// File: contracts/Zap.sol



// SPDX-License-Identifier: MIT

// 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 ^0.7.3;
pragma experimental ABIEncoderV2;

import "@openzeppelin/contracts/math/SafeMath.sol";
import "@openzeppelin/contracts/token/ERC20/ERC20.sol";
import "@openzeppelin/contracts/token/ERC20/SafeERC20.sol";

import "./Curve.sol";

contract Zap {
    using SafeMath for uint256;
    using SafeERC20 for IERC20;

    IERC20 private constant USDC = IERC20(0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48);

    struct ZapData {
        address curve;
        address base;
        uint256 zapAmount;
        uint256 curveBaseBal;
        uint8 curveBaseDecimals;
        uint256 curveQuoteBal;
    }

    struct DepositData {
        uint256 curBaseAmount;
        uint256 curQuoteAmount;
        uint256 maxBaseAmount;
        uint256 maxQuoteAmount;
    }

    /// @notice Zaps from a quote token (non-USDC) into the LP pool
    /// @param _curve The address of the curve
    /// @param _zapAmount The amount to zap, denominated in the ERC20's decimal placing
    /// @param _deadline Deadline for this zap to be completed by
    /// @param _minLPAmount Min LP amount to get
    /// @return uint256 - The amount of LP tokens received
    function zapFromBase(
        address _curve,
        uint256 _zapAmount,
        uint256 _deadline,
        uint256 _minLPAmount
    ) public returns (uint256) {
        return zap(_curve, _zapAmount, _deadline, _minLPAmount, true);
    }

    /// @notice Zaps from a quote token (USDC) into the LP pool
    /// @param _curve The address of the curve
    /// @param _zapAmount The amount to zap, denominated in the ERC20's decimal placing
    /// @param _deadline Deadline for this zap to be completed by
    /// @param _minLPAmount Min LP amount to get
    /// @return uint256 - The amount of LP tokens received
    function zapFromQuote(
        address _curve,
        uint256 _zapAmount,
        uint256 _deadline,
        uint256 _minLPAmount
    ) public returns (uint256) {
        return zap(_curve, _zapAmount, _deadline, _minLPAmount, false);
    }

    /// @notice Zaps from a single token into the LP pool
    /// @param _curve The address of the curve
    /// @param _zapAmount The amount to zap, denominated in the ERC20's decimal placing
    /// @param _deadline Deadline for this zap to be completed by
    /// @param _minLPAmount Min LP amount to get
    /// @param isFromBase Is the zap originating from the base? (if base, then not USDC)
    /// @return uint256 - The amount of LP tokens received
    function zap(
        address _curve,
        uint256 _zapAmount,
        uint256 _deadline,
        uint256 _minLPAmount,
        bool isFromBase
    ) public returns (uint256) {
        (address base, uint256 swapAmount) = calcSwapAmountForZap(_curve, _zapAmount, isFromBase);

        // Swap on curve
        if (isFromBase) {
            IERC20(base).safeTransferFrom(msg.sender, address(this), _zapAmount);
            IERC20(base).safeApprove(_curve, 0);
            IERC20(base).safeApprove(_curve, swapAmount);

            Curve(_curve).originSwap(base, address(USDC), swapAmount, 0, _deadline);
        } else {
            USDC.safeTransferFrom(msg.sender, address(this), _zapAmount);
            USDC.safeApprove(_curve, 0);
            USDC.safeApprove(_curve, swapAmount);

            Curve(_curve).originSwap(address(USDC), base, swapAmount, 0, _deadline);
        }

        // Calculate deposit amount
        uint256 baseAmount = IERC20(base).balanceOf(address(this));
        uint256 quoteAmount = USDC.balanceOf(address(this));
        (uint256 depositAmount, , ) = _calcDepositAmount(
            _curve,
            base,
            DepositData({
                curBaseAmount: baseAmount,
                curQuoteAmount: quoteAmount,
                maxBaseAmount: baseAmount,
                maxQuoteAmount: quoteAmount
            })
        );

        // Can only deposit the smaller amount as we won't have enough of the
        // token to deposit
        IERC20(base).safeApprove(_curve, 0);
        IERC20(base).safeApprove(_curve, baseAmount);

        USDC.safeApprove(_curve, 0);
        USDC.safeApprove(_curve, quoteAmount);

        (uint256 lpAmount, ) = Curve(_curve).deposit(depositAmount, _deadline);
        require(lpAmount >= _minLPAmount, "!Zap/not-enough-lp-amount");

        // Transfer all remaining balances back to user
        IERC20(_curve).transfer(msg.sender, IERC20(_curve).balanceOf(address(this)));
        IERC20(base).transfer(msg.sender, IERC20(base).balanceOf(address(this)));
        USDC.transfer(msg.sender, USDC.balanceOf(address(this)));

        return lpAmount;
    }

    // **** View only functions **** //

    /// @notice Iteratively calculates how much base to swap
    /// @param _curve The address of the curve
    /// @param _zapAmount The amount to zap, denominated in the ERC20's decimal placing
    /// @return uint256 - The amount to swap
    function calcSwapAmountForZapFromBase(address _curve, uint256 _zapAmount) public view returns (uint256) {
        (, uint256 ret) = calcSwapAmountForZap(_curve, _zapAmount, true);
        return ret;
    }

    /// @notice Iteratively calculates how much quote to swap
    /// @param _curve The address of the curve
    /// @param _zapAmount The amount to zap, denominated in the ERC20's decimal placing
    /// @return uint256 - The amount to swap
    function calcSwapAmountForZapFromQuote(address _curve, uint256 _zapAmount) public view returns (uint256) {
        (, uint256 ret) = calcSwapAmountForZap(_curve, _zapAmount, false);
        return ret;
    }

    /// @notice Iteratively calculates how much to swap
    /// @param _curve The address of the curve
    /// @param _zapAmount The amount to zap, denominated in the ERC20's decimal placing
    /// @param isFromBase Is the swap originating from the base?
    /// @return address - The address of the base
    /// @return uint256 - The amount to swap
    function calcSwapAmountForZap(
        address _curve,
        uint256 _zapAmount,
        bool isFromBase
    ) public view returns (address, uint256) {
        // Base will always be index 0
        address base = Curve(_curve).reserves(0);

        // Ratio of base quote in 18 decimals
        uint256 curveBaseBal = IERC20(base).balanceOf(_curve);
        uint8 curveBaseDecimals = ERC20(base).decimals();
        uint256 curveQuoteBal = USDC.balanceOf(_curve);

        // How much user wants to swap
        uint256 initialSwapAmount = _zapAmount.div(2);

        // Calc Base Swap Amount
        if (isFromBase) {
            return (
                base,
                _calcBaseSwapAmount(
                    initialSwapAmount,
                    ZapData({
                        curve: _curve,
                        base: base,
                        zapAmount: _zapAmount,
                        curveBaseBal: curveBaseBal,
                        curveBaseDecimals: curveBaseDecimals,
                        curveQuoteBal: curveQuoteBal
                    })
                )
            );
        }

        // Calc quote swap amount
        return (
            base,
            _calcQuoteSwapAmount(
                initialSwapAmount,
                ZapData({
                    curve: _curve,
                    base: base,
                    zapAmount: _zapAmount,
                    curveBaseBal: curveBaseBal,
                    curveBaseDecimals: curveBaseDecimals,
                    curveQuoteBal: curveQuoteBal
                })
            )
        );
    }

    // **** Helper functions ****

    /// @notice Given a quote amount, calculate the maximum deposit amount, along with the
    ///         the number of LP tokens that will be generated, along with the maximized
    ///         base/quote amounts
    /// @param _curve The address of the curve
    /// @param _quoteAmount The amount of quote tokens
    /// @return uint256 - The deposit amount
    /// @return uint256 - The LPTs received
    /// @return uint256[] memory - The baseAmount and quoteAmount
    function calcMaxDepositAmountGivenQuote(address _curve, uint256 _quoteAmount)
        public
        view
        returns (
            uint256,
            uint256,
            uint256[] memory
        )
    {
        uint256 maxBaseAmount = calcMaxBaseForDeposit(_curve, _quoteAmount);
        address base = Curve(_curve).reserves(0);

        return
            _calcDepositAmount(
                _curve,
                base,
                DepositData({
                    curBaseAmount: maxBaseAmount,
                    curQuoteAmount: _quoteAmount,
                    maxBaseAmount: maxBaseAmount,
                    maxQuoteAmount: _quoteAmount
                })
            );
    }

    /// @notice Given a base amount, calculate the maximum deposit amount, along with the
    ///         the number of LP tokens that will be generated, along with the maximized
    ///         base/quote amounts
    /// @param _curve The address of the curve
    /// @param _baseAmount The amount of base tokens
    /// @return uint256 - The deposit amount
    /// @return uint256 - The LPTs received
    /// @return uint256[] memory - The baseAmount and quoteAmount
    function calcMaxDepositAmountGivenBase(address _curve, uint256 _baseAmount)
        public
        view
        returns (
            uint256,
            uint256,
            uint256[] memory
        )
    {
        uint256 maxQuoteAmount = calcMaxQuoteForDeposit(_curve, _baseAmount);
        address base = Curve(_curve).reserves(0);

        return
            _calcDepositAmount(
                _curve,
                base,
                DepositData({
                    curBaseAmount: _baseAmount,
                    curQuoteAmount: maxQuoteAmount,
                    maxBaseAmount: _baseAmount,
                    maxQuoteAmount: maxQuoteAmount
                })
            );
    }

    /// @notice Given a base amount, calculate the max base amount to be deposited
    /// @param _curve The address of the curve
    /// @param _quoteAmount The amount of base tokens
    /// @return uint256 - The max quote amount
    function calcMaxBaseForDeposit(address _curve, uint256 _quoteAmount) public view returns (uint256) {
        (, uint256[] memory outs) = Curve(_curve).viewDeposit(2e18);
        uint256 baseAmount = outs[0].mul(_quoteAmount).div(1e6);

        return baseAmount;
    }

    /// @notice Given a base amount, calculate the max quote amount to be deposited
    /// @param _curve The address of the curve
    /// @param _baseAmount The amount of quote tokens
    /// @return uint256 - The max quote amount
    function calcMaxQuoteForDeposit(address _curve, uint256 _baseAmount) public view returns (uint256) {
        uint8 curveBaseDecimals = ERC20(Curve(_curve).reserves(0)).decimals();
        (, uint256[] memory outs) = Curve(_curve).viewDeposit(2e18);
        uint256 ratio = outs[0].mul(10**(36 - curveBaseDecimals)).div(outs[1].mul(1e12));
        uint256 quoteAmount = _baseAmount.mul(10**(36 - curveBaseDecimals)).div(ratio).div(1e12);

        return quoteAmount;
    }

    // **** Internal function ****

    // Stack too deep
    function _roundDown(uint256 a) internal pure returns (uint256) {
        return a.mul(99999999).div(100000000);
    }

    /// @notice Calculate how many quote tokens needs to be swapped into base tokens to
    ///         respect the pool's ratio
    /// @param initialSwapAmount The initial amount to swap
    /// @param zapData           Zap data encoded
    /// @return uint256 - The amount of quote tokens to be swapped into base tokens
    function _calcQuoteSwapAmount(uint256 initialSwapAmount, ZapData memory zapData) internal view returns (uint256) {
        uint256 swapAmount = initialSwapAmount;
        uint256 delta = initialSwapAmount.div(2);
        uint256 recvAmount;
        uint256 curveRatio;
        uint256 userRatio;

        // Computer bring me magic number
        for (uint256 i = 0; i < 32; i++) {
            // How much will we receive in return
            recvAmount = Curve(zapData.curve).viewOriginSwap(address(USDC), zapData.base, swapAmount);

            // Update user's ratio
            userRatio = recvAmount.mul(10**(36 - uint256(zapData.curveBaseDecimals))).div(
                zapData.zapAmount.sub(swapAmount).mul(1e12)
            );
            curveRatio = zapData.curveBaseBal.sub(recvAmount).mul(10**(36 - uint256(zapData.curveBaseDecimals))).div(
                zapData.curveQuoteBal.add(swapAmount).mul(1e12)
            );

            // If user's ratio is approx curve ratio, then just swap
            // I.e. ratio converges
            if (userRatio.div(1e16) == curveRatio.div(1e16)) {
                return swapAmount;
            }
            // Otherwise, we keep iterating
            else if (userRatio > curveRatio) {
                // We swapping too much
                swapAmount = swapAmount.sub(delta);
            } else if (userRatio < curveRatio) {
                // We swapping too little
                swapAmount = swapAmount.add(delta);
            }

            // Cannot swap more than zapAmount
            if (swapAmount > zapData.zapAmount) {
                swapAmount = zapData.zapAmount - 1;
            }

            // Keep halving
            delta = delta.div(2);
        }

        revert("Zap/not-converging");
    }

    /// @notice Calculate how many base tokens needs to be swapped into quote tokens to
    ///         respect the pool's ratio
    /// @param initialSwapAmount The initial amount to swap
    /// @param zapData           Zap data encoded
    /// @return uint256 - The amount of base tokens to be swapped into quote tokens
    function _calcBaseSwapAmount(uint256 initialSwapAmount, ZapData memory zapData) internal view returns (uint256) {
        uint256 swapAmount = initialSwapAmount;
        uint256 delta = initialSwapAmount.div(2);
        uint256 recvAmount;
        uint256 curveRatio;
        uint256 userRatio;

        // Computer bring me magic number
        for (uint256 i = 0; i < 32; i++) {
            // How much will we receive in return
            recvAmount = Curve(zapData.curve).viewOriginSwap(zapData.base, address(USDC), swapAmount);

            // Update user's ratio
            userRatio = zapData.zapAmount.sub(swapAmount).mul(10**(36 - uint256(zapData.curveBaseDecimals))).div(
                recvAmount.mul(1e12)
            );
            curveRatio = zapData.curveBaseBal.add(swapAmount).mul(10**(36 - uint256(zapData.curveBaseDecimals))).div(
                zapData.curveQuoteBal.sub(recvAmount).mul(1e12)
            );

            // If user's ratio is approx curve ratio, then just swap
            // I.e. ratio converges
            if (userRatio.div(1e16) == curveRatio.div(1e16)) {
                return swapAmount;
            }
            // Otherwise, we keep iterating
            else if (userRatio > curveRatio) {
                // We swapping too little
                swapAmount = swapAmount.add(delta);
            } else if (userRatio < curveRatio) {
                // We swapping too much
                swapAmount = swapAmount.sub(delta);
            }

            // Cannot swap more than zap
            if (swapAmount > zapData.zapAmount) {
                swapAmount = zapData.zapAmount - 1;
            }

            // Keep halving
            delta = delta.div(2);
        }

        revert("Zap/not-converging");
    }

    /// @notice Given a DepositData structure, calculate the max depositAmount, the max
    ///          LP tokens received, and the required amounts
    /// @param _curve The address of the curve
    /// @param _base  The base address in the curve
    /// @param dd     Deposit data

    /// @return uint256 - The deposit amount
    /// @return uint256 - The LPTs received
    /// @return uint256[] memory - The baseAmount and quoteAmount
    function _calcDepositAmount(
        address _curve,
        address _base,
        DepositData memory dd
    )
        internal
        view
        returns (
            uint256,
            uint256,
            uint256[] memory
        )
    {
        // Calculate _depositAmount
        uint8 curveBaseDecimals = ERC20(_base).decimals();
        uint256 curveRatio = IERC20(_base).balanceOf(_curve).mul(10**(36 - uint256(curveBaseDecimals))).div(
            USDC.balanceOf(_curve).mul(1e12)
        );

        // Deposit amount is denomiated in USD value (based on pool LP ratio)
        // Things are 1:1 on USDC side on deposit
        uint256 usdcDepositAmount = dd.curQuoteAmount.mul(1e12);

        // Things will be based on ratio on deposit
        uint256 baseDepositAmount = dd.curBaseAmount.mul(10**(18 - uint256(curveBaseDecimals)));

        // Trim out decimal values
        uint256 depositAmount = usdcDepositAmount.add(baseDepositAmount.mul(1e18).div(curveRatio));
        depositAmount = _roundDown(depositAmount);

