relayers approved by a compromised
    // Authorizer or governance drain user funds, since they would also need to be approved by each individual user.

    /**
     * @dev Returns true if `user` has approved `relayer` to act as a relayer for them.
     */
    function hasApprovedRelayer(address user, address relayer) external view returns (bool);

    /**
     * @dev Allows `relayer` to act as a relayer for `sender` if `approved` is true, and disallows it otherwise.
     *
     * Emits a `RelayerApprovalChanged` event.
     */
    function setRelayerApproval(
        address sender,
        address relayer,
        bool approved
    ) external;

    /**
     * @dev Emitted every time a relayer is approved or disapproved by `setRelayerApproval`.
     */
    event RelayerApprovalChanged(address indexed relayer, address indexed sender, bool approved);

    // Internal Balance
    //
    // Users can deposit tokens into the Vault, where they are allocated to their Internal Balance, and later
    // transferred or withdrawn. It can also be used as a source of tokens when joining Pools, as a destination
    // when exiting them, and as either when performing swaps. This usage of Internal Balance results in greatly reduced
    // gas costs when compared to relying on plain ERC20 transfers, leading to large savings for frequent users.
    //
    // Internal Balance management features batching, which means a single contract call can be used to perform multiple
    // operations of different kinds, with different senders and recipients, at once.

    /**
     * @dev Returns `user`'s Internal Balance for a set of tokens.
     */
    function getInternalBalance(address user, IERC20[] memory tokens) external view returns (uint256[] memory);

    /**
     * @dev Performs a set of user balance operations, which involve Internal Balance (deposit, withdraw or transfer)
     * and plain ERC20 transfers using the Vault's allowance. This last feature is particularly useful for relayers, as
     * it lets integrators reuse a user's Vault allowance.
     *
     * For each operation, if the caller is not `sender`, it must be an authorized relayer for them.
     */
    function manageUserBalance(UserBalanceOp[] memory ops) external payable;

    /**
     * @dev Data for `manageUserBalance` operations, which include the possibility for ETH to be sent and received
     without manual WETH wrapping or unwrapping.
     */
    struct UserBalanceOp {
        UserBalanceOpKind kind;
        IAsset asset;
        uint256 amount;
        address sender;
        address payable recipient;
    }

    // There are four possible operations in `manageUserBalance`:
    //
    // - DEPOSIT_INTERNAL
    // Increases the Internal Balance of the `recipient` account by transferring tokens from the corresponding
    // `sender`. The sender must have allowed the Vault to use their tokens via `IERC20.approve()`.
    //
    // ETH can be used by passing the ETH sentinel value as the asset and forwarding ETH in the call: it will be wrapped
    // and deposited as WETH. Any ETH amount remaining will be sent back to the caller (not the sender, which is
    // relevant for relayers).
    //
    // Emits an `InternalBalanceChanged` event.
    //
    //
    // - WITHDRAW_INTERNAL
    // Decreases the Internal Balance of the `sender` account by transferring tokens to the `recipient`.
    //
    // ETH can be used by passing the ETH sentinel value as the asset. This will deduct WETH instead, unwrap it and send
    // it to the recipient as ETH.
    //
    // Emits an `InternalBalanceChanged` event.
    //
    //
    // - TRANSFER_INTERNAL
    // Transfers tokens from the Internal Balance of the `sender` account to the Internal Balance of `recipient`.
    //
    // Reverts if the ETH sentinel value is passed.
    //
    // Emits an `InternalBalanceChanged` event.
    //
    //
    // - TRANSFER_EXTERNAL
    // Transfers tokens from `sender` to `recipient`, using the Vault's ERC20 allowance. This is typically used by
    // relayers, as it lets them reuse a user's Vault allowance.
    //
    // Reverts if the ETH sentinel value is passed.
    //
    // Emits an `ExternalBalanceTransfer` event.

    enum UserBalanceOpKind { DEPOSIT_INTERNAL, WITHDRAW_INTERNAL, TRANSFER_INTERNAL, TRANSFER_EXTERNAL }

    /**
     * @dev Emitted when a user's Internal Balance changes, either from calls to `manageUserBalance`, or through
     * interacting with Pools using Internal Balance.
     *
     * Because Internal Balance works exclusively with ERC20 tokens, ETH deposits and withdrawals will use the WETH
     * address.
     */
    event InternalBalanceChanged(address indexed user, IERC20 indexed token, int256 delta);

    /**
     * @dev Emitted when a user's Vault ERC20 allowance is used by the Vault to transfer tokens to an external account.
     */
    event ExternalBalanceTransfer(IERC20 indexed token, address indexed sender, address recipient, uint256 amount);

    // Pools
    //
    // There are three specialization settings for Pools, which allow for cheaper swaps at the cost of reduced
    // functionality:
    //
    //  - General: no specialization, suited for all Pools. IGeneralPool is used for swap request callbacks, passing the
    // balance of all tokens in the Pool. These Pools have the largest swap costs (because of the extra storage reads),
    // which increase with the number of registered tokens.
    //
    //  - Minimal Swap Info: IMinimalSwapInfoPool is used instead of IGeneralPool, which saves gas by only passing the
    // balance of the two tokens involved in the swap. This is suitable for some pricing algorithms, like the weighted
    // constant product one popularized by Balancer V1. Swap costs are smaller compared to general Pools, and are
    // independent of the number of registered tokens.
    //
    //  - Two Token: only allows two tokens to be registered. This achieves the lowest possible swap gas cost. Like
    // minimal swap info Pools, these are called via IMinimalSwapInfoPool.

    enum PoolSpecialization { GENERAL, MINIMAL_SWAP_INFO, TWO_TOKEN }

    /**
     * @dev Registers the caller account as a Pool with a given specialization setting. Returns the Pool's ID, which
     * is used in all Pool-related functions. Pools cannot be deregistered, nor can the Pool's specialization be
     * changed.
     *
     * The caller is expected to be a smart contract that implements either `IGeneralPool` or `IMinimalSwapInfoPool`,
     * depending on the chosen specialization setting. This contract is known as the Pool's contract.
     *
     * Note that the same contract may register itself as multiple Pools with unique Pool IDs, or in other words,
     * multiple Pools may share the same contract.
     *
     * Emits a `PoolRegistered` event.
     */
    function registerPool(PoolSpecialization specialization) external returns (bytes32);

    /**
     * @dev Emitted when a Pool is registered by calling `registerPool`.
     */
    event PoolRegistered(bytes32 indexed poolId, address indexed poolAddress, PoolSpecialization specialization);

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

    /**
     * @dev Registers `tokens` for the `poolId` Pool. Must be called by the Pool's contract.
     *
     * Pools can only interact with tokens they have registered. Users join a Pool by transferring registered tokens,
     * exit by receiving registered tokens, and can only swap registered tokens.
     *
     * Each token can only be registered once. For Pools with the Two Token specialization, `tokens` must have a length
     * of two, that is, both tokens must be registered in the same `registerTokens` call, and they must be sorted in
     * ascending order.
     *
     * The `tokens` and `assetManagers` arrays must have the same length, and each entry in these indicates the Asset
     * Manager for the corresponding token. Asset Managers can manage a Pool's tokens via `managePoolBalance`,
     * depositing and withdrawing them directly, and can even set their balance to arbitrary amounts. They are therefore
     * expected to be highly secured smart contracts with sound design principles, and the decision to register an
     * Asset Manager should not be made lightly.
     *
     * Pools can choose not to assign an Asset Manager to a given token by passing in the zero address. Once an Asset
     * Manager is set, it cannot be changed except by deregistering the associated token and registering again with a
     * different Asset Manager.
     *
     * Emits a `TokensRegistered` event.
     */
    function registerTokens(
        bytes32 poolId,
        IERC20[] memory tokens,
        address[] memory assetManagers
    ) external;

    /**
     * @dev Emitted when a Pool registers tokens by calling `registerTokens`.
     */
    event TokensRegistered(bytes32 indexed poolId, IERC20[] tokens, address[] assetManagers);

    /**
     * @dev Deregisters `tokens` for the `poolId` Pool. Must be called by the Pool's contract.
     *
     * Only registered tokens (via `registerTokens`) can be deregistered. Additionally, they must have zero total
     * balance. For Pools with the Two Token specialization, `tokens` must have a length of two, that is, both tokens
     * must be deregistered in the same `deregisterTokens` call.
     *
     * A deregistered token can be re-registered later on, possibly with a different Asset Manager.
     *
     * Emits a `TokensDeregistered` event.
     */
    function deregisterTokens(bytes32 poolId, IERC20[] memory tokens) external;

    /**
     * @dev Emitted when a Pool deregisters tokens by calling `deregisterTokens`.
     */
    event TokensDeregistered(bytes32 indexed poolId, IERC20[] tokens);

    /**
     * @dev Returns detailed information for a Pool's registered token.
     *
     * `cash` is the number of tokens the Vault currently holds for the Pool. `managed` is the number of tokens
     * withdrawn and held outside the Vault by the Pool's token Asset Manager. The Pool's total balance for `token`
     * equals the sum of `cash` and `managed`.
     *
     * Internally, `cash` and `managed` are stored using 112 bits. No action can ever cause a Pool's token `cash`,
     * `managed` or `total` balance to be greater than 2^112 - 1.
     *
     * `lastChangeBlock` is the number of the block in which `token`'s total balance was last modified (via either a
     * join, exit, swap, or Asset Manager update). This value is useful to avoid so-called 'sandwich attacks', for
     * example when developing price oracles. A change of zero (e.g. caused by a swap with amount zero) is considered a
     * change for this purpose, and will update `lastChangeBlock`.
     *
     * `assetManager` is the Pool's token Asset Manager.
     */
    function getPoolTokenInfo(bytes32 poolId, IERC20 token)
        external
        view
        returns (
            uint256 cash,
            uint256 managed,
            uint256 lastChangeBlock,
            address assetManager
        );

    /**
     * @dev Returns a Pool's registered tokens, the total balance for each, and the latest block when *any* of
     * the tokens' `balances` changed.
     *
     * The order of the `tokens` array is the same order that will be used in `joinPool`, `exitPool`, as well as in all
     * Pool hooks (where applicable). Calls to `registerTokens` and `deregisterTokens` may change this order.
     *
     * If a Pool only registers tokens once, and these are sorted in ascending order, they will be stored in the same
     * order as passed to `registerTokens`.
     *
     * Total balances include both tokens held by the Vault and those withdrawn by the Pool's Asset Managers. These are
     * the amounts used by joins, exits and swaps. For a detailed breakdown of token balances, use `getPoolTokenInfo`
     * instead.
     */
    function getPoolTokens(bytes32 poolId)
        external
        view
        returns (
            IERC20[] memory tokens,
            uint256[] memory balances,
            uint256 lastChangeBlock
        );

    /**
     * @dev Called by users to join a Pool, which transfers tokens from `sender` into the Pool's balance. This will
     * trigger custom Pool behavior, which will typically grant something in return to `recipient` - often tokenized
     * Pool shares.
     *
     * If the caller is not `sender`, it must be an authorized relayer for them.
     *
     * The `assets` and `maxAmountsIn` arrays must have the same length, and each entry indicates the maximum amount
     * to send for each asset. The amounts to send are decided by the Pool and not the Vault: it just enforces
     * these maximums.
     *
     * If joining a Pool that holds WETH, it is possible to send ETH directly: the Vault will do the wrapping. To enable
     * this mechanism, the IAsset sentinel value (the zero address) must be passed in the `assets` array instead of the
     * WETH address. Note that it is not possible to combine ETH and WETH in the same join. Any excess ETH will be sent
     * back to the caller (not the sender, which is important for relayers).
     *
     * `assets` must have the same length and order as the array returned by `getPoolTokens`. This prevents issues when
     * interacting with Pools that register and deregister tokens frequently. If sending ETH however, the array must be
     * sorted *before* replacing the WETH address with the ETH sentinel value (the zero address), which means the final
     * `assets` array might not be sorted. Pools with no registered tokens cannot be joined.
     *
     * If `fromInternalBalance` is true, the caller's Internal Balance will be preferred: ERC20 transfers will only
     * be made for the difference between the requested amount and Internal Balance (if any). Note that ETH cannot be
     * withdrawn from Internal Balance: attempting to do so will trigger a revert.
     *
     * This causes the Vault to call the `IBasePool.onJoinPool` hook on the Pool's contract, where Pools implement
     * their own custom logic. This typically requires additional information from the user (such as the expected number
     * of Pool shares). This can be encoded in the `userData` argument, which is ignored by the Vault and passed
     * directly to the Pool's contract, as is `recipient`.
     *
     * Emits a `PoolBalanceChanged` event.
     */
    function joinPool(
        bytes32 poolId,
        address sender,
        address recipient,
        JoinPoolRequest memory request
    ) external payable;

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

    /**
     * @dev Called by users to exit a Pool, which transfers tokens from the Pool's balance to `recipient`. This will
     * trigger custom Pool behavior, which will typically ask for something in return from `sender` - often tokenized
     * Pool shares. The amount of tokens that can be withdrawn is limited by the Pool's `cash` balance (see
     * `getPoolTokenInfo`).
     *
     * If the caller is not `sender`, it must be an authorized relayer for them.
     *
     * The `tokens` and `minAmountsOut` arrays must have the same length, and each entry in these indicates the minimum
     * token amount to receive for each token contract. The amounts to send are decided by the Pool and not the Vault:
     * it just enforces these minimums.
     *
     * If exiting a Pool that holds WETH, it is possible to receive ETH directly: the Vault will do the unwrapping. To
     * enable this mechanism, the IAsset sentinel value (the zero address) must be passed in the `assets` array instead
     * of the WETH address. Note that it is not possible to combine ETH and WETH in the same exit.
     *
     * `assets` must have the same length and order as the array returned by `getPoolTokens`. This prevents issues when
     * interacting with Pools that register and deregister tokens frequently. If receiving ETH however, the array must
     * be sorted *before* replacing the WETH address with the ETH sentinel value (the zero address), which means the
     * final `assets` array might not be sorted. Pools with no registered tokens cannot be exited.
     *
     * If `toInternalBalance` is true, the tokens will be deposited to `recipient`'s Internal Balance. Otherwise,
     * an ERC20 transfer will be performed. Note that ETH cannot be deposited to Internal Balance: attempting to
     * do so will trigger a revert.
     *
     * `minAmountsOut` is the minimum amount of tokens the user expects to get out of the Pool, for each token in the
     * `tokens` array. This array must match the Pool's registered tokens.
     *
     * This causes the Vault to call the `IBasePool.onExitPool` hook on the Pool's contract, where Pools implement
     * their own custom logic. This typically requires additional information from the user (such as the expected number
     * of Pool shares to return). This can be encoded in the `userData` argument, which is ignored by the Vault and
     * passed directly to the Pool's contract.
     *
     * Emits a `PoolBalanceChanged` event.
     */
    function exitPool(
        bytes32 poolId,
        address sender,
        address payable recipient,
        ExitPoolRequest memory request
    ) external;

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

    /**
     * @dev Emitted when a user joins or exits a Pool by calling `joinPool` or `exitPool`, respectively.
     */
    event PoolBalanceChanged(
        bytes32 indexed poolId,
        address indexed liquidityProvider,
        IERC20[] tokens,
        int256[] deltas,
        uint256[] protocolFeeAmounts
    );

    enum PoolBalanceChangeKind { JOIN, EXIT }

    // Swaps
    //
    // Users can swap tokens with Pools by calling the `swap` and `batchSwap` functions. To do this,
    // they need not trust Pool contracts in any way: all security checks are made by the Vault. They must however be
    // aware of the Pools' pricing algorithms in order to estimate the prices Pools will quote.
    //
    // The `swap` function executes a single swap, while `batchSwap` can perform multiple swaps in sequence.
    // In each individual swap, tokens of one kind are sent from the sender to the Pool (this is the 'token in'),
    // and tokens of another kind are sent from the Pool to the recipient in exchange (this is the 'token out').
    // More complex swaps, such as one token in to multiple tokens out can be achieved by batching together
    // individual swaps.
    //
    // There are two swap kinds:
    //  - 'given in' swaps, where the amount of tokens in (sent to the Pool) is known, and the Pool determines (via the
    // `onSwap` hook) the amount of tokens out (to send to the recipient).
    //  - 'given out' swaps, where the amount of tokens out (received from the Pool) is known, and the Pool determines
    // (via the `onSwap` hook) the amount of tokens in (to receive from the sender).
    //
    // Additionally, it is possible to chain swaps using a placeholder input amount, which the Vault replaces with
    // the calculated output of the previous swap. If the previous swap was 'given in', this will be the calculated
    // tokenOut amount. If the previous swap was 'given out', it will use the calculated tokenIn amount. These extended
    // swaps are known as 'multihop' swaps, since they 'hop' through a number of intermediate tokens before arriving at
    // the final intended token.
    //
    // In all cases, tokens are only transferred in and out of the Vault (or withdrawn from and deposited into Internal
    // Balance) after all individual swaps have been completed, and the net token balance change computed. This makes
    // certain swap patterns, such as multihops, or swaps that interact with the same token pair in multiple Pools, cost
    // much less gas than they would otherwise.
    //
    // It also means that under certain conditions it is possible to perform arbitrage by swapping with multiple
    // Pools in a way that results in net token movement out of the Vault (profit), with no tokens being sent in (only
    // updating the Pool's internal accounting).
    //
    // To protect users from front-running or the market changing rapidly, they supply a list of 'limits' for each token
    // involved in the swap, where either the maximum number of tokens to send (by passing a positive value) or the
    // minimum amount of tokens to receive (by passing a negative value) is specified.
    //
    // Additionally, a 'deadline' timestamp can also be provided, forcing the swap to fail if it occurs after
    // this point in time (e.g. if the transaction failed to be included in a block promptly).
    //
    // If interacting with Pools that hold WETH, it is possible to both send and receive ETH directly: the Vault will do
    // the wrapping and unwrapping. To enable this mechanism, the IAsset sentinel value (the zero address) must be
    // passed in the `assets` array instead of the WETH address. Note that it is possible to combine ETH and WETH in the
    // same swap. Any excess ETH will be sent back to the caller (not the sender, which is relevant for relayers).
    //
    // Finally, Internal Balance can be used when either sending or receiving tokens.

    enum SwapKind { GIVEN_IN, GIVEN_OUT }

    /**
     * @dev Performs a swap with a single Pool.
     *
     * If the swap is 'given in' (the number of tokens to send to the Pool is known), it returns the amount of tokens
     * taken from the Pool, which must be greater than or equal to `limit`.
     *
     * If the swap is 'given out' (the number of tokens to take from the Pool is known), it returns the amount of tokens
     * sent to the Pool, which must be less than or equal to `limit`.
     *
     * Internal Balance usage and the recipient are determined by the `funds` struct.
     *
     * Emits a `Swap` event.
     */
    function swap(
        SingleSwap memory singleSwap,
        FundManagement memory funds,
        uint256 limit,
        uint256 deadline
    ) external payable returns (uint256);

    /**
     * @dev Data for a single swap executed by `swap`. `amount` is either `amountIn` or `amountOut` depending on
     * the `kind` value.
     *
     * `assetIn` and `assetOut` are either token addresses, or the IAsset sentinel value for ETH (the zero address).
     * Note that Pools never interact with ETH directly: it will be wrapped to or unwrapped from WETH by the Vault.
     *
     * The `userData` field is ignored by the Vault, but forwarded to the Pool in the `onSwap` hook, and may be
     * used to extend swap behavior.
     */
    struct SingleSwap {
        bytes32 poolId;
        SwapKind kind;
        IAsset assetIn;
        IAsset assetOut;
        uint256 amount;
        bytes userData;
    }

    /**
     * @dev Performs a series of swaps with one or multiple Pools. In each individual swap, the caller determines either
     * the amount of tokens sent to or received from the Pool, depending on the `kind` value.
     *
     * Returns an array with the net Vault asset balance deltas. Positive amounts represent tokens (or ETH) sent to the
     * Vault, and negative amounts represent tokens (or ETH) sent by the Vault. Each delta corresponds to the asset at
     * the same index in the `assets` array.
     *
     * Swaps are executed sequentially, in the order specified by the `swaps` array. Each array element describes a
     * Pool, the token to be sent to this Pool, the token to receive from it, and an amount that is either `amountIn` or
     * `amountOut` depending on the swap kind.
     *
     * Multihop swaps can be executed by passing an `amount` value of zero for a swap. This will cause the amount in/out
     * of the previous swap to be used as the amount in for the current one. In a 'given in' swap, 'tokenIn' must equal
     * the previous swap's `tokenOut`. For a 'given out' swap, `tokenOut` must equal the previous swap's `tokenIn`.
     *
     * The `assets` array contains the addresses of all assets involved in the swaps. These are either token addresses,
     * or the IAsset sentinel value for ETH (the zero address). Each entry in the `swaps` array specifies tokens in and
     * out by referencing an index in `assets`. Note that Pools never interact with ETH directly: it will be wrapped to
     * or unwrapped from WETH by the Vault.
     *
     * Internal Balance usage, sender, and recipient are determined by the `funds` struct. The `limits` array specifies
     * the minimum or maximum amount of each token the vault is allowed to transfer.
     *
     * `batchSwap` can be used to make a single swap, like `swap` does, but doing so requires more gas than the
     * equivalent `swap` call.
     *
     * Emits `Swap` events.
     */
    function batchSwap(
        SwapKind kind,
        BatchSwapStep[] memory swaps,
        IAsset[] memory assets,
        FundManagement memory funds,
        int256[] memory limits,
        uint256 deadline
    ) external payable returns (int256[] memory);

    /**
     * @dev Data for each individual swap executed by `batchSwap`. The asset in and out fields are indexes into the
     * `assets` array passed to that function, and ETH assets are converted to WETH.
     *
     * If `amount` is zero, the multihop mechanism is used to determine the actual amount based on the amount in/out
     * from the previous swap, depending on the swap kind.
     *
     * The `userData` field is ignored by the Vault, but forwarded to the Pool in the `onSwap` hook, and may be
     * used to extend swap behavior.
     */
    struct BatchSwapStep {
        bytes32 poolId;
        uint256 assetInIndex;
        uint256 assetOutIndex;
        uint256 amount;
        bytes userData;
    }

    /**
     * @dev Emitted for each individual swap performed by `swap` or `batchSwap`.
     */
    event Swap(
        bytes32 indexed poolId,
        IERC20 indexed tokenIn,
        IERC20 indexed tokenOut,
        uint256 amountIn,
        uint256 amountOut
    );

    /**
     * @dev All tokens in a swap are either sent from the `sender` account to the Vault, or from the Vault to the
     * `recipient` account.
     *
     * If the caller is not `sender`, it must be an authorized relayer for them.
     *
     * If `fromInternalBalance` is true, the `sender`'s Internal Balance will be preferred, performing an ERC20
     * transfer for the difference between the requested amount and the User's Internal Balance (if any). The `sender`
     * must have allowed the Vault to use their tokens via `IERC20.approve()`. This matches the behavior of
     * `joinPool`.
     *
     * If `toInternalBalance` is true, tokens will be deposited to `recipient`'s internal balance instead of
     * transferred. This matches the behavior of `exitPool`.
     *
     * Note that ETH cannot be deposited to or withdrawn from Internal Balance: attempting to do so will trigger a
     * revert.
     */
    struct FundManagement {
        address sender;
        bool fromInternalBalance;
        address payable recipient;
        bool toInternalBalance;
    }

    /**
     * @dev Simulates a call to `batchSwap`, returning an array of Vault asset deltas. Calls to `swap` cannot be
     * simulated directly, but an equivalent `batchSwap` call can and will yield the exact same result.
     *
     * Each element in the array corresponds to the asset at the same index, and indicates the number of tokens (or ETH)
     * the Vault would take from the sender (if positive) or send to the recipient (if negative). The arguments it
     * receives are the same that an equivalent `batchSwap` call would receive.
     *
     * Unlike `batchSwap`, this function performs no checks on the sender or recipient field in the `funds` struct.
     * This makes it suitable to be called by off-chain applications via eth_call without needing to hold tokens,
     * approve them for the Vault, or even know a user's address.
     *
     * Note that this function is not 'view' (due to implementation details): the client code must explicitly execute
     * eth_call instead of eth_sendTransaction.
     */
    function queryBatchSwap(
        SwapKind kind,
        BatchSwapStep[] memory swaps,
        IAsset[] memory assets,
        FundManagement memory funds
    ) external returns (int256[] memory assetDeltas);

    // Flash Loans

    /**
     * @dev Performs a 'flash loan', sending tokens to `recipient`, executing the `receiveFlashLoan` hook on it,
     * and then reverting unless the tokens plus a proportional protocol fee have been returned.
     *
     * The `tokens` and `amounts` arrays must have the same length, and each entry in these indicates the loan amount
     * for each token contract. `tokens` must be sorted in ascending order.
     *
     * The 'userData' field is ignored by the Vault, and forwarded as-is to `recipient` as part of the
     * `receiveFlashLoan` call.
     *
     * Emits `FlashLoan` events.
     */
    function flashLoan(
        IFlashLoanRecipient recipient,
        IERC20[] memory tokens,
        uint256[] memory amounts,
        bytes memory userData
    ) external;

    /**
     * @dev Emitted for each individual flash loan performed by `flashLoan`.
     */
    event FlashLoan(IFlashLoanRecipient indexed recipient, IERC20 indexed token, uint256 amount, uint256 feeAmount);

    // Asset Management
    //
    // Each token registered for a Pool can be assigned an Asset Manager, which is able to freely withdraw the Pool's
    // tokens from the Vault, deposit them, or assign arbitrary values to its `managed` balance (see
    // `getPoolTokenInfo`). This makes them extremely powerful and dangerous. Even if an Asset Manager only directly
    // controls one of the tokens in a Pool, a malicious manager could set that token's balance to manipulate the
    // prices of the other tokens, and then drain the Pool with swaps. The risk of using Asset Managers is therefore
    // not constrained to the tokens they are managing, but extends to the entire Pool's holdings.
    //
    // However, a properly designed Asset Manager smart contract can be safely used for the Pool's benefit,
    // for example by lending unused tokens out for interest, or using them to participate in voting protocols.
    //
    // This concept is unrelated to the IAsset interface.

