/**
 *Submitted for verification at Etherscan.io on 2020-06-10
*/

/**
 *Submitted for verification at Etherscan.io on 2020-06-09
*/

pragma solidity ^0.5.2;
pragma experimental "ABIEncoderV2";

/**
 * @title Helps contracts guard against reentrancy attacks.
 * @author Remco Bloemen <remco@2π.com>, Eenae <alexey@mixbytes.io>
 * @dev If you mark a function `nonReentrant`, you should also
 * mark it `external`.
 */
contract ReentrancyGuard {
    /// @dev counter to allow mutex lock with only one SSTORE operation
    uint256 private _guardCounter;

    constructor () internal {
        // The counter starts at one to prevent changing it from zero to a non-zero
        // value, which is a more expensive operation.
        _guardCounter = 1;
    }

    /**
     * @dev Prevents a contract from calling itself, directly or indirectly.
     * Calling a `nonReentrant` function from another `nonReentrant`
     * function is not supported. It is possible to prevent this from happening
     * by making the `nonReentrant` function external, and make it call a
     * `private` function that does the actual work.
     */
    modifier nonReentrant() {
        _guardCounter += 1;
        uint256 localCounter = _guardCounter;
        _;
        require(localCounter == _guardCounter);
    }
}

// File: openzeppelin-solidity/contracts/math/SafeMath.sol

pragma solidity ^0.5.2;

/**
 * @title SafeMath
 * @dev Unsigned math operations with safety checks that revert on error
 */
library SafeMath {
    /**
     * @dev Multiplies two unsigned integers, reverts on 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-solidity/pull/522
        if (a == 0) {
            return 0;
        }

        uint256 c = a * b;
        require(c / a == b);

        return c;
    }

    /**
     * @dev Integer division of two unsigned integers truncating the quotient, reverts on division by zero.
     */
    function div(uint256 a, uint256 b) internal pure returns (uint256) {
        // Solidity only automatically asserts when dividing by 0
        require(b > 0);
        uint256 c = a / b;
        // assert(a == b * c + a % b); // There is no case in which this doesn't hold

        return c;
    }

    /**
     * @dev Subtracts two unsigned integers, reverts on overflow (i.e. if subtrahend is greater than minuend).
     */
    function sub(uint256 a, uint256 b) internal pure returns (uint256) {
        require(b <= a);
        uint256 c = a - b;

        return c;
    }

    /**
     * @dev Adds two unsigned integers, reverts on overflow.
     */
    function add(uint256 a, uint256 b) internal pure returns (uint256) {
        uint256 c = a + b;
        require(c >= a);

        return c;
    }

    /**
     * @dev Divides two unsigned integers and returns the remainder (unsigned integer modulo),
     * reverts when dividing by zero.
     */
    function mod(uint256 a, uint256 b) internal pure returns (uint256) {
        require(b != 0);
        return a % b;
    }
}

// File: set-protocol-contract-utils/contracts/lib/CommonMath.sol

/*
    Copyright 2018 Set Labs Inc.

    Licensed under the Apache License, Version 2.0 (the "License");
    you may not use this file except in compliance with the License.
    You may obtain a copy of the License at

    http://www.apache.org/licenses/LICENSE-2.0

    Unless required by applicable law or agreed to in writing, software
    distributed under the License is distributed on an "AS IS" BASIS,
    WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
    See the License for the specific language governing permissions and
    limitations under the License.
*/

pragma solidity 0.5.7;



library CommonMath {
    using SafeMath for uint256;

    uint256 public constant SCALE_FACTOR = 10 ** 18;
    uint256 public constant MAX_UINT_256 = 2 ** 256 - 1;

    /**
     * Returns scale factor equal to 10 ** 18
     *
     * @return  10 ** 18
     */
    function scaleFactor()
        internal
        pure
        returns (uint256)
    {
        return SCALE_FACTOR;
    }

    /**
     * Calculates and returns the maximum value for a uint256
     *
     * @return  The maximum value for uint256
     */
    function maxUInt256()
        internal
        pure
        returns (uint256)
    {
        return MAX_UINT_256;
    }