        // // Make sure we have enough of our inputs
        (uint256 lps, uint256[] memory outs) = Curve(_curve).viewDeposit(depositAmount);

        uint256 baseDelta = outs[0] > dd.maxBaseAmount ? outs[0].sub(dd.curBaseAmount) : 0;
        uint256 usdcDelta = outs[1] > dd.maxQuoteAmount ? outs[1].sub(dd.curQuoteAmount) : 0;

        // Make sure we can deposit
        if (baseDelta > 0 || usdcDelta > 0) {
            dd.curBaseAmount = _roundDown(dd.curBaseAmount.sub(baseDelta));
            dd.curQuoteAmount = _roundDown(dd.curQuoteAmount.sub(usdcDelta));

            return _calcDepositAmount(_curve, _base, dd);
        }

        return (depositAmount, lps, outs);
    }
}

// File: @openzeppelin/contracts/math/SafeMath.sol



// SPDX-License-Identifier: MIT

pragma solidity >=0.6.0 <0.8.0;

/**
 * @dev Wrappers over Solidity's arithmetic operations with added overflow
 * checks.
 *
 * Arithmetic operations in Solidity wrap on overflow. This can easily result
 * in bugs, because programmers usually assume that an overflow raises an
 * error, which is the standard behavior in high level programming languages.
 * `SafeMath` restores this intuition by reverting the transaction when an
 * operation overflows.
 *
 * Using this library instead of the unchecked operations eliminates an entire
 * class of bugs, so it's recommended to use it always.
 */
library SafeMath {
    /**
     * @dev Returns the addition of two unsigned integers, reverting on
     * overflow.
     *
     * Counterpart to Solidity's `+` operator.
     *
     * Requirements:
     *
     * - Addition cannot overflow.
     */
    function add(uint256 a, uint256 b) internal pure returns (uint256) {
        uint256 c = a + b;
        require(c >= a, "SafeMath: addition overflow");

        return c;
    }

    /**
     * @dev Returns the subtraction of two unsigned integers, reverting on
     * overflow (when the result is negative).
     *
     * Counterpart to Solidity's `-` operator.
     *
     * Requirements:
     *
     * - Subtraction cannot overflow.
     */
    function sub(uint256 a, uint256 b) internal pure returns (uint256) {
        return sub(a, b, "SafeMath: subtraction overflow");
    }

    /**
     * @dev Returns the subtraction of two unsigned integers, reverting with custom message on
     * overflow (when the result is negative).
     *
     * Counterpart to Solidity's `-` operator.
     *
     * Requirements:
     *
     * - Subtraction cannot overflow.
     */
    function sub(uint256 a, uint256 b, string memory errorMessage) internal pure returns (uint256) {
        require(b <= a, errorMessage);
        uint256 c = a - b;

        return c;
    }

    /**
     * @dev Returns the multiplication of two unsigned integers, reverting on
     * overflow.
     *
     * Counterpart to Solidity's `*` operator.
     *
     * Requirements:
     *
     * - Multiplication cannot overflow.
     */
    function mul(uint256 a, uint256 b) internal pure returns (uint256) {
        // Gas optimization: this is cheaper than requiring 'a' not being zero, but the
        // benefit is lost if 'b' is also tested.
        // See: https://github.com/OpenZeppelin/openzeppelin-contracts/pull/522
        if (a == 0) {
            return 0;
        }

        uint256 c = a * b;
        require(c / a == b, "SafeMath: multiplication overflow");

        return c;
    }

    /**
     * @dev Returns the integer division of two unsigned integers. Reverts on
     * division by zero. The result is rounded towards zero.
     *
     * Counterpart to Solidity's `/` operator. Note: this function uses a
     * `revert` opcode (which leaves remaining gas untouched) while Solidity
     * uses an invalid opcode to revert (consuming all remaining gas).
     *
     * Requirements:
     *
     * - The divisor cannot be zero.
     */
    function div(uint256 a, uint256 b) internal pure returns (uint256) {
        return div(a, b, "SafeMath: division by zero");
    }

    /**
     * @dev Returns the integer division of two unsigned integers. Reverts with custom message on
     * division by zero. The result is rounded towards zero.
     *
     * Counterpart to Solidity's `/` operator. Note: this function uses a
     * `revert` opcode (which leaves remaining gas untouched) while Solidity
     * uses an invalid opcode to revert (consuming all remaining gas).
     *
     * Requirements:
     *
     * - The divisor cannot be zero.
     */
    function div(uint256 a, uint256 b, string memory errorMessage) internal pure returns (uint256) {
        require(b > 0, errorMessage);
        uint256 c = a / b;
        // assert(a == b * c + a % b); // There is no case in which this doesn't hold

        return c;
    }

    /**
     * @dev Returns the remainder of dividing two unsigned integers. (unsigned integer modulo),
     * Reverts when dividing by zero.
     *
     * Counterpart to Solidity's `%` operator. This function uses a `revert`
     * opcode (which leaves remaining gas untouched) while Solidity uses an
     * invalid opcode to revert (consuming all remaining gas).
     *
     * Requirements:
     *
     * - The divisor cannot be zero.
     */
    function mod(uint256 a, uint256 b) internal pure returns (uint256) {
        return mod(a, b, "SafeMath: modulo by zero");
    }

    /**
     * @dev Returns the remainder of dividing two unsigned integers. (unsigned integer modulo),
     * Reverts with custom message when dividing by zero.
     *
     * Counterpart to Solidity's `%` operator. This function uses a `revert`
     * opcode (which leaves remaining gas untouched) while Solidity uses an
     * invalid opcode to revert (consuming all remaining gas).
     *
     * Requirements:
     *
     * - The divisor cannot be zero.
     */
    function mod(uint256 a, uint256 b, string memory errorMessage) internal pure returns (uint256) {
        require(b != 0, errorMessage);
        return a % b;
    }
}

// File: @openzeppelin/contracts/token/ERC20/ERC20.sol



// SPDX-License-Identifier: MIT

pragma solidity >=0.6.0 <0.8.0;

import "../../GSN/Context.sol";
import "./IERC20.sol";
import "../../math/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 Context, 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_) public {
        _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(_msgSender(), 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(_msgSender(), 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, _msgSender(), _allowances[sender][_msgSender()].sub(amount, "ERC20: transfer amount 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(_msgSender(), spender, _allowances[_msgSender()][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(_msgSender(), spender, _allowances[_msgSender()][spender].sub(subtractedValue, "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), "ERC20: transfer from the zero address");
        require(recipient != address(0), "ERC20: transfer to the zero address");

        _beforeTokenTransfer(sender, recipient, amount);

        _balances[sender] = _balances[sender].sub(amount, "ERC20: transfer amount 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 {
        require(account != address(0), "ERC20: mint to the zero address");

        _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), "ERC20: burn from the zero address");

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

        _balances[account] = _balances[account].sub(amount, "ERC20: burn amount exceeds balance");
        _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 {
        require(owner != address(0), "ERC20: approve from the zero address");
        require(spender != address(0), "ERC20: approve to the zero address");

        _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: @openzeppelin/contracts/token/ERC20/SafeERC20.sol



// SPDX-License-Identifier: MIT

pragma solidity >=0.6.0 <0.8.0;

import "./IERC20.sol";
import "../../math/SafeMath.sol";
import "../../utils/Address.sol";

/**
 * @title SafeERC20
 * @dev Wrappers around ERC20 operations that throw on failure (when the token
 * contract returns false). Tokens that return no value (and instead revert or
 * throw on failure) are also supported, non-reverting calls are assumed to be
 * successful.
 * To use this library you can add a `using SafeERC20 for IERC20;` statement to your contract,
 * which allows you to call the safe operations as `token.safeTransfer(...)`, etc.
 */
library SafeERC20 {
    using SafeMath for uint256;
    using Address for address;

    function safeTransfer(IERC20 token, address to, uint256 value) internal {
        _callOptionalReturn(token, abi.encodeWithSelector(token.transfer.selector, to, value));
    }

    function safeTransferFrom(IERC20 token, address from, address to, uint256 value) internal {
        _callOptionalReturn(token, abi.encodeWithSelector(token.transferFrom.selector, from, to, value));
    }

    /**
     * @dev Deprecated. This function has issues similar to the ones found in
     * {IERC20-approve}, and its usage is discouraged.
     *
     * Whenever possible, use {safeIncreaseAllowance} and
     * {safeDecreaseAllowance} instead.
     */
    function safeApprove(IERC20 token, address spender, uint256 value) internal {
        // safeApprove should only be called when setting an initial allowance,
        // or when resetting it to zero. To increase and decrease it, use
        // 'safeIncreaseAllowance' and 'safeDecreaseAllowance'
        // solhint-disable-next-line max-line-length
        require((value == 0) || (token.allowance(address(this), spender) == 0),
            "SafeERC20: approve from non-zero to non-zero allowance"
        );
        _callOptionalReturn(token, abi.encodeWithSelector(token.approve.selector, spender, value));
    }

    function safeIncreaseAllowance(IERC20 token, address spender, uint256 value) internal {
        uint256 newAllowance = token.allowance(address(this), spender).add(value);
        _callOptionalReturn(token, abi.encodeWithSelector(token.approve.selector, spender, newAllowance));
    }

    function safeDecreaseAllowance(IERC20 token, address spender, uint256 value) internal {
        uint256 newAllowance = token.allowance(address(this), spender).sub(value, "SafeERC20: decreased allowance below zero");
        _callOptionalReturn(token, abi.encodeWithSelector(token.approve.selector, spender, newAllowance));
    }

    /**
     * @dev Imitates a Solidity high-level call (i.e. a regular function call to a contract), relaxing the requirement
     * on the return value: the return value is optional (but if data is returned, it must not be false).
     * @param token The token targeted by the call.
     * @param data The call data (encoded using abi.encode or one of its variants).
     */
    function _callOptionalReturn(IERC20 token, bytes memory data) private {
        // We need to perform a low level call here, to bypass Solidity's return data size checking mechanism, since
        // we're implementing it ourselves. We use {Address.functionCall} to perform this call, which verifies that
        // the target address contains contract code and also asserts for success in the low-level call.

        bytes memory returndata = address(token).functionCall(data, "SafeERC20: low-level call failed");
        if (returndata.length > 0) { // Return data is optional
            // solhint-disable-next-line max-line-length
            require(abi.decode(returndata, (bool)), "SafeERC20: ERC20 operation did not succeed");
        }
    }
}

// File: contracts/Curve.sol



// SPDX-License-Identifier: MIT

// 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 ^0.7.3;

import "./lib/ABDKMath64x64.sol";

import "./Orchestrator.sol";

import "./ProportionalLiquidity.sol";

import "./Swaps.sol";

import "./ViewLiquidity.sol";

import "./Storage.sol";

import "./MerkleProver.sol";

import "./interfaces/IFreeFromUpTo.sol";

library Curves {
    using ABDKMath64x64 for int128;

    event Approval(address indexed _owner, address indexed spender, uint256 value);
    event Transfer(address indexed from, address indexed to, uint256 value);

    function add(
        uint256 x,
        uint256 y,
        string memory errorMessage
    ) private pure returns (uint256 z) {
        require((z = x + y) >= x, errorMessage);
    }

    function sub(
        uint256 x,
        uint256 y,
        string memory errorMessage
    ) private pure returns (uint256 z) {
        require((z = x - y) <= x, errorMessage);
    }

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

    /**
     * @dev See {IERC20-approve}.
     *
     * Requirements:
     *
     * - `spender` cannot be the zero address.
     */
    function approve(
        Storage.Curve storage curve,
        address spender,
        uint256 amount
    ) external returns (bool) {
        _approve(curve, 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(
        Storage.Curve storage curve,
        address sender,
        address recipient,
        uint256 amount
    ) external returns (bool) {
        _transfer(curve, sender, recipient, amount);
        _approve(
            curve,
            sender,
            msg.sender,
            sub(curve.allowances[sender][msg.sender], amount, "Curve/insufficient-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(
        Storage.Curve storage curve,
        address spender,
        uint256 addedValue
    ) external returns (bool) {
        _approve(
            curve,
            msg.sender,
            spender,
            add(curve.allowances[msg.sender][spender], addedValue, "Curve/approval-overflow")
        );
        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(
        Storage.Curve storage curve,
        address spender,
        uint256 subtractedValue
    ) external returns (bool) {
        _approve(
            curve,
            msg.sender,
            spender,
            sub(curve.allowances[msg.sender][spender], subtractedValue, "Curve/allowance-decrease-underflow")
        );
        return true;
    }

    /**
     * @dev Moves tokens `amount` from `sender` to `recipient`.
     *
     * This is public 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(
        Storage.Curve storage curve,
        address sender,
        address recipient,
        uint256 amount
    ) private {
        require(sender != address(0), "ERC20: transfer from the zero address");
        require(recipient != address(0), "ERC20: transfer to the zero address");

        curve.balances[sender] = sub(curve.balances[sender], amount, "Curve/insufficient-balance");
        curve.balances[recipient] = add(curve.balances[recipient], amount, "Curve/transfer-overflow");
        emit Transfer(sender, recipient, amount);
    }

    /**
     * @dev Sets `amount` as the allowance of `spender` over the `_owner`s tokens.
     *
     * This is public 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(
        Storage.Curve storage curve,
        address _owner,
        address spender,
        uint256 amount
    ) private {
        require(_owner != address(0), "ERC20: approve from the zero address");
        require(spender != address(0), "ERC20: approve to the zero address");

        curve.allowances[_owner][spender] = amount;
        emit Approval(_owner, spender, amount);
    }
}

contract Curve is Storage, MerkleProver {
    using SafeMath for uint256;

    event Approval(address indexed _owner, address indexed spender, uint256 value);

    event ParametersSet(uint256 alpha, uint256 beta, uint256 delta, uint256 epsilon, uint256 lambda);

    event AssetIncluded(address indexed numeraire, address indexed reserve, uint256 weight);

    event AssimilatorIncluded(
        address indexed derivative,
        address indexed numeraire,
        address indexed reserve,
        address assimilator
    );

    event PartitionRedeemed(address indexed token, address indexed redeemer, uint256 value);

    event OwnershipTransfered(address indexed previousOwner, address indexed newOwner);

    event FrozenSet(bool isFrozen);

    event EmergencyAlarm(bool isEmergency);

    event WhitelistingStopped();

    event Trade(
        address indexed trader,
        address indexed origin,
        address indexed target,
        uint256 originAmount,
        uint256 targetAmount
    );

    event Transfer(address indexed from, address indexed to, uint256 value);

    modifier onlyOwner() {
        require(msg.sender == owner, "Curve/caller-is-not-owner");
        _;
    }

    modifier nonReentrant() {
        require(notEntered, "Curve/re-entered");
        notEntered = false;
        _;
        notEntered = true;
    }

    modifier transactable() {
        require(!frozen, "Curve/frozen-only-allowing-proportional-withdraw");
        _;
    }

    modifier isEmergency() {
        require(emergency, "Curve/emergency-only-allowing-emergency-proportional-withdraw");
        _;
    }

    modifier deadline(uint256 _deadline) {
        require(block.timestamp < _deadline, "Curve/tx-deadline-passed");
        _;
    }

    modifier inWhitelistingStage() {
        require(whitelistingStage, "Curve/whitelist-stage-on-going");
        _;
    }

    modifier notInWhitelistingStage() {
        require(!whitelistingStage, "Curve/whitelist-stage-stopped");
        _;
    }

    modifier underCap(uint256 amount) {
        ( uint256 total_, ) = liquidity();
        require(curve.cap == 0 || curve.cap > amount.add(total_), "Curve/amount-too-large");
        _;
    }

    constructor(
        string memory _name,
        string memory _symbol,
        address[] memory _assets,
        uint256[] memory _assetWeights
    ) {
        owner = msg.sender;
        name = _name;
        symbol = _symbol;
        emit OwnershipTransfered(address(0), msg.sender);

        Orchestrator.initialize(curve, numeraires, reserves, derivatives, _assets, _assetWeights);
    }