    /**
     * @dev Performs a set of Pool balance operations, which may be either withdrawals, deposits or updates.
     *
     * Pool Balance management features batching, which means a single contract call can be used to perform multiple
     * operations of different kinds, with different Pools and tokens, at once.
     *
     * For each operation, the caller must be registered as the Asset Manager for `token` in `poolId`.
     */
    function managePoolBalance(PoolBalanceOp[] memory ops) external;

    struct PoolBalanceOp {
        PoolBalanceOpKind kind;
        bytes32 poolId;
        IERC20 token;
        uint256 amount;
    }

    /**
     * Withdrawals decrease the Pool's cash, but increase its managed balance, leaving the total balance unchanged.
     *
     * Deposits increase the Pool's cash, but decrease its managed balance, leaving the total balance unchanged.
     *
     * Updates don't affect the Pool's cash balance, but because the managed balance changes, it does alter the total.
     * The external amount can be either increased or decreased by this call (i.e., reporting a gain or a loss).
     */
    enum PoolBalanceOpKind { WITHDRAW, DEPOSIT, UPDATE }

    /**
     * @dev Emitted when a Pool's token Asset Manager alters its balance via `managePoolBalance`.
     */
    event PoolBalanceManaged(
        bytes32 indexed poolId,
        address indexed assetManager,
        IERC20 indexed token,
        int256 cashDelta,
        int256 managedDelta
    );

    // Protocol Fees
    //
    // Some operations cause the Vault to collect tokens in the form of protocol fees, which can then be withdrawn by
    // permissioned accounts.
    //
    // There are two kinds of protocol fees:
    //
    //  - flash loan fees: charged on all flash loans, as a percentage of the amounts lent.
    //
    //  - swap fees: a percentage of the fees charged by Pools when performing swaps. For a number of reasons, including
    // swap gas costs and interface simplicity, protocol swap fees are not charged on each individual swap. Rather,
    // Pools are expected to keep track of how much they have charged in swap fees, and pay any outstanding debts to the
    // Vault when they are joined or exited. This prevents users from joining a Pool with unpaid debt, as well as
    // exiting a Pool in debt without first paying their share.

    /**
     * @dev Returns the current protocol fee module.
     */
    function getProtocolFeesCollector() external view returns (IProtocolFeesCollector);

    /**
     * @dev Safety mechanism to pause most Vault operations in the event of an emergency - typically detection of an
     * error in some part of the system.
     *
     * The Vault can only be paused during an initial time period, after which pausing is forever disabled.
     *
     * While the contract is paused, the following features are disabled:
     * - depositing and transferring internal balance
     * - transferring external balance (using the Vault's allowance)
     * - swaps
     * - joining Pools
     * - Asset Manager interactions
     *
     * Internal Balance can still be withdrawn, and Pools exited.
     */
    function setPaused(bool paused) external;

    /**
     * @dev Returns the Vault's WETH instance.
     */
    function WETH() external view returns (IWETH);
    // solhint-disable-previous-line func-name-mixedcase
}

// File: @sense-finance/v1-utils/src/Trust.sol



// SPDX-License-Identifier: AGPL-3.0-only
pragma solidity >=0.7.0;

/// @notice Ultra minimal authorization logic for smart contracts.
/// @author From https://github.com/Rari-Capital/solmate/blob/fab107565a51674f3a3b5bfdaacc67f6179b1a9b/src/auth/Trust.sol
abstract contract Trust {
    event UserTrustUpdated(address indexed user, bool trusted);

    mapping(address => bool) public isTrusted;

    constructor(address initialUser) {
        isTrusted[initialUser] = true;

        emit UserTrustUpdated(initialUser, true);
    }

    function setIsTrusted(address user, bool trusted) public virtual requiresTrust {
        isTrusted[user] = trusted;

        emit UserTrustUpdated(user, trusted);
    }

    modifier requiresTrust() {
        require(isTrusted[msg.sender], "UNTRUSTED");

        _;
    }
}

// File: lib/v1-space/src/Space.sol



// SPDX-License-Identifier: AGPL-3.0-only
pragma solidity ^0.7.0;
pragma experimental ABIEncoderV2;

// External references
import { FixedPoint } from "@balancer-labs/v2-solidity-utils/contracts/math/FixedPoint.sol";
import { Math as BasicMath } from "@balancer-labs/v2-solidity-utils/contracts/math/Math.sol";
import { BalancerPoolToken } from "@balancer-labs/v2-pool-utils/contracts/BalancerPoolToken.sol";
import { ERC20 } from "@balancer-labs/v2-solidity-utils/contracts/openzeppelin/ERC20.sol";
import { LogCompression } from "@balancer-labs/v2-solidity-utils/contracts/helpers/LogCompression.sol";

import { IMinimalSwapInfoPool } from "@balancer-labs/v2-vault/contracts/interfaces/IMinimalSwapInfoPool.sol";
import { IVault } from "@balancer-labs/v2-vault/contracts/interfaces/IVault.sol";
import { IERC20 } from "@balancer-labs/v2-solidity-utils/contracts/openzeppelin/IERC20.sol";

import { Errors, _require } from "./Errors.sol";
import { PoolPriceOracle } from "./oracle/PoolPriceOracle.sol";

interface AdapterLike {
    function scale() external returns (uint256);

    function scaleStored() external view returns (uint256);

    function target() external view returns (address);

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

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

    function getUnderlyingPrice() external view returns (uint256);
}

/*
                    SPACE
        *   '*
                *
                        *
                            *
                    *
                            *
                .                      .
                .                      ;
                :                  - --+- -
                !           .          !

*/

/// @notice A Yieldspace implementation extended such that LPs can deposit
/// [Principal Token, Yield-bearing asset], rather than [Principal Token, Underlying], while keeping the benefits of the
/// yieldspace invariant (e.g. it can hold [Principal Token, cDAI], rather than [Principal Token, DAI], while still operating
/// in "yield space" for the principal token side. See the YieldSpace paper for more https://yield.is/YieldSpace.pdf)
/// @dev We use much more internal storage here than in other Sense contracts because it
/// conforms to Balancer's own style, and we're using several Balancer functions that play nicer if we do.
/// @dev Requires an external "Adapter" contract with a `scale()` function which returns the
/// current exchange rate from Target to the Underlying asset.
contract Space is IMinimalSwapInfoPool, BalancerPoolToken, PoolPriceOracle {
    using FixedPoint for uint256;

    /* ========== STRUCTURES ========== */

    struct OracleData {
        uint16 oracleIndex;
        uint32 oracleSampleInitialTimestamp;
        bool oracleEnabled;
        int200 logInvariant;
    }

    /* ========== CONSTANTS ========== */

    /// @notice Minimum BPT we can have for this pool after initialization
    uint256 public constant MINIMUM_BPT = 1e6;

    /* ========== PUBLIC IMMUTABLES ========== */

    /// @notice Adapter address for the associated Series
    address public immutable adapter;

    /// @notice Maturity timestamp for associated Series
    uint256 public immutable maturity;

    /// @notice Principal Token index (there are only two tokens in this pool, so `targeti` is always just the complement)
    uint256 public immutable pti;

    /// @notice Yieldspace config indicating the starting point from which the curve shifts (lower numbers mean that it starts closer to the constant sum side)
    uint256 public immutable ts;

    /// @notice Yieldspace config indicating how much to discount the effective interest when swapping Target to PT
    uint256 public immutable g1;

    /// @notice Yieldspace config indicating how much to mark the effective interest up when swapping PT to Target
    uint256 public immutable g2;

    /* ========== INTERNAL IMMUTABLES ========== */

    /// @dev Balancer pool id (as registered with the Balancer Vault)
    bytes32 internal immutable _poolId;

    /// @dev Token registered at index 0 for this pool
    IERC20 internal immutable _token0;

    /// @dev Token registered at index one for this pool
    IERC20 internal immutable _token1;

    /// @dev Factor needed to scale the PT to 18 decimals
    uint256 internal immutable _scalingFactorPT;

    /// @dev Factor needed to scale the Target token to 18 decimals
    uint256 internal immutable _scalingFactorTarget;

    /// @dev Balancer Vault
    IVault internal immutable _vault;

    /// @dev Contract that collects Balancer protocol fees
    address internal immutable _protocolFeesCollector;

    /* ========== INTERNAL MUTABLE STORAGE ========== */

    /// @dev Scale value for the yield-bearing asset's first `join` (i.e. initialization)
    uint256 internal _initScale;

    /// @dev Invariant tracking for calculating Balancer protocol fees
    uint256 internal _lastToken0Reserve;
    uint256 internal _lastToken1Reserve;

    /// @dev Oracle sample collection metadata
    OracleData internal oracleData;

    constructor(
        IVault vault,
        address _adapter,
        uint256 _maturity,
        address pt,
        uint256 _ts,
        uint256 _g1,
        uint256 _g2,
        bool _oracleEnabled
    ) BalancerPoolToken(
        string(abi.encodePacked("Sense Space ", ERC20(pt).name())),
        string(abi.encodePacked("SPACE-", ERC20(pt).symbol()))
    ) {
        bytes32 poolId = vault.registerPool(IVault.PoolSpecialization.TWO_TOKEN);

        address target = AdapterLike(_adapter).target();
        IERC20[] memory tokens = new IERC20[](2);

        // Ensure that the array of tokens is correctly ordered
        uint256 _pti = pt < target ? 0 : 1;
        tokens[_pti] = IERC20(pt);
        tokens[1 - _pti] = IERC20(target);
        vault.registerTokens(poolId, tokens, new address[](2));

        // Set Balancer-specific pool config
        _vault = vault;
        _poolId = poolId;
        _token0 = tokens[0];
        _token1 = tokens[1];
        _protocolFeesCollector = address(vault.getProtocolFeesCollector());

        _scalingFactorPT = 10**(BasicMath.sub(uint256(18), ERC20(pt).decimals()));
        _scalingFactorTarget = 10**(BasicMath.sub(uint256(18), ERC20(target).decimals()));

        // Set Yieldspace config
        g1 = _g1; // Fees are baked into factors `g1` & `g2`,
        g2 = _g2; // see the "Fees" section of the yieldspace paper
        ts = _ts;

        // Set Space-specific slots
        pti = _pti;
        adapter = _adapter;
        maturity = _maturity;
        oracleData.oracleEnabled = _oracleEnabled;
    }

    /* ========== BALANCER VAULT HOOKS ========== */

    function onJoinPool(
        bytes32 poolId,
        address, /* sender */
        address recipient,
        uint256[] memory reserves,
        uint256 lastChangeBlock,
        uint256 protocolSwapFeePercentage,
        bytes memory userData
    ) external override onlyVault(poolId) returns (uint256[] memory, uint256[] memory) {
        // Space does not have multiple join types like other Balancer pools,
        // instead, its `joinPool` always behaves like `EXACT_TOKENS_IN_FOR_BPT_OUT`

        _require(maturity >= block.timestamp, Errors.POOL_PAST_MATURITY);

        (uint256[] memory reqAmountsIn, uint256 minBptOut) = abi.decode(userData, (uint256[], uint256));

        // Upscale both requested amounts and reserves to 18 decimals
        _upscaleArray(reserves);
        _upscaleArray(reqAmountsIn);

        if (totalSupply() == 0) {
            uint256 initScale = AdapterLike(adapter).scale();

            // Convert target balance into Underlying
            // note We assume scale values will always be 18 decimals
            uint256 underlyingIn = reqAmountsIn[1 - pti].mulDown(initScale);

            // Just like weighted pool 2 token from the balancer v2 monorepo,
            // we lock MINIMUM_BPT in by minting it for the PT address. This reduces potential
            // issues with rounding and ensures that this code path will only be executed once
            _mintPoolTokens(address(0), MINIMUM_BPT);

            uint256 bptToMint = underlyingIn.sub(MINIMUM_BPT);

            // Mint the recipient BPT comensurate with the value of their join in Underlying
            _mintPoolTokens(recipient, bptToMint);

            _require(bptToMint >= minBptOut, Errors.BPT_OUT_MIN_AMOUNT);

            // Amounts entering the Pool, so we round up
            _downscaleUpArray(reqAmountsIn);

            // Set the scale value all future deposits will be backdated to
            _initScale = initScale;

            // For the first join, we don't pull any PT, regardless of what the caller requested.
            // This starts this pool off as synthetic Underlying only, as the yieldspace invariant expects
            delete reqAmountsIn[pti];

            // Cache starting Target reserves
            reserves = reqAmountsIn;
        
            // Cache new reserves, post join
            _cacheReserves(reserves);

            return (reqAmountsIn, new uint256[](2));
        } else {
            // Update oracle with upscaled reserves
            _updateOracle(lastChangeBlock, reserves[pti], reserves[1 - pti]);

            // Calculate fees due before updating bpt balances to determine invariant growth from just swap fees
            if (protocolSwapFeePercentage != 0) {
                // This doesn't break the YS virtual reserves efficiency trick because, even though we're minting new BPT, 
                // the BPT is still getting denser faster than it's getting diluted, 
                // meaning that it'll never fall below invariant #23 in the YS paper
                _mintPoolTokens(_protocolFeesCollector, _bptFeeDue(reserves, protocolSwapFeePercentage));
            }

            (uint256 bptToMint, uint256[] memory amountsIn) = _tokensInForBptOut(reqAmountsIn, reserves);

            _require(bptToMint >= minBptOut, Errors.BPT_OUT_MIN_AMOUNT);

            // `recipient` receives liquidity tokens
            _mintPoolTokens(recipient, bptToMint);

            // Update reserves for caching
            //
            // No risk of overflow as this function will only succeed if the user actually has `amountsIn` and
            // the max token supply for a well-behaved token is bounded by `uint256 totalSupply`
            reserves[0] += amountsIn[0];
            reserves[1] += amountsIn[1];

            // Cache new reserves, post join
            _cacheReserves(reserves);

            // Amounts entering the Pool, so we round up
            _downscaleUpArray(amountsIn);

            // Inspired by PR #990 in the balancer v2 monorepo, we always return pt dueProtocolFeeAmounts
            // to the Vault, and pay protocol fees by minting BPT directly to the protocolFeeCollector instead
            return (amountsIn, new uint256[](2));
        }
    }

    function onExitPool(
        bytes32 poolId,
        address sender,
        address, /* recipient */
        uint256[] memory reserves,
        uint256 lastChangeBlock,
        uint256 protocolSwapFeePercentage,
        bytes memory userData
    ) external override onlyVault(poolId) returns (uint256[] memory, uint256[] memory) {
        // Space does not have multiple exit types like other Balancer pools,
        // instead, its `exitPool` always behaves like `EXACT_BPT_IN_FOR_TOKENS_OUT`

        // Upscale reserves to 18 decimals
        _upscaleArray(reserves);

        // Update oracle with upscaled reserves
        _updateOracle(lastChangeBlock, reserves[pti], reserves[1 - pti]);

        // Calculate fees due before updating bpt balances to determine invariant growth from just swap fees
        if (protocolSwapFeePercentage != 0) {
            _mintPoolTokens(_protocolFeesCollector, _bptFeeDue(reserves, protocolSwapFeePercentage));
        }

        // Determine what percentage of the pool the BPT being passed in represents
        uint256 bptAmountIn = abi.decode(userData, (uint256));

        // Calculate the amount of tokens owed in return for giving that amount of BPT in
        uint256[] memory amountsOut = new uint256[](2);
        uint256 _totalSupply = totalSupply();
        // Even though we are sending tokens to the user, we round both amounts out *up* here, b/c:
        //     1) Maximizing the number of tokens users get when exiting maximizes the
        //        number of BPT we mint for users joining afterwards (it maximizes the equation 
        //        totalSupply * amtIn / reserves). As a result, we ensure that the total supply component of the
        //        numerator is greater than the denominator in the "marginal rate equation" (eq. 2) from the YS paper
        //     2) We lock MINIMUM_BPT away at initialization, which means a number of reserves will
        //        remain untouched and will function as a buffer for "off by one" rounding errors
        amountsOut[0] = reserves[0].mulUp(bptAmountIn).divUp(_totalSupply);
        amountsOut[1] = reserves[1].mulUp(bptAmountIn).divUp(_totalSupply);

        // `sender` pays for the liquidity
        _burnPoolTokens(sender, bptAmountIn);

        // Update reserves for caching
        reserves[0] = reserves[0].sub(amountsOut[0]);
        reserves[1] = reserves[1].sub(amountsOut[1]);

        // Cache new invariant and reserves, post exit
        _cacheReserves(reserves);

        // Amounts are leaving the Pool, so we round down
        _downscaleDownArray(amountsOut);

        return (amountsOut, new uint256[](2));
    }

    function onSwap(
        SwapRequest memory request,
        uint256 reservesTokenIn,
        uint256 reservesTokenOut
    ) external override returns (uint256) {
        bool pTIn = request.tokenIn == _token0 ? pti == 0 : pti == 1;

        uint256 scalingFactorTokenIn = _scalingFactor(pTIn);
        uint256 scalingFactorTokenOut = _scalingFactor(!pTIn);

        // Upscale reserves to 18 decimals
        reservesTokenIn = _upscale(reservesTokenIn, scalingFactorTokenIn);
        reservesTokenOut = _upscale(reservesTokenOut, scalingFactorTokenOut);

        if (msg.sender == address(getVault())) {
            // Given this is a real swap and not a preview, update oracle with upscaled reserves
            _updateOracle(
                request.lastChangeBlock,
                pTIn ? reservesTokenIn : reservesTokenOut,
                pTIn ? reservesTokenOut: reservesTokenIn
            );
        }

        uint256 scale = AdapterLike(adapter).scale();

        if (pTIn) {
            // Add LP supply to PT reserves, as suggested by the yieldspace paper
            reservesTokenIn = reservesTokenIn.add(totalSupply());

            // Backdate the Target reserves and convert to Underlying, as if it were still t0 (initialization)
            reservesTokenOut = reservesTokenOut.mulDown(_initScale);
        } else {
            // Backdate the Target reserves and convert to Underlying, as if it were still t0 (initialization)
            reservesTokenIn = reservesTokenIn.mulDown(_initScale);

            // Add LP supply to PT reserves, as suggested by the yieldspace paper
            reservesTokenOut = reservesTokenOut.add(totalSupply());
        }

        if (request.kind == IVault.SwapKind.GIVEN_IN) {
            request.amount = _upscale(request.amount, scalingFactorTokenIn);
            // If Target is being swapped in, convert the amountIn to Underlying using present day Scale
            if (!pTIn) {
                request.amount = request.amount.mulDown(scale);
            }

            // Determine the amountOut
            uint256 amountOut = _onSwap(pTIn, true, request.amount, reservesTokenIn, reservesTokenOut);

            // If PTs are being swapped in, convert the Underlying out back to Target using present day Scale
            if (pTIn) {
                amountOut = amountOut.divDown(scale);
            }

            // AmountOut, so we round down
            return _downscaleDown(amountOut, scalingFactorTokenOut);
        } else {
            request.amount = _upscale(request.amount, scalingFactorTokenOut);
            // If PTs are being swapped in, convert the amountOut from Target to Underlying using present day Scale
            if (pTIn) {
                request.amount = request.amount.mulDown(scale);
            }

            // Determine the amountIn
            uint256 amountIn = _onSwap(pTIn, false, request.amount, reservesTokenIn, reservesTokenOut);

            // If Target is being swapped in, convert the amountIn back to Target using present day Scale
            if (!pTIn) {
                amountIn = amountIn.divDown(scale);
            }

            // amountIn, so we round up
            return _downscaleUp(amountIn, scalingFactorTokenIn);
        }
    }