    /// @notice sets the parameters for the pool
    /// @param _alpha the value for alpha (halt threshold) must be less than or equal to 1 and greater than 0
    /// @param _beta the value for beta must be less than alpha and greater than 0
    /// @param _feeAtHalt the maximum value for the fee at the halt point
    /// @param _epsilon the base fee for the pool
    /// @param _lambda the value for lambda must be less than or equal to 1 and greater than zero
    function setParams(
        uint256 _alpha,
        uint256 _beta,
        uint256 _feeAtHalt,
        uint256 _epsilon,
        uint256 _lambda
    ) external onlyOwner {
        Orchestrator.setParams(curve, _alpha, _beta, _feeAtHalt, _epsilon, _lambda);
    }

    /// @notice excludes an assimilator from the curve
    /// @param _derivative the address of the assimilator to exclude
    function excludeDerivative(address _derivative) external onlyOwner {
        for (uint256 i = 0; i < numeraires.length; i++) {
            if (_derivative == numeraires[i]) revert("Curve/cannot-delete-numeraire");
            if (_derivative == reserves[i]) revert("Curve/cannot-delete-reserve");
        }

        delete curve.assimilators[_derivative];
    }

    /// @notice view the current parameters of the curve
    /// @return alpha_ the current alpha value
    ///  beta_ the current beta value
    ///  delta_ the current delta value
    ///  epsilon_ the current epsilon value
    ///  lambda_ the current lambda value
    ///  omega_ the current omega value
    function viewCurve()
        external
        view
        returns (
            uint256 alpha_,
            uint256 beta_,
            uint256 delta_,
            uint256 epsilon_,
            uint256 lambda_
        )
    {
        return Orchestrator.viewCurve(curve);
    }

    function turnOffWhitelisting() external onlyOwner {
        emit WhitelistingStopped();

        whitelistingStage = false;
    }

    function setEmergency(bool _emergency) external onlyOwner {
        emit EmergencyAlarm(_emergency);

        emergency = _emergency;
    }

    function setFrozen(bool _toFreezeOrNotToFreeze) external onlyOwner {
        emit FrozenSet(_toFreezeOrNotToFreeze);

        frozen = _toFreezeOrNotToFreeze;
    }

    function transferOwnership(address _newOwner) external onlyOwner {
        require(_newOwner != address(0), "Curve/new-owner-cannot-be-zeroth-address");

        emit OwnershipTransfered(owner, _newOwner);

        owner = _newOwner;
    }

    /// @notice swap a dynamic origin amount for a fixed target amount
    /// @param _origin the address of the origin
    /// @param _target the address of the target
    /// @param _originAmount the origin amount
    /// @param _minTargetAmount the minimum target amount
    /// @param _deadline deadline in block number after which the trade will not execute
    /// @return targetAmount_ the amount of target that has been swapped for the origin amount
    function originSwap(
        address _origin,
        address _target,
        uint256 _originAmount,
        uint256 _minTargetAmount,
        uint256 _deadline
    ) external deadline(_deadline) transactable nonReentrant returns (uint256 targetAmount_) {
        targetAmount_ = Swaps.originSwap(curve, _origin, _target, _originAmount, msg.sender);

        require(targetAmount_ >= _minTargetAmount, "Curve/below-min-target-amount");
    }

    /// @notice view how much target amount a fixed origin amount will swap for
    /// @param _origin the address of the origin
    /// @param _target the address of the target
    /// @param _originAmount the origin amount
    /// @return targetAmount_ the target amount that would have been swapped for the origin amount
    function viewOriginSwap(
        address _origin,
        address _target,
        uint256 _originAmount
    ) external view transactable returns (uint256 targetAmount_) {
        targetAmount_ = Swaps.viewOriginSwap(curve, _origin, _target, _originAmount);
    }

    /// @notice swap a dynamic origin amount for a fixed target amount
    /// @param _origin the address of the origin
    /// @param _target the address of the target
    /// @param _maxOriginAmount the maximum origin amount
    /// @param _targetAmount the target amount
    /// @param _deadline deadline in block number after which the trade will not execute
    /// @return originAmount_ the amount of origin that has been swapped for the target
    function targetSwap(
        address _origin,
        address _target,
        uint256 _maxOriginAmount,
        uint256 _targetAmount,
        uint256 _deadline
    ) external deadline(_deadline) transactable nonReentrant returns (uint256 originAmount_) {
        originAmount_ = Swaps.targetSwap(curve, _origin, _target, _targetAmount, msg.sender);

        require(originAmount_ <= _maxOriginAmount, "Curve/above-max-origin-amount");
    }

    /// @notice view how much of the origin currency the target currency will take
    /// @param _origin the address of the origin
    /// @param _target the address of the target
    /// @param _targetAmount the target amount
    /// @return originAmount_ the amount of target that has been swapped for the origin
    function viewTargetSwap(
        address _origin,
        address _target,
        uint256 _targetAmount
    ) external view transactable returns (uint256 originAmount_) {
        originAmount_ = Swaps.viewTargetSwap(curve, _origin, _target, _targetAmount);
    }

    /// @notice deposit into the pool with no slippage from the numeraire assets the pool supports
    /// @param  index Index corresponding to the merkleProof
    /// @param  account Address coorresponding to the merkleProof
    /// @param  amount Amount coorresponding to the merkleProof, should always be 1
    /// @param  merkleProof Merkle proof
    /// @param  _deposit the full amount you want to deposit into the pool which will be divided up evenly amongst
    ///                  the numeraire assets of the pool
    /// @return (the amount of curves you receive in return for your deposit,
    ///          the amount deposited for each numeraire)
    function depositWithWhitelist(
        uint256 index,
        address account,
        uint256 amount,
        bytes32[] calldata merkleProof,
        uint256 _deposit,
        uint256 _deadline
    ) external deadline(_deadline) transactable nonReentrant inWhitelistingStage returns (uint256, uint256[] memory) {
        require(isWhitelisted(index, account, amount, merkleProof), "Curve/not-whitelisted");
        require(msg.sender == account, "Curve/not-approved-user");

        (uint256 curvesMinted_, uint256[] memory deposits_) =
            ProportionalLiquidity.proportionalDeposit(curve, _deposit);

        whitelistedDeposited[msg.sender] = whitelistedDeposited[msg.sender].add(curvesMinted_);

        // 10k max deposit
        if (whitelistedDeposited[msg.sender] > 10000e18) {
            revert("Curve/exceed-whitelist-maximum-deposit");
        }

        return (curvesMinted_, deposits_);
    }

    /// @notice deposit into the pool with no slippage from the numeraire assets the pool supports
    /// @param  _deposit the full amount you want to deposit into the pool which will be divided up evenly amongst
    ///                  the numeraire assets of the pool
    /// @return (the amount of curves you receive in return for your deposit,
    ///          the amount deposited for each numeraire)
    function deposit(uint256 _deposit, uint256 _deadline)
        external
        deadline(_deadline)
        transactable
        nonReentrant
        notInWhitelistingStage
        underCap(_deposit)
        returns (uint256, uint256[] memory)
    {
        return ProportionalLiquidity.proportionalDeposit(curve, _deposit);
    }

    /// @notice view deposits and curves minted a given deposit would return
    /// @param _deposit the full amount of stablecoins you want to deposit. Divided evenly according to the
    ///                 prevailing proportions of the numeraire assets of the pool
    /// @return (the amount of curves you receive in return for your deposit,
    ///          the amount deposited for each numeraire)
    function viewDeposit(uint256 _deposit) external view transactable underCap(_deposit) returns (uint256, uint256[] memory) {
        // curvesToMint_, depositsToMake_
        return ProportionalLiquidity.viewProportionalDeposit(curve, _deposit);
    }

    /// @notice  Emergency withdraw tokens in the event that the oracle somehow bugs out
    ///          and no one is able to withdraw due to the invariant check
    /// @param   _curvesToBurn the full amount you want to withdraw from the pool which will be withdrawn from evenly amongst the
    ///                        numeraire assets of the pool
    /// @return withdrawals_ the amonts of numeraire assets withdrawn from the pool
    function emergencyWithdraw(uint256 _curvesToBurn, uint256 _deadline)
        external
        isEmergency
        deadline(_deadline)
        nonReentrant
        returns (uint256[] memory withdrawals_)
    {
        return ProportionalLiquidity.emergencyProportionalWithdraw(curve, _curvesToBurn);
    }

    /// @notice  withdrawas amount of curve tokens from the the pool equally from the numeraire assets of the pool with no slippage
    /// @param   _curvesToBurn the full amount you want to withdraw from the pool which will be withdrawn from evenly amongst the
    ///                        numeraire assets of the pool
    /// @return withdrawals_ the amonts of numeraire assets withdrawn from the pool
    function withdraw(uint256 _curvesToBurn, uint256 _deadline)
        external
        deadline(_deadline)
        nonReentrant
        returns (uint256[] memory withdrawals_)
    {
        if (whitelistingStage) {
            whitelistedDeposited[msg.sender] = whitelistedDeposited[msg.sender].sub(_curvesToBurn);
        }

        return ProportionalLiquidity.proportionalWithdraw(curve, _curvesToBurn);
    }

    /// @notice  views the withdrawal information from the pool
    /// @param   _curvesToBurn the full amount you want to withdraw from the pool which will be withdrawn from evenly amongst the
    ///                        numeraire assets of the pool
    /// @return the amonnts of numeraire assets withdrawn from the pool
    function viewWithdraw(uint256 _curvesToBurn) external view transactable returns (uint256[] memory) {
        return ProportionalLiquidity.viewProportionalWithdraw(curve, _curvesToBurn);
    }

    function supportsInterface(bytes4 _interface) public pure returns (bool supports_) {
        supports_ =
            this.supportsInterface.selector == _interface || // erc165
            bytes4(0x7f5828d0) == _interface || // eip173
            bytes4(0x36372b07) == _interface; // erc20
    }

    /// @notice transfers curve tokens
    /// @param _recipient the address of where to send the curve tokens
    /// @param _amount the amount of curve tokens to send
    /// @return success_ the success bool of the call
    function transfer(address _recipient, uint256 _amount) public nonReentrant returns (bool success_) {
        success_ = Curves.transfer(curve, _recipient, _amount);
    }

    /// @notice transfers curve tokens from one address to another address
    /// @param _sender the account from which the curve tokens will be sent
    /// @param _recipient the account to which the curve tokens will be sent
    /// @param _amount the amount of curve tokens to transfer
    /// @return success_ the success bool of the call
    function transferFrom(
        address _sender,
        address _recipient,
        uint256 _amount
    ) public nonReentrant returns (bool success_) {
        success_ = Curves.transferFrom(curve, _sender, _recipient, _amount);
    }

    /// @notice approves a user to spend curve tokens on their behalf
    /// @param _spender the account to allow to spend from msg.sender
    /// @param _amount the amount to specify the spender can spend
    /// @return success_ the success bool of this call
    function approve(address _spender, uint256 _amount) public nonReentrant returns (bool success_) {
        success_ = Curves.approve(curve, _spender, _amount);
    }

    /// @notice view the curve token balance of a given account
    /// @param _account the account to view the balance of
    /// @return balance_ the curve token ballance of the given account
    function balanceOf(address _account) public view returns (uint256 balance_) {
        balance_ = curve.balances[_account];
    }

    /// @notice views the total curve supply of the pool
    /// @return totalSupply_ the total supply of curve tokens
    function totalSupply() public view returns (uint256 totalSupply_) {
        totalSupply_ = curve.totalSupply;
    }

    /// @notice views the total allowance one address has to spend from another address
    /// @param _owner the address of the owner
    /// @param _spender the address of the spender
    /// @return allowance_ the amount the owner has allotted the spender
    function allowance(address _owner, address _spender) public view returns (uint256 allowance_) {
        allowance_ = curve.allowances[_owner][_spender];
    }

    /// @notice views the total amount of liquidity in the curve in numeraire value and format - 18 decimals
    /// @return total_ the total value in the curve
    /// @return individual_ the individual values in the curve
    function liquidity() public view returns (uint256 total_, uint256[] memory individual_) {
        return ViewLiquidity.viewLiquidity(curve);
    }

    /// @notice view the assimilator address for a derivative
    /// @return assimilator_ the assimilator address
    function assimilator(address _derivative) public view returns (address assimilator_) {
        assimilator_ = curve.assimilators[_derivative].addr;
    }

    function setCap(uint256 _cap) public onlyOwner {
        require(_cap != curve.cap, "Curve/cap is already set");
        curve.cap = _cap;

        emit CapChanged(_cap);
    }

    event CapChanged(uint256 _cap);
}

// File: @openzeppelin/contracts/GSN/Context.sol



// SPDX-License-Identifier: MIT

pragma solidity >=0.6.0 <0.8.0;

/*
 * @dev Provides information about the current execution context, including the
 * sender of the transaction and its data. While these are generally available
 * via msg.sender and msg.data, they should not be accessed in such a direct
 * manner, since when dealing with GSN meta-transactions the account sending and
 * paying for execution may not be the actual sender (as far as an application
 * is concerned).
 *
 * This contract is only required for intermediate, library-like contracts.
 */
abstract contract Context {
    function _msgSender() internal view virtual returns (address payable) {
        return msg.sender;
    }

    function _msgData() internal view virtual returns (bytes memory) {
        this; // silence state mutability warning without generating bytecode - see https://github.com/ethereum/solidity/issues/2691
        return msg.data;
    }
}

// File: @openzeppelin/contracts/token/ERC20/IERC20.sol



// SPDX-License-Identifier: MIT

pragma solidity >=0.6.0 <0.8.0;

/**
 * @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: @openzeppelin/contracts/utils/Address.sol



// SPDX-License-Identifier: MIT

pragma solidity >=0.6.2 <0.8.0;

/**
 * @dev Collection of functions related to the address type
 */
library Address {
    /**
     * @dev Returns true if `account` is a contract.
     *
     * [IMPORTANT]
     * ====
     * It is unsafe to assume that an address for which this function returns
     * false is an externally-owned account (EOA) and not a contract.
     *
     * Among others, `isContract` will return false for the following
     * types of addresses:
     *
     *  - an externally-owned account
     *  - a contract in construction
     *  - an address where a contract will be created
     *  - an address where a contract lived, but was destroyed
     * ====
     */
    function isContract(address account) internal view returns (bool) {
        // This method relies on extcodesize, which returns 0 for contracts in
        // construction, since the code is only stored at the end of the
        // constructor execution.

        uint256 size;
        // solhint-disable-next-line no-inline-assembly
        assembly { size := extcodesize(account) }
        return size > 0;
    }

    /**
     * @dev Replacement for Solidity's `transfer`: sends `amount` wei to
     * `recipient`, forwarding all available gas and reverting on errors.
     *
     * https://eips.ethereum.org/EIPS/eip-1884[EIP1884] increases the gas cost
     * of certain opcodes, possibly making contracts go over the 2300 gas limit
     * imposed by `transfer`, making them unable to receive funds via
     * `transfer`. {sendValue} removes this limitation.
     *
     * https://diligence.consensys.net/posts/2019/09/stop-using-soliditys-transfer-now/[Learn more].
     *
     * IMPORTANT: because control is transferred to `recipient`, care must be
     * taken to not create reentrancy vulnerabilities. Consider using
     * {ReentrancyGuard} or the
     * https://solidity.readthedocs.io/en/v0.5.11/security-considerations.html#use-the-checks-effects-interactions-pattern[checks-effects-interactions pattern].
     */
    function sendValue(address payable recipient, uint256 amount) internal {
        require(address(this).balance >= amount, "Address: insufficient balance");

        // solhint-disable-next-line avoid-low-level-calls, avoid-call-value
        (bool success, ) = recipient.call{ value: amount }("");
        require(success, "Address: unable to send value, recipient may have reverted");
    }