    /* ========== INTERNAL JOIN/SWAP ACCOUNTING ========== */

    /// @notice Calculate the max amount of BPT that can be minted from the requested amounts in,
    // given the ratio of the reserves, and assuming we don't make any swaps
    function _tokensInForBptOut(uint256[] memory reqAmountsIn, uint256[] memory reserves)
        internal
        view
        returns (uint256, uint256[] memory)
    {
        // Disambiguate reserves wrt token type
        (uint256 pTReserves, uint256 targetReserves) = (reserves[pti], reserves[1 - pti]);

        uint256[] memory amountsIn = new uint256[](2);

        // An empty PT reserve occurs after 
        //     1) Pool initialization
        //     2) When the entire PT side is swapped out of the pool without implying a negative rate
        if (pTReserves == 0) {
            uint256 reqTargetIn = reqAmountsIn[1 - pti];
            // Mint LP shares according to the relative amount of Target being offered
            uint256 bptToMint = reqTargetIn.mulDown(_initScale);

            // Pull the entire offered Target
            amountsIn[1 - pti] = reqTargetIn;

            return (bptToMint, amountsIn);
        } else {
            // Disambiguate requested amounts wrt token type
            (uint256 reqPTIn, uint256 reqTargetIn) = (reqAmountsIn[pti], reqAmountsIn[1 - pti]);
            uint256 _totalSupply = totalSupply();
            // Caclulate the percentage of the pool we'd get if we pulled all of the requested Target in
            uint256 bptToMintTarget = BasicMath.mul(_totalSupply, reqTargetIn) / targetReserves;

            // Caclulate the percentage of the pool we'd get if we pulled all of the requested PT in
            uint256 bptToMintPT = BasicMath.mul(_totalSupply, reqPTIn) / pTReserves;

            // Determine which amountIn is our limiting factor
            if (bptToMintTarget < bptToMintPT) {
                amountsIn[pti] = BasicMath.mul(pTReserves, reqTargetIn) / targetReserves;
                amountsIn[1 - pti] = reqTargetIn;

                return (bptToMintTarget, amountsIn);
            } else {
                amountsIn[pti] = reqPTIn;
                amountsIn[1 - pti] = BasicMath.mul(targetReserves, reqPTIn) / pTReserves;

                return (bptToMintPT, amountsIn);
            }
        }
    }

    /// @notice Calculate the missing variable in the yield space equation given the direction (PT in vs. out)
    /// @dev We round in favor of the LPs, meaning that traders get slightly worse prices than they would if we had full
    /// precision. However, the differences are small (on the order of 1e-11), and should only matter for very small trades.
    function _onSwap(
        bool pTIn,
        bool givenIn,
        uint256 amountDelta,
        uint256 reservesTokenIn,
        uint256 reservesTokenOut
    ) internal view returns (uint256) {
        // xPre = token in reserves pre swap
        // yPre = token out reserves pre swap

        // Seconds until maturity, in 18 decimals
        // After maturity, this pool becomes a constant sum AMM
        uint256 ttm = maturity > block.timestamp ? uint256(maturity - block.timestamp) * FixedPoint.ONE : 0;

        // Time shifted partial `t` from the yieldspace paper (`ttm` adjusted by some factor `ts`)
        uint256 t = ts.mulDown(ttm);

        // Full `t` with fees baked in
        uint256 a = (pTIn ? g2 : g1).mulUp(t).complement();

        // Pow up for `x1` & `y1` and down for `xOrY2` causes the pow induced error for `xOrYPost`
        // to tend towards higher values rather than lower.
        // Effectively we're adding a little bump up for ammountIn, and down for amountOut

        // x1 = xPre ^ a; y1 = yPre ^ a
        uint256 x1 = reservesTokenIn.powUp(a);
        uint256 y1 = reservesTokenOut.powUp(a);

        // y2 = (yPre - amountOut) ^ a; x2 = (xPre + amountIn) ^ a
        //
        // No overflow risk in the addition as Balancer will only allow an `amountDelta` for tokens coming in
        // if the user actually has it, and the max token supply for well-behaved tokens is bounded by the uint256 type
        uint256 newReservesTokenInOrOut = givenIn ? reservesTokenIn + amountDelta : reservesTokenOut.sub(amountDelta);
        uint256 xOrY2 = newReservesTokenInOrOut.powDown(a);

        // x1 + y1 = xOrY2 + xOrYPost ^ a
        // -> xOrYPost ^ a = x1 + y1 - x2
        // -> xOrYPost = (x1 + y1 - xOrY2) ^ (1 / a)
        uint256 xOrYPost = (x1.add(y1).sub(xOrY2)).powUp(FixedPoint.ONE.divDown(a));
        _require(!givenIn || reservesTokenOut > xOrYPost, Errors.SWAP_TOO_SMALL);

        if (givenIn) {
            // Check that PT reserves are greater than "Underlying" reserves per section 6.3 of the YS paper
            _require(
                pTIn ?
                newReservesTokenInOrOut >= xOrYPost :
                newReservesTokenInOrOut <= xOrYPost,
                Errors.NEGATIVE_RATE
            );

            // amountOut = yPre - yPost
            return reservesTokenOut.sub(xOrYPost);
        } else {
            _require(
                pTIn ?
                xOrYPost >= newReservesTokenInOrOut :
                xOrYPost <= newReservesTokenInOrOut,
                Errors.NEGATIVE_RATE
            );

            // amountIn = xPost - xPre
            return xOrYPost.sub(reservesTokenIn);
        }
    }

    /* ========== PROTOCOL FEE HELPERS ========== */

    /// @notice Determine the growth in the invariant due to swap fees only
    /// @dev This can't be a view function b/c `Adapter.scale` is not a view function
    function _bptFeeDue(uint256[] memory reserves, uint256 protocolSwapFeePercentage) internal view returns (uint256) {
        uint256 ttm = maturity > block.timestamp ? uint256(maturity - block.timestamp) * FixedPoint.ONE : 0;
        uint256 a = ts.mulDown(ttm).complement();

        // Invariant growth from time only
        uint256 timeOnlyInvariant = _lastToken0Reserve.powDown(a).add(_lastToken1Reserve.powDown(a));

        // `x` & `y` for the actual invariant, with growth from time and fees
        uint256 x = reserves[pti].add(totalSupply()).powDown(a);
        uint256 y = reserves[1 - pti].mulDown(_initScale).powDown(a);
        uint256 fullInvariant = x.add(y);

        if (fullInvariant <= timeOnlyInvariant) {
            // Similar to the invariant check in balancer-v2-monorepo/**/WeightedMath.sol,
            // this shouldn't happen outside of rounding errors, yet we keep this so that those
            // potential errors don't lead to a locked state
            return 0;
        }

        // The formula to calculate fees due is:
        //
        // where:
        //   `g` is the factor by which reserves have grown
        //   `time-only invariant` = x^a + y^a
        //   `realized invariant`  = (g*x)^a + (g*y)^a
        //
        //              /   realized invariant     \ ^ (1/a)
        // `growth` =  |   ----------------------  |
        //              \   time-only invariant    /
        //
        //
        // This gets us the proportional growth of all token balances, or `growth`
        //
        // We can plug this into the following equation from `WeightedMath` in PR#1111 on the Balancer monorepo:
        //
        //             supply * protocol fee * (growth - 1)
        //                 ---------------------------
        //                          growth
        // toMint = --------------------------------------
        //              1 - protocol fee * (growth - 1)
        //                ---------------------------
        //                          growth

        uint256 growth = fullInvariant.divDown(timeOnlyInvariant).powDown(FixedPoint.ONE.divDown(a));
        uint256 k = protocolSwapFeePercentage.mulDown(growth.sub(FixedPoint.ONE)).divDown(growth);

        return totalSupply().mulDown(k).divDown(k.complement());
    }

    /// @notice Cache the given reserve amounts
    /// @dev if the oracle is set, this function will also cache the invariant and supply
    function _cacheReserves(uint256[] memory reserves) internal {
        uint256 reservePT = reserves[pti].add(totalSupply());
        // Calculate the backdated Target reserve
        uint256 reserveUnderlying = reserves[1 - pti].mulDown(_initScale);

        // Caclulate the invariant and store everything
        uint256 lastToken0Reserve;
        uint256 lastToken1Reserve;
        if (pti == 0) {
            lastToken0Reserve = reservePT;
            lastToken1Reserve = reserveUnderlying;
        } else {
            lastToken0Reserve = reserveUnderlying;
            lastToken1Reserve = reservePT;
        }

        if (oracleData.oracleEnabled) {
            // If the oracle is enabled, cache the current invarant as well so that callers can determine liquidity
            uint256 ttm = maturity > block.timestamp ? uint256(maturity - block.timestamp) * FixedPoint.ONE : 0;
            uint256 a = ts.mulDown(ttm).complement();

            oracleData.logInvariant = int200(
                LogCompression.toLowResLog(
                    lastToken0Reserve.powDown(a).add(lastToken1Reserve.powDown(a))
                )
            );
        }

        _lastToken0Reserve = lastToken0Reserve;
        _lastToken1Reserve = lastToken1Reserve;
    }

    /* ========== ORACLE HELPERS ========== */

    /// @notice Update the oracle with the current index and timestamp
    /// @dev Must receive reserves that have already been upscaled
    /// @dev Acts as a no-op if:
    ///     * the oracle is not enabled 
    ///     * a price has already been stored for this block
    ///     * the Target side of the pool doesn't have enough liquidity
    function _updateOracle(
        uint256 lastChangeBlock,
        uint256 balancePT,
        uint256 balanceTarget
    ) internal {
        // The Target side of the pool must have at least 0.01 units of liquidity for us to collect a price sample
        // note additional liquidity contraints may be enforced outside of this contract via the invariant TWAP
        if (oracleData.oracleEnabled && block.number > lastChangeBlock && balanceTarget >= 1e16) {
            // Use equation (2) from the YieldSpace paper to calculate the the marginal rate from the reserves
            uint256 impliedRate = balancePT.add(totalSupply())
                .divDown(balanceTarget.mulDown(_initScale));

            // Guard against rounding from exits leading the implied rate to be very slightly negative
            // NOTE: in a future version of this system, a postive rate invariant for joins/exits will be preserved,
            // as is currently done for swaps
            impliedRate = impliedRate < FixedPoint.ONE ? 0 : impliedRate.sub(FixedPoint.ONE);

            // Cacluate the price of one PT in Target terms
            uint256 pTPriceInTarget = getPriceFromImpliedRate(impliedRate);

            // Following Balancer's oracle conventions, get price of token 1 in terms of token 0 and
            // and the price of one BPT in terms of token 0
            //
            // note b/c reserves are upscaled coming into this function,
            // price is already upscaled to 18 decimals, regardless of the decimals used for token 0 & 1
            uint256 pairPrice = pti == 0 ? FixedPoint.ONE.divDown(pTPriceInTarget) : pTPriceInTarget;

            uint256 oracleUpdatedIndex = _processPriceData(
                oracleData.oracleSampleInitialTimestamp,
                oracleData.oracleIndex,
                LogCompression.toLowResLog(pairPrice),
                // We diverge from Balancer's defaults here by storing implied rate
                // rather than BPT price in this second slot
                //
                // Also note implied rates of less than 1e6 are taken as 1e6, b/c:
                //     1) `toLowResLog` fails for 0 and 1e6 is precise enough for our needs
                //     2) 1e6 is the lowest value Balancer passes into this util (min for totalSupply())
                impliedRate < 1e6 ? LogCompression.toLowResLog(1e6) : LogCompression.toLowResLog(impliedRate),
                int256(oracleData.logInvariant)
            );

            if (oracleData.oracleIndex != oracleUpdatedIndex) {
                oracleData.oracleSampleInitialTimestamp = uint32(block.timestamp);
                oracleData.oracleIndex = uint16(oracleUpdatedIndex);
            }
        }
    }

    function _getOracleIndex() internal view override returns (uint256) {
        return oracleData.oracleIndex;
    }

    /* ========== PUBLIC GETTERS ========== */

    /// @notice Get the APY implied rate for PTs given a price in Target
    /// @param pTPriceInTarget price of PTs in terms of Target
    function getImpliedRateFromPrice(uint256 pTPriceInTarget) public view returns (uint256 impliedRate) {
        if (block.timestamp >= maturity) {
            return 0;
        }

        // Calculate the *normed* implied rate from the PT price 
        // (i.e. the effective implied rate of PTs over the period normed by the timeshift param)
        // (e.g. PTs = 0.9 [U], time to maturity of 0.5 yrs, timeshift param of 10 yrs, the
        //  normed implied rate = ( 1 / 0.9 ) ^ ( 1 / (0.5 * [1 / 10]) ) - 1 = 722.5% )
        impliedRate = FixedPoint.ONE
            .divDown(pTPriceInTarget.mulDown(AdapterLike(adapter).scaleStored()))
            .powDown(FixedPoint.ONE.divDown(ts).divDown((maturity - block.timestamp) * FixedPoint.ONE))
            .sub(FixedPoint.ONE);
    }

    /// @notice Get price of PTs in Target terms given a price for PTs in Target
    /// @param impliedRate Normed implied rate
    function getPriceFromImpliedRate(uint256 impliedRate) public view returns (uint256 pTPriceInTarget) {
        if (block.timestamp >= maturity) {
            return FixedPoint.ONE;
        }

        // Calculate the PT price in Target from an implied rate adjusted by the timeshift param,
        // where the timeshift is a normalization factor applied to the time to maturity
        pTPriceInTarget = FixedPoint.ONE
            .divDown(impliedRate.add(FixedPoint.ONE)
            .powDown(((maturity - block.timestamp) * FixedPoint.ONE)
            .divDown(FixedPoint.ONE.divDown(ts))))
            .divDown(AdapterLike(adapter).scaleStored());
    }

    /// @notice Get the "fair" price for the BPT tokens given a correct price for PTs
    /// in terms of Target. i.e. the price of one BPT in terms of Target using reserves
    /// as they would be if they accurately reflected the true PT price
    /// @dev for a technical explanation of the concept, see the description in the following repo:
    /// https://github.com/makerdao/univ2-lp-oracle/blob/874a59d74d847909cc4a31f0d38ee6b020f6525f/src/UNIV2LPOracle.sol#L26
    function getFairBPTPrice(uint256 ptTwapDuration)
        public
        view
        returns (uint256 fairBptPriceInTarget)
    {
        OracleAverageQuery[] memory queries = new OracleAverageQuery[](1);
        queries[0] = OracleAverageQuery({
            variable: Variable.PAIR_PRICE,
            secs: ptTwapDuration,
            ago: 1 hours // take the oracle from 1 hour ago + ptTwapDuration ago to 1 hour ago
        });

        // TWAP read will revert with ORACLE_NOT_INITIALIZED if the buffer has not been filled
        uint256[] memory results = this.getTimeWeightedAverage(queries);
        uint256 pTPriceInTarget = pti == 1 ? results[0] : FixedPoint.ONE.divDown(results[0]);

        uint256 impliedRate = getImpliedRateFromPrice(pTPriceInTarget);
        (, uint256[] memory balances, ) = _vault.getPoolTokens(_poolId);

        uint256 ttm = maturity > block.timestamp
            ? uint256(maturity - block.timestamp) * FixedPoint.ONE
            : 0;
        uint256 a = ts.mulDown(ttm).complement();

        uint256 k = balances[pti].add(totalSupply()).powDown(a).add(
            balances[1 - pti].mulDown(_initScale).powDown(a)
        );

        // Equilibrium reserves for the PT side, w/o the final `- totalSupply` at the end
        uint256 equilibriumPTReservesPartial = k.divDown(
            FixedPoint.ONE.divDown(FixedPoint.ONE.add(impliedRate).powDown(a)).add(FixedPoint.ONE)
        ).powDown(FixedPoint.ONE.divDown(a));

        uint256 equilibriumTargetReserves = equilibriumPTReservesPartial
            .divDown(_initScale.mulDown(FixedPoint.ONE.add(impliedRate)));

        fairBptPriceInTarget = equilibriumTargetReserves
            // Complete the equilibrium PT reserve calc
            .add(equilibriumPTReservesPartial.sub(totalSupply())
            .mulDown(pTPriceInTarget)).divDown(totalSupply());
    }

    /// @notice Get token indices for PT and Target
    function getIndices() public view returns (uint256 _pti, uint256 _targeti) {
        _pti = pti;
        _targeti = 1 - pti;
    }

    /* ========== BALANCER REQUIRED INTERFACE ========== */

    function getPoolId() public view override returns (bytes32) {
        return _poolId;
    }

    function getVault() public view returns (IVault) {
        return _vault;
    }

    /* ========== BALANCER SCALING FUNCTIONS ========== */

    /// @notice Scaling factors for PT & Target tokens
    function _scalingFactor(bool pt) internal view returns (uint256) {
        return pt ? _scalingFactorPT : _scalingFactorTarget;
    }

    /// @notice Scale number type to 18 decimals if need be
    function _upscale(uint256 amount, uint256 scalingFactor) internal pure returns (uint256) {
        return BasicMath.mul(amount, scalingFactor);
    }

    /// @notice Ensure number type is back in its base decimal if need be, rounding down
    function _downscaleDown(uint256 amount, uint256 scalingFactor) internal pure returns (uint256) {
        return amount / scalingFactor;
    }

    /// @notice Ensure number type is back in its base decimal if need be, rounding up
    function _downscaleUp(uint256 amount, uint256 scalingFactor) internal pure returns (uint256) {
        return BasicMath.divUp(amount, scalingFactor);
    }

    /// @notice Upscale array of token amounts to 18 decimals if need be
    function _upscaleArray(uint256[] memory amounts) internal view {
        amounts[pti] = BasicMath.mul(amounts[pti], _scalingFactor(true));
        amounts[1 - pti] = BasicMath.mul(amounts[1 - pti], _scalingFactor(false));
    }

    /// @notice Downscale array of token amounts to 18 decimals if need be, rounding down
    function _downscaleDownArray(uint256[] memory amounts) internal view {
        amounts[pti] = amounts[pti] / _scalingFactor(true);
        amounts[1 - pti] = amounts[1 - pti] / _scalingFactor(false);
    }
    /// @notice Downscale array of token amounts to 18 decimals if need be, rounding up
    function _downscaleUpArray(uint256[] memory amounts) internal view {
        amounts[pti] = BasicMath.divUp(amounts[pti], _scalingFactor(true));
        amounts[1 - pti] = BasicMath.divUp(amounts[1 - pti], _scalingFactor(false));
    }

    /* ========== MODIFIERS ========== */

    /// Taken from balancer-v2-monorepo/**/WeightedPool2Tokens.sol
    modifier onlyVault(bytes32 poolId_) {
        _require(msg.sender == address(getVault()), Errors.CALLER_NOT_VAULT);
        _require(poolId_ == getPoolId(), Errors.INVALID_POOL_ID);
        _;
    }
}

// File: lib/v1-space/src/Errors.sol



// SPDX-License-Identifier: AGPL-3.0-only
pragma solidity >=0.7.0;

// solhint-disable

/**
 * @dev Reverts if `condition` is false, with a revert reason containing `errorCode`. Only codes up to 999 are
 * supported.
 */
function _require(bool condition, uint256 errorCode) pure {
    if (!condition) _revert(errorCode);
}

/**
 * @dev Reverts with a revert reason containing `errorCode`. Only codes up to 999 are supported.
 */
function _revert(uint256 errorCode) pure {
    // We're going to dynamically create a revert string based on the error code, with the following format:
    // 'SNS#{errorCode}'
    // where the code is left-padded with zeroes to three digits (so they range from 000 to 999).
    //
    // We don't have revert strings embedded in the contract to save bytecode size: it takes much less space to store a
    // number (8 to 16 bits) than the individual string characters.
    //
    // The dynamic string creation algorithm that follows could be implemented in Solidity, but assembly allows for a
    // much denser implementation, again saving bytecode size. Given this function unconditionally reverts, this is a
    // safe place to rely on it without worrying about how its usage might affect e.g. memory contents.
    assembly {
        // First, we need to compute the ASCII representation of the error code. We assume that it is in the 0-999
        // range, so we only need to convert three digits. To convert the digits to ASCII, we add 0x30, the value for
        // the '0' character.

        let units := add(mod(errorCode, 10), 0x30)

        errorCode := div(errorCode, 10)
        let tenths := add(mod(errorCode, 10), 0x30)

        errorCode := div(errorCode, 10)
        let hundreds := add(mod(errorCode, 10), 0x30)

        // With the individual characters, we can now construct the full string. The "SNS#" part is a known constant
        // (0x3f534e5323): we simply shift this by 24 (to provide space for the 3 bytes of the error code), and add the
        // characters to it, each shifted by a multiple of 8.
        // The revert reason is then shifted left by 200 bits (256 minus the length of the string, 7 characters * 8 bits
        // per character = 56) to locate it in the most significant part of the 256 slot (the beginning of a byte
        // array).

        let revertReason := shl(200, add(0x3f534e5323000000, add(add(units, shl(8, tenths)), shl(16, hundreds))))

        // We can now encode the reason in memory, which can be safely overwritten as we're about to revert. The encoded
        // message will have the following layout:
        // [ revert reason identifier ] [ string location offset ] [ string length ] [ string contents ]

        // The Solidity revert reason identifier is 0x08c739a0, the function selector of the Error(string) function. We
        // also write zeroes to the next 28 bytes of memory, but those are about to be overwritten.
        mstore(0x0, 0x08c379a000000000000000000000000000000000000000000000000000000000)
        // Next is the offset to the location of the string, which will be placed immediately after (20 bytes away).
        mstore(0x04, 0x0000000000000000000000000000000000000000000000000000000000000020)
        // The string length is fixed: 7 characters.
        mstore(0x24, 7)
        // Finally, the string itself is stored.
        mstore(0x44, revertReason)

        // Even if the string is only 7 bytes long, we need to return a full 32 byte slot containing it. The length of
        // the encoded message is therefore 4 + 32 + 32 + 32 = 100.
        revert(0, 100)
    }
}

library Errors {
    // Space (using error codes as Space uses ^0.7.0)
    uint256 internal constant CALLER_NOT_VAULT = 100;
    uint256 internal constant INVALID_G1 = 101;
    uint256 internal constant INVALID_G2 = 102;
    uint256 internal constant INVALID_POOL_ID = 103;
    uint256 internal constant POOL_ALREADY_EXISTS = 104;
    uint256 internal constant POOL_PAST_MATURITY = 105;
    uint256 internal constant SWAP_TOO_SMALL = 106;
    uint256 internal constant NEGATIVE_RATE = 107;
    uint256 internal constant BPT_OUT_MIN_AMOUNT = 108;
    uint256 internal constant INVALID_SERIES = 109;
}

// File: @balancer-labs/v2-solidity-utils/contracts/math/LogExpMath.sol



// SPDX-License-Identifier: MIT
// Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated
// documentation files (the “Software”), to deal in the Software without restriction, including without limitation the
// rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to
// permit persons to whom the Software is furnished to do so, subject to the following conditions:

// The above copyright notice and this permission notice shall be included in all copies or substantial portions of the
// Software.