    /**
     * @dev Performs a Solidity function call using a low level `call`. A
     * plain`call` is an unsafe replacement for a function call: use this
     * function instead.
     *
     * If `target` reverts with a revert reason, it is bubbled up by this
     * function (like regular Solidity function calls).
     *
     * Returns the raw returned data. To convert to the expected return value,
     * use https://solidity.readthedocs.io/en/latest/units-and-global-variables.html?highlight=abi.decode#abi-encoding-and-decoding-functions[`abi.decode`].
     *
     * Requirements:
     *
     * - `target` must be a contract.
     * - calling `target` with `data` must not revert.
     *
     * _Available since v3.1._
     */
    function functionCall(address target, bytes memory data) internal returns (bytes memory) {
      return functionCall(target, data, "Address: low-level call failed");
    }

    /**
     * @dev Same as {xref-Address-functionCall-address-bytes-}[`functionCall`], but with
     * `errorMessage` as a fallback revert reason when `target` reverts.
     *
     * _Available since v3.1._
     */
    function functionCall(address target, bytes memory data, string memory errorMessage) internal returns (bytes memory) {
        return functionCallWithValue(target, data, 0, errorMessage);
    }

    /**
     * @dev Same as {xref-Address-functionCall-address-bytes-}[`functionCall`],
     * but also transferring `value` wei to `target`.
     *
     * Requirements:
     *
     * - the calling contract must have an ETH balance of at least `value`.
     * - the called Solidity function must be `payable`.
     *
     * _Available since v3.1._
     */
    function functionCallWithValue(address target, bytes memory data, uint256 value) internal returns (bytes memory) {
        return functionCallWithValue(target, data, value, "Address: low-level call with value failed");
    }

    /**
     * @dev Same as {xref-Address-functionCallWithValue-address-bytes-uint256-}[`functionCallWithValue`], but
     * with `errorMessage` as a fallback revert reason when `target` reverts.
     *
     * _Available since v3.1._
     */
    function functionCallWithValue(address target, bytes memory data, uint256 value, string memory errorMessage) internal returns (bytes memory) {
        require(address(this).balance >= value, "Address: insufficient balance for call");
        require(isContract(target), "Address: call to non-contract");

        // solhint-disable-next-line avoid-low-level-calls
        (bool success, bytes memory returndata) = target.call{ value: value }(data);
        return _verifyCallResult(success, returndata, errorMessage);
    }

    /**
     * @dev Same as {xref-Address-functionCall-address-bytes-}[`functionCall`],
     * but performing a static call.
     *
     * _Available since v3.3._
     */
    function functionStaticCall(address target, bytes memory data) internal view returns (bytes memory) {
        return functionStaticCall(target, data, "Address: low-level static call failed");
    }

    /**
     * @dev Same as {xref-Address-functionCall-address-bytes-string-}[`functionCall`],
     * but performing a static call.
     *
     * _Available since v3.3._
     */
    function functionStaticCall(address target, bytes memory data, string memory errorMessage) internal view returns (bytes memory) {
        require(isContract(target), "Address: static call to non-contract");

        // solhint-disable-next-line avoid-low-level-calls
        (bool success, bytes memory returndata) = target.staticcall(data);
        return _verifyCallResult(success, returndata, errorMessage);
    }

    function _verifyCallResult(bool success, bytes memory returndata, string memory errorMessage) private pure returns(bytes memory) {
        if (success) {
            return returndata;
        } else {
            // Look for revert reason and bubble it up if present
            if (returndata.length > 0) {
                // The easiest way to bubble the revert reason is using memory via assembly

                // solhint-disable-next-line no-inline-assembly
                assembly {
                    let returndata_size := mload(returndata)
                    revert(add(32, returndata), returndata_size)
                }
            } else {
                revert(errorMessage);
            }
        }
    }
}

// File: contracts/lib/ABDKMath64x64.sol



// SPDX-License-Identifier: BSD-4-Clause
/*
 * ABDK Math 64.64 Smart Contract Library.  Copyright © 2019 by ABDK Consulting.
 * Author: Mikhail Vladimirov <mikhail.vladimirov@gmail.com>
 */
pragma solidity ^0.7.0;

/**
 * Smart contract library of mathematical functions operating with signed
 * 64.64-bit fixed point numbers.  Signed 64.64-bit fixed point number is
 * basically a simple fraction whose numerator is signed 128-bit integer and
 * denominator is 2^64.  As long as denominator is always the same, there is no
 * need to store it, thus in Solidity signed 64.64-bit fixed point numbers are
 * represented by int128 type holding only the numerator.
 */
library ABDKMath64x64 {
  /*
   * Minimum value signed 64.64-bit fixed point number may have. 
   */
  int128 private constant MIN_64x64 = -0x80000000000000000000000000000000;

  /*
   * Maximum value signed 64.64-bit fixed point number may have. 
   */
  int128 private constant MAX_64x64 = 0x7FFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF;

  /**
   * Convert signed 256-bit integer number into signed 64.64-bit fixed point
   * number.  Revert on overflow.
   *
   * @param x signed 256-bit integer number
   * @return signed 64.64-bit fixed point number
   */
  function fromInt (int256 x) internal pure returns (int128) {
    require (x >= -0x8000000000000000 && x <= 0x7FFFFFFFFFFFFFFF);
    return int128 (x << 64);
  }

  /**
   * Convert signed 64.64 fixed point number into signed 64-bit integer number
   * rounding down.
   *
   * @param x signed 64.64-bit fixed point number
   * @return signed 64-bit integer number
   */
  function toInt (int128 x) internal pure returns (int64) {
    return int64 (x >> 64);
  }

  /**
   * Convert unsigned 256-bit integer number into signed 64.64-bit fixed point
   * number.  Revert on overflow.
   *
   * @param x unsigned 256-bit integer number
   * @return signed 64.64-bit fixed point number
   */
  function fromUInt (uint256 x) internal pure returns (int128) {
    require (x <= 0x7FFFFFFFFFFFFFFF);
    return int128 (x << 64);
  }

  /**
   * Convert signed 64.64 fixed point number into unsigned 64-bit integer
   * number rounding down.  Revert on underflow.
   *
   * @param x signed 64.64-bit fixed point number
   * @return unsigned 64-bit integer number
   */
  function toUInt (int128 x) internal pure returns (uint64) {
    require (x >= 0);
    return uint64 (x >> 64);
  }

  /**
   * Convert signed 128.128 fixed point number into signed 64.64-bit fixed point
   * number rounding down.  Revert on overflow.
   *
   * @param x signed 128.128-bin fixed point number
   * @return signed 64.64-bit fixed point number
   */
  function from128x128 (int256 x) internal pure returns (int128) {
    int256 result = x >> 64;
    require (result >= MIN_64x64 && result <= MAX_64x64);
    return int128 (result);
  }

  /**
   * Convert signed 64.64 fixed point number into signed 128.128 fixed point
   * number.
   *
   * @param x signed 64.64-bit fixed point number
   * @return signed 128.128 fixed point number
   */
  function to128x128 (int128 x) internal pure returns (int256) {
    return int256 (x) << 64;
  }

  /**
   * Calculate x + y.  Revert on overflow.
   *
   * @param x signed 64.64-bit fixed point number
   * @param y signed 64.64-bit fixed point number
   * @return signed 64.64-bit fixed point number
   */
  function add (int128 x, int128 y) internal pure returns (int128) {
    int256 result = int256(x) + y;
    require (result >= MIN_64x64 && result <= MAX_64x64);
    return int128 (result);
  }

  /**
   * Calculate x - y.  Revert on overflow.
   *
   * @param x signed 64.64-bit fixed point number
   * @param y signed 64.64-bit fixed point number
   * @return signed 64.64-bit fixed point number
   */
  function sub (int128 x, int128 y) internal pure returns (int128) {
    int256 result = int256(x) - y;
    require (result >= MIN_64x64 && result <= MAX_64x64);
    return int128 (result);
  }

  /**
   * Calculate x * y rounding down.  Revert on overflow.
   *
   * @param x signed 64.64-bit fixed point number
   * @param y signed 64.64-bit fixed point number
   * @return signed 64.64-bit fixed point number
   */
  function mul (int128 x, int128 y) internal pure returns (int128) {
    int256 result = int256(x) * y >> 64;
    require (result >= MIN_64x64 && result <= MAX_64x64);
    return int128 (result);
  }

  /**
   * Calculate x * y rounding towards zero, where x is signed 64.64 fixed point
   * number and y is signed 256-bit integer number.  Revert on overflow.
   *
   * @param x signed 64.64 fixed point number
   * @param y signed 256-bit integer number
   * @return signed 256-bit integer number
   */
  function muli (int128 x, int256 y) internal pure returns (int256) {
    if (x == MIN_64x64) {
      require (y >= -0xFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF &&
        y <= 0x1000000000000000000000000000000000000000000000000);
      return -y << 63;
    } else {
      bool negativeResult = false;
      if (x < 0) {
        x = -x;
        negativeResult = true;
      }
      if (y < 0) {
        y = -y; // We rely on overflow behavior here
        negativeResult = !negativeResult;
      }
      uint256 absoluteResult = mulu (x, uint256 (y));
      if (negativeResult) {
        require (absoluteResult <=
          0x8000000000000000000000000000000000000000000000000000000000000000);
        return -int256 (absoluteResult); // We rely on overflow behavior here
      } else {
        require (absoluteResult <=
          0x7FFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF);
        return int256 (absoluteResult);
      }
    }
  }

  /**
   * Calculate x * y rounding down, where x is signed 64.64 fixed point number
   * and y is unsigned 256-bit integer number.  Revert on overflow.
   *
   * @param x signed 64.64 fixed point number
   * @param y unsigned 256-bit integer number
   * @return unsigned 256-bit integer number
   */
  function mulu (int128 x, uint256 y) internal pure returns (uint256) {
    if (y == 0) return 0;

    require (x >= 0);

    uint256 lo = (uint256 (x) * (y & 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF)) >> 64;
    uint256 hi = uint256 (x) * (y >> 128);

    require (hi <= 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF);
    hi <<= 64;

    require (hi <=
      0xFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF - lo);
    return hi + lo;
  }

  /**
   * Calculate x / y rounding towards zero.  Revert on overflow or when y is
   * zero.
   *
   * @param x signed 64.64-bit fixed point number
   * @param y signed 64.64-bit fixed point number
   * @return signed 64.64-bit fixed point number
   */
  function div (int128 x, int128 y) internal pure returns (int128) {
    require (y != 0);
    int256 result = (int256 (x) << 64) / y;
    require (result >= MIN_64x64 && result <= MAX_64x64);
    return int128 (result);
  }

  /**
   * Calculate x / y rounding towards zero, where x and y are signed 256-bit
   * integer numbers.  Revert on overflow or when y is zero.
   *
   * @param x signed 256-bit integer number
   * @param y signed 256-bit integer number
   * @return signed 64.64-bit fixed point number
   */
  function divi (int256 x, int256 y) internal pure returns (int128) {
    require (y != 0);

    bool negativeResult = false;
    if (x < 0) {
      x = -x; // We rely on overflow behavior here
      negativeResult = true;
    }
    if (y < 0) {
      y = -y; // We rely on overflow behavior here
      negativeResult = !negativeResult;
    }
    uint128 absoluteResult = divuu (uint256 (x), uint256 (y));
    if (negativeResult) {
      require (absoluteResult <= 0x80000000000000000000000000000000);
      return -int128 (absoluteResult); // We rely on overflow behavior here
    } else {
      require (absoluteResult <= 0x7FFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF);
      return int128 (absoluteResult); // We rely on overflow behavior here
    }
  }

  /**
   * Calculate x / y rounding towards zero, where x and y are unsigned 256-bit
   * integer numbers.  Revert on overflow or when y is zero.
   *
   * @param x unsigned 256-bit integer number
   * @param y unsigned 256-bit integer number
   * @return signed 64.64-bit fixed point number
   */
  function divu (uint256 x, uint256 y) internal pure returns (int128) {
    require (y != 0);
    uint128 result = divuu (x, y);
    require (result <= uint128 (MAX_64x64));
    return int128 (result);
  }

  /**
   * Calculate -x.  Revert on overflow.
   *
   * @param x signed 64.64-bit fixed point number
   * @return signed 64.64-bit fixed point number
   */
  function neg (int128 x) internal pure returns (int128) {
    require (x != MIN_64x64);
    return -x;
  }

  /**
   * Calculate |x|.  Revert on overflow.
   *
   * @param x signed 64.64-bit fixed point number
   * @return signed 64.64-bit fixed point number
   */
  function abs (int128 x) internal pure returns (int128) {
    require (x != MIN_64x64);
    return x < 0 ? -x : x;
  }

  /**
   * Calculate 1 / x rounding towards zero.  Revert on overflow or when x is
   * zero.
   *
   * @param x signed 64.64-bit fixed point number
   * @return signed 64.64-bit fixed point number
   */
  function inv (int128 x) internal pure returns (int128) {
    require (x != 0);
    int256 result = int256 (0x100000000000000000000000000000000) / x;
    require (result >= MIN_64x64 && result <= MAX_64x64);
    return int128 (result);
  }

  /**
   * Calculate arithmetics average of x and y, i.e. (x + y) / 2 rounding down.
   *
   * @param x signed 64.64-bit fixed point number
   * @param y signed 64.64-bit fixed point number
   * @return signed 64.64-bit fixed point number
   */
  function avg (int128 x, int128 y) internal pure returns (int128) {
    return int128 ((int256 (x) + int256 (y)) >> 1);
  }

  /**
   * Calculate geometric average of x and y, i.e. sqrt (x * y) rounding down.
   * Revert on overflow or in case x * y is negative.
   *
   * @param x signed 64.64-bit fixed point number
   * @param y signed 64.64-bit fixed point number
   * @return signed 64.64-bit fixed point number
   */
  function gavg (int128 x, int128 y) internal pure returns (int128) {
    int256 m = int256 (x) * int256 (y);
    require (m >= 0);
    require (m <
        0x4000000000000000000000000000000000000000000000000000000000000000);
    return int128 (sqrtu (uint256 (m)));
  }

  /**
   * Calculate x^y assuming 0^0 is 1, where x is signed 64.64 fixed point number
   * and y is unsigned 256-bit integer number.  Revert on overflow.
   *
   * @param x signed 64.64-bit fixed point number
   * @param y uint256 value
   * @return signed 64.64-bit fixed point number
   */
  function pow (int128 x, uint256 y) internal pure returns (int128) {
    uint256 absoluteResult;
    bool negativeResult = false;
    if (x >= 0) {
      absoluteResult = powu (uint256 (x) << 63, y);
    } else {
      // We rely on overflow behavior here
      absoluteResult = powu (uint256 (uint128 (-x)) << 63, y);
      negativeResult = y & 1 > 0;
    }

    absoluteResult >>= 63;

    if (negativeResult) {
      require (absoluteResult <= 0x80000000000000000000000000000000);
      return -int128 (absoluteResult); // We rely on overflow behavior here
    } else {
      require (absoluteResult <= 0x7FFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF);
      return int128 (absoluteResult); // We rely on overflow behavior here
    }
  }

  /**
   * Calculate sqrt (x) rounding down.  Revert if x < 0.
   *
   * @param x signed 64.64-bit fixed point number
   * @return signed 64.64-bit fixed point number
   */
  function sqrt (int128 x) internal pure returns (int128) {
    require (x >= 0);
    return int128 (sqrtu (uint256 (x) << 64));
  }

  /**
   * Calculate binary logarithm of x.  Revert if x <= 0.
   *
   * @param x signed 64.64-bit fixed point number
   * @return signed 64.64-bit fixed point number
   */
  function log_2 (int128 x) internal pure returns (int128) {
    require (x > 0);

    int256 msb = 0;
    int256 xc = x;
    if (xc >= 0x10000000000000000) { xc >>= 64; msb += 64; }
    if (xc >= 0x100000000) { xc >>= 32; msb += 32; }
    if (xc >= 0x10000) { xc >>= 16; msb += 16; }
    if (xc >= 0x100) { xc >>= 8; msb += 8; }
    if (xc >= 0x10) { xc >>= 4; msb += 4; }
    if (xc >= 0x4) { xc >>= 2; msb += 2; }
    if (xc >= 0x2) msb += 1;  // No need to shift xc anymore

    int256 result = msb - 64 << 64;
    uint256 ux = uint256 (x) << uint256 (127 - msb);
    for (int256 bit = 0x8000000000000000; bit > 0; bit >>= 1) {
      ux *= ux;
      uint256 b = ux >> 255;
      ux >>= 127 + b;
      result += bit * int256 (b);
    }

    return int128 (result);
  }

  /**
   * Calculate natural logarithm of x.  Revert if x <= 0.
   *
   * @param x signed 64.64-bit fixed point number
   * @return signed 64.64-bit fixed point number
   */
  function ln (int128 x) internal pure returns (int128) {
    require (x > 0);

    return int128 (
        uint256 (log_2 (x)) * 0xB17217F7D1CF79ABC9E3B39803F2F6AF >> 128);
  }