// THE SOFTWARE IS PROVIDED “AS IS”, WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE
// WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR
// COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR
// OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.

pragma solidity ^0.7.0;

import "../helpers/BalancerErrors.sol";

/* solhint-disable */

/**
 * @dev Exponentiation and logarithm functions for 18 decimal fixed point numbers (both base and exponent/argument).
 *
 * Exponentiation and logarithm with arbitrary bases (x^y and log_x(y)) are implemented by conversion to natural
 * exponentiation and logarithm (where the base is Euler's number).
 *
 * @author Fernando Martinelli - @fernandomartinelli
 * @author Sergio Yuhjtman - @sergioyuhjtman
 * @author Daniel Fernandez - @dmf7z
 */
library LogExpMath {
    // All fixed point multiplications and divisions are inlined. This means we need to divide by ONE when multiplying
    // two numbers, and multiply by ONE when dividing them.

    // All arguments and return values are 18 decimal fixed point numbers.
    int256 constant ONE_18 = 1e18;

    // Internally, intermediate values are computed with higher precision as 20 decimal fixed point numbers, and in the
    // case of ln36, 36 decimals.
    int256 constant ONE_20 = 1e20;
    int256 constant ONE_36 = 1e36;

    // The domain of natural exponentiation is bound by the word size and number of decimals used.
    //
    // Because internally the result will be stored using 20 decimals, the largest possible result is
    // (2^255 - 1) / 10^20, which makes the largest exponent ln((2^255 - 1) / 10^20) = 130.700829182905140221.
    // The smallest possible result is 10^(-18), which makes largest negative argument
    // ln(10^(-18)) = -41.446531673892822312.
    // We use 130.0 and -41.0 to have some safety margin.
    int256 constant MAX_NATURAL_EXPONENT = 130e18;
    int256 constant MIN_NATURAL_EXPONENT = -41e18;

    // Bounds for ln_36's argument. Both ln(0.9) and ln(1.1) can be represented with 36 decimal places in a fixed point
    // 256 bit integer.
    int256 constant LN_36_LOWER_BOUND = ONE_18 - 1e17;
    int256 constant LN_36_UPPER_BOUND = ONE_18 + 1e17;

    uint256 constant MILD_EXPONENT_BOUND = 2**254 / uint256(ONE_20);

    // 18 decimal constants
    int256 constant x0 = 128000000000000000000; // 2ˆ7
    int256 constant a0 = 38877084059945950922200000000000000000000000000000000000; // eˆ(x0) (no decimals)
    int256 constant x1 = 64000000000000000000; // 2ˆ6
    int256 constant a1 = 6235149080811616882910000000; // eˆ(x1) (no decimals)

    // 20 decimal constants
    int256 constant x2 = 3200000000000000000000; // 2ˆ5
    int256 constant a2 = 7896296018268069516100000000000000; // eˆ(x2)
    int256 constant x3 = 1600000000000000000000; // 2ˆ4
    int256 constant a3 = 888611052050787263676000000; // eˆ(x3)
    int256 constant x4 = 800000000000000000000; // 2ˆ3
    int256 constant a4 = 298095798704172827474000; // eˆ(x4)
    int256 constant x5 = 400000000000000000000; // 2ˆ2
    int256 constant a5 = 5459815003314423907810; // eˆ(x5)
    int256 constant x6 = 200000000000000000000; // 2ˆ1
    int256 constant a6 = 738905609893065022723; // eˆ(x6)
    int256 constant x7 = 100000000000000000000; // 2ˆ0
    int256 constant a7 = 271828182845904523536; // eˆ(x7)
    int256 constant x8 = 50000000000000000000; // 2ˆ-1
    int256 constant a8 = 164872127070012814685; // eˆ(x8)
    int256 constant x9 = 25000000000000000000; // 2ˆ-2
    int256 constant a9 = 128402541668774148407; // eˆ(x9)
    int256 constant x10 = 12500000000000000000; // 2ˆ-3
    int256 constant a10 = 113314845306682631683; // eˆ(x10)
    int256 constant x11 = 6250000000000000000; // 2ˆ-4
    int256 constant a11 = 106449445891785942956; // eˆ(x11)

    /**
     * @dev Exponentiation (x^y) with unsigned 18 decimal fixed point base and exponent.
     *
     * Reverts if ln(x) * y is smaller than `MIN_NATURAL_EXPONENT`, or larger than `MAX_NATURAL_EXPONENT`.
     */
    function pow(uint256 x, uint256 y) internal pure returns (uint256) {
        if (y == 0) {
            // We solve the 0^0 indetermination by making it equal one.
            return uint256(ONE_18);
        }

        if (x == 0) {
            return 0;
        }

        // Instead of computing x^y directly, we instead rely on the properties of logarithms and exponentiation to
        // arrive at that result. In particular, exp(ln(x)) = x, and ln(x^y) = y * ln(x). This means
        // x^y = exp(y * ln(x)).

        // The ln function takes a signed value, so we need to make sure x fits in the signed 256 bit range.
        _require(x < 2**255, Errors.X_OUT_OF_BOUNDS);
        int256 x_int256 = int256(x);

        // We will compute y * ln(x) in a single step. Depending on the value of x, we can either use ln or ln_36. In
        // both cases, we leave the division by ONE_18 (due to fixed point multiplication) to the end.

        // This prevents y * ln(x) from overflowing, and at the same time guarantees y fits in the signed 256 bit range.
        _require(y < MILD_EXPONENT_BOUND, Errors.Y_OUT_OF_BOUNDS);
        int256 y_int256 = int256(y);

        int256 logx_times_y;
        if (LN_36_LOWER_BOUND < x_int256 && x_int256 < LN_36_UPPER_BOUND) {
            int256 ln_36_x = _ln_36(x_int256);

            // ln_36_x has 36 decimal places, so multiplying by y_int256 isn't as straightforward, since we can't just
            // bring y_int256 to 36 decimal places, as it might overflow. Instead, we perform two 18 decimal
            // multiplications and add the results: one with the first 18 decimals of ln_36_x, and one with the
            // (downscaled) last 18 decimals.
            logx_times_y = ((ln_36_x / ONE_18) * y_int256 + ((ln_36_x % ONE_18) * y_int256) / ONE_18);
        } else {
            logx_times_y = _ln(x_int256) * y_int256;
        }
        logx_times_y /= ONE_18;

        // Finally, we compute exp(y * ln(x)) to arrive at x^y
        _require(
            MIN_NATURAL_EXPONENT <= logx_times_y && logx_times_y <= MAX_NATURAL_EXPONENT,
            Errors.PRODUCT_OUT_OF_BOUNDS
        );

        return uint256(exp(logx_times_y));
    }

    /**
     * @dev Natural exponentiation (e^x) with signed 18 decimal fixed point exponent.
     *
     * Reverts if `x` is smaller than MIN_NATURAL_EXPONENT, or larger than `MAX_NATURAL_EXPONENT`.
     */
    function exp(int256 x) internal pure returns (int256) {
        _require(x >= MIN_NATURAL_EXPONENT && x <= MAX_NATURAL_EXPONENT, Errors.INVALID_EXPONENT);

        if (x < 0) {
            // We only handle positive exponents: e^(-x) is computed as 1 / e^x. We can safely make x positive since it
            // fits in the signed 256 bit range (as it is larger than MIN_NATURAL_EXPONENT).
            // Fixed point division requires multiplying by ONE_18.
            return ((ONE_18 * ONE_18) / exp(-x));
        }

        // First, we use the fact that e^(x+y) = e^x * e^y to decompose x into a sum of powers of two, which we call x_n,
        // where x_n == 2^(7 - n), and e^x_n = a_n has been precomputed. We choose the first x_n, x0, to equal 2^7
        // because all larger powers are larger than MAX_NATURAL_EXPONENT, and therefore not present in the
        // decomposition.
        // At the end of this process we will have the product of all e^x_n = a_n that apply, and the remainder of this
        // decomposition, which will be lower than the smallest x_n.
        // exp(x) = k_0 * a_0 * k_1 * a_1 * ... + k_n * a_n * exp(remainder), where each k_n equals either 0 or 1.
        // We mutate x by subtracting x_n, making it the remainder of the decomposition.

        // The first two a_n (e^(2^7) and e^(2^6)) are too large if stored as 18 decimal numbers, and could cause
        // intermediate overflows. Instead we store them as plain integers, with 0 decimals.
        // Additionally, x0 + x1 is larger than MAX_NATURAL_EXPONENT, which means they will not both be present in the
        // decomposition.

        // For each x_n, we test if that term is present in the decomposition (if x is larger than it), and if so deduct
        // it and compute the accumulated product.

        int256 firstAN;
        if (x >= x0) {
            x -= x0;
            firstAN = a0;
        } else if (x >= x1) {
            x -= x1;
            firstAN = a1;
        } else {
            firstAN = 1; // One with no decimal places
        }

        // We now transform x into a 20 decimal fixed point number, to have enhanced precision when computing the
        // smaller terms.
        x *= 100;

        // `product` is the accumulated product of all a_n (except a0 and a1), which starts at 20 decimal fixed point
        // one. Recall that fixed point multiplication requires dividing by ONE_20.
        int256 product = ONE_20;

        if (x >= x2) {
            x -= x2;
            product = (product * a2) / ONE_20;
        }
        if (x >= x3) {
            x -= x3;
            product = (product * a3) / ONE_20;
        }
        if (x >= x4) {
            x -= x4;
            product = (product * a4) / ONE_20;
        }
        if (x >= x5) {
            x -= x5;
            product = (product * a5) / ONE_20;
        }
        if (x >= x6) {
            x -= x6;
            product = (product * a6) / ONE_20;
        }
        if (x >= x7) {
            x -= x7;
            product = (product * a7) / ONE_20;
        }
        if (x >= x8) {
            x -= x8;
            product = (product * a8) / ONE_20;
        }
        if (x >= x9) {
            x -= x9;
            product = (product * a9) / ONE_20;
        }

        // x10 and x11 are unnecessary here since we have high enough precision already.

        // Now we need to compute e^x, where x is small (in particular, it is smaller than x9). We use the Taylor series
        // expansion for e^x: 1 + x + (x^2 / 2!) + (x^3 / 3!) + ... + (x^n / n!).

        int256 seriesSum = ONE_20; // The initial one in the sum, with 20 decimal places.
        int256 term; // Each term in the sum, where the nth term is (x^n / n!).

        // The first term is simply x.
        term = x;
        seriesSum += term;

        // Each term (x^n / n!) equals the previous one times x, divided by n. Since x is a fixed point number,
        // multiplying by it requires dividing by ONE_20, but dividing by the non-fixed point n values does not.

        term = ((term * x) / ONE_20) / 2;
        seriesSum += term;

        term = ((term * x) / ONE_20) / 3;
        seriesSum += term;

        term = ((term * x) / ONE_20) / 4;
        seriesSum += term;

        term = ((term * x) / ONE_20) / 5;
        seriesSum += term;

        term = ((term * x) / ONE_20) / 6;
        seriesSum += term;

        term = ((term * x) / ONE_20) / 7;
        seriesSum += term;

        term = ((term * x) / ONE_20) / 8;
        seriesSum += term;

        term = ((term * x) / ONE_20) / 9;
        seriesSum += term;

        term = ((term * x) / ONE_20) / 10;
        seriesSum += term;

        term = ((term * x) / ONE_20) / 11;
        seriesSum += term;

        term = ((term * x) / ONE_20) / 12;
        seriesSum += term;

        // 12 Taylor terms are sufficient for 18 decimal precision.

        // We now have the first a_n (with no decimals), and the product of all other a_n present, and the Taylor
        // approximation of the exponentiation of the remainder (both with 20 decimals). All that remains is to multiply
        // all three (one 20 decimal fixed point multiplication, dividing by ONE_20, and one integer multiplication),
        // and then drop two digits to return an 18 decimal value.

        return (((product * seriesSum) / ONE_20) * firstAN) / 100;
    }

    /**
     * @dev Logarithm (log(arg, base), with signed 18 decimal fixed point base and argument.
     */
    function log(int256 arg, int256 base) internal pure returns (int256) {
        // This performs a simple base change: log(arg, base) = ln(arg) / ln(base).

        // Both logBase and logArg are computed as 36 decimal fixed point numbers, either by using ln_36, or by
        // upscaling.

        int256 logBase;
        if (LN_36_LOWER_BOUND < base && base < LN_36_UPPER_BOUND) {
            logBase = _ln_36(base);
        } else {
            logBase = _ln(base) * ONE_18;
        }

        int256 logArg;
        if (LN_36_LOWER_BOUND < arg && arg < LN_36_UPPER_BOUND) {
            logArg = _ln_36(arg);
        } else {
            logArg = _ln(arg) * ONE_18;
        }

        // When dividing, we multiply by ONE_18 to arrive at a result with 18 decimal places
        return (logArg * ONE_18) / logBase;
    }

    /**
     * @dev Natural logarithm (ln(a)) with signed 18 decimal fixed point argument.
     */
    function ln(int256 a) internal pure returns (int256) {
        // The real natural logarithm is not defined for negative numbers or zero.
        _require(a > 0, Errors.OUT_OF_BOUNDS);
        if (LN_36_LOWER_BOUND < a && a < LN_36_UPPER_BOUND) {
            return _ln_36(a) / ONE_18;
        } else {
            return _ln(a);
        }
    }

    /**
     * @dev Internal natural logarithm (ln(a)) with signed 18 decimal fixed point argument.
     */
    function _ln(int256 a) private pure returns (int256) {
        if (a < ONE_18) {
            // Since ln(a^k) = k * ln(a), we can compute ln(a) as ln(a) = ln((1/a)^(-1)) = - ln((1/a)). If a is less
            // than one, 1/a will be greater than one, and this if statement will not be entered in the recursive call.
            // Fixed point division requires multiplying by ONE_18.
            return (-_ln((ONE_18 * ONE_18) / a));
        }

        // First, we use the fact that ln^(a * b) = ln(a) + ln(b) to decompose ln(a) into a sum of powers of two, which
        // we call x_n, where x_n == 2^(7 - n), which are the natural logarithm of precomputed quantities a_n (that is,
        // ln(a_n) = x_n). We choose the first x_n, x0, to equal 2^7 because the exponential of all larger powers cannot
        // be represented as 18 fixed point decimal numbers in 256 bits, and are therefore larger than a.
        // At the end of this process we will have the sum of all x_n = ln(a_n) that apply, and the remainder of this
        // decomposition, which will be lower than the smallest a_n.
        // ln(a) = k_0 * x_0 + k_1 * x_1 + ... + k_n * x_n + ln(remainder), where each k_n equals either 0 or 1.
        // We mutate a by subtracting a_n, making it the remainder of the decomposition.

        // For reasons related to how `exp` works, the first two a_n (e^(2^7) and e^(2^6)) are not stored as fixed point
        // numbers with 18 decimals, but instead as plain integers with 0 decimals, so we need to multiply them by
        // ONE_18 to convert them to fixed point.
        // For each a_n, we test if that term is present in the decomposition (if a is larger than it), and if so divide
        // by it and compute the accumulated sum.

        int256 sum = 0;
        if (a >= a0 * ONE_18) {
            a /= a0; // Integer, not fixed point division
            sum += x0;
        }

        if (a >= a1 * ONE_18) {
            a /= a1; // Integer, not fixed point division
            sum += x1;
        }

        // All other a_n and x_n are stored as 20 digit fixed point numbers, so we convert the sum and a to this format.
        sum *= 100;
        a *= 100;

        // Because further a_n are  20 digit fixed point numbers, we multiply by ONE_20 when dividing by them.

        if (a >= a2) {
            a = (a * ONE_20) / a2;
            sum += x2;
        }

        if (a >= a3) {
            a = (a * ONE_20) / a3;
            sum += x3;
        }

        if (a >= a4) {
            a = (a * ONE_20) / a4;
            sum += x4;
        }

        if (a >= a5) {
            a = (a * ONE_20) / a5;
            sum += x5;
        }

        if (a >= a6) {
            a = (a * ONE_20) / a6;
            sum += x6;
        }

        if (a >= a7) {
            a = (a * ONE_20) / a7;
            sum += x7;
        }

        if (a >= a8) {
            a = (a * ONE_20) / a8;
            sum += x8;
        }

        if (a >= a9) {
            a = (a * ONE_20) / a9;
            sum += x9;
        }

        if (a >= a10) {
            a = (a * ONE_20) / a10;
            sum += x10;
        }

        if (a >= a11) {
            a = (a * ONE_20) / a11;
            sum += x11;
        }

        // a is now a small number (smaller than a_11, which roughly equals 1.06). This means we can use a Taylor series
        // that converges rapidly for values of `a` close to one - the same one used in ln_36.
        // Let z = (a - 1) / (a + 1).
        // ln(a) = 2 * (z + z^3 / 3 + z^5 / 5 + z^7 / 7 + ... + z^(2 * n + 1) / (2 * n + 1))

        // Recall that 20 digit fixed point division requires multiplying by ONE_20, and multiplication requires
        // division by ONE_20.
        int256 z = ((a - ONE_20) * ONE_20) / (a + ONE_20);
        int256 z_squared = (z * z) / ONE_20;

        // num is the numerator of the series: the z^(2 * n + 1) term
        int256 num = z;

        // seriesSum holds the accumulated sum of each term in the series, starting with the initial z
        int256 seriesSum = num;

        // In each step, the numerator is multiplied by z^2
        num = (num * z_squared) / ONE_20;
        seriesSum += num / 3;

        num = (num * z_squared) / ONE_20;
        seriesSum += num / 5;

        num = (num * z_squared) / ONE_20;
        seriesSum += num / 7;

        num = (num * z_squared) / ONE_20;
        seriesSum += num / 9;

        num = (num * z_squared) / ONE_20;
        seriesSum += num / 11;

        // 6 Taylor terms are sufficient for 36 decimal precision.

        // Finally, we multiply by 2 (non fixed point) to compute ln(remainder)
        seriesSum *= 2;

        // We now have the sum of all x_n present, and the Taylor approximation of the logarithm of the remainder (both
        // with 20 decimals). All that remains is to sum these two, and then drop two digits to return a 18 decimal
        // value.

        return (sum + seriesSum) / 100;
    }

    /**
     * @dev Intrnal high precision (36 decimal places) natural logarithm (ln(x)) with signed 18 decimal fixed point argument,
     * for x close to one.
     *
     * Should only be used if x is between LN_36_LOWER_BOUND and LN_36_UPPER_BOUND.
     */
    function _ln_36(int256 x) private pure returns (int256) {
        // Since ln(1) = 0, a value of x close to one will yield a very small result, which makes using 36 digits
        // worthwhile.

        // First, we transform x to a 36 digit fixed point value.
        x *= ONE_18;

        // We will use the following Taylor expansion, which converges very rapidly. Let z = (x - 1) / (x + 1).
        // ln(x) = 2 * (z + z^3 / 3 + z^5 / 5 + z^7 / 7 + ... + z^(2 * n + 1) / (2 * n + 1))

        // Recall that 36 digit fixed point division requires multiplying by ONE_36, and multiplication requires
        // division by ONE_36.
        int256 z = ((x - ONE_36) * ONE_36) / (x + ONE_36);
        int256 z_squared = (z * z) / ONE_36;

        // num is the numerator of the series: the z^(2 * n + 1) term
        int256 num = z;

        // seriesSum holds the accumulated sum of each term in the series, starting with the initial z
        int256 seriesSum = num;

        // In each step, the numerator is multiplied by z^2
        num = (num * z_squared) / ONE_36;
        seriesSum += num / 3;

        num = (num * z_squared) / ONE_36;
        seriesSum += num / 5;

        num = (num * z_squared) / ONE_36;
        seriesSum += num / 7;

        num = (num * z_squared) / ONE_36;
        seriesSum += num / 9;

        num = (num * z_squared) / ONE_36;
        seriesSum += num / 11;

        num = (num * z_squared) / ONE_36;
        seriesSum += num / 13;

        num = (num * z_squared) / ONE_36;
        seriesSum += num / 15;

        // 8 Taylor terms are sufficient for 36 decimal precision.

        // All that remains is multiplying by 2 (non fixed point).
        return seriesSum * 2;
    }
}

// File: @balancer-labs/v2-solidity-utils/contracts/helpers/BalancerErrors.sol



// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.

// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
// GNU General Public License for more details.