  /**
   * Calculate binary exponent of x.  Revert on overflow.
   *
   * @param x signed 64.64-bit fixed point number
   * @return signed 64.64-bit fixed point number
   */
  function exp_2 (int128 x) internal pure returns (int128) {
    require (x < 0x400000000000000000); // Overflow

    if (x < -0x400000000000000000) return 0; // Underflow

    uint256 result = 0x80000000000000000000000000000000;

    if (x & 0x8000000000000000 > 0)
      result = result * 0x16A09E667F3BCC908B2FB1366EA957D3E >> 128;
    if (x & 0x4000000000000000 > 0)
      result = result * 0x1306FE0A31B7152DE8D5A46305C85EDEC >> 128;
    if (x & 0x2000000000000000 > 0)
      result = result * 0x1172B83C7D517ADCDF7C8C50EB14A791F >> 128;
    if (x & 0x1000000000000000 > 0)
      result = result * 0x10B5586CF9890F6298B92B71842A98363 >> 128;
    if (x & 0x800000000000000 > 0)
      result = result * 0x1059B0D31585743AE7C548EB68CA417FD >> 128;
    if (x & 0x400000000000000 > 0)
      result = result * 0x102C9A3E778060EE6F7CACA4F7A29BDE8 >> 128;
    if (x & 0x200000000000000 > 0)
      result = result * 0x10163DA9FB33356D84A66AE336DCDFA3F >> 128;
    if (x & 0x100000000000000 > 0)
      result = result * 0x100B1AFA5ABCBED6129AB13EC11DC9543 >> 128;
    if (x & 0x80000000000000 > 0)
      result = result * 0x10058C86DA1C09EA1FF19D294CF2F679B >> 128;
    if (x & 0x40000000000000 > 0)
      result = result * 0x1002C605E2E8CEC506D21BFC89A23A00F >> 128;
    if (x & 0x20000000000000 > 0)
      result = result * 0x100162F3904051FA128BCA9C55C31E5DF >> 128;
    if (x & 0x10000000000000 > 0)
      result = result * 0x1000B175EFFDC76BA38E31671CA939725 >> 128;
    if (x & 0x8000000000000 > 0)
      result = result * 0x100058BA01FB9F96D6CACD4B180917C3D >> 128;
    if (x & 0x4000000000000 > 0)
      result = result * 0x10002C5CC37DA9491D0985C348C68E7B3 >> 128;
    if (x & 0x2000000000000 > 0)
      result = result * 0x1000162E525EE054754457D5995292026 >> 128;
    if (x & 0x1000000000000 > 0)
      result = result * 0x10000B17255775C040618BF4A4ADE83FC >> 128;
    if (x & 0x800000000000 > 0)
      result = result * 0x1000058B91B5BC9AE2EED81E9B7D4CFAB >> 128;
    if (x & 0x400000000000 > 0)
      result = result * 0x100002C5C89D5EC6CA4D7C8ACC017B7C9 >> 128;
    if (x & 0x200000000000 > 0)
      result = result * 0x10000162E43F4F831060E02D839A9D16D >> 128;
    if (x & 0x100000000000 > 0)
      result = result * 0x100000B1721BCFC99D9F890EA06911763 >> 128;
    if (x & 0x80000000000 > 0)
      result = result * 0x10000058B90CF1E6D97F9CA14DBCC1628 >> 128;
    if (x & 0x40000000000 > 0)
      result = result * 0x1000002C5C863B73F016468F6BAC5CA2B >> 128;
    if (x & 0x20000000000 > 0)
      result = result * 0x100000162E430E5A18F6119E3C02282A5 >> 128;
    if (x & 0x10000000000 > 0)
      result = result * 0x1000000B1721835514B86E6D96EFD1BFE >> 128;
    if (x & 0x8000000000 > 0)
      result = result * 0x100000058B90C0B48C6BE5DF846C5B2EF >> 128;
    if (x & 0x4000000000 > 0)
      result = result * 0x10000002C5C8601CC6B9E94213C72737A >> 128;
    if (x & 0x2000000000 > 0)
      result = result * 0x1000000162E42FFF037DF38AA2B219F06 >> 128;
    if (x & 0x1000000000 > 0)
      result = result * 0x10000000B17217FBA9C739AA5819F44F9 >> 128;
    if (x & 0x800000000 > 0)
      result = result * 0x1000000058B90BFCDEE5ACD3C1CEDC823 >> 128;
    if (x & 0x400000000 > 0)
      result = result * 0x100000002C5C85FE31F35A6A30DA1BE50 >> 128;
    if (x & 0x200000000 > 0)
      result = result * 0x10000000162E42FF0999CE3541B9FFFCF >> 128;
    if (x & 0x100000000 > 0)
      result = result * 0x100000000B17217F80F4EF5AADDA45554 >> 128;
    if (x & 0x80000000 > 0)
      result = result * 0x10000000058B90BFBF8479BD5A81B51AD >> 128;
    if (x & 0x40000000 > 0)
      result = result * 0x1000000002C5C85FDF84BD62AE30A74CC >> 128;
    if (x & 0x20000000 > 0)
      result = result * 0x100000000162E42FEFB2FED257559BDAA >> 128;
    if (x & 0x10000000 > 0)
      result = result * 0x1000000000B17217F7D5A7716BBA4A9AE >> 128;
    if (x & 0x8000000 > 0)
      result = result * 0x100000000058B90BFBE9DDBAC5E109CCE >> 128;
    if (x & 0x4000000 > 0)
      result = result * 0x10000000002C5C85FDF4B15DE6F17EB0D >> 128;
    if (x & 0x2000000 > 0)
      result = result * 0x1000000000162E42FEFA494F1478FDE05 >> 128;
    if (x & 0x1000000 > 0)
      result = result * 0x10000000000B17217F7D20CF927C8E94C >> 128;
    if (x & 0x800000 > 0)
      result = result * 0x1000000000058B90BFBE8F71CB4E4B33D >> 128;
    if (x & 0x400000 > 0)
      result = result * 0x100000000002C5C85FDF477B662B26945 >> 128;
    if (x & 0x200000 > 0)
      result = result * 0x10000000000162E42FEFA3AE53369388C >> 128;
    if (x & 0x100000 > 0)
      result = result * 0x100000000000B17217F7D1D351A389D40 >> 128;
    if (x & 0x80000 > 0)
      result = result * 0x10000000000058B90BFBE8E8B2D3D4EDE >> 128;
    if (x & 0x40000 > 0)
      result = result * 0x1000000000002C5C85FDF4741BEA6E77E >> 128;
    if (x & 0x20000 > 0)
      result = result * 0x100000000000162E42FEFA39FE95583C2 >> 128;
    if (x & 0x10000 > 0)
      result = result * 0x1000000000000B17217F7D1CFB72B45E1 >> 128;
    if (x & 0x8000 > 0)
      result = result * 0x100000000000058B90BFBE8E7CC35C3F0 >> 128;
    if (x & 0x4000 > 0)
      result = result * 0x10000000000002C5C85FDF473E242EA38 >> 128;
    if (x & 0x2000 > 0)
      result = result * 0x1000000000000162E42FEFA39F02B772C >> 128;
    if (x & 0x1000 > 0)
      result = result * 0x10000000000000B17217F7D1CF7D83C1A >> 128;
    if (x & 0x800 > 0)
      result = result * 0x1000000000000058B90BFBE8E7BDCBE2E >> 128;
    if (x & 0x400 > 0)
      result = result * 0x100000000000002C5C85FDF473DEA871F >> 128;
    if (x & 0x200 > 0)
      result = result * 0x10000000000000162E42FEFA39EF44D91 >> 128;
    if (x & 0x100 > 0)
      result = result * 0x100000000000000B17217F7D1CF79E949 >> 128;
    if (x & 0x80 > 0)
      result = result * 0x10000000000000058B90BFBE8E7BCE544 >> 128;
    if (x & 0x40 > 0)
      result = result * 0x1000000000000002C5C85FDF473DE6ECA >> 128;
    if (x & 0x20 > 0)
      result = result * 0x100000000000000162E42FEFA39EF366F >> 128;
    if (x & 0x10 > 0)
      result = result * 0x1000000000000000B17217F7D1CF79AFA >> 128;
    if (x & 0x8 > 0)
      result = result * 0x100000000000000058B90BFBE8E7BCD6D >> 128;
    if (x & 0x4 > 0)
      result = result * 0x10000000000000002C5C85FDF473DE6B2 >> 128;
    if (x & 0x2 > 0)
      result = result * 0x1000000000000000162E42FEFA39EF358 >> 128;
    if (x & 0x1 > 0)
      result = result * 0x10000000000000000B17217F7D1CF79AB >> 128;

    result >>= uint256 (63 - (x >> 64));
    require (result <= uint256 (MAX_64x64));

    return int128 (result);
  }

  /**
   * Calculate natural exponent of x.  Revert on overflow.
   *
   * @param x signed 64.64-bit fixed point number
   * @return signed 64.64-bit fixed point number
   */
  function exp (int128 x) internal pure returns (int128) {
    require (x < 0x400000000000000000); // Overflow

    if (x < -0x400000000000000000) return 0; // Underflow

    return exp_2 (
        int128 (int256 (x) * 0x171547652B82FE1777D0FFDA0D23A7D12 >> 128));
  }

  /**
   * Calculate x / y rounding towards zero, where x and y are unsigned 256-bit
   * integer numbers.  Revert on overflow or when y is zero.
   *
   * @param x unsigned 256-bit integer number
   * @param y unsigned 256-bit integer number
   * @return unsigned 64.64-bit fixed point number
   */
  function divuu (uint256 x, uint256 y) private pure returns (uint128) {
    require (y != 0);

    uint256 result;

    if (x <= 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF)
      result = (x << 64) / y;
    else {
      uint256 msb = 192;
      uint256 xc = x >> 192;
      if (xc >= 0x100000000) { xc >>= 32; msb += 32; }
      if (xc >= 0x10000) { xc >>= 16; msb += 16; }
      if (xc >= 0x100) { xc >>= 8; msb += 8; }
      if (xc >= 0x10) { xc >>= 4; msb += 4; }
      if (xc >= 0x4) { xc >>= 2; msb += 2; }
      if (xc >= 0x2) msb += 1;  // No need to shift xc anymore

      result = (x << 255 - msb) / ((y - 1 >> msb - 191) + 1);
      require (result <= 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF);

      uint256 hi = result * (y >> 128);
      uint256 lo = result * (y & 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF);

      uint256 xh = x >> 192;
      uint256 xl = x << 64;

      if (xl < lo) xh -= 1;
      xl -= lo; // We rely on overflow behavior here
      lo = hi << 128;
      if (xl < lo) xh -= 1;
      xl -= lo; // We rely on overflow behavior here

      assert (xh == hi >> 128);

      result += xl / y;
    }

    require (result <= 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF);
    return uint128 (result);
  }

  /**
   * Calculate x^y assuming 0^0 is 1, where x is unsigned 129.127 fixed point
   * number and y is unsigned 256-bit integer number.  Revert on overflow.
   *
   * @param x unsigned 129.127-bit fixed point number
   * @param y uint256 value
   * @return unsigned 129.127-bit fixed point number
   */
  function powu (uint256 x, uint256 y) private pure returns (uint256) {
    if (y == 0) return 0x80000000000000000000000000000000;
    else if (x == 0) return 0;
    else {
      int256 msb = 0;
      uint256 xc = x;
      if (xc >= 0x100000000000000000000000000000000) { xc >>= 128; msb += 128; }
      if (xc >= 0x10000000000000000) { xc >>= 64; msb += 64; }
      if (xc >= 0x100000000) { xc >>= 32; msb += 32; }
      if (xc >= 0x10000) { xc >>= 16; msb += 16; }
      if (xc >= 0x100) { xc >>= 8; msb += 8; }
      if (xc >= 0x10) { xc >>= 4; msb += 4; }
      if (xc >= 0x4) { xc >>= 2; msb += 2; }
      if (xc >= 0x2) msb += 1;  // No need to shift xc anymore

      int256 xe = msb - 127;
      if (xe > 0) x >>= uint256 (xe);
      else x <<= uint256 (-xe);

      uint256 result = 0x80000000000000000000000000000000;
      int256 re = 0;

      while (y > 0) {
        if (y & 1 > 0) {
          result = result * x;
          y -= 1;
          re += xe;
          if (result >=
            0x8000000000000000000000000000000000000000000000000000000000000000) {
            result >>= 128;
            re += 1;
          } else result >>= 127;
          if (re < -127) return 0; // Underflow
          require (re < 128); // Overflow
        } else {
          x = x * x;
          y >>= 1;
          xe <<= 1;
          if (x >=
            0x8000000000000000000000000000000000000000000000000000000000000000) {
            x >>= 128;
            xe += 1;
          } else x >>= 127;
          if (xe < -127) return 0; // Underflow
          require (xe < 128); // Overflow
        }
      }

      if (re > 0) result <<= uint256 (re);
      else if (re < 0) result >>= uint256 (-re);

      return result;
    }
  }

  /**
   * Calculate sqrt (x) rounding down, where x is unsigned 256-bit integer
   * number.
   *
   * @param x unsigned 256-bit integer number
   * @return unsigned 128-bit integer number
   */
  function sqrtu (uint256 x) private pure returns (uint128) {
    if (x == 0) return 0;
    else {
      uint256 xx = x;
      uint256 r = 1;
      if (xx >= 0x100000000000000000000000000000000) { xx >>= 128; r <<= 64; }
      if (xx >= 0x10000000000000000) { xx >>= 64; r <<= 32; }
      if (xx >= 0x100000000) { xx >>= 32; r <<= 16; }
      if (xx >= 0x10000) { xx >>= 16; r <<= 8; }
      if (xx >= 0x100) { xx >>= 8; r <<= 4; }
      if (xx >= 0x10) { xx >>= 4; r <<= 2; }
      if (xx >= 0x8) { r <<= 1; }
      r = (r + x / r) >> 1;
      r = (r + x / r) >> 1;
      r = (r + x / r) >> 1;
      r = (r + x / r) >> 1;
      r = (r + x / r) >> 1;
      r = (r + x / r) >> 1;
      r = (r + x / r) >> 1; // Seven iterations should be enough
      uint256 r1 = x / r;
      return uint128 (r < r1 ? r : r1);
    }
  }
}
// File: contracts/Orchestrator.sol



// SPDX-License-Identifier: MIT

// 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 ^0.7.3;

import "@openzeppelin/contracts/token/ERC20/ERC20.sol";
import "@openzeppelin/contracts/token/ERC20/SafeERC20.sol";

import "./lib/ABDKMath64x64.sol";

import "./Storage.sol";

import "./CurveMath.sol";

library Orchestrator {
    using SafeERC20 for IERC20;
    using ABDKMath64x64 for int128;
    using ABDKMath64x64 for uint256;

    int128 private constant ONE_WEI = 0x12;

    event ParametersSet(uint256 alpha, uint256 beta, uint256 delta, uint256 epsilon, uint256 lambda);

    event AssetIncluded(address indexed numeraire, address indexed reserve, uint256 weight);

    event AssimilatorIncluded(
        address indexed derivative,
        address indexed numeraire,
        address indexed reserve,
        address assimilator
    );

    function setParams(
        Storage.Curve storage curve,
        uint256 _alpha,
        uint256 _beta,
        uint256 _feeAtHalt,
        uint256 _epsilon,
        uint256 _lambda
    ) external {
        require(0 < _alpha && _alpha < 1e18, "Curve/parameter-invalid-alpha");

        require(_beta < _alpha, "Curve/parameter-invalid-beta");

        require(_feeAtHalt <= 5e17, "Curve/parameter-invalid-max");

        require(_epsilon <= 1e16, "Curve/parameter-invalid-epsilon");

        require(_lambda <= 1e18, "Curve/parameter-invalid-lambda");

        int128 _omega = getFee(curve);

        curve.alpha = (_alpha + 1).divu(1e18);

        curve.beta = (_beta + 1).divu(1e18);

        curve.delta = (_feeAtHalt).divu(1e18).div(uint256(2).fromUInt().mul(curve.alpha.sub(curve.beta))) + ONE_WEI;

        curve.epsilon = (_epsilon + 1).divu(1e18);

        curve.lambda = (_lambda + 1).divu(1e18);

        int128 _psi = getFee(curve);

        require(_omega >= _psi, "Curve/parameters-increase-fee");

        emit ParametersSet(_alpha, _beta, curve.delta.mulu(1e18), _epsilon, _lambda);
    }

    function getFee(Storage.Curve storage curve) private view returns (int128 fee_) {
        int128 _gLiq;

        // Always pairs
        int128[] memory _bals = new int128[](2);

        for (uint256 i = 0; i < _bals.length; i++) {
            int128 _bal = Assimilators.viewNumeraireBalance(curve.assets[i].addr);

            _bals[i] = _bal;

            _gLiq += _bal;
        }

        fee_ = CurveMath.calculateFee(_gLiq, _bals, curve.beta, curve.delta, curve.weights);
    }

    function initialize(
        Storage.Curve storage curve,
        address[] storage numeraires,
        address[] storage reserves,
        address[] storage derivatives,
        address[] calldata _assets,
        uint256[] calldata _assetWeights
    ) external {
        require(_assetWeights.length == 2, "Curve/assetWeights-must-be-length-two");
        require(_assets.length % 5 == 0, "Curve/assets-must-be-divisible-by-five");

        for (uint256 i = 0; i < _assetWeights.length; i++) {
            uint256 ix = i * 5;

            numeraires.push(_assets[ix]);
            derivatives.push(_assets[ix]);

            reserves.push(_assets[2 + ix]);
            if (_assets[ix] != _assets[2 + ix]) derivatives.push(_assets[2 + ix]);

            includeAsset(
                curve,
                _assets[ix], // numeraire
                _assets[1 + ix], // numeraire assimilator
                _assets[2 + ix], // reserve
                _assets[3 + ix], // reserve assimilator
                _assets[4 + ix], // reserve approve to
                _assetWeights[i]
            );
        }
    }

    function includeAsset(
        Storage.Curve storage curve,
        address _numeraire,
        address _numeraireAssim,
        address _reserve,
        address _reserveAssim,
        address _reserveApproveTo,
        uint256 _weight
    ) private {
        require(_numeraire != address(0), "Curve/numeraire-cannot-be-zeroth-address");

        require(_numeraireAssim != address(0), "Curve/numeraire-assimilator-cannot-be-zeroth-address");

        require(_reserve != address(0), "Curve/reserve-cannot-be-zeroth-address");

        require(_reserveAssim != address(0), "Curve/reserve-assimilator-cannot-be-zeroth-address");

        require(_weight < 1e18, "Curve/weight-must-be-less-than-one");

        if (_numeraire != _reserve) IERC20(_numeraire).safeApprove(_reserveApproveTo, uint256(-1));

        Storage.Assimilator storage _numeraireAssimilator = curve.assimilators[_numeraire];

        _numeraireAssimilator.addr = _numeraireAssim;

        _numeraireAssimilator.ix = uint8(curve.assets.length);

        Storage.Assimilator storage _reserveAssimilator = curve.assimilators[_reserve];

        _reserveAssimilator.addr = _reserveAssim;

        _reserveAssimilator.ix = uint8(curve.assets.length);

        int128 __weight = _weight.divu(1e18).add(uint256(1).divu(1e18));

        curve.weights.push(__weight);

        curve.assets.push(_numeraireAssimilator);

        emit AssetIncluded(_numeraire, _reserve, _weight);

        emit AssimilatorIncluded(_numeraire, _numeraire, _reserve, _numeraireAssim);

        if (_numeraireAssim != _reserveAssim) {
            emit AssimilatorIncluded(_reserve, _numeraire, _reserve, _reserveAssim);
        }
    }

    function includeAssimilator(
        Storage.Curve storage curve,
        address _derivative,
        address _numeraire,
        address _reserve,
        address _assimilator,
        address _derivativeApproveTo
    ) private {
        require(_derivative != address(0), "Curve/derivative-cannot-be-zeroth-address");

        require(_numeraire != address(0), "Curve/numeraire-cannot-be-zeroth-address");

        require(_reserve != address(0), "Curve/numeraire-cannot-be-zeroth-address");

        require(_assimilator != address(0), "Curve/assimilator-cannot-be-zeroth-address");

        IERC20(_numeraire).safeApprove(_derivativeApproveTo, uint256(-1));

        Storage.Assimilator storage _numeraireAssim = curve.assimilators[_numeraire];

        curve.assimilators[_derivative] = Storage.Assimilator(_assimilator, _numeraireAssim.ix);

        emit AssimilatorIncluded(_derivative, _numeraire, _reserve, _assimilator);
    }

    function viewCurve(Storage.Curve storage curve)
        external
        view
        returns (
            uint256 alpha_,
            uint256 beta_,
            uint256 delta_,
            uint256 epsilon_,
            uint256 lambda_
        )
    {
        alpha_ = curve.alpha.mulu(1e18);

        beta_ = curve.beta.mulu(1e18);

        delta_ = curve.delta.mulu(1e18);

        epsilon_ = curve.epsilon.mulu(1e18);

        lambda_ = curve.lambda.mulu(1e18);
    }
}

// File: contracts/ProportionalLiquidity.sol



// SPDX-License-Identifier: MIT

pragma solidity ^0.7.3;

import "./Assimilators.sol";

import "./Storage.sol";

import "./lib/UnsafeMath64x64.sol";
import "./lib/ABDKMath64x64.sol";

import "./CurveMath.sol";

library ProportionalLiquidity {
    using ABDKMath64x64 for uint256;
    using ABDKMath64x64 for int128;
    using UnsafeMath64x64 for int128;

    event Transfer(address indexed from, address indexed to, uint256 value);

    int128 public constant ONE = 0x10000000000000000;
    int128 public constant ONE_WEI = 0x12;

    function proportionalDeposit(Storage.Curve storage curve, uint256 _deposit)
        external
        returns (uint256 curves_, uint256[] memory)
    {
        int128 __deposit = _deposit.divu(1e18);

        uint256 _length = curve.assets.length;

        uint256[] memory deposits_ = new uint256[](_length);

        (int128 _oGLiq, int128[] memory _oBals) = getGrossLiquidityAndBalancesForDeposit(curve);

        // Needed to calculate liquidity invariant
        (int128 _oGLiqProp, int128[] memory _oBalsProp) = getGrossLiquidityAndBalances(curve);

        // No liquidity, oracle sets the ratio
        if (_oGLiq == 0) {
            for (uint256 i = 0; i < _length; i++) {
                // Variable here to avoid stack-too-deep errors
                int128 _d = __deposit.mul(curve.weights[i]);
                deposits_[i] = Assimilators.intakeNumeraire(curve.assets[i].addr, _d.add(ONE_WEI));
            }
        } else {
            // We already have an existing pool ratio
            // which must be respected
            int128 _multiplier = __deposit.div(_oGLiq);

            uint256 _baseWeight = curve.weights[0].mulu(1e18);
            uint256 _quoteWeight = curve.weights[1].mulu(1e18);

            for (uint256 i = 0; i < _length; i++) {
                deposits_[i] = Assimilators.intakeNumeraireLPRatio(
                    curve.assets[i].addr,
                    _baseWeight,
                    _quoteWeight,
                    _oBals[i].mul(_multiplier).add(ONE_WEI)
                );
            }
        }

        int128 _totalShells = curve.totalSupply.divu(1e18);

        int128 _newShells = __deposit;

        if (_totalShells > 0) {
            _newShells = __deposit.div(_oGLiq);
            _newShells = _newShells.mul(_totalShells);
        }

        requireLiquidityInvariant(curve, _totalShells, _newShells, _oGLiqProp, _oBalsProp);

        mint(curve, msg.sender, curves_ = _newShells.mulu(1e18));

        return (curves_, deposits_);
    }

    function viewProportionalDeposit(Storage.Curve storage curve, uint256 _deposit)
        external
        view
        returns (uint256 curves_, uint256[] memory)
    {
        int128 __deposit = _deposit.divu(1e18);

        uint256 _length = curve.assets.length;

        (int128 _oGLiq, int128[] memory _oBals) = getGrossLiquidityAndBalancesForDeposit(curve);

        uint256[] memory deposits_ = new uint256[](_length);

        // No liquidity
        if (_oGLiq == 0) {
            for (uint256 i = 0; i < _length; i++) {
                deposits_[i] = Assimilators.viewRawAmount(
                    curve.assets[i].addr,
                    __deposit.mul(curve.weights[i]).add(ONE_WEI)
                );
            }
        } else {
            // We already have an existing pool ratio
            // this must be respected
            int128 _multiplier = __deposit.div(_oGLiq);

            uint256 _baseWeight = curve.weights[0].mulu(1e18);
            uint256 _quoteWeight = curve.weights[1].mulu(1e18);

            // Deposits into the pool is determined by existing LP ratio
            for (uint256 i = 0; i < _length; i++) {
                deposits_[i] = Assimilators.viewRawAmountLPRatio(
                    curve.assets[i].addr,
                    _baseWeight,
                    _quoteWeight,
                    _oBals[i].mul(_multiplier).add(ONE_WEI)
                );
            }
        }

        int128 _totalShells = curve.totalSupply.divu(1e18);

        int128 _newShells = __deposit;

        if (_totalShells > 0) {
            _newShells = __deposit.div(_oGLiq);
            _newShells = _newShells.mul(_totalShells);
        }

        curves_ = _newShells.mulu(1e18);

        return (curves_, deposits_);
    }

    function emergencyProportionalWithdraw(Storage.Curve storage curve, uint256 _withdrawal)
        external
        returns (uint256[] memory)
    {
        uint256 _length = curve.assets.length;

        (, int128[] memory _oBals) = getGrossLiquidityAndBalances(curve);

        uint256[] memory withdrawals_ = new uint256[](_length);

        int128 _totalShells = curve.totalSupply.divu(1e18);
        int128 __withdrawal = _withdrawal.divu(1e18);

        int128 _multiplier = __withdrawal.div(_totalShells);

        for (uint256 i = 0; i < _length; i++) {
            withdrawals_[i] = Assimilators.outputNumeraire(
                curve.assets[i].addr,
                msg.sender,
                _oBals[i].mul(_multiplier)
            );
        }

        burn(curve, msg.sender, _withdrawal);

        return withdrawals_;
    }

    function proportionalWithdraw(Storage.Curve storage curve, uint256 _withdrawal)
        external
        returns (uint256[] memory)
    {
        uint256 _length = curve.assets.length;

        (int128 _oGLiq, int128[] memory _oBals) = getGrossLiquidityAndBalances(curve);

        uint256[] memory withdrawals_ = new uint256[](_length);

        int128 _totalShells = curve.totalSupply.divu(1e18);
        int128 __withdrawal = _withdrawal.divu(1e18);

        int128 _multiplier = __withdrawal.div(_totalShells);

        for (uint256 i = 0; i < _length; i++) {
            withdrawals_[i] = Assimilators.outputNumeraire(
                curve.assets[i].addr,
                msg.sender,
                _oBals[i].mul(_multiplier)
            );
        }

        requireLiquidityInvariant(curve, _totalShells, __withdrawal.neg(), _oGLiq, _oBals);

        burn(curve, msg.sender, _withdrawal);

        return withdrawals_;
    }

    function viewProportionalWithdraw(Storage.Curve storage curve, uint256 _withdrawal)
        external
        view
        returns (uint256[] memory)
    {
        uint256 _length = curve.assets.length;

        (, int128[] memory _oBals) = getGrossLiquidityAndBalances(curve);

        uint256[] memory withdrawals_ = new uint256[](_length);

        int128 _multiplier = _withdrawal.divu(1e18).div(curve.totalSupply.divu(1e18));

        for (uint256 i = 0; i < _length; i++) {
            withdrawals_[i] = Assimilators.viewRawAmount(curve.assets[i].addr, _oBals[i].mul(_multiplier));
        }

        return withdrawals_;
    }

    function getGrossLiquidityAndBalancesForDeposit(Storage.Curve storage curve)
        internal
        view
        returns (int128 grossLiquidity_, int128[] memory)
    {
        uint256 _length = curve.assets.length;

        int128[] memory balances_ = new int128[](_length);
        uint256 _baseWeight = curve.weights[0].mulu(1e18);
        uint256 _quoteWeight = curve.weights[1].mulu(1e18);

        for (uint256 i = 0; i < _length; i++) {
            int128 _bal = Assimilators.viewNumeraireBalanceLPRatio(_baseWeight, _quoteWeight, curve.assets[i].addr);

            balances_[i] = _bal;
            grossLiquidity_ += _bal;
        }

        return (grossLiquidity_, balances_);
    }

    function getGrossLiquidityAndBalances(Storage.Curve storage curve)
        internal
        view
        returns (int128 grossLiquidity_, int128[] memory)
    {
        uint256 _length = curve.assets.length;

        int128[] memory balances_ = new int128[](_length);

        for (uint256 i = 0; i < _length; i++) {
            int128 _bal = Assimilators.viewNumeraireBalance(curve.assets[i].addr);

            balances_[i] = _bal;
            grossLiquidity_ += _bal;
        }

        return (grossLiquidity_, balances_);
    }

    function requireLiquidityInvariant(
        Storage.Curve storage curve,
        int128 _curves,
        int128 _newShells,
        int128 _oGLiq,
        int128[] memory _oBals
    ) private view {
        (int128 _nGLiq, int128[] memory _nBals) = getGrossLiquidityAndBalances(curve);

        int128 _beta = curve.beta;
        int128 _delta = curve.delta;
        int128[] memory _weights = curve.weights;

        int128 _omega = CurveMath.calculateFee(_oGLiq, _oBals, _beta, _delta, _weights);

        int128 _psi = CurveMath.calculateFee(_nGLiq, _nBals, _beta, _delta, _weights);

        CurveMath.enforceLiquidityInvariant(_curves, _newShells, _oGLiq, _nGLiq, _omega, _psi);
    }

    function burn(
        Storage.Curve storage curve,
        address account,
        uint256 amount
    ) private {
        curve.balances[account] = burnSub(curve.balances[account], amount);

        curve.totalSupply = burnSub(curve.totalSupply, amount);

        emit Transfer(msg.sender, address(0), amount);
    }

    function mint(
        Storage.Curve storage curve,
        address account,
        uint256 amount
    ) private {
        curve.totalSupply = mintAdd(curve.totalSupply, amount);

        curve.balances[account] = mintAdd(curve.balances[account], amount);

        emit Transfer(address(0), msg.sender, amount);
    }

    function mintAdd(uint256 x, uint256 y) private pure returns (uint256 z) {
        require((z = x + y) >= x, "Curve/mint-overflow");
    }

    function burnSub(uint256 x, uint256 y) private pure returns (uint256 z) {
        require((z = x - y) <= x, "Curve/burn-underflow");
    }
}