// You should have received a copy of the GNU General Public License
// along with this program.  If not, see <http://www.gnu.org/licenses/>.

pragma solidity ^0.7.0;

// solhint-disable

/**
 * @dev Reverts if `condition` is false, with a revert reason containing `errorCode`. Only codes up to 999 are
 * supported.
 */
function _require(bool condition, uint256 errorCode) pure {
    if (!condition) _revert(errorCode);
}

/**
 * @dev Reverts with a revert reason containing `errorCode`. Only codes up to 999 are supported.
 */
function _revert(uint256 errorCode) pure {
    // We're going to dynamically create a revert string based on the error code, with the following format:
    // 'BAL#{errorCode}'
    // where the code is left-padded with zeroes to three digits (so they range from 000 to 999).
    //
    // We don't have revert strings embedded in the contract to save bytecode size: it takes much less space to store a
    // number (8 to 16 bits) than the individual string characters.
    //
    // The dynamic string creation algorithm that follows could be implemented in Solidity, but assembly allows for a
    // much denser implementation, again saving bytecode size. Given this function unconditionally reverts, this is a
    // safe place to rely on it without worrying about how its usage might affect e.g. memory contents.
    assembly {
        // First, we need to compute the ASCII representation of the error code. We assume that it is in the 0-999
        // range, so we only need to convert three digits. To convert the digits to ASCII, we add 0x30, the value for
        // the '0' character.

        let units := add(mod(errorCode, 10), 0x30)

        errorCode := div(errorCode, 10)
        let tenths := add(mod(errorCode, 10), 0x30)

        errorCode := div(errorCode, 10)
        let hundreds := add(mod(errorCode, 10), 0x30)

        // With the individual characters, we can now construct the full string. The "BAL#" part is a known constant
        // (0x42414c23): we simply shift this by 24 (to provide space for the 3 bytes of the error code), and add the
        // characters to it, each shifted by a multiple of 8.
        // The revert reason is then shifted left by 200 bits (256 minus the length of the string, 7 characters * 8 bits
        // per character = 56) to locate it in the most significant part of the 256 slot (the beginning of a byte
        // array).

        let revertReason := shl(200, add(0x42414c23000000, add(add(units, shl(8, tenths)), shl(16, hundreds))))

        // We can now encode the reason in memory, which can be safely overwritten as we're about to revert. The encoded
        // message will have the following layout:
        // [ revert reason identifier ] [ string location offset ] [ string length ] [ string contents ]

        // The Solidity revert reason identifier is 0x08c739a0, the function selector of the Error(string) function. We
        // also write zeroes to the next 28 bytes of memory, but those are about to be overwritten.
        mstore(0x0, 0x08c379a000000000000000000000000000000000000000000000000000000000)
        // Next is the offset to the location of the string, which will be placed immediately after (20 bytes away).
        mstore(0x04, 0x0000000000000000000000000000000000000000000000000000000000000020)
        // The string length is fixed: 7 characters.
        mstore(0x24, 7)
        // Finally, the string itself is stored.
        mstore(0x44, revertReason)

        // Even if the string is only 7 bytes long, we need to return a full 32 byte slot containing it. The length of
        // the encoded message is therefore 4 + 32 + 32 + 32 = 100.
        revert(0, 100)
    }
}

library Errors {
    // Math
    uint256 internal constant ADD_OVERFLOW = 0;
    uint256 internal constant SUB_OVERFLOW = 1;
    uint256 internal constant SUB_UNDERFLOW = 2;
    uint256 internal constant MUL_OVERFLOW = 3;
    uint256 internal constant ZERO_DIVISION = 4;
    uint256 internal constant DIV_INTERNAL = 5;
    uint256 internal constant X_OUT_OF_BOUNDS = 6;
    uint256 internal constant Y_OUT_OF_BOUNDS = 7;
    uint256 internal constant PRODUCT_OUT_OF_BOUNDS = 8;
    uint256 internal constant INVALID_EXPONENT = 9;

    // Input
    uint256 internal constant OUT_OF_BOUNDS = 100;
    uint256 internal constant UNSORTED_ARRAY = 101;
    uint256 internal constant UNSORTED_TOKENS = 102;
    uint256 internal constant INPUT_LENGTH_MISMATCH = 103;
    uint256 internal constant ZERO_TOKEN = 104;

    // Shared pools
    uint256 internal constant MIN_TOKENS = 200;
    uint256 internal constant MAX_TOKENS = 201;
    uint256 internal constant MAX_SWAP_FEE_PERCENTAGE = 202;
    uint256 internal constant MIN_SWAP_FEE_PERCENTAGE = 203;
    uint256 internal constant MINIMUM_BPT = 204;
    uint256 internal constant CALLER_NOT_VAULT = 205;
    uint256 internal constant UNINITIALIZED = 206;
    uint256 internal constant BPT_IN_MAX_AMOUNT = 207;
    uint256 internal constant BPT_OUT_MIN_AMOUNT = 208;
    uint256 internal constant EXPIRED_PERMIT = 209;
    uint256 internal constant NOT_TWO_TOKENS = 210;

    // Pools
    uint256 internal constant MIN_AMP = 300;
    uint256 internal constant MAX_AMP = 301;
    uint256 internal constant MIN_WEIGHT = 302;
    uint256 internal constant MAX_STABLE_TOKENS = 303;
    uint256 internal constant MAX_IN_RATIO = 304;
    uint256 internal constant MAX_OUT_RATIO = 305;
    uint256 internal constant MIN_BPT_IN_FOR_TOKEN_OUT = 306;
    uint256 internal constant MAX_OUT_BPT_FOR_TOKEN_IN = 307;
    uint256 internal constant NORMALIZED_WEIGHT_INVARIANT = 308;
    uint256 internal constant INVALID_TOKEN = 309;
    uint256 internal constant UNHANDLED_JOIN_KIND = 310;
    uint256 internal constant ZERO_INVARIANT = 311;
    uint256 internal constant ORACLE_INVALID_SECONDS_QUERY = 312;
    uint256 internal constant ORACLE_NOT_INITIALIZED = 313;
    uint256 internal constant ORACLE_QUERY_TOO_OLD = 314;
    uint256 internal constant ORACLE_INVALID_INDEX = 315;
    uint256 internal constant ORACLE_BAD_SECS = 316;
    uint256 internal constant AMP_END_TIME_TOO_CLOSE = 317;
    uint256 internal constant AMP_ONGOING_UPDATE = 318;
    uint256 internal constant AMP_RATE_TOO_HIGH = 319;
    uint256 internal constant AMP_NO_ONGOING_UPDATE = 320;
    uint256 internal constant STABLE_INVARIANT_DIDNT_CONVERGE = 321;
    uint256 internal constant STABLE_GET_BALANCE_DIDNT_CONVERGE = 322;
    uint256 internal constant RELAYER_NOT_CONTRACT = 323;
    uint256 internal constant BASE_POOL_RELAYER_NOT_CALLED = 324;
    uint256 internal constant REBALANCING_RELAYER_REENTERED = 325;
    uint256 internal constant GRADUAL_UPDATE_TIME_TRAVEL = 326;
    uint256 internal constant SWAPS_DISABLED = 327;
    uint256 internal constant CALLER_IS_NOT_LBP_OWNER = 328;
    uint256 internal constant PRICE_RATE_OVERFLOW = 329;
    uint256 internal constant INVALID_JOIN_EXIT_KIND_WHILE_SWAPS_DISABLED = 330;
    uint256 internal constant WEIGHT_CHANGE_TOO_FAST = 331;
    uint256 internal constant LOWER_GREATER_THAN_UPPER_TARGET = 332;
    uint256 internal constant UPPER_TARGET_TOO_HIGH = 333;
    uint256 internal constant UNHANDLED_BY_LINEAR_POOL = 334;
    uint256 internal constant OUT_OF_TARGET_RANGE = 335;

    // Lib
    uint256 internal constant REENTRANCY = 400;
    uint256 internal constant SENDER_NOT_ALLOWED = 401;
    uint256 internal constant PAUSED = 402;
    uint256 internal constant PAUSE_WINDOW_EXPIRED = 403;
    uint256 internal constant MAX_PAUSE_WINDOW_DURATION = 404;
    uint256 internal constant MAX_BUFFER_PERIOD_DURATION = 405;
    uint256 internal constant INSUFFICIENT_BALANCE = 406;
    uint256 internal constant INSUFFICIENT_ALLOWANCE = 407;
    uint256 internal constant ERC20_TRANSFER_FROM_ZERO_ADDRESS = 408;
    uint256 internal constant ERC20_TRANSFER_TO_ZERO_ADDRESS = 409;
    uint256 internal constant ERC20_MINT_TO_ZERO_ADDRESS = 410;
    uint256 internal constant ERC20_BURN_FROM_ZERO_ADDRESS = 411;
    uint256 internal constant ERC20_APPROVE_FROM_ZERO_ADDRESS = 412;
    uint256 internal constant ERC20_APPROVE_TO_ZERO_ADDRESS = 413;
    uint256 internal constant ERC20_TRANSFER_EXCEEDS_ALLOWANCE = 414;
    uint256 internal constant ERC20_DECREASED_ALLOWANCE_BELOW_ZERO = 415;
    uint256 internal constant ERC20_TRANSFER_EXCEEDS_BALANCE = 416;
    uint256 internal constant ERC20_BURN_EXCEEDS_ALLOWANCE = 417;
    uint256 internal constant SAFE_ERC20_CALL_FAILED = 418;
    uint256 internal constant ADDRESS_INSUFFICIENT_BALANCE = 419;
    uint256 internal constant ADDRESS_CANNOT_SEND_VALUE = 420;
    uint256 internal constant SAFE_CAST_VALUE_CANT_FIT_INT256 = 421;
    uint256 internal constant GRANT_SENDER_NOT_ADMIN = 422;
    uint256 internal constant REVOKE_SENDER_NOT_ADMIN = 423;
    uint256 internal constant RENOUNCE_SENDER_NOT_ALLOWED = 424;
    uint256 internal constant BUFFER_PERIOD_EXPIRED = 425;
    uint256 internal constant CALLER_IS_NOT_OWNER = 426;
    uint256 internal constant NEW_OWNER_IS_ZERO = 427;
    uint256 internal constant CODE_DEPLOYMENT_FAILED = 428;
    uint256 internal constant CALL_TO_NON_CONTRACT = 429;
    uint256 internal constant LOW_LEVEL_CALL_FAILED = 430;

    // Vault
    uint256 internal constant INVALID_POOL_ID = 500;
    uint256 internal constant CALLER_NOT_POOL = 501;
    uint256 internal constant SENDER_NOT_ASSET_MANAGER = 502;
    uint256 internal constant USER_DOESNT_ALLOW_RELAYER = 503;
    uint256 internal constant INVALID_SIGNATURE = 504;
    uint256 internal constant EXIT_BELOW_MIN = 505;
    uint256 internal constant JOIN_ABOVE_MAX = 506;
    uint256 internal constant SWAP_LIMIT = 507;
    uint256 internal constant SWAP_DEADLINE = 508;
    uint256 internal constant CANNOT_SWAP_SAME_TOKEN = 509;
    uint256 internal constant UNKNOWN_AMOUNT_IN_FIRST_SWAP = 510;
    uint256 internal constant MALCONSTRUCTED_MULTIHOP_SWAP = 511;
    uint256 internal constant INTERNAL_BALANCE_OVERFLOW = 512;
    uint256 internal constant INSUFFICIENT_INTERNAL_BALANCE = 513;
    uint256 internal constant INVALID_ETH_INTERNAL_BALANCE = 514;
    uint256 internal constant INVALID_POST_LOAN_BALANCE = 515;
    uint256 internal constant INSUFFICIENT_ETH = 516;
    uint256 internal constant UNALLOCATED_ETH = 517;
    uint256 internal constant ETH_TRANSFER = 518;
    uint256 internal constant CANNOT_USE_ETH_SENTINEL = 519;
    uint256 internal constant TOKENS_MISMATCH = 520;
    uint256 internal constant TOKEN_NOT_REGISTERED = 521;
    uint256 internal constant TOKEN_ALREADY_REGISTERED = 522;
    uint256 internal constant TOKENS_ALREADY_SET = 523;
    uint256 internal constant TOKENS_LENGTH_MUST_BE_2 = 524;
    uint256 internal constant NONZERO_TOKEN_BALANCE = 525;
    uint256 internal constant BALANCE_TOTAL_OVERFLOW = 526;
    uint256 internal constant POOL_NO_TOKENS = 527;
    uint256 internal constant INSUFFICIENT_FLASH_LOAN_BALANCE = 528;

    // Fees
    uint256 internal constant SWAP_FEE_PERCENTAGE_TOO_HIGH = 600;
    uint256 internal constant FLASH_LOAN_FEE_PERCENTAGE_TOO_HIGH = 601;
    uint256 internal constant INSUFFICIENT_FLASH_LOAN_FEE_AMOUNT = 602;
}

// File: @balancer-labs/v2-solidity-utils/contracts/openzeppelin/IERC20.sol



// SPDX-License-Identifier: MIT

pragma solidity ^0.7.0;

/**
 * @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);
}

// File: @balancer-labs/v2-solidity-utils/contracts/helpers/ISignaturesValidator.sol



// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.

// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
// GNU General Public License for more details.

// You should have received a copy of the GNU General Public License
// along with this program.  If not, see <http://www.gnu.org/licenses/>.

pragma solidity ^0.7.0;

/**
 * @dev Interface for the SignatureValidator helper, used to support meta-transactions.
 */
interface ISignaturesValidator {
    /**
     * @dev Returns the EIP712 domain separator.
     */
    function getDomainSeparator() external view returns (bytes32);

    /**
     * @dev Returns the next nonce used by an address to sign messages.
     */
    function getNextNonce(address user) external view returns (uint256);
}

// File: @balancer-labs/v2-solidity-utils/contracts/helpers/ITemporarilyPausable.sol



// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.

// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
// GNU General Public License for more details.

// You should have received a copy of the GNU General Public License
// along with this program.  If not, see <http://www.gnu.org/licenses/>.

pragma solidity ^0.7.0;

/**
 * @dev Interface for the TemporarilyPausable helper.
 */
interface ITemporarilyPausable {
    /**
     * @dev Emitted every time the pause state changes by `_setPaused`.
     */
    event PausedStateChanged(bool paused);

    /**
     * @dev Returns the current paused state.
     */
    function getPausedState()
        external
        view
        returns (
            bool paused,
            uint256 pauseWindowEndTime,
            uint256 bufferPeriodEndTime
        );
}

// File: @balancer-labs/v2-solidity-utils/contracts/misc/IWETH.sol



// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.

// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
// GNU General Public License for more details.

// You should have received a copy of the GNU General Public License
// along with this program.  If not, see <http://www.gnu.org/licenses/>.

pragma solidity ^0.7.0;

import "../openzeppelin/IERC20.sol";

/**
 * @dev Interface for WETH9.
 * See https://github.com/gnosis/canonical-weth/blob/0dd1ea3e295eef916d0c6223ec63141137d22d67/contracts/WETH9.sol
 */
interface IWETH is IERC20 {
    function deposit() external payable;

    function withdraw(uint256 amount) external;
}

// File: @balancer-labs/v2-vault/contracts/interfaces/IAsset.sol



// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.

// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
// GNU General Public License for more details.

// You should have received a copy of the GNU General Public License
// along with this program.  If not, see <http://www.gnu.org/licenses/>.

pragma solidity ^0.7.0;

/**
 * @dev This is an empty interface used to represent either ERC20-conforming token contracts or ETH (using the zero
 * address sentinel value). We're just relying on the fact that `interface` can be used to declare new address-like
 * types.
 *
 * This concept is unrelated to a Pool's Asset Managers.
 */
interface IAsset {
    // solhint-disable-previous-line no-empty-blocks
}

// File: @balancer-labs/v2-vault/contracts/interfaces/IAuthorizer.sol



// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.

// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
// GNU General Public License for more details.

// You should have received a copy of the GNU General Public License
// along with this program.  If not, see <http://www.gnu.org/licenses/>.

pragma solidity ^0.7.0;

interface IAuthorizer {
    /**
     * @dev Returns true if `account` can perform the action described by `actionId` in the contract `where`.
     */
    function canPerform(
        bytes32 actionId,
        address account,
        address where
    ) external view returns (bool);
}

// File: @balancer-labs/v2-vault/contracts/interfaces/IFlashLoanRecipient.sol



// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.

// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
// GNU General Public License for more details.

// You should have received a copy of the GNU General Public License
// along with this program.  If not, see <http://www.gnu.org/licenses/>.

pragma solidity ^0.7.0;

// Inspired by Aave Protocol's IFlashLoanReceiver.

import "@balancer-labs/v2-solidity-utils/contracts/openzeppelin/IERC20.sol";

interface IFlashLoanRecipient {
    /**
     * @dev When `flashLoan` is called on the Vault, it invokes the `receiveFlashLoan` hook on the recipient.
     *
     * At the time of the call, the Vault will have transferred `amounts` for `tokens` to the recipient. Before this
     * call returns, the recipient must have transferred `amounts` plus `feeAmounts` for each token back to the
     * Vault, or else the entire flash loan will revert.
     *
     * `userData` is the same value passed in the `IVault.flashLoan` call.
     */
    function receiveFlashLoan(
        IERC20[] memory tokens,
        uint256[] memory amounts,
        uint256[] memory feeAmounts,
        bytes memory userData
    ) external;
}

// File: @balancer-labs/v2-vault/contracts/interfaces/IProtocolFeesCollector.sol



// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.

// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
// GNU General Public License for more details.

// You should have received a copy of the GNU General Public License
// along with this program.  If not, see <http://www.gnu.org/licenses/>.

pragma solidity ^0.7.0;
pragma experimental ABIEncoderV2;

import "@balancer-labs/v2-solidity-utils/contracts/openzeppelin/IERC20.sol";

import "./IVault.sol";
import "./IAuthorizer.sol";

interface IProtocolFeesCollector {
    event SwapFeePercentageChanged(uint256 newSwapFeePercentage);
    event FlashLoanFeePercentageChanged(uint256 newFlashLoanFeePercentage);

    function withdrawCollectedFees(
        IERC20[] calldata tokens,
        uint256[] calldata amounts,
        address recipient
    ) external;

    function setSwapFeePercentage(uint256 newSwapFeePercentage) external;

    function setFlashLoanFeePercentage(uint256 newFlashLoanFeePercentage) external;

    function getSwapFeePercentage() external view returns (uint256);

    function getFlashLoanFeePercentage() external view returns (uint256);

    function getCollectedFeeAmounts(IERC20[] memory tokens) external view returns (uint256[] memory feeAmounts);

    function getAuthorizer() external view returns (IAuthorizer);

    function vault() external view returns (IVault);
}

// File: @balancer-labs/v2-solidity-utils/contracts/math/Math.sol



// SPDX-License-Identifier: MIT

pragma solidity ^0.7.0;

import "../helpers/BalancerErrors.sol";

/**
 * @dev Wrappers over Solidity's arithmetic operations with added overflow checks.
 * Adapted from OpenZeppelin's SafeMath library
 */
library Math {
    /**
     * @dev Returns the addition of two unsigned integers of 256 bits, reverting on overflow.
     */
    function add(uint256 a, uint256 b) internal pure returns (uint256) {
        uint256 c = a + b;
        _require(c >= a, Errors.ADD_OVERFLOW);
        return c;
    }

    /**
     * @dev Returns the addition of two signed integers, reverting on overflow.
     */
    function add(int256 a, int256 b) internal pure returns (int256) {
        int256 c = a + b;
        _require((b >= 0 && c >= a) || (b < 0 && c < a), Errors.ADD_OVERFLOW);
        return c;
    }

    /**
     * @dev Returns the subtraction of two unsigned integers of 256 bits, reverting on overflow.
     */
    function sub(uint256 a, uint256 b) internal pure returns (uint256) {
        _require(b <= a, Errors.SUB_OVERFLOW);
        uint256 c = a - b;
        return c;
    }

    /**
     * @dev Returns the subtraction of two signed integers, reverting on overflow.
     */
    function sub(int256 a, int256 b) internal pure returns (int256) {
        int256 c = a - b;
        _require((b >= 0 && c <= a) || (b < 0 && c > a), Errors.SUB_OVERFLOW);
        return c;
    }

    /**
     * @dev Returns the largest of two numbers of 256 bits.
     */
    function max(uint256 a, uint256 b) internal pure returns (uint256) {
        return a >= b ? a : b;
    }

    /**
     * @dev Returns the smallest of two numbers of 256 bits.
     */
    function min(uint256 a, uint256 b) internal pure returns (uint256) {
        return a < b ? a : b;
    }

    function mul(uint256 a, uint256 b) internal pure returns (uint256) {
        uint256 c = a * b;
        _require(a == 0 || c / a == b, Errors.MUL_OVERFLOW);
        return c;
    }

    function div(
        uint256 a,
        uint256 b,
        bool roundUp
    ) internal pure returns (uint256) {
        return roundUp ? divUp(a, b) : divDown(a, b);
    }

    function divDown(uint256 a, uint256 b) internal pure returns (uint256) {
        _require(b != 0, Errors.ZERO_DIVISION);
        return a / b;
    }

    function divUp(uint256 a, uint256 b) internal pure returns (uint256) {
        _require(b != 0, Errors.ZERO_DIVISION);

        if (a == 0) {
            return 0;
        } else {
            return 1 + (a - 1) / b;
        }
    }
}

// File: @balancer-labs/v2-pool-utils/contracts/BalancerPoolToken.sol



// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.

// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
// GNU General Public License for more details.

// You should have received a copy of the GNU General Public License
// along with this program.  If not, see <http://www.gnu.org/licenses/>.

pragma solidity ^0.7.0;

import "@balancer-labs/v2-solidity-utils/contracts/openzeppelin/ERC20.sol";
import "@balancer-labs/v2-solidity-utils/contracts/openzeppelin/ERC20Permit.sol";

/**
 * @title Highly opinionated token implementation
 * @author Balancer Labs
 * @dev
 * - Includes functions to increase and decrease allowance as a workaround
 *   for the well-known issue with `approve`:
 *   https://github.com/ethereum/EIPs/issues/20#issuecomment-263524729
 * - Allows for 'infinite allowance', where an allowance of 0xff..ff is not
 *   decreased by calls to transferFrom
 * - Lets a token holder use `transferFrom` to send their own tokens,
 *   without first setting allowance
 * - Emits 'Approval' events whenever allowance is changed by `transferFrom`
 */
contract BalancerPoolToken is ERC20, ERC20Permit {
    constructor(string memory tokenName, string memory tokenSymbol)
        ERC20(tokenName, tokenSymbol)
        ERC20Permit(tokenName)
    {
        // solhint-disable-previous-line no-empty-blocks
    }

    // Overrides

    /**
     * @dev Override to allow for 'infinite allowance' and let the token owner use `transferFrom` with no self-allowance
     */
    function transferFrom(
        address sender,
        address recipient,
        uint256 amount
    ) public override returns (bool) {
        uint256 currentAllowance = allowance(sender, msg.sender);
        _require(msg.sender == sender || currentAllowance >= amount, Errors.ERC20_TRANSFER_EXCEEDS_ALLOWANCE);

        _transfer(sender, recipient, amount);

        if (msg.sender != sender && currentAllowance != uint256(-1)) {
            // Because of the previous require, we know that if msg.sender != sender then currentAllowance >= amount
            _approve(sender, msg.sender, currentAllowance - amount);
        }

        return true;
    }

    /**
     * @dev Override to allow decreasing allowance by more than the current amount (setting it to zero)
     */
    function decreaseAllowance(address spender, uint256 amount) public override returns (bool) {
        uint256 currentAllowance = allowance(msg.sender, spender);

        if (amount >= currentAllowance) {
            _approve(msg.sender, spender, 0);
        } else {
            // No risk of underflow due to if condition
            _approve(msg.sender, spender, currentAllowance - amount);
        }

        return true;
    }

    // Internal functions

    function _mintPoolTokens(address recipient, uint256 amount) internal {
        _mint(recipient, amount);
    }

    function _burnPoolTokens(address sender, uint256 amount) internal {
        _burn(sender, amount);
    }
}

// File: @balancer-labs/v2-solidity-utils/contracts/openzeppelin/ERC20.sol



// SPDX-License-Identifier: MIT

pragma solidity ^0.7.0;

import "../helpers/BalancerErrors.sol";

import "./IERC20.sol";
import "./SafeMath.sol";

/**
 * @dev Implementation of the {IERC20} interface.
 *
 * This implementation is agnostic to the way tokens are created. This means
 * that a supply mechanism has to be added in a derived contract using {_mint}.
 * For a generic mechanism see {ERC20PresetMinterPauser}.
 *
 * TIP: For a detailed writeup see our guide
 * https://forum.zeppelin.solutions/t/how-to-implement-erc20-supply-mechanisms/226[How
 * to implement supply mechanisms].
 *
 * We have followed general OpenZeppelin guidelines: functions revert instead
 * of returning `false` on failure. This behavior is nonetheless conventional
 * and does not conflict with the expectations of ERC20 applications.
 *
 * Additionally, an {Approval} event is emitted on calls to {transferFrom}.
 * This allows applications to reconstruct the allowance for all accounts just
 * by listening to said events. Other implementations of the EIP may not emit
 * these events, as it isn't required by the specification.
 *
 * Finally, the non-standard {decreaseAllowance} and {increaseAllowance}
 * functions have been added to mitigate the well-known issues around setting
 * allowances. See {IERC20-approve}.
 */
contract ERC20 is IERC20 {
    using SafeMath for uint256;

    mapping(address => uint256) private _balances;

    mapping(address => mapping(address => uint256)) private _allowances;

    uint256 private _totalSupply;

    string private _name;
    string private _symbol;
    uint8 private _decimals;