// File: contracts/Swaps.sol



// SPDX-License-Identifier: MIT

pragma solidity ^0.7.3;

import "./Assimilators.sol";
import "./Storage.sol";
import "./CurveMath.sol";
import "./lib/UnsafeMath64x64.sol";
import "./lib/ABDKMath64x64.sol";

import "@openzeppelin/contracts/math/SafeMath.sol";

library Swaps {
    using ABDKMath64x64 for int128;
    using UnsafeMath64x64 for int128;
    using ABDKMath64x64 for uint256;
    using SafeMath for uint256;

    event Trade(
        address indexed trader,
        address indexed origin,
        address indexed target,
        uint256 originAmount,
        uint256 targetAmount
    );

    int128 public constant ONE = 0x10000000000000000;

    function getOriginAndTarget(
        Storage.Curve storage curve,
        address _o,
        address _t
    ) private view returns (Storage.Assimilator memory, Storage.Assimilator memory) {
        Storage.Assimilator memory o_ = curve.assimilators[_o];
        Storage.Assimilator memory t_ = curve.assimilators[_t];

        require(o_.addr != address(0), "Curve/origin-not-supported");
        require(t_.addr != address(0), "Curve/target-not-supported");

        return (o_, t_);
    }

    function originSwap(
        Storage.Curve storage curve,
        address _origin,
        address _target,
        uint256 _originAmount,
        address _recipient
    ) external returns (uint256 tAmt_) {
        (Storage.Assimilator memory _o, Storage.Assimilator memory _t) = getOriginAndTarget(curve, _origin, _target);

        if (_o.ix == _t.ix)
            return Assimilators.outputNumeraire(_t.addr, _recipient, Assimilators.intakeRaw(_o.addr, _originAmount));

        (int128 _amt, int128 _oGLiq, int128 _nGLiq, int128[] memory _oBals, int128[] memory _nBals) =
            getOriginSwapData(curve, _o.ix, _t.ix, _o.addr, _originAmount);

        _amt = CurveMath.calculateTrade(curve, _oGLiq, _nGLiq, _oBals, _nBals, _amt, _t.ix);

        _amt = _amt.us_mul(ONE - curve.epsilon);

        tAmt_ = Assimilators.outputNumeraire(_t.addr, _recipient, _amt);

        emit Trade(msg.sender, _origin, _target, _originAmount, tAmt_);
    }

    function viewOriginSwap(
        Storage.Curve storage curve,
        address _origin,
        address _target,
        uint256 _originAmount
    ) external view returns (uint256 tAmt_) {
        (Storage.Assimilator memory _o, Storage.Assimilator memory _t) = getOriginAndTarget(curve, _origin, _target);

        if (_o.ix == _t.ix)
            return Assimilators.viewRawAmount(_t.addr, Assimilators.viewNumeraireAmount(_o.addr, _originAmount));

        (int128 _amt, int128 _oGLiq, int128 _nGLiq, int128[] memory _nBals, int128[] memory _oBals) =
            viewOriginSwapData(curve, _o.ix, _t.ix, _originAmount, _o.addr);

        _amt = CurveMath.calculateTrade(curve, _oGLiq, _nGLiq, _oBals, _nBals, _amt, _t.ix);

        _amt = _amt.us_mul(ONE - curve.epsilon);

        tAmt_ = Assimilators.viewRawAmount(_t.addr, _amt.abs());
    }

    function targetSwap(
        Storage.Curve storage curve,
        address _origin,
        address _target,
        uint256 _targetAmount,
        address _recipient
    ) external returns (uint256 oAmt_) {
        (Storage.Assimilator memory _o, Storage.Assimilator memory _t) = getOriginAndTarget(curve, _origin, _target);

        if (_o.ix == _t.ix)
            return Assimilators.intakeNumeraire(_o.addr, Assimilators.outputRaw(_t.addr, _recipient, _targetAmount));

        // If the origin is the quote currency (i.e. usdc)
        // we need to make sure to massage the _targetAmount
        // by dividing it by the exchange rate (so it gets
        // multiplied later to reach the same target amount).
        // Inelegant solution, but this way we don't need to
        // re-write large chunks of the code-base

        // curve.assets[1].addr = quoteCurrency
        // no variable assignment due to stack too deep
        if (curve.assets[1].addr == _o.addr) {
            _targetAmount = _targetAmount.mul(1e8).div(Assimilators.getRate(_t.addr));
        }

        (int128 _amt, int128 _oGLiq, int128 _nGLiq, int128[] memory _oBals, int128[] memory _nBals) =
            getTargetSwapData(curve, _t.ix, _o.ix, _t.addr, _recipient, _targetAmount);

        _amt = CurveMath.calculateTrade(curve, _oGLiq, _nGLiq, _oBals, _nBals, _amt, _o.ix);

        // If the origin is the quote currency (i.e. usdc)
        // we need to make sure to massage the _amt too

        // curve.assets[1].addr = quoteCurrency
        if (curve.assets[1].addr == _o.addr) {
            _amt = _amt.mul(Assimilators.getRate(_t.addr).divu(1e8));
        }

        _amt = _amt.us_mul(ONE + curve.epsilon);

        oAmt_ = Assimilators.intakeNumeraire(_o.addr, _amt);

        emit Trade(msg.sender, _origin, _target, oAmt_, _targetAmount);
    }

    function viewTargetSwap(
        Storage.Curve storage curve,
        address _origin,
        address _target,
        uint256 _targetAmount
    ) external view returns (uint256 oAmt_) {
        (Storage.Assimilator memory _o, Storage.Assimilator memory _t) = getOriginAndTarget(curve, _origin, _target);

        if (_o.ix == _t.ix)
            return Assimilators.viewRawAmount(_o.addr, Assimilators.viewNumeraireAmount(_t.addr, _targetAmount));

        // If the origin is the quote currency (i.e. usdc)
        // we need to make sure to massage the _targetAmount
        // by dividing it by the exchange rate (so it gets
        // multiplied later to reach the same target amount).
        // Inelegant solution, but this way we don't need to
        // re-write large chunks of the code-base

        // curve.assets[1].addr = quoteCurrency
        // no variable assignment due to stack too deep
        if (curve.assets[1].addr == _o.addr) {
            _targetAmount = _targetAmount.mul(1e8).div(Assimilators.getRate(_t.addr));
        }

        (int128 _amt, int128 _oGLiq, int128 _nGLiq, int128[] memory _nBals, int128[] memory _oBals) =
            viewTargetSwapData(curve, _t.ix, _o.ix, _targetAmount, _t.addr);

        _amt = CurveMath.calculateTrade(curve, _oGLiq, _nGLiq, _oBals, _nBals, _amt, _o.ix);

        // If the origin is the quote currency (i.e. usdc)
        // we need to make sure to massage the _amt too

        // curve.assets[1].addr = quoteCurrency
        if (curve.assets[1].addr == _o.addr) {
            _amt = _amt.mul(Assimilators.getRate(_t.addr).divu(1e8));
        }

        _amt = _amt.us_mul(ONE + curve.epsilon);

        oAmt_ = Assimilators.viewRawAmount(_o.addr, _amt);
    }

    function getOriginSwapData(
        Storage.Curve storage curve,
        uint256 _inputIx,
        uint256 _outputIx,
        address _assim,
        uint256 _amt
    )
        private
        returns (
            int128 amt_,
            int128 oGLiq_,
            int128 nGLiq_,
            int128[] memory,
            int128[] memory
        )
    {
        uint256 _length = curve.assets.length;

        int128[] memory oBals_ = new int128[](_length);
        int128[] memory nBals_ = new int128[](_length);
        Storage.Assimilator[] memory _reserves = curve.assets;

        for (uint256 i = 0; i < _length; i++) {
            if (i != _inputIx) nBals_[i] = oBals_[i] = Assimilators.viewNumeraireBalance(_reserves[i].addr);
            else {
                int128 _bal;
                (amt_, _bal) = Assimilators.intakeRawAndGetBalance(_assim, _amt);

                oBals_[i] = _bal.sub(amt_);
                nBals_[i] = _bal;
            }

            oGLiq_ += oBals_[i];
            nGLiq_ += nBals_[i];
        }

        nGLiq_ = nGLiq_.sub(amt_);
        nBals_[_outputIx] = ABDKMath64x64.sub(nBals_[_outputIx], amt_);

        return (amt_, oGLiq_, nGLiq_, oBals_, nBals_);
    }

    function getTargetSwapData(
        Storage.Curve storage curve,
        uint256 _inputIx,
        uint256 _outputIx,
        address _assim,
        address _recipient,
        uint256 _amt
    )
        private
        returns (
            int128 amt_,
            int128 oGLiq_,
            int128 nGLiq_,
            int128[] memory,
            int128[] memory
        )
    {
        uint256 _length = curve.assets.length;

        int128[] memory oBals_ = new int128[](_length);
        int128[] memory nBals_ = new int128[](_length);
        Storage.Assimilator[] memory _reserves = curve.assets;

        for (uint256 i = 0; i < _length; i++) {
            if (i != _inputIx) nBals_[i] = oBals_[i] = Assimilators.viewNumeraireBalance(_reserves[i].addr);
            else {
                int128 _bal;
                (amt_, _bal) = Assimilators.outputRawAndGetBalance(_assim, _recipient, _amt);

                oBals_[i] = _bal.sub(amt_);
                nBals_[i] = _bal;
            }

            oGLiq_ += oBals_[i];
            nGLiq_ += nBals_[i];
        }

        nGLiq_ = nGLiq_.sub(amt_);
        nBals_[_outputIx] = ABDKMath64x64.sub(nBals_[_outputIx], amt_);

        return (amt_, oGLiq_, nGLiq_, oBals_, nBals_);
    }

    function viewOriginSwapData(
        Storage.Curve storage curve,
        uint256 _inputIx,
        uint256 _outputIx,
        uint256 _amt,
        address _assim
    )
        private
        view
        returns (
            int128 amt_,
            int128 oGLiq_,
            int128 nGLiq_,
            int128[] memory,
            int128[] memory
        )
    {
        uint256 _length = curve.assets.length;
        int128[] memory nBals_ = new int128[](_length);
        int128[] memory oBals_ = new int128[](_length);

        for (uint256 i = 0; i < _length; i++) {
            if (i != _inputIx) nBals_[i] = oBals_[i] = Assimilators.viewNumeraireBalance(curve.assets[i].addr);
            else {
                int128 _bal;
                (amt_, _bal) = Assimilators.viewNumeraireAmountAndBalance(_assim, _amt);

                oBals_[i] = _bal;
                nBals_[i] = _bal.add(amt_);
            }

            oGLiq_ += oBals_[i];
            nGLiq_ += nBals_[i];
        }

        nGLiq_ = nGLiq_.sub(amt_);
        nBals_[_outputIx] = ABDKMath64x64.sub(nBals_[_outputIx], amt_);

        return (amt_, oGLiq_, nGLiq_, nBals_, oBals_);
    }

    function viewTargetSwapData(
        Storage.Curve storage curve,
        uint256 _inputIx,
        uint256 _outputIx,
        uint256 _amt,
        address _assim
    )
        private
        view
        returns (
            int128 amt_,
            int128 oGLiq_,
            int128 nGLiq_,
            int128[] memory,
            int128[] memory
        )
    {
        uint256 _length = curve.assets.length;
        int128[] memory nBals_ = new int128[](_length);
        int128[] memory oBals_ = new int128[](_length);

        for (uint256 i = 0; i < _length; i++) {
            if (i != _inputIx) nBals_[i] = oBals_[i] = Assimilators.viewNumeraireBalance(curve.assets[i].addr);
            else {
                int128 _bal;
                (amt_, _bal) = Assimilators.viewNumeraireAmountAndBalance(_assim, _amt);
                amt_ = amt_.neg();

                oBals_[i] = _bal;
                nBals_[i] = _bal.add(amt_);
            }

            oGLiq_ += oBals_[i];
            nGLiq_ += nBals_[i];
        }

        nGLiq_ = nGLiq_.sub(amt_);
        nBals_[_outputIx] = ABDKMath64x64.sub(nBals_[_outputIx], amt_);

        return (amt_, oGLiq_, nGLiq_, nBals_, oBals_);
    }
}

// File: contracts/ViewLiquidity.sol



// SPDX-License-Identifier: MIT

// 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 ^0.7.3;

import "./Storage.sol";

import "./Assimilators.sol";

import "./lib/ABDKMath64x64.sol";

library ViewLiquidity {
    using ABDKMath64x64 for int128;

    function viewLiquidity(Storage.Curve storage curve)
        external
        view
        returns (uint256 total_, uint256[] memory individual_)
    {
        uint256 _length = curve.assets.length;

        individual_ = new uint256[](_length);

        for (uint256 i = 0; i < _length; i++) {
            uint256 _liquidity = Assimilators.viewNumeraireBalance(curve.assets[i].addr).mulu(1e18);

            total_ += _liquidity;
            individual_[i] = _liquidity;
        }

        return (total_, individual_);
    }
}

// File: contracts/Storage.sol



// SPDX-License-Identifier: MIT

// 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 ^0.7.3;

import "./interfaces/IOracle.sol";
import "./Assimilators.sol";

contract Storage {
    struct Curve {
        // Curve parameters
        int128 alpha;
        int128 beta;
        int128 delta;
        int128 epsilon;
        int128 lambda;
        int128[] weights;
        uint256 cap;
        // Assets and their assimilators
        Assimilator[] assets;
        mapping(address => Assimilator) assimilators;
        // Oracles to determine the price
        // Note that 0'th index should always be USDC 1e18
        // Oracle's pricing should be denominated in Currency/USDC
        mapping(address => IOracle) oracles;
        // ERC20 Interface
        uint256 totalSupply;
        mapping(address => uint256) balances;
        mapping(address => mapping(address => uint256)) allowances;
    }

    struct Assimilator {
        address addr;
        uint8 ix;
    }

    // Curve parameters
    Curve public curve;

    // Ownable
    address public owner;

    string public name;
    string public symbol;
    uint8 public constant decimals = 18;

    address[] public derivatives;
    address[] public numeraires;
    address[] public reserves;

    // Curve operational state
    bool public frozen = false;
    bool public emergency = false;
    bool public whitelistingStage = true;
    bool internal notEntered = true;

    mapping(address => uint256) public whitelistedDeposited;
}

// File: contracts/MerkleProver.sol



// SPDX-License-Identifier: MIT

pragma solidity ^0.7.3;

import "@openzeppelin/contracts/cryptography/MerkleProof.sol";

contract MerkleProver {
    bytes32 public immutable merkleRoot = bytes32(0xf4dbd0fb1957570029a847490cb3d731a45962072953ba7da80ff132ccd97d51);

    function isWhitelisted(
        uint256 index,
        address account,
        uint256 amount,
        bytes32[] calldata merkleProof
    ) public view returns (bool) {
        // Verify the merkle proof.
        bytes32 node = keccak256(abi.encodePacked(index, account, amount));
        return MerkleProof.verify(merkleProof, merkleRoot, node);
    }
}

// File: contracts/interfaces/IFreeFromUpTo.sol



// SPDX-License-Identifier: MIT

// 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 ^0.7.3;

interface IFreeFromUpTo {
    function freeFromUpTo(address from, uint256 value) external returns (uint256 freed);
}

// File: contracts/CurveMath.sol



// SPDX-License-Identifier: MIT

// 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 ^0.7.3;

import "./Storage.sol";

import "./lib/UnsafeMath64x64.sol";
import "./lib/ABDKMath64x64.sol";

library CurveMath {
    int128 private constant ONE = 0x10000000000000000;
    int128 private constant MAX = 0x4000000000000000; // .25 in layman's terms
    int128 private constant MAX_DIFF = -0x10C6F7A0B5EE;
    int128 private constant ONE_WEI = 0x12;

    using ABDKMath64x64 for int128;
    using UnsafeMath64x64 for int128;
    using ABDKMath64x64 for uint256;

    // This is used to prevent stack too deep errors
    function calculateFee(
        int128 _gLiq,
        int128[] memory _bals,
        Storage.Curve storage curve,
        int128[] memory _weights
    ) internal view returns (int128 psi_) {
        int128 _beta = curve.beta;
        int128 _delta = curve.delta;

        psi_ = calculateFee(_gLiq, _bals, _beta, _delta, _weights);
    }

    function calculateFee(
        int128 _gLiq,
        int128[] memory _bals,
        int128 _beta,
        int128 _delta,
        int128[] memory _weights
    ) internal pure returns (int128 psi_) {
        uint256 _length = _bals.length;

        for (uint256 i = 0; i < _length; i++) {
            int128 _ideal = _gLiq.mul(_weights[i]);
            psi_ += calculateMicroFee(_bals[i], _ideal, _beta, _delta);
        }
    }

    function calculateMicroFee(
        int128 _bal,
        int128 _ideal,
        int128 _beta,
        int128 _delta
    ) private pure returns (int128 fee_) {
        if (_bal < _ideal) {
            int128 _threshold = _ideal.mul(ONE - _beta);

            if (_bal < _threshold) {
                int128 _feeMargin = _threshold - _bal;

                fee_ = _feeMargin.div(_ideal);
                fee_ = fee_.mul(_delta);

                if (fee_ > MAX) fee_ = MAX;

                fee_ = fee_.mul(_feeMargin);
            } else fee_ = 0;
        } else {
            int128 _threshold = _ideal.mul(ONE + _beta);

            if (_bal > _threshold) {
                int128 _feeMargin = _bal - _threshold;

                fee_ = _feeMargin.div(_ideal);
                fee_ = fee_.mul(_delta);

                if (fee_ > MAX) fee_ = MAX;

                fee_ = fee_.mul(_feeMargin);
            } else fee_ = 0;
        }
    }

    function calculateTrade(
        Storage.Curve storage curve,
        int128 _oGLiq,
        int128 _nGLiq,
        int128[] memory _oBals,
        int128[] memory _nBals,
        int128 _inputAmt,
        uint256 _outputIndex
    ) internal view returns (int128 outputAmt_) {
        outputAmt_ = -_inputAmt;

        int128 _lambda = curve.lambda;
        int128[] memory _weights = curve.weights;

        int128 _omega = calculateFee(_oGLiq, _oBals, curve, _weights);
        int128 _psi;

        for (uint256 i = 0; i < 32; i++) {
            _psi = calculateFee(_nGLiq, _nBals, curve, _weights);

            int128 prevAmount;
            {
                prevAmount = outputAmt_;
                outputAmt_ = _omega < _psi ? -(_inputAmt + _omega - _psi) : -(_inputAmt + _lambda.mul(_omega - _psi));
            }

            if (outputAmt_ / 1e13 == prevAmount / 1e13) {
                _nGLiq = _oGLiq + _inputAmt + outputAmt_;

                _nBals[_outputIndex] = _oBals[_outputIndex] + outputAmt_;

                enforceHalts(curve, _oGLiq, _nGLiq, _oBals, _nBals, _weights);

                enforceSwapInvariant(_oGLiq, _omega, _nGLiq, _psi);

                return outputAmt_;
            } else {
                _nGLiq = _oGLiq + _inputAmt + outputAmt_;

                _nBals[_outputIndex] = _oBals[_outputIndex].add(outputAmt_);
            }
        }

        revert("Curve/swap-convergence-failed");
    }

    function calculateLiquidityMembrane(
        Storage.Curve storage curve,
        int128 _oGLiq,
        int128 _nGLiq,
        int128[] memory _oBals,
        int128[] memory _nBals
    ) internal view returns (int128 curves_) {
        enforceHalts(curve, _oGLiq, _nGLiq, _oBals, _nBals, curve.weights);

        int128 _omega;
        int128 _psi;

        {
            int128 _beta = curve.beta;
            int128 _delta = curve.delta;
            int128[] memory _weights = curve.weights;

            _omega = calculateFee(_oGLiq, _oBals, _beta, _delta, _weights);
            _psi = calculateFee(_nGLiq, _nBals, _beta, _delta, _weights);
        }

        int128 _feeDiff = _psi.sub(_omega);
        int128 _liqDiff = _nGLiq.sub(_oGLiq);
        int128 _oUtil = _oGLiq.sub(_omega);
        int128 _totalShells = curve.totalSupply.divu(1e18);
        int128 _curveMultiplier;

        if (_totalShells == 0) {
            curves_ = _nGLiq.sub(_psi);
        } else if (_feeDiff >= 0) {
            _curveMultiplier = _liqDiff.sub(_feeDiff).div(_oUtil);
        } else {
            _curveMultiplier = _liqDiff.sub(curve.lambda.mul(_feeDiff));

            _curveMultiplier = _curveMultiplier.div(_oUtil);
        }

        if (_totalShells != 0) {
            curves_ = _totalShells.mul(_curveMultiplier);

            enforceLiquidityInvariant(_totalShells, curves_, _oGLiq, _nGLiq, _omega, _psi);
        }
    }

    function enforceSwapInvariant(
        int128 _oGLiq,
        int128 _omega,
        int128 _nGLiq,
        int128 _psi
    ) private pure {
        int128 _nextUtil = _nGLiq - _psi;

        int128 _prevUtil = _oGLiq - _omega;

        int128 _diff = _nextUtil - _prevUtil;

        require(0 < _diff || _diff >= MAX_DIFF, "Curve/swap-invariant-violation");
    }

    function enforceLiquidityInvariant(
        int128 _totalShells,
        int128 _newShells,
        int128 _oGLiq,
        int128 _nGLiq,
        int128 _omega,
        int128 _psi
    ) internal pure {
        if (_totalShells == 0 || 0 == _totalShells + _newShells) return;

        int128 _prevUtilPerShell = _oGLiq.sub(_omega).div(_totalShells);

        int128 _nextUtilPerShell = _nGLiq.sub(_psi).div(_totalShells.add(_newShells));

        int128 _diff = _nextUtilPerShell - _prevUtilPerShell;

        require(0 < _diff || _diff >= MAX_DIFF, "Curve/liquidity-invariant-violation");
    }

    function enforceHalts(
        Storage.Curve storage curve,
        int128 _oGLiq,
        int128 _nGLiq,
        int128[] memory _oBals,
        int128[] memory _nBals,
        int128[] memory _weights
    ) private view {
        uint256 _length = _nBals.length;
        int128 _alpha = curve.alpha;

        for (uint256 i = 0; i < _length; i++) {
            int128 _nIdeal = _nGLiq.mul(_weights[i]);

            if (_nBals[i] > _nIdeal) {
                int128 _upperAlpha = ONE + _alpha;

                int128 _nHalt = _nIdeal.mul(_upperAlpha);

                if (_nBals[i] > _nHalt) {
                    int128 _oHalt = _oGLiq.mul(_weights[i]).mul(_upperAlpha);

                    if (_oBals[i] < _oHalt) revert("Curve/upper-halt");
                    if (_nBals[i] - _nHalt > _oBals[i] - _oHalt) revert("Curve/upper-halt");
                }
            } else {
                int128 _lowerAlpha = ONE - _alpha;

                int128 _nHalt = _nIdeal.mul(_lowerAlpha);

                if (_nBals[i] < _nHalt) {
                    int128 _oHalt = _oGLiq.mul(_weights[i]);
                    _oHalt = _oHalt.mul(_lowerAlpha);

                    if (_oBals[i] > _oHalt) revert("Curve/lower-halt");
                    if (_nHalt - _nBals[i] > _oHalt - _oBals[i]) revert("Curve/lower-halt");
                }
            }
        }
    }
}

// File: contracts/interfaces/IOracle.sol



// SPDX-License-Identifier: MIT

// 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 ^0.7.3;

interface IOracle {
    function acceptOwnership() external;

    function accessController() external view returns (address);

    function aggregator() external view returns (address);

    function confirmAggregator(address _aggregator) external;

    function decimals() external view returns (uint8);

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

    function getAnswer(uint256 _roundId) external view returns (int256);

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

    function getTimestamp(uint256 _roundId) external view returns (uint256);

    function latestAnswer() external view returns (int256);

    function latestRound() external view returns (uint256);

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

    function latestTimestamp() external view returns (uint256);

    function owner() external view returns (address);

    function phaseAggregators(uint16) external view returns (address);

    function phaseId() external view returns (uint16);

    function proposeAggregator(address _aggregator) external;

    function proposedAggregator() external view returns (address);

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

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

    function setController(address _accessController) external;

    function transferOwnership(address _to) external;

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

// File: contracts/Assimilators.sol



// SPDX-License-Identifier: MIT

// 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 ^0.7.3;

import "@openzeppelin/contracts/utils/Address.sol";
import "./interfaces/IAssimilator.sol";
import "./lib/ABDKMath64x64.sol";

library Assimilators {
    using ABDKMath64x64 for int128;
    using Address for address;

    IAssimilator public constant iAsmltr = IAssimilator(address(0));

    function delegate(address _callee, bytes memory _data) internal returns (bytes memory) {
        require(_callee.isContract(), "Assimilators/callee-is-not-a-contract");

        // solhint-disable-next-line
        (bool _success, bytes memory returnData_) = _callee.delegatecall(_data);

        // solhint-disable-next-line
        assembly {
            if eq(_success, 0) {
                revert(add(returnData_, 0x20), returndatasize())
            }
        }

        return returnData_;
    }

    function getRate(address _assim) internal view returns (uint256 amount_) {
        amount_ = IAssimilator(_assim).getRate();
    }

    function viewRawAmount(address _assim, int128 _amt) internal view returns (uint256 amount_) {
        amount_ = IAssimilator(_assim).viewRawAmount(_amt);
    }

    function viewRawAmountLPRatio(
        address _assim,
        uint256 _baseWeight,
        uint256 _quoteWeight,
        int128 _amount
    ) internal view returns (uint256 amount_) {
        amount_ = IAssimilator(_assim).viewRawAmountLPRatio(_baseWeight, _quoteWeight, address(this), _amount);
    }

    function viewNumeraireAmount(address _assim, uint256 _amt) internal view returns (int128 amt_) {
        amt_ = IAssimilator(_assim).viewNumeraireAmount(_amt);
    }

    function viewNumeraireAmountAndBalance(address _assim, uint256 _amt)
        internal
        view
        returns (int128 amt_, int128 bal_)
    {
        (amt_, bal_) = IAssimilator(_assim).viewNumeraireAmountAndBalance(address(this), _amt);
    }

    function viewNumeraireBalance(address _assim) internal view returns (int128 bal_) {
        bal_ = IAssimilator(_assim).viewNumeraireBalance(address(this));
    }

    function viewNumeraireBalanceLPRatio(
        uint256 _baseWeight,
        uint256 _quoteWeight,
        address _assim
    ) internal view returns (int128 bal_) {
        bal_ = IAssimilator(_assim).viewNumeraireBalanceLPRatio(_baseWeight, _quoteWeight, address(this));
    }

    function intakeRaw(address _assim, uint256 _amt) internal returns (int128 amt_) {
        bytes memory data = abi.encodeWithSelector(iAsmltr.intakeRaw.selector, _amt);

        amt_ = abi.decode(delegate(_assim, data), (int128));
    }

    function intakeRawAndGetBalance(address _assim, uint256 _amt) internal returns (int128 amt_, int128 bal_) {
        bytes memory data = abi.encodeWithSelector(iAsmltr.intakeRawAndGetBalance.selector, _amt);

        (amt_, bal_) = abi.decode(delegate(_assim, data), (int128, int128));
    }

    function intakeNumeraire(address _assim, int128 _amt) internal returns (uint256 amt_) {
        bytes memory data = abi.encodeWithSelector(iAsmltr.intakeNumeraire.selector, _amt);

        amt_ = abi.decode(delegate(_assim, data), (uint256));
    }

    function intakeNumeraireLPRatio(
        address _assim,
        uint256 _baseWeight,
        uint256 _quoteWeight,
        int128 _amount
    ) internal returns (uint256 amt_) {
        bytes memory data =
            abi.encodeWithSelector(
                iAsmltr.intakeNumeraireLPRatio.selector,
                _baseWeight,
                _quoteWeight,
                address(this),
                _amount
            );

        amt_ = abi.decode(delegate(_assim, data), (uint256));
    }

    function outputRaw(
        address _assim,
        address _dst,
        uint256 _amt
    ) internal returns (int128 amt_) {
        bytes memory data = abi.encodeWithSelector(iAsmltr.outputRaw.selector, _dst, _amt);

        amt_ = abi.decode(delegate(_assim, data), (int128));

        amt_ = amt_.neg();
    }

    function outputRawAndGetBalance(
        address _assim,
        address _dst,
        uint256 _amt
    ) internal returns (int128 amt_, int128 bal_) {
        bytes memory data = abi.encodeWithSelector(iAsmltr.outputRawAndGetBalance.selector, _dst, _amt);

        (amt_, bal_) = abi.decode(delegate(_assim, data), (int128, int128));

        amt_ = amt_.neg();
    }

    function outputNumeraire(
        address _assim,
        address _dst,
        int128 _amt
    ) internal returns (uint256 amt_) {
        bytes memory data = abi.encodeWithSelector(iAsmltr.outputNumeraire.selector, _dst, _amt.abs());

        amt_ = abi.decode(delegate(_assim, data), (uint256));
    }
}

// File: contracts/interfaces/IAssimilator.sol



// SPDX-License-Identifier: MIT

// 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 ^0.7.3;

interface IAssimilator {
    function getRate() external view returns (uint256);

    function intakeRaw(uint256 amount) external returns (int128);

    function intakeRawAndGetBalance(uint256 amount) external returns (int128, int128);

    function intakeNumeraire(int128 amount) external returns (uint256);

    function intakeNumeraireLPRatio(
        uint256,
        uint256,
        address,
        int128
    ) external returns (uint256);

    function outputRaw(address dst, uint256 amount) external returns (int128);

    function outputRawAndGetBalance(address dst, uint256 amount) external returns (int128, int128);

    function outputNumeraire(address dst, int128 amount) external returns (uint256);

    function viewRawAmount(int128) external view returns (uint256);

    function viewRawAmountLPRatio(
        uint256,
        uint256,
        address,
        int128
    ) external view returns (uint256);

    function viewNumeraireAmount(uint256) external view returns (int128);

    function viewNumeraireBalanceLPRatio(
        uint256,
        uint256,
        address
    ) external view returns (int128);

    function viewNumeraireBalance(address) external view returns (int128);

    function viewNumeraireAmountAndBalance(address, uint256) external view returns (int128, int128);
}

// File: contracts/lib/UnsafeMath64x64.sol



// SPDX-License-Identifier: MIT

pragma solidity ^0.7.3;

library UnsafeMath64x64 {

  /**
   * Calculate x * y rounding down.
   *
   * @param x signed 64.64-bit fixed point number
   * @param y signed 64.64-bit fixed point number
   * @return signed 64.64-bit fixed point number
   */

  function us_mul (int128 x, int128 y) internal pure returns (int128) {
    int256 result = int256(x) * y >> 64;
    return int128 (result);
  }

  /**
   * Calculate x / y rounding towards zero.  Revert on overflow or when y is
   * zero.
   *
   * @param x signed 64.64-bit fixed point number
   * @param y signed 64.64-bit fixed point number
   * @return signed 64.64-bit fixed point number
   */

  function us_div (int128 x, int128 y) internal pure returns (int128) {
    int256 result = (int256 (x) << 64) / y;
    return int128 (result);
  }

}
// File: @openzeppelin/contracts/cryptography/MerkleProof.sol



// SPDX-License-Identifier: MIT

pragma solidity >=0.6.0 <0.8.0;

/**
 * @dev These functions deal with verification of Merkle trees (hash trees),
 */
library MerkleProof {
    /**
     * @dev Returns true if a `leaf` can be proved to be a part of a Merkle tree
     * defined by `root`. For this, a `proof` must be provided, containing
     * sibling hashes on the branch from the leaf to the root of the tree. Each
     * pair of leaves and each pair of pre-images are assumed to be sorted.
     */
    function verify(bytes32[] memory proof, bytes32 root, bytes32 leaf) internal pure returns (bool) {
        bytes32 computedHash = leaf;

        for (uint256 i = 0; i < proof.length; i++) {
            bytes32 proofElement = proof[i];

            if (computedHash <= proofElement) {
                // Hash(current computed hash + current element of the proof)
                computedHash = keccak256(abi.encodePacked(computedHash, proofElement));
            } else {
                // Hash(current element of the proof + current computed hash)
                computedHash = keccak256(abi.encodePacked(proofElement, computedHash));
            }
        }

        // Check if the computed hash (root) is equal to the provided root
        return computedHash == root;
    }
}