    /**
     * @dev Sets the values for {name} and {symbol}, initializes {decimals} with
     * a default value of 18.
     *
     * To select a different value for {decimals}, use {_setupDecimals}.
     *
     * All three of these values are immutable: they can only be set once during
     * construction.
     */
    constructor(string memory name_, string memory symbol_) {
        _name = name_;
        _symbol = symbol_;
        _decimals = 18;
    }

    /**
     * @dev Returns the name of the token.
     */
    function name() public view returns (string memory) {
        return _name;
    }

    /**
     * @dev Returns the symbol of the token, usually a shorter version of the
     * name.
     */
    function symbol() public view returns (string memory) {
        return _symbol;
    }

    /**
     * @dev Returns the number of decimals used to get its user representation.
     * For example, if `decimals` equals `2`, a balance of `505` tokens should
     * be displayed to a user as `5,05` (`505 / 10 ** 2`).
     *
     * Tokens usually opt for a value of 18, imitating the relationship between
     * Ether and Wei. This is the value {ERC20} uses, unless {_setupDecimals} is
     * called.
     *
     * NOTE: This information is only used for _display_ purposes: it in
     * no way affects any of the arithmetic of the contract, including
     * {IERC20-balanceOf} and {IERC20-transfer}.
     */
    function decimals() public view returns (uint8) {
        return _decimals;
    }

    /**
     * @dev See {IERC20-totalSupply}.
     */
    function totalSupply() public view override returns (uint256) {
        return _totalSupply;
    }

    /**
     * @dev See {IERC20-balanceOf}.
     */
    function balanceOf(address account) public view override returns (uint256) {
        return _balances[account];
    }

    /**
     * @dev See {IERC20-transfer}.
     *
     * Requirements:
     *
     * - `recipient` cannot be the zero address.
     * - the caller must have a balance of at least `amount`.
     */
    function transfer(address recipient, uint256 amount) public virtual override returns (bool) {
        _transfer(msg.sender, recipient, amount);
        return true;
    }

    /**
     * @dev See {IERC20-allowance}.
     */
    function allowance(address owner, address spender) public view virtual override returns (uint256) {
        return _allowances[owner][spender];
    }

    /**
     * @dev See {IERC20-approve}.
     *
     * Requirements:
     *
     * - `spender` cannot be the zero address.
     */
    function approve(address spender, uint256 amount) public virtual override returns (bool) {
        _approve(msg.sender, spender, amount);
        return true;
    }

    /**
     * @dev See {IERC20-transferFrom}.
     *
     * Emits an {Approval} event indicating the updated allowance. This is not
     * required by the EIP. See the note at the beginning of {ERC20}.
     *
     * Requirements:
     *
     * - `sender` and `recipient` cannot be the zero address.
     * - `sender` must have a balance of at least `amount`.
     * - the caller must have allowance for ``sender``'s tokens of at least
     * `amount`.
     */
    function transferFrom(
        address sender,
        address recipient,
        uint256 amount
    ) public virtual override returns (bool) {
        _transfer(sender, recipient, amount);
        _approve(
            sender,
            msg.sender,
            _allowances[sender][msg.sender].sub(amount, Errors.ERC20_TRANSFER_EXCEEDS_ALLOWANCE)
        );
        return true;
    }

    /**
     * @dev Atomically increases the allowance granted to `spender` by the caller.
     *
     * This is an alternative to {approve} that can be used as a mitigation for
     * problems described in {IERC20-approve}.
     *
     * Emits an {Approval} event indicating the updated allowance.
     *
     * Requirements:
     *
     * - `spender` cannot be the zero address.
     */
    function increaseAllowance(address spender, uint256 addedValue) public virtual returns (bool) {
        _approve(msg.sender, spender, _allowances[msg.sender][spender].add(addedValue));
        return true;
    }

    /**
     * @dev Atomically decreases the allowance granted to `spender` by the caller.
     *
     * This is an alternative to {approve} that can be used as a mitigation for
     * problems described in {IERC20-approve}.
     *
     * Emits an {Approval} event indicating the updated allowance.
     *
     * Requirements:
     *
     * - `spender` cannot be the zero address.
     * - `spender` must have allowance for the caller of at least
     * `subtractedValue`.
     */
    function decreaseAllowance(address spender, uint256 subtractedValue) public virtual returns (bool) {
        _approve(
            msg.sender,
            spender,
            _allowances[msg.sender][spender].sub(subtractedValue, Errors.ERC20_DECREASED_ALLOWANCE_BELOW_ZERO)
        );
        return true;
    }

    /**
     * @dev Moves tokens `amount` from `sender` to `recipient`.
     *
     * This is internal function is equivalent to {transfer}, and can be used to
     * e.g. implement automatic token fees, slashing mechanisms, etc.
     *
     * Emits a {Transfer} event.
     *
     * Requirements:
     *
     * - `sender` cannot be the zero address.
     * - `recipient` cannot be the zero address.
     * - `sender` must have a balance of at least `amount`.
     */
    function _transfer(
        address sender,
        address recipient,
        uint256 amount
    ) internal virtual {
        _require(sender != address(0), Errors.ERC20_TRANSFER_FROM_ZERO_ADDRESS);
        _require(recipient != address(0), Errors.ERC20_TRANSFER_TO_ZERO_ADDRESS);

        _beforeTokenTransfer(sender, recipient, amount);

        _balances[sender] = _balances[sender].sub(amount, Errors.ERC20_TRANSFER_EXCEEDS_BALANCE);
        _balances[recipient] = _balances[recipient].add(amount);
        emit Transfer(sender, recipient, amount);
    }

    /** @dev Creates `amount` tokens and assigns them to `account`, increasing
     * the total supply.
     *
     * Emits a {Transfer} event with `from` set to the zero address.
     *
     * Requirements:
     *
     * - `to` cannot be the zero address.
     */
    function _mint(address account, uint256 amount) internal virtual {
        _beforeTokenTransfer(address(0), account, amount);

        _totalSupply = _totalSupply.add(amount);
        _balances[account] = _balances[account].add(amount);
        emit Transfer(address(0), account, amount);
    }

    /**
     * @dev Destroys `amount` tokens from `account`, reducing the
     * total supply.
     *
     * Emits a {Transfer} event with `to` set to the zero address.
     *
     * Requirements:
     *
     * - `account` cannot be the zero address.
     * - `account` must have at least `amount` tokens.
     */
    function _burn(address account, uint256 amount) internal virtual {
        _require(account != address(0), Errors.ERC20_BURN_FROM_ZERO_ADDRESS);

        _beforeTokenTransfer(account, address(0), amount);

        _balances[account] = _balances[account].sub(amount, Errors.ERC20_BURN_EXCEEDS_ALLOWANCE);
        _totalSupply = _totalSupply.sub(amount);
        emit Transfer(account, address(0), amount);
    }

    /**
     * @dev Sets `amount` as the allowance of `spender` over the `owner` s tokens.
     *
     * This internal function is equivalent to `approve`, and can be used to
     * e.g. set automatic allowances for certain subsystems, etc.
     *
     * Emits an {Approval} event.
     *
     * Requirements:
     *
     * - `owner` cannot be the zero address.
     * - `spender` cannot be the zero address.
     */
    function _approve(
        address owner,
        address spender,
        uint256 amount
    ) internal virtual {
        _allowances[owner][spender] = amount;
        emit Approval(owner, spender, amount);
    }

    /**
     * @dev Sets {decimals} to a value other than the default one of 18.
     *
     * WARNING: This function should only be called from the constructor. Most
     * applications that interact with token contracts will not expect
     * {decimals} to ever change, and may work incorrectly if it does.
     */
    function _setupDecimals(uint8 decimals_) internal {
        _decimals = decimals_;
    }

    /**
     * @dev Hook that is called before any transfer of tokens. This includes
     * minting and burning.
     *
     * Calling conditions:
     *
     * - when `from` and `to` are both non-zero, `amount` of ``from``'s tokens
     * will be to transferred to `to`.
     * - when `from` is zero, `amount` tokens will be minted for `to`.
     * - when `to` is zero, `amount` of ``from``'s tokens will be burned.
     * - `from` and `to` are never both zero.
     *
     * To learn more about hooks, head to xref:ROOT:extending-contracts.adoc#using-hooks[Using Hooks].
     */
    function _beforeTokenTransfer(
        address from,
        address to,
        uint256 amount
    ) internal virtual {}
}

// File: @balancer-labs/v2-solidity-utils/contracts/helpers/LogCompression.sol



// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.

// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
// GNU General Public License for more details.

// You should have received a copy of the GNU General Public License
// along with this program.  If not, see <http://www.gnu.org/licenses/>.

pragma solidity ^0.7.0;

import "../math/LogExpMath.sol";

/**
 * @dev Library for encoding and decoding values stored inside a 256 bit word. Typically used to pack multiple values in
 * a single storage slot, saving gas by performing less storage accesses.
 *
 * Each value is defined by its size and the least significant bit in the word, also known as offset. For example, two
 * 128 bit values may be encoded in a word by assigning one an offset of 0, and the other an offset of 128.
 */
library LogCompression {
    int256 private constant _LOG_COMPRESSION_FACTOR = 1e14;
    int256 private constant _HALF_LOG_COMPRESSION_FACTOR = 0.5e14;

    /**
     * @dev Returns the natural logarithm of `value`, dropping most of the decimal places to arrive at a value that,
     * when passed to `fromLowResLog`, will have a maximum relative error of ~0.05% compared to `value`.
     *
     * Values returned from this function should not be mixed with other fixed-point values (as they have a different
     * number of digits), but can be added or subtracted. Use `fromLowResLog` to undo this process and return to an
     * 18 decimal places fixed point value.
     *
     * Because so much precision is lost, the logarithmic values can be stored using much fewer bits than the original
     * value required.
     */
    function toLowResLog(uint256 value) internal pure returns (int256) {
        int256 ln = LogExpMath.ln(int256(value));

        // Rounding division for signed numerator
        int256 lnWithError = (ln > 0 ? ln + _HALF_LOG_COMPRESSION_FACTOR : ln - _HALF_LOG_COMPRESSION_FACTOR);
        return lnWithError / _LOG_COMPRESSION_FACTOR;
    }

    /**
     * @dev Restores `value` from logarithmic space. `value` is expected to be the result of a call to `toLowResLog`,
     * any other function that returns 4 decimals fixed point logarithms, or the sum of such values.
     */
    function fromLowResLog(int256 value) internal pure returns (uint256) {
        return uint256(LogExpMath.exp(value * _LOG_COMPRESSION_FACTOR));
    }
}

// File: @balancer-labs/v2-vault/contracts/interfaces/IMinimalSwapInfoPool.sol



// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.

// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
// GNU General Public License for more details.

// You should have received a copy of the GNU General Public License
// along with this program.  If not, see <http://www.gnu.org/licenses/>.

pragma solidity ^0.7.0;
pragma experimental ABIEncoderV2;

import "./IBasePool.sol";

/**
 * @dev Pool contracts with the MinimalSwapInfo or TwoToken specialization settings should implement this interface.
 *
 * This is called by the Vault when a user calls `IVault.swap` or `IVault.batchSwap` to swap with this Pool.
 * Returns the number of tokens the Pool will grant to the user in a 'given in' swap, or that the user will grant
 * to the pool in a 'given out' swap.
 *
 * This can often be implemented by a `view` function, since many pricing algorithms don't need to track state
 * changes in swaps. However, contracts implementing this in non-view functions should check that the caller is
 * indeed the Vault.
 */
interface IMinimalSwapInfoPool is IBasePool {
    function onSwap(
        SwapRequest memory swapRequest,
        uint256 currentBalanceTokenIn,
        uint256 currentBalanceTokenOut
    ) external returns (uint256 amount);
}

// File: lib/v1-space/src/oracle/PoolPriceOracle.sol



// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.

// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
// GNU General Public License for more details.

// You should have received a copy of the GNU General Public License
// along with this program.  If not, see <http://www.gnu.org/licenses/>.

// Forked from balancer-v2-monorepo/pkg/pool-utils/contracts/oracle/**
// at commit ef246cf213541c4120a78f811560f100e5a7e15a

pragma solidity ^0.7.0;
pragma experimental ABIEncoderV2;

import "@balancer-labs/v2-solidity-utils/contracts/helpers/BalancerErrors.sol";

import "./interfaces/IPriceOracle.sol";
import "./interfaces/IPoolPriceOracle.sol";

import "./Buffer.sol";
import "./Samples.sol";
import "./QueryProcessor.sol";

/**
 * @dev This module allows Pools to access historical pricing information.
 *
 * It uses a 20 long circular buffer to store past data, where the data within each sample is the result of
 * accumulating live data for no more than two minutes. Therefore, assuming the worst case scenario where new data is
 * updated in every single block, the oldest samples in the buffer (and therefore largest queryable period) will
 * be slightly over 6.5 hours old.
 *
 * Usage of this module requires the caller to keep track of two variables: the latest circular buffer index, and the
 * timestamp when the index last changed. Aditionally, access to the latest circular buffer index must be exposed by
 * implementing `_getOracleIndex`.
 *
 * This contract relies on the `QueryProcessor` linked library to reduce bytecode size.
 */
abstract contract PoolPriceOracle is IPoolPriceOracle, IPriceOracle {
    using Buffer for uint256;
    using Samples for bytes32;

    // Each sample in the buffer accumulates information for up to 20 minutes. This is simply to reduce the size of the
    // buffer: small time deviations will not have any significant effect.
    // solhint-disable not-rely-on-time
    uint256 private constant _MAX_SAMPLE_DURATION = 20 minutes;

    // We use a mapping to simulate an array: the buffer won't grow or shrink, and since we will always use valid
    // indexes using a mapping saves gas by skipping the bounds checks.
    mapping(uint256 => bytes32) internal _samples;

    // IPoolPriceOracle

    function getSample(uint256 index)
        external
        view
        override
        returns (
            int256 logPairPrice,
            int256 accLogPairPrice,
            int256 logBptPrice,
            int256 accLogBptPrice,
            int256 logInvariant,
            int256 accLogInvariant,
            uint256 timestamp
        )
    {
        _require(index < Buffer.SIZE, Errors.ORACLE_INVALID_INDEX);

        bytes32 sample = _getSample(index);
        return sample.unpack();
    }

    function getTotalSamples() external pure override returns (uint256) {
        return Buffer.SIZE;
    }

    /**
     * @dev Manually dirty oracle sample storage slots with dummy data, to reduce the gas cost of the future swaps
     * that will initialize them. This function is only useful before the oracle has been fully initialized.
     *
     * `endIndex` is non-inclusive.
     */
    function dirtyUninitializedOracleSamples(uint256 startIndex, uint256 endIndex) external {
        _require(startIndex < endIndex && endIndex <= Buffer.SIZE, Errors.OUT_OF_BOUNDS);

        // Uninitialized samples are identified by a zero timestamp -- all other fields are ignored,
        // so any non-zero value with a zero timestamp suffices.
        bytes32 initSample = Samples.pack(1, 0, 0, 0, 0, 0, 0);
        for (uint256 i = startIndex; i < endIndex; i++) {
            if (_samples[i].timestamp() == 0) {
                _samples[i] = initSample;
            }
        }
    }

    // IPriceOracle

    function getLargestSafeQueryWindow() external pure override returns (uint256) {
        return 6.66 hours;
    }

    function getLatest(Variable variable) external view override returns (uint256) {
        return QueryProcessor.getInstantValue(_samples, variable, _getOracleIndex());
    }

    function getTimeWeightedAverage(OracleAverageQuery[] memory queries)
        external
        view
        override
        returns (uint256[] memory results)
    {
        results = new uint256[](queries.length);
        uint256 latestIndex = _getOracleIndex();

        for (uint256 i = 0; i < queries.length; ++i) {
            results[i] = QueryProcessor.getTimeWeightedAverage(_samples, queries[i], latestIndex);
        }
    }

    function getPastAccumulators(OracleAccumulatorQuery[] memory queries)
        external
        view
        override
        returns (int256[] memory results)
    {
        results = new int256[](queries.length);
        uint256 latestIndex = _getOracleIndex();

        OracleAccumulatorQuery memory query;
        for (uint256 i = 0; i < queries.length; ++i) {
            query = queries[i];
            results[i] = _getPastAccumulator(query.variable, latestIndex, query.ago);
        }
    }

    // Internal functions

    /**
     * @dev Processes new price and invariant data, updating the latest sample or creating a new one.
     *
     * Receives the new logarithms of values to store: `logPairPrice`, `logBptPrice` and `logInvariant`, as well the
     * index of the latest sample and the timestamp of its creation.
     *
     * Returns the index of the latest sample. If different from `latestIndex`, the caller should also store the
     * timestamp, and pass it on future calls to this function.
     */
    function _processPriceData(
        uint256 latestSampleCreationTimestamp,
        uint256 latestIndex,
        int256 logPairPrice,
        int256 logBptPrice,
        int256 logInvariant
    ) internal returns (uint256) {
        // Read latest sample, and compute the next one by updating it with the newly received data.
        bytes32 sample = _getSample(latestIndex).update(logPairPrice, logBptPrice, logInvariant, block.timestamp);

        // We create a new sample if more than _MAX_SAMPLE_DURATION seconds have elapsed since the creation of the
        // latest one. In other words, no sample accumulates data over a period larger than _MAX_SAMPLE_DURATION.
        bool newSample = block.timestamp - latestSampleCreationTimestamp >= _MAX_SAMPLE_DURATION;
        latestIndex = newSample ? latestIndex.next() : latestIndex;

        // Store the updated or new sample.
        _samples[latestIndex] = sample;

        return latestIndex;
    }

    function _getPastAccumulator(
        IPriceOracle.Variable variable,
        uint256 latestIndex,
        uint256 ago
    ) internal view returns (int256) {
        return QueryProcessor.getPastAccumulator(_samples, variable, latestIndex, ago);
    }

    function _findNearestSample(
        uint256 lookUpDate,
        uint256 offset,
        uint256 length
    ) internal view returns (bytes32 prev, bytes32 next) {
        return QueryProcessor.findNearestSample(_samples, lookUpDate, offset, length);
    }

    /**
     * @dev Returns the sample that corresponds to a given `index`.
     *
     * Using this function instead of accessing storage directly results in denser bytecode (since the storage slot is
     * only computed here).
     */
    function _getSample(uint256 index) internal view returns (bytes32) {
        return _samples[index];
    }

    /**
     * @dev Virtual function to be implemented by derived contracts. Must return the current index of the oracle
     * circular buffer.
     */
    function _getOracleIndex() internal view virtual returns (uint256);
}

// File: @balancer-labs/v2-solidity-utils/contracts/openzeppelin/ERC20Permit.sol



// SPDX-License-Identifier: MIT

pragma solidity ^0.7.0;

import "./ERC20.sol";
import "./IERC20Permit.sol";
import "./EIP712.sol";

/**
 * @dev Implementation of the ERC20 Permit extension allowing approvals to be made via signatures, as defined in
 * https://eips.ethereum.org/EIPS/eip-2612[EIP-2612].
 *
 * Adds the {permit} method, which can be used to change an account's ERC20 allowance (see {IERC20-allowance}) by
 * presenting a message signed by the account. By not relying on `{IERC20-approve}`, the token holder account doesn't
 * need to send a transaction, and thus is not required to hold Ether at all.
 *
 * _Available since v3.4._
 */
abstract contract ERC20Permit is ERC20, IERC20Permit, EIP712 {
    mapping(address => uint256) private _nonces;

    // solhint-disable-next-line var-name-mixedcase
    bytes32 private immutable _PERMIT_TYPEHASH =
        keccak256("Permit(address owner,address spender,uint256 value,uint256 nonce,uint256 deadline)");

    /**
     * @dev Initializes the {EIP712} domain separator using the `name` parameter, and setting `version` to `"1"`.
     *
     * It's a good idea to use the same `name` that is defined as the ERC20 token name.
     */
    constructor(string memory name) EIP712(name, "1") {}

    /**
     * @dev See {IERC20Permit-permit}.
     */
    function permit(
        address owner,
        address spender,
        uint256 value,
        uint256 deadline,
        uint8 v,
        bytes32 r,
        bytes32 s
    ) public virtual override {
        // solhint-disable-next-line not-rely-on-time
        _require(block.timestamp <= deadline, Errors.EXPIRED_PERMIT);

        uint256 nonce = _nonces[owner];
        bytes32 structHash = keccak256(abi.encode(_PERMIT_TYPEHASH, owner, spender, value, nonce, deadline));

        bytes32 hash = _hashTypedDataV4(structHash);

        address signer = ecrecover(hash, v, r, s);
        _require((signer != address(0)) && (signer == owner), Errors.INVALID_SIGNATURE);

        _nonces[owner] = nonce + 1;
        _approve(owner, spender, value);
    }

    /**
     * @dev See {IERC20Permit-nonces}.
     */
    function nonces(address owner) public view override returns (uint256) {
        return _nonces[owner];
    }

    /**
     * @dev See {IERC20Permit-DOMAIN_SEPARATOR}.
     */
    // solhint-disable-next-line func-name-mixedcase
    function DOMAIN_SEPARATOR() external view override returns (bytes32) {
        return _domainSeparatorV4();
    }
}

// File: @balancer-labs/v2-solidity-utils/contracts/openzeppelin/SafeMath.sol



// SPDX-License-Identifier: MIT

pragma solidity ^0.7.0;

import "../helpers/BalancerErrors.sol";

/**
 * @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, Errors.ADD_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, Errors.SUB_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, uint256 errorCode) internal pure returns (uint256) {
        _require(b <= a, errorCode);
        uint256 c = a - b;

        return c;
    }
}

// File: @balancer-labs/v2-solidity-utils/contracts/openzeppelin/IERC20Permit.sol



// SPDX-License-Identifier: MIT

pragma solidity ^0.7.0;

/**
 * @dev Interface of the ERC20 Permit extension allowing approvals to be made via signatures, as defined in
 * https://eips.ethereum.org/EIPS/eip-2612[EIP-2612].
 *
 * Adds the {permit} method, which can be used to change an account's ERC20 allowance (see {IERC20-allowance}) by
 * presenting a message signed by the account. By not relying on `{IERC20-approve}`, the token holder account doesn't
 * need to send a transaction, and thus is not required to hold Ether at all.
 */
interface IERC20Permit {
    /**
     * @dev Sets `value` as the allowance of `spender` over `owner`'s tokens,
     * given `owner`'s signed approval.
     *
     * IMPORTANT: The same issues {IERC20-approve} has related to transaction
     * ordering also apply here.
     *
     * Emits an {Approval} event.
     *
     * Requirements:
     *
     * - `spender` cannot be the zero address.
     * - `deadline` must be a timestamp in the future.
     * - `v`, `r` and `s` must be a valid `secp256k1` signature from `owner`
     * over the EIP712-formatted function arguments.
     * - the signature must use ``owner``'s current nonce (see {nonces}).
     *
     * For more information on the signature format, see the
     * https://eips.ethereum.org/EIPS/eip-2612#specification[relevant EIP
     * section].
     */
    function permit(
        address owner,
        address spender,
        uint256 value,
        uint256 deadline,
        uint8 v,
        bytes32 r,
        bytes32 s
    ) external;

    /**
     * @dev Returns the current nonce for `owner`. This value must be
     * included whenever a signature is generated for {permit}.
     *
     * Every successful call to {permit} increases ``owner``'s nonce by one. This
     * prevents a signature from being used multiple times.
     */
    function nonces(address owner) external view returns (uint256);

    /**
     * @dev Returns the domain separator used in the encoding of the signature for `permit`, as defined by {EIP712}.
     */
    // solhint-disable-next-line func-name-mixedcase
    function DOMAIN_SEPARATOR() external view returns (bytes32);
}

// File: @balancer-labs/v2-solidity-utils/contracts/openzeppelin/EIP712.sol



// SPDX-License-Identifier: MIT

pragma solidity ^0.7.0;

/**
 * @dev https://eips.ethereum.org/EIPS/eip-712[EIP 712] is a standard for hashing and signing of typed structured data.
 *
 * The encoding specified in the EIP is very generic, and such a generic implementation in Solidity is not feasible,
 * thus this contract does not implement the encoding itself. Protocols need to implement the type-specific encoding
 * they need in their contracts using a combination of `abi.encode` and `keccak256`.
 *
 * This contract implements the EIP 712 domain separator ({_domainSeparatorV4}) that is used as part of the encoding
 * scheme, and the final step of the encoding to obtain the message digest that is then signed via ECDSA
 * ({_hashTypedDataV4}).
 *
 * The implementation of the domain separator was designed to be as efficient as possible while still properly updating
 * the chain id to protect against replay attacks on an eventual fork of the chain.
 *
 * NOTE: This contract implements the version of the encoding known as "v4", as implemented by the JSON RPC method
 * https://docs.metamask.io/guide/signing-data.html[`eth_signTypedDataV4` in MetaMask].
 *
 * _Available since v3.4._
 */
abstract contract EIP712 {
    /* solhint-disable var-name-mixedcase */
    bytes32 private immutable _HASHED_NAME;
    bytes32 private immutable _HASHED_VERSION;
    bytes32 private immutable _TYPE_HASH;

    /* solhint-enable var-name-mixedcase */

    /**
     * @dev Initializes the domain separator and parameter caches.
     *
     * The meaning of `name` and `version` is specified in
     * https://eips.ethereum.org/EIPS/eip-712#definition-of-domainseparator[EIP 712]:
     *
     * - `name`: the user readable name of the signing domain, i.e. the name of the DApp or the protocol.
     * - `version`: the current major version of the signing domain.
     *
     * NOTE: These parameters cannot be changed except through a xref:learn::upgrading-smart-contracts.adoc[smart
     * contract upgrade].
     */
    constructor(string memory name, string memory version) {
        _HASHED_NAME = keccak256(bytes(name));
        _HASHED_VERSION = keccak256(bytes(version));
        _TYPE_HASH = keccak256("EIP712Domain(string name,string version,uint256 chainId,address verifyingContract)");
    }

    /**
     * @dev Returns the domain separator for the current chain.
     */
    function _domainSeparatorV4() internal view virtual returns (bytes32) {
        return keccak256(abi.encode(_TYPE_HASH, _HASHED_NAME, _HASHED_VERSION, _getChainId(), address(this)));
    }

    /**
     * @dev Given an already https://eips.ethereum.org/EIPS/eip-712#definition-of-hashstruct[hashed struct], this
     * function returns the hash of the fully encoded EIP712 message for this domain.
     *
     * This hash can be used together with {ECDSA-recover} to obtain the signer of a message. For example:
     *
     * ```solidity
     * bytes32 digest = _hashTypedDataV4(keccak256(abi.encode(
     *     keccak256("Mail(address to,string contents)"),
     *     mailTo,
     *     keccak256(bytes(mailContents))
     * )));
     * address signer = ECDSA.recover(digest, signature);
     * ```
     */
    function _hashTypedDataV4(bytes32 structHash) internal view virtual returns (bytes32) {
        return keccak256(abi.encodePacked("\x19\x01", _domainSeparatorV4(), structHash));
    }

    function _getChainId() private view returns (uint256 chainId) {
        // Silence state mutability warning without generating bytecode.
        // See https://github.com/ethereum/solidity/issues/10090#issuecomment-741789128 and
        // https://github.com/ethereum/solidity/issues/2691
        this;

        // solhint-disable-next-line no-inline-assembly
        assembly {
            chainId := chainid()
        }
    }
}

// File: @balancer-labs/v2-vault/contracts/interfaces/IBasePool.sol



// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.

// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
// GNU General Public License for more details.

// You should have received a copy of the GNU General Public License
// along with this program.  If not, see <http://www.gnu.org/licenses/>.

pragma solidity ^0.7.0;
pragma experimental ABIEncoderV2;

import "./IVault.sol";
import "./IPoolSwapStructs.sol";

/**
 * @dev Interface for adding and removing liquidity that all Pool contracts should implement. Note that this is not
 * the complete Pool contract interface, as it is missing the swap hooks. Pool contracts should also inherit from
 * either IGeneralPool or IMinimalSwapInfoPool
 */
interface IBasePool is IPoolSwapStructs {
    /**
     * @dev Called by the Vault when a user calls `IVault.joinPool` to add liquidity to this Pool. Returns how many of
     * each registered token the user should provide, as well as the amount of protocol fees the Pool owes to the Vault.
     * The Vault will then take tokens from `sender` and add them to the Pool's balances, as well as collect
     * the reported amount in protocol fees, which the pool should calculate based on `protocolSwapFeePercentage`.
     *
     * Protocol fees are reported and charged on join events so that the Pool is free of debt whenever new users join.
     *
     * `sender` is the account performing the join (from which tokens will be withdrawn), and `recipient` is the account
     * designated to receive any benefits (typically pool shares). `balances` contains the total balances
     * for each token the Pool registered in the Vault, in the same order that `IVault.getPoolTokens` would return.
     *
     * `lastChangeBlock` is the last block in which *any* of the Pool's registered tokens last changed its total
     * balance.
     *
     * `userData` contains any pool-specific instructions needed to perform the calculations, such as the type of
     * join (e.g., proportional given an amount of pool shares, single-asset, multi-asset, etc.)
     *
     * Contracts implementing this function should check that the caller is indeed the Vault before performing any
     * state-changing operations, such as minting pool shares.
     */
    function onJoinPool(
        bytes32 poolId,
        address sender,
        address recipient,
        uint256[] memory balances,
        uint256 lastChangeBlock,
        uint256 protocolSwapFeePercentage,
        bytes memory userData
    ) external returns (uint256[] memory amountsIn, uint256[] memory dueProtocolFeeAmounts);

    /**
     * @dev Called by the Vault when a user calls `IVault.exitPool` to remove liquidity from this Pool. Returns how many
     * tokens the Vault should deduct from the Pool's balances, as well as the amount of protocol fees the Pool owes
     * to the Vault. The Vault will then take tokens from the Pool's balances and send them to `recipient`,
     * as well as collect the reported amount in protocol fees, which the Pool should calculate based on
     * `protocolSwapFeePercentage`.
     *
     * Protocol fees are charged on exit events to guarantee that users exiting the Pool have paid their share.
     *
     * `sender` is the account performing the exit (typically the pool shareholder), and `recipient` is the account
     * to which the Vault will send the proceeds. `balances` contains the total token balances for each token
     * the Pool registered in the Vault, in the same order that `IVault.getPoolTokens` would return.
     *
     * `lastChangeBlock` is the last block in which *any* of the Pool's registered tokens last changed its total
     * balance.
     *
     * `userData` contains any pool-specific instructions needed to perform the calculations, such as the type of
     * exit (e.g., proportional given an amount of pool shares, single-asset, multi-asset, etc.)
     *
     * Contracts implementing this function should check that the caller is indeed the Vault before performing any
     * state-changing operations, such as burning pool shares.
     */
    function onExitPool(
        bytes32 poolId,
        address sender,
        address recipient,
        uint256[] memory balances,
        uint256 lastChangeBlock,
        uint256 protocolSwapFeePercentage,
        bytes memory userData
    ) external returns (uint256[] memory amountsOut, uint256[] memory dueProtocolFeeAmounts);

    function getPoolId() external view returns (bytes32);
}

// File: @balancer-labs/v2-vault/contracts/interfaces/IPoolSwapStructs.sol



// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.

// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
// GNU General Public License for more details.

// You should have received a copy of the GNU General Public License
// along with this program.  If not, see <http://www.gnu.org/licenses/>.

pragma solidity ^0.7.0;
pragma experimental ABIEncoderV2;

import "@balancer-labs/v2-solidity-utils/contracts/openzeppelin/IERC20.sol";

import "./IVault.sol";

interface IPoolSwapStructs {
    // This is not really an interface - it just defines common structs used by other interfaces: IGeneralPool and
    // IMinimalSwapInfoPool.
    //
    // This data structure represents a request for a token swap, where `kind` indicates the swap type ('given in' or
    // 'given out') which indicates whether or not the amount sent by the pool is known.
    //
    // The pool receives `tokenIn` and sends `tokenOut`. `amount` is the number of `tokenIn` tokens the pool will take
    // in, or the number of `tokenOut` tokens the Pool will send out, depending on the given swap `kind`.
    //
    // All other fields are not strictly necessary for most swaps, but are provided to support advanced scenarios in
    // some Pools.
    //
    // `poolId` is the ID of the Pool involved in the swap - this is useful for Pool contracts that implement more than
    // one Pool.
    //
    // The meaning of `lastChangeBlock` depends on the Pool specialization:
    //  - Two Token or Minimal Swap Info: the last block in which either `tokenIn` or `tokenOut` changed its total
    //    balance.
    //  - General: the last block in which *any* of the Pool's registered tokens changed its total balance.
    //
    // `from` is the origin address for the funds the Pool receives, and `to` is the destination address
    // where the Pool sends the outgoing tokens.
    //
    // `userData` is extra data provided by the caller - typically a signature from a trusted party.
    struct SwapRequest {
        IVault.SwapKind kind;
        IERC20 tokenIn;
        IERC20 tokenOut;
        uint256 amount;
        // Misc data
        bytes32 poolId;
        uint256 lastChangeBlock;
        address from;
        address to;
        bytes userData;
    }
}

// File: lib/v1-space/src/oracle/interfaces/IPriceOracle.sol



// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.

// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
// GNU General Public License for more details.

// You should have received a copy of the GNU General Public License
// along with this program.  If not, see <http://www.gnu.org/licenses/>.

// Forked from balancer-v2-monorepo/pkg/pool-utils/contracts/oracle/**
// at commit ef246cf213541c4120a78f811560f100e5a7e15a

pragma solidity ^0.7.0;
pragma experimental ABIEncoderV2;

/**
 * @dev Interface for querying historical data from a Pool that can be used as a Price Oracle.
 *
 * This lets third parties retrieve average prices of tokens held by a Pool over a given period of time, as well as the
 * price of the Pool share token (BPT) and invariant. Since the invariant is a sensible measure of Pool liquidity, it
 * can be used to compare two different price sources, and choose the most liquid one.
 *
 * Once the oracle is fully initialized, all queries are guaranteed to succeed as long as they require no data that
 * is not older than the largest safe query window.
 */
interface IPriceOracle {
    // The three values that can be queried:
    //
    // - PAIR_PRICE: the price of the tokens in the Pool, expressed as the price of the second token in units of the
    //   first token. For example, if token A is worth $2, and token B is worth $4, the pair price will be 2.0.
    //   Note that the price is computed *including* the tokens decimals. This means that the pair price of a Pool with
    //   DAI and USDC will be close to 1.0, despite DAI having 18 decimals and USDC 6.
    //
    // - BPT_PRICE: the price of the Pool share token (BPT), in units of the first token.
    //   Note that the price is computed *including* the tokens decimals. This means that the BPT price of a Pool with
    //   USDC in which BPT is worth $5 will be 5.0, despite the BPT having 18 decimals and USDC 6.
    //
    // - INVARIANT: the value of the Pool's invariant, which serves as a measure of its liquidity.
    enum Variable { PAIR_PRICE, BPT_PRICE, INVARIANT }

    /**
     * @dev Returns the time average weighted price corresponding to each of `queries`. Prices are represented as 18
     * decimal fixed point values.
     */
    function getTimeWeightedAverage(OracleAverageQuery[] memory queries)
        external
        view
        returns (uint256[] memory results);

    /**
     * @dev Returns latest sample of `variable`. Prices are represented as 18 decimal fixed point values.
     */
    function getLatest(Variable variable) external view returns (uint256);

    /**
     * @dev Information for a Time Weighted Average query.
     *
     * Each query computes the average over a window of duration `secs` seconds that ended `ago` seconds ago. For
     * example, the average over the past 30 minutes is computed by settings secs to 1800 and ago to 0. If secs is 1800
     * and ago is 1800 as well, the average between 60 and 30 minutes ago is computed instead.
     */
    struct OracleAverageQuery {
        Variable variable;
        uint256 secs;
        uint256 ago;
    }

    /**
     * @dev Returns largest time window that can be safely queried, where 'safely' means the Oracle is guaranteed to be
     * able to produce a result and not revert.
     *
     * If a query has a non-zero `ago` value, then `secs + ago` (the oldest point in time) must be smaller than this
     * value for 'safe' queries.
     */
    function getLargestSafeQueryWindow() external view returns (uint256);

    /**
     * @dev Returns the accumulators corresponding to each of `queries`.
     */
    function getPastAccumulators(OracleAccumulatorQuery[] memory queries)
        external
        view
        returns (int256[] memory results);

    /**
     * @dev Information for an Accumulator query.
     *
     * Each query estimates the accumulator at a time `ago` seconds ago.
     */
    struct OracleAccumulatorQuery {
        Variable variable;
        uint256 ago;
    }
}

// File: lib/v1-space/src/oracle/interfaces/IPoolPriceOracle.sol



// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.

// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
// GNU General Public License for more details.

// You should have received a copy of the GNU General Public License
// along with this program.  If not, see <http://www.gnu.org/licenses/>.

// Forked from balancer-v2-monorepo/pkg/pool-utils/contracts/oracle/**
// at commit ef246cf213541c4120a78f811560f100e5a7e15a

pragma solidity ^0.7.0;

interface IPoolPriceOracle {
    /**
     * @dev Returns the raw data of the sample at `index`.
     */
    function getSample(uint256 index)
        external
        view
        returns (
            int256 logPairPrice,
            int256 accLogPairPrice,
            int256 logBptPrice,
            int256 accLogBptPrice,
            int256 logInvariant,
            int256 accLogInvariant,
            uint256 timestamp
        );

    /**
     * @dev Returns the total number of samples.
     */
    function getTotalSamples() external view returns (uint256);
}

// File: lib/v1-space/src/oracle/Buffer.sol



// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.

// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
// GNU General Public License for more details.

// You should have received a copy of the GNU General Public License
// along with this program.  If not, see <http://www.gnu.org/licenses/>.

// Forked from balancer-v2-monorepo/pkg/pool-utils/contracts/oracle/**
// at commit ef246cf213541c4120a78f811560f100e5a7e15a

pragma solidity ^0.7.0;

library Buffer {
    // The buffer is a circular storage structure with 20 slots.
    // solhint-disable-next-line private-vars-leading-underscore
    uint256 internal constant SIZE = 20;

    /**
     * @dev Returns the index of the element before the one pointed by `index`.
     */
    function prev(uint256 index) internal pure returns (uint256) {
        return sub(index, 1);
    }

    /**
     * @dev Returns the index of the element after the one pointed by `index`.
     */
    function next(uint256 index) internal pure returns (uint256) {
        return add(index, 1);
    }

    /**
     * @dev Returns the index of an element `offset` slots after the one pointed by `index`.
     */
    function add(uint256 index, uint256 offset) internal pure returns (uint256) {
        return (index + offset) % SIZE;
    }

    /**
     * @dev Returns the index of an element `offset` slots before the one pointed by `index`.
     */
    function sub(uint256 index, uint256 offset) internal pure returns (uint256) {
        return (index + SIZE - offset) % SIZE;
    }
}

// File: lib/v1-space/src/oracle/Samples.sol



// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.

// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
// GNU General Public License for more details.

// You should have received a copy of the GNU General Public License
// along with this program.  If not, see <http://www.gnu.org/licenses/>.

// Forked from balancer-v2-monorepo/pkg/pool-utils/contracts/oracle/**
// at commit ef246cf213541c4120a78f811560f100e5a7e15a

pragma solidity ^0.7.0;

import "@balancer-labs/v2-solidity-utils/contracts/helpers/WordCodec.sol";

import "./interfaces/IPriceOracle.sol";

/**
 * @dev This library provides functions to help manipulating samples for Pool Price Oracles. It handles updates,
 * encoding, and decoding of samples.
 *
 * Each sample holds the timestamp of its last update, plus information about three pieces of data: the price pair, the
 * price of BPT (the associated Pool token), and the invariant.
 *
 * Prices and invariant are not stored directly: instead, we store their logarithm. These are known as the 'instant'
 * values: the exact value at that timestamp.
 *
 * Additionally, for each value we keep an accumulator with the sum of all past values, each weighted by the time
 * elapsed since the previous update. This lets us later subtract accumulators at different points in time and divide by
 * the time elapsed between them, arriving at the geometric mean of the values (also known as log-average).
 *
 * All samples are stored in a single 256 bit word with the following structure:
 *
 * [    log pair price     |        bpt price      |       invariant       |  timestamp ]
 * [ instant | accumulator | instant | accumulator | instant | accumulator |            ]
 * [  int22  |    int53    |  int22  |    int53    |  int22  |    int53    |    uint31  ]
 * MSB                                                                                LSB
 *
 * Assuming the timestamp doesn't overflow (which holds until the year 2038), the largest elapsed time is 2^31, which
 * means the largest possible accumulator value is 2^21 * 2^31, which can be represented using a signed 53 bit integer.
 */
library Samples {
    using WordCodec for int256;
    using WordCodec for uint256;
    using WordCodec for bytes32;

    uint256 internal constant _TIMESTAMP_OFFSET = 0;
    uint256 internal constant _ACC_LOG_INVARIANT_OFFSET = 31;
    uint256 internal constant _INST_LOG_INVARIANT_OFFSET = 84;
    uint256 internal constant _ACC_LOG_BPT_PRICE_OFFSET = 106;
    uint256 internal constant _INST_LOG_BPT_PRICE_OFFSET = 159;
    uint256 internal constant _ACC_LOG_PAIR_PRICE_OFFSET = 181;
    uint256 internal constant _INST_LOG_PAIR_PRICE_OFFSET = 234;

    /**
     * @dev Updates a sample, accumulating the new data based on the elapsed time since the previous update. Returns the
     * updated sample.
     *
     * IMPORTANT: This function does not perform any arithmetic checks. In particular, it assumes the caller will never
     * pass values that cannot be represented as 22 bit signed integers. Additionally, it also assumes
     * `currentTimestamp` is greater than `sample`'s timestamp.
     */
    function update(
        bytes32 sample,
        int256 instLogPairPrice,
        int256 instLogBptPrice,
        int256 instLogInvariant,
        uint256 currentTimestamp
    ) internal pure returns (bytes32) {
        // Because elapsed can be represented as a 31 bit unsigned integer, and the received values can be represented
        // as 22 bit signed integers, we don't need to perform checked arithmetic.

        int256 elapsed = int256(currentTimestamp - timestamp(sample));
        int256 accLogPairPrice = _accLogPairPrice(sample) + instLogPairPrice * elapsed;
        int256 accLogBptPrice = _accLogBptPrice(sample) + instLogBptPrice * elapsed;
        int256 accLogInvariant = _accLogInvariant(sample) + instLogInvariant * elapsed;

        return
            pack(
                instLogPairPrice,
                accLogPairPrice,
                instLogBptPrice,
                accLogBptPrice,
                instLogInvariant,
                accLogInvariant,
                currentTimestamp
            );
    }

    /**
     * @dev Returns the instant value stored in `sample` for `variable`.
     */
    function instant(bytes32 sample, IPriceOracle.Variable variable) internal pure returns (int256) {
        if (variable == IPriceOracle.Variable.PAIR_PRICE) {
            return _instLogPairPrice(sample);
        } else if (variable == IPriceOracle.Variable.BPT_PRICE) {
            return _instLogBptPrice(sample);
        } else {
            // variable == IPriceOracle.Variable.INVARIANT
            return _instLogInvariant(sample);
        }
    }

    /**
     * @dev Returns the accumulator value stored in `sample` for `variable`.
     */
    function accumulator(bytes32 sample, IPriceOracle.Variable variable) internal pure returns (int256) {
        if (variable == IPriceOracle.Variable.PAIR_PRICE) {
            return _accLogPairPrice(sample);
        } else if (variable == IPriceOracle.Variable.BPT_PRICE) {
            return _accLogBptPrice(sample);
        } else {
            // variable == IPriceOracle.Variable.INVARIANT
            return _accLogInvariant(sample);
        }
    }

    /**
     * @dev Returns `sample`'s timestamp.
     */
    function timestamp(bytes32 sample) internal pure returns (uint256) {
        return sample.decodeUint31(_TIMESTAMP_OFFSET);
    }

    /**
     * @dev Returns `sample`'s instant value for the logarithm of the pair price.
     */
    function _instLogPairPrice(bytes32 sample) private pure returns (int256) {
        return sample.decodeInt22(_INST_LOG_PAIR_PRICE_OFFSET);
    }

    /**
     * @dev Returns `sample`'s accumulator of the logarithm of the pair price.
     */
    function _accLogPairPrice(bytes32 sample) private pure returns (int256) {
        return sample.decodeInt53(_ACC_LOG_PAIR_PRICE_OFFSET);
    }

    /**
     * @dev Returns `sample`'s instant value for the logarithm of the BPT price.
     */
    function _instLogBptPrice(bytes32 sample) private pure returns (int256) {
        return sample.decodeInt22(_INST_LOG_BPT_PRICE_OFFSET);
    }

    /**
     * @dev Returns `sample`'s accumulator of the logarithm of the BPT price.
     */
    function _accLogBptPrice(bytes32 sample) private pure returns (int256) {
        return sample.decodeInt53(_ACC_LOG_BPT_PRICE_OFFSET);
    }

    /**
     * @dev Returns `sample`'s instant value for the logarithm of the invariant.
     */
    function _instLogInvariant(bytes32 sample) private pure returns (int256) {
        return sample.decodeInt22(_INST_LOG_INVARIANT_OFFSET);
    }

    /**
     * @dev Returns `sample`'s accumulator of the logarithm of the invariant.
     */
    function _accLogInvariant(bytes32 sample) private pure returns (int256) {
        return sample.decodeInt53(_ACC_LOG_INVARIANT_OFFSET);
    }

    /**
     * @dev Returns a sample created by packing together its components.
     */
    function pack(
        int256 instLogPairPrice,
        int256 accLogPairPrice,
        int256 instLogBptPrice,
        int256 accLogBptPrice,
        int256 instLogInvariant,
        int256 accLogInvariant,
        uint256 _timestamp
    ) internal pure returns (bytes32) {
        return
            instLogPairPrice.encodeInt22(_INST_LOG_PAIR_PRICE_OFFSET) |
            accLogPairPrice.encodeInt53(_ACC_LOG_PAIR_PRICE_OFFSET) |
            instLogBptPrice.encodeInt22(_INST_LOG_BPT_PRICE_OFFSET) |
            accLogBptPrice.encodeInt53(_ACC_LOG_BPT_PRICE_OFFSET) |
            instLogInvariant.encodeInt22(_INST_LOG_INVARIANT_OFFSET) |
            accLogInvariant.encodeInt53(_ACC_LOG_INVARIANT_OFFSET) |
            _timestamp.encodeUint(_TIMESTAMP_OFFSET); // Using 31 bits
    }

    /**
     * @dev Unpacks a sample into its components.
     */
    function unpack(bytes32 sample)
        internal
        pure
        returns (
            int256 logPairPrice,
            int256 accLogPairPrice,
            int256 logBptPrice,
            int256 accLogBptPrice,
            int256 logInvariant,
            int256 accLogInvariant,
            uint256 _timestamp
        )
    {
        logPairPrice = _instLogPairPrice(sample);
        accLogPairPrice = _accLogPairPrice(sample);
        logBptPrice = _instLogBptPrice(sample);
        accLogBptPrice = _accLogBptPrice(sample);
        logInvariant = _instLogInvariant(sample);
        accLogInvariant = _accLogInvariant(sample);
        _timestamp = timestamp(sample);
    }
}

// File: lib/v1-space/src/oracle/QueryProcessor.sol



// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.

// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
// GNU General Public License for more details.

// You should have received a copy of the GNU General Public License
// along with this program.  If not, see <http://www.gnu.org/licenses/>.

// Forked from balancer-v2-monorepo/pkg/pool-utils/contracts/oracle/**
// at commit ef246cf213541c4120a78f811560f100e5a7e15a

pragma solidity ^0.7.0;
pragma experimental ABIEncoderV2;

import "@balancer-labs/v2-solidity-utils/contracts/helpers/BalancerErrors.sol";
import "@balancer-labs/v2-solidity-utils/contracts/helpers/LogCompression.sol";

import "./interfaces/IPriceOracle.sol";

import "./Buffer.sol";
import "./Samples.sol";

/**
 * @dev Auxiliary library for PoolPriceOracle, offloading most of the query code to reduce bytecode size by using this
 * as a linked library. The downside is an extra DELEGATECALL is added (2600 gas as of the Berlin hardfork), but the
 * bytecode size gains are so big (specially of the oracle contract does not use `LogCompression.fromLowResLog`) that
 * it is worth it.
 */
library QueryProcessor {
    using Buffer for uint256;
    using Samples for bytes32;
    using LogCompression for int256;

    /**
     * @dev Returns the value for `variable` at the indexed sample.
     */
    function getInstantValue(
        mapping(uint256 => bytes32) storage samples,
        IPriceOracle.Variable variable,
        uint256 index
    ) external view returns (uint256) {
        bytes32 sample = samples[index];
        _require(sample.timestamp() > 0, Errors.ORACLE_NOT_INITIALIZED);

        int256 rawInstantValue = sample.instant(variable);
        return LogCompression.fromLowResLog(rawInstantValue);
    }

    /**
     * @dev Returns the time average weighted price corresponding to `query`.
     */
    function getTimeWeightedAverage(
        mapping(uint256 => bytes32) storage samples,
        IPriceOracle.OracleAverageQuery memory query,
        uint256 latestIndex
    ) external view returns (uint256) {
        _require(query.secs != 0, Errors.ORACLE_BAD_SECS);

        int256 beginAccumulator = getPastAccumulator(samples, query.variable, latestIndex, query.ago + query.secs);
        int256 endAccumulator = getPastAccumulator(samples, query.variable, latestIndex, query.ago);
        return LogCompression.fromLowResLog((endAccumulator - beginAccumulator) / int256(query.secs));
    }

    /**
     * @dev Returns the value of the accumulator for `variable` `ago` seconds ago. `latestIndex` must be the index of
     * the latest sample in the buffer.
     *
     * Reverts under the following conditions:
     *  - if the buffer is empty.
     *  - if querying past information and the buffer has not been fully initialized.
     *  - if querying older information than available in the buffer. Note that a full buffer guarantees queries for the
     *    past 34 hours will not revert.
     *
     * If requesting information for a timestamp later than the latest one, it is extrapolated using the latest
     * available data.
     *
     * When no exact information is available for the requested past timestamp (as usually happens, since at most one
     * timestamp is stored every two minutes), it is estimated by performing linear interpolation using the closest
     * values. This process is guaranteed to complete performing at most 10 storage reads.
     */
    function getPastAccumulator(
        mapping(uint256 => bytes32) storage samples,
        IPriceOracle.Variable variable,
        uint256 latestIndex,
        uint256 ago
    ) public view returns (int256) {
        // solhint-disable not-rely-on-time
        // `ago` must not be before the epoch.
        _require(block.timestamp >= ago, Errors.ORACLE_INVALID_SECONDS_QUERY);
        uint256 lookUpTime = block.timestamp - ago;

        bytes32 latestSample = samples[latestIndex];
        uint256 latestTimestamp = latestSample.timestamp();

        // The latest sample only has a non-zero timestamp if no data was ever processed and stored in the buffer.
        _require(latestTimestamp > 0, Errors.ORACLE_NOT_INITIALIZED);

        if (latestTimestamp <= lookUpTime) {
            // The accumulator at times ahead of the latest one are computed by extrapolating the latest data. This is
            // equivalent to the instant value not changing between the last timestamp and the look up time.

            // We can use unchecked arithmetic since the accumulator can be represented in 53 bits, timestamps in 31
            // bits, and the instant value in 22 bits.
            uint256 elapsed = lookUpTime - latestTimestamp;
            return latestSample.accumulator(variable) + (latestSample.instant(variable) * int256(elapsed));
        } else {
            // The look up time is before the latest sample, but we need to make sure that it is not before the oldest
            // sample as well.

            // Since we use a circular buffer, the oldest sample is simply the next one.
            uint256 bufferLength;
            uint256 oldestIndex = latestIndex.next();
            {
                // Local scope used to prevent stack-too-deep errors.
                bytes32 oldestSample = samples[oldestIndex];
                uint256 oldestTimestamp = oldestSample.timestamp();

                if (oldestTimestamp > 0) {
                    // If the oldest timestamp is not zero, it means the buffer was fully initialized.
                    bufferLength = Buffer.SIZE;
                } else {
                    // If the buffer was not fully initialized, we haven't wrapped around it yet,
                    // and can treat it as a regular array where the oldest index is the first one,
                    // and the length the number of samples.
                    bufferLength = oldestIndex; // Equal to latestIndex.next()
                    oldestIndex = 0;
                    oldestTimestamp = samples[0].timestamp();
                }

                // Finally check that the look up time is not previous to the oldest timestamp.
                _require(oldestTimestamp <= lookUpTime, Errors.ORACLE_QUERY_TOO_OLD);
            }

            // Perform binary search to find nearest samples to the desired timestamp.
            (bytes32 prev, bytes32 next) = findNearestSample(samples, lookUpTime, oldestIndex, bufferLength);

            // `next`'s timestamp is guaranteed to be larger than `prev`'s, so we can skip checked arithmetic.
            uint256 samplesTimeDiff = next.timestamp() - prev.timestamp();

            if (samplesTimeDiff > 0) {
                // We estimate the accumulator at the requested look up time by interpolating linearly between the
                // previous and next accumulators.

                // We can use unchecked arithmetic since the accumulators can be represented in 53 bits, and timestamps
                // in 31 bits.
                int256 samplesAccDiff = next.accumulator(variable) - prev.accumulator(variable);
                uint256 elapsed = lookUpTime - prev.timestamp();
                return prev.accumulator(variable) + ((samplesAccDiff * int256(elapsed)) / int256(samplesTimeDiff));
            } else {
                // Rarely, one of the samples will have the exact requested look up time, which is indicated by `prev`
                // and `next` being the same. In this case, we simply return the accumulator at that point in time.
                return prev.accumulator(variable);
            }
        }
    }

    /**
     * @dev Finds the two samples with timestamps before and after `lookUpDate`. If one of the samples matches exactly,
     * both `prev` and `next` will be it. `offset` is the index of the oldest sample in the buffer. `length` is the size
     * of the samples list.
     *
     * Assumes `lookUpDate` is greater or equal than the timestamp of the oldest sample, and less or equal than the
     * timestamp of the latest sample.
     */
    function findNearestSample(
        mapping(uint256 => bytes32) storage samples,
        uint256 lookUpDate,
        uint256 offset,
        uint256 length
    ) public view returns (bytes32 prev, bytes32 next) {
        // We're going to perform a binary search in the circular buffer, which requires it to be sorted. To achieve
        // this, we offset all buffer accesses by `offset`, making the first element the oldest one.

        // Auxiliary variables in a typical binary search: we will look at some value `mid` between `low` and `high`,
        // periodically increasing `low` or decreasing `high` until we either find a match or determine the element is
        // not in the array.
        uint256 low = 0;
        uint256 high = length - 1;
        uint256 mid;

        // If the search fails and no sample has a timestamp of `lookUpDate` (as is the most common scenario), `sample`
        // will be either the sample with the largest timestamp smaller than `lookUpDate`, or the one with the smallest
        // timestamp larger than `lookUpDate`.
        bytes32 sample;
        uint256 sampleTimestamp;

        while (low <= high) {
            // Mid is the floor of the average.
            uint256 midWithoutOffset = (high + low) / 2;

            // Recall that the buffer is not actually sorted: we need to apply the offset to access it in a sorted way.
            mid = midWithoutOffset.add(offset);
            sample = samples[mid];
            sampleTimestamp = sample.timestamp();

            if (sampleTimestamp < lookUpDate) {
                // If the mid sample is bellow the look up date, then increase the low index to start from there.
                low = midWithoutOffset + 1;
            } else if (sampleTimestamp > lookUpDate) {
                // If the mid sample is above the look up date, then decrease the high index to start from there.

                // We can skip checked arithmetic: it is impossible for `high` to ever be 0, as a scenario where `low`
                // equals 0 and `high` equals 1 would result in `low` increasing to 1 in the previous `if` clause.
                high = midWithoutOffset - 1;
            } else {
                // sampleTimestamp == lookUpDate
                // If we have an exact match, return the sample as both `prev` and `next`.
                return (sample, sample);
            }
        }

        // In case we reach here, it means we didn't find exactly the sample we where looking for.
        return sampleTimestamp < lookUpDate ? (sample, samples[mid.next()]) : (samples[mid.prev()], sample);
    }
}

// File: @balancer-labs/v2-solidity-utils/contracts/helpers/WordCodec.sol



// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.

// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
// GNU General Public License for more details.

// You should have received a copy of the GNU General Public License
// along with this program.  If not, see <http://www.gnu.org/licenses/>.

pragma solidity ^0.7.0;

/**
 * @dev Library for encoding and decoding values stored inside a 256 bit word. Typically used to pack multiple values in
 * a single storage slot, saving gas by performing less storage accesses.
 *
 * Each value is defined by its size and the least significant bit in the word, also known as offset. For example, two
 * 128 bit values may be encoded in a word by assigning one an offset of 0, and the other an offset of 128.
 */
library WordCodec {
    // Masks are values with the least significant N bits set. They can be used to extract an encoded value from a word,
    // or to insert a new one replacing the old.
    uint256 private constant _MASK_1 = 2**(1) - 1;
    uint256 private constant _MASK_5 = 2**(5) - 1;
    uint256 private constant _MASK_7 = 2**(7) - 1;
    uint256 private constant _MASK_10 = 2**(10) - 1;
    uint256 private constant _MASK_16 = 2**(16) - 1;
    uint256 private constant _MASK_22 = 2**(22) - 1;
    uint256 private constant _MASK_31 = 2**(31) - 1;
    uint256 private constant _MASK_32 = 2**(32) - 1;
    uint256 private constant _MASK_53 = 2**(53) - 1;
    uint256 private constant _MASK_64 = 2**(64) - 1;
    uint256 private constant _MASK_128 = 2**(128) - 1;
    uint256 private constant _MASK_192 = 2**(192) - 1;

    // Largest positive values that can be represented as N bits signed integers.
    int256 private constant _MAX_INT_22 = 2**(21) - 1;
    int256 private constant _MAX_INT_53 = 2**(52) - 1;

    // In-place insertion

    /**
     * @dev Inserts a boolean value shifted by an offset into a 256 bit word, replacing the old value. Returns the new
     * word.
     */
    function insertBool(
        bytes32 word,
        bool value,
        uint256 offset
    ) internal pure returns (bytes32) {
        bytes32 clearedWord = bytes32(uint256(word) & ~(_MASK_1 << offset));
        return clearedWord | bytes32(uint256(value ? 1 : 0) << offset);
    }

    // Unsigned

    /**
     * @dev Inserts a 5 bit unsigned integer shifted by an offset into a 256 bit word, replacing the old value. Returns
     * the new word.
     *
     * Assumes `value` only uses its least significant 5 bits, otherwise it may overwrite sibling bytes.
     */
    function insertUint5(
        bytes32 word,
        uint256 value,
        uint256 offset
    ) internal pure returns (bytes32) {
        bytes32 clearedWord = bytes32(uint256(word) & ~(_MASK_5 << offset));
        return clearedWord | bytes32(value << offset);
    }

    /**
     * @dev Inserts a 7 bit unsigned integer shifted by an offset into a 256 bit word, replacing the old value. Returns
     * the new word.
     *
     * Assumes `value` only uses its least significant 7 bits, otherwise it may overwrite sibling bytes.
     */
    function insertUint7(
        bytes32 word,
        uint256 value,
        uint256 offset
    ) internal pure returns (bytes32) {
        bytes32 clearedWord = bytes32(uint256(word) & ~(_MASK_7 << offset));
        return clearedWord | bytes32(value << offset);
    }

    /**
     * @dev Inserts a 10 bit unsigned integer shifted by an offset into a 256 bit word, replacing the old value. Returns
     * the new word.
     *
     * Assumes `value` only uses its least significant 10 bits, otherwise it may overwrite sibling bytes.
     */
    function insertUint10(
        bytes32 word,
        uint256 value,
        uint256 offset
    ) internal pure returns (bytes32) {
        bytes32 clearedWord = bytes32(uint256(word) & ~(_MASK_10 << offset));
        return clearedWord | bytes32(value << offset);
    }

    /**
     * @dev Inserts a 16 bit unsigned integer shifted by an offset into a 256 bit word, replacing the old value.
     * Returns the new word.
     *
     * Assumes `value` only uses its least significant 16 bits, otherwise it may overwrite sibling bytes.
     */
    function insertUint16(
        bytes32 word,
        uint256 value,
        uint256 offset
    ) internal pure returns (bytes32) {
        bytes32 clearedWord = bytes32(uint256(word) & ~(_MASK_16 << offset));
        return clearedWord | bytes32(value << offset);
    }

    /**
     * @dev Inserts a 31 bit unsigned integer shifted by an offset into a 256 bit word, replacing the old value. Returns
     * the new word.
     *
     * Assumes `value` can be represented using 31 bits.
     */
    function insertUint31(
        bytes32 word,
        uint256 value,
        uint256 offset
    ) internal pure returns (bytes32) {
        bytes32 clearedWord = bytes32(uint256(word) & ~(_MASK_31 << offset));
        return clearedWord | bytes32(value << offset);
    }

    /**
     * @dev Inserts a 32 bit unsigned integer shifted by an offset into a 256 bit word, replacing the old value. Returns
     * the new word.
     *
     * Assumes `value` only uses its least significant 32 bits, otherwise it may overwrite sibling bytes.
     */
    function insertUint32(
        bytes32 word,
        uint256 value,
        uint256 offset
    ) internal pure returns (bytes32) {
        bytes32 clearedWord = bytes32(uint256(word) & ~(_MASK_32 << offset));
        return clearedWord | bytes32(value << offset);
    }

    /**
     * @dev Inserts a 64 bit unsigned integer shifted by an offset into a 256 bit word, replacing the old value. Returns
     * the new word.
     *
     * Assumes `value` only uses its least significant 64 bits, otherwise it may overwrite sibling bytes.
     */
    function insertUint64(
        bytes32 word,
        uint256 value,
        uint256 offset
    ) internal pure returns (bytes32) {
        bytes32 clearedWord = bytes32(uint256(word) & ~(_MASK_64 << offset));
        return clearedWord | bytes32(value << offset);
    }

    // Signed

    /**
     * @dev Inserts a 22 bits signed integer shifted by an offset into a 256 bit word, replacing the old value. Returns
     * the new word.
     *
     * Assumes `value` can be represented using 22 bits.
     */
    function insertInt22(
        bytes32 word,
        int256 value,
        uint256 offset
    ) internal pure returns (bytes32) {
        bytes32 clearedWord = bytes32(uint256(word) & ~(_MASK_22 << offset));
        // Integer values need masking to remove the upper bits of negative values.
        return clearedWord | bytes32((uint256(value) & _MASK_22) << offset);
    }

    // Bytes

    /**
     * @dev Inserts 192 bit shifted by an offset into a 256 bit word, replacing the old value. Returns the new word.
     *
     * Assumes `value` can be represented using 192 bits.
     */
    function insertBits192(
        bytes32 word,
        bytes32 value,
        uint256 offset
    ) internal pure returns (bytes32) {
        bytes32 clearedWord = bytes32(uint256(word) & ~(_MASK_192 << offset));
        return clearedWord | bytes32((uint256(value) & _MASK_192) << offset);
    }

    // Encoding

    // Unsigned

    /**
     * @dev Encodes an unsigned integer shifted by an offset. This performs no size checks: it is up to the caller to
     * ensure that the values are bounded.
     *
     * The return value can be logically ORed with other encoded values to form a 256 bit word.
     */
    function encodeUint(uint256 value, uint256 offset) internal pure returns (bytes32) {
        return bytes32(value << offset);
    }

    // Signed

    /**
     * @dev Encodes a 22 bits signed integer shifted by an offset.
     *
     * The return value can be logically ORed with other encoded values to form a 256 bit word.
     */
    function encodeInt22(int256 value, uint256 offset) internal pure returns (bytes32) {
        // Integer values need masking to remove the upper bits of negative values.
        return bytes32((uint256(value) & _MASK_22) << offset);
    }

    /**
     * @dev Encodes a 53 bits signed integer shifted by an offset.
     *
     * The return value can be logically ORed with other encoded values to form a 256 bit word.
     */
    function encodeInt53(int256 value, uint256 offset) internal pure returns (bytes32) {
        // Integer values need masking to remove the upper bits of negative values.
        return bytes32((uint256(value) & _MASK_53) << offset);
    }

    // Decoding

    /**
     * @dev Decodes and returns a boolean shifted by an offset from a 256 bit word.
     */
    function decodeBool(bytes32 word, uint256 offset) internal pure returns (bool) {
        return (uint256(word >> offset) & _MASK_1) == 1;
    }

    // Unsigned

    /**
     * @dev Decodes and returns a 5 bit unsigned integer shifted by an offset from a 256 bit word.
     */
    function decodeUint5(bytes32 word, uint256 offset) internal pure returns (uint256) {
        return uint256(word >> offset) & _MASK_5;
    }

    /**
     * @dev Decodes and returns a 7 bit unsigned integer shifted by an offset from a 256 bit word.
     */
    function decodeUint7(bytes32 word, uint256 offset) internal pure returns (uint256) {
        return uint256(word >> offset) & _MASK_7;
    }

    /**
     * @dev Decodes and returns a 10 bit unsigned integer shifted by an offset from a 256 bit word.
     */
    function decodeUint10(bytes32 word, uint256 offset) internal pure returns (uint256) {
        return uint256(word >> offset) & _MASK_10;
    }

    /**
     * @dev Decodes and returns a 16 bit unsigned integer shifted by an offset from a 256 bit word.
     */
    function decodeUint16(bytes32 word, uint256 offset) internal pure returns (uint256) {
        return uint256(word >> offset) & _MASK_16;
    }

    /**
     * @dev Decodes and returns a 31 bit unsigned integer shifted by an offset from a 256 bit word.
     */
    function decodeUint31(bytes32 word, uint256 offset) internal pure returns (uint256) {
        return uint256(word >> offset) & _MASK_31;
    }

    /**
     * @dev Decodes and returns a 32 bit unsigned integer shifted by an offset from a 256 bit word.
     */
    function decodeUint32(bytes32 word, uint256 offset) internal pure returns (uint256) {
        return uint256(word >> offset) & _MASK_32;
    }

    /**
     * @dev Decodes and returns a 64 bit unsigned integer shifted by an offset from a 256 bit word.
     */
    function decodeUint64(bytes32 word, uint256 offset) internal pure returns (uint256) {
        return uint256(word >> offset) & _MASK_64;
    }

    /**
     * @dev Decodes and returns a 128 bit unsigned integer shifted by an offset from a 256 bit word.
     */
    function decodeUint128(bytes32 word, uint256 offset) internal pure returns (uint256) {
        return uint256(word >> offset) & _MASK_128;
    }

    // Signed

    /**
     * @dev Decodes and returns a 22 bits signed integer shifted by an offset from a 256 bit word.
     */
    function decodeInt22(bytes32 word, uint256 offset) internal pure returns (int256) {
        int256 value = int256(uint256(word >> offset) & _MASK_22);
        // In case the decoded value is greater than the max positive integer that can be represented with 22 bits,
        // we know it was originally a negative integer. Therefore, we mask it to restore the sign in the 256 bit
        // representation.
        return value > _MAX_INT_22 ? (value | int256(~_MASK_22)) : value;
    }

    /**
     * @dev Decodes and returns a 53 bits signed integer shifted by an offset from a 256 bit word.
     */
    function decodeInt53(bytes32 word, uint256 offset) internal pure returns (int256) {
        int256 value = int256(uint256(word >> offset) & _MASK_53);
        // In case the decoded value is greater than the max positive integer that can be represented with 53 bits,
        // we know it was originally a negative integer. Therefore, we mask it to restore the sign in the 256 bit
        // representation.

        return value > _MAX_INT_53 ? (value | int256(~_MASK_53)) : value;
    }
}