    /**
     * Increases a value by the scale factor to allow for additional precision
     * during mathematical operations
     */
    function scale(
        uint256 a
    )
        internal
        pure
        returns (uint256)
    {
        return a.mul(SCALE_FACTOR);
    }

    /**
     * Divides a value by the scale factor to allow for additional precision
     * during mathematical operations
    */
    function deScale(
        uint256 a
    )
        internal
        pure
        returns (uint256)
    {
        return a.div(SCALE_FACTOR);
    }

    /**
    * @dev Performs the power on a specified value, reverts on overflow.
    */
    function safePower(
        uint256 a,
        uint256 pow
    )
        internal
        pure
        returns (uint256)
    {
        require(a > 0);

        uint256 result = 1;
        for (uint256 i = 0; i < pow; i++){
            uint256 previousResult = result;

            // Using safemath multiplication prevents overflows
            result = previousResult.mul(a);
        }

        return result;
    }

    /**
    * @dev Performs division where if there is a modulo, the value is rounded up
    */
    function divCeil(uint256 a, uint256 b)
        internal
        pure
        returns(uint256)
    {
        return a.mod(b) > 0 ? a.div(b).add(1) : a.div(b);
    }

    /**
     * Checks for rounding errors and returns value of potential partial amounts of a principal
     *
     * @param  _principal       Number fractional amount is derived from
     * @param  _numerator       Numerator of fraction
     * @param  _denominator     Denominator of fraction
     * @return uint256          Fractional amount of principal calculated
     */
    function getPartialAmount(
        uint256 _principal,
        uint256 _numerator,
        uint256 _denominator
    )
        internal
        pure
        returns (uint256)
    {
        // Get remainder of partial amount (if 0 not a partial amount)
        uint256 remainder = mulmod(_principal, _numerator, _denominator);

        // Return if not a partial amount
        if (remainder == 0) {
            return _principal.mul(_numerator).div(_denominator);
        }

        // Calculate error percentage
        uint256 errPercentageTimes1000000 = remainder.mul(1000000).div(_numerator.mul(_principal));

        // Require error percentage is less than 0.1%.
        require(
            errPercentageTimes1000000 < 1000,
            "CommonMath.getPartialAmount: Rounding error exceeds bounds"
        );

        return _principal.mul(_numerator).div(_denominator);
    }

    /*
     * Gets the rounded up log10 of passed value
     *
     * @param  _value         Value to calculate ceil(log()) on
     * @return uint256        Output value
     */
    function ceilLog10(
        uint256 _value
    )
        internal
        pure
        returns (uint256)
    {
        // Make sure passed value is greater than 0
        require (
            _value > 0,
            "CommonMath.ceilLog10: Value must be greater than zero."
        );

        // Since log10(1) = 0, if _value = 1 return 0
        if (_value == 1) return 0;

        // Calcualte ceil(log10())
        uint256 x = _value - 1;

        uint256 result = 0;

        if (x >= 10 ** 64) {
            x /= 10 ** 64;
            result += 64;
        }
        if (x >= 10 ** 32) {
            x /= 10 ** 32;
            result += 32;
        }
        if (x >= 10 ** 16) {
            x /= 10 ** 16;
            result += 16;
        }
        if (x >= 10 ** 8) {
            x /= 10 ** 8;
            result += 8;
        }
        if (x >= 10 ** 4) {
            x /= 10 ** 4;
            result += 4;
        }
        if (x >= 100) {
            x /= 100;
            result += 2;
        }
        if (x >= 10) {
            result += 1;
        }

        return result + 1;
    }
}

// File: set-protocol-contract-utils/contracts/lib/CompoundUtils.sol

/*
    Copyright 2020 Set Labs Inc.

    Licensed under the Apache License, Version 2.0 (the "License");
    you may not use this file except in compliance with the License.
    You may obtain a copy of the License at

    http://www.apache.org/licenses/LICENSE-2.0

    Unless required by applicable law or agreed to in writing, software
    distributed under the License is distributed on an "AS IS" BASIS,
    WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
    See the License for the specific language governing permissions and
    limitations under the License.
*/

pragma solidity 0.5.7;




/**
 * @title CompoundUtils
 * @author Set Protocol
 *
 * Collection of common Compound functions for use in Set Protocol contracts
 */
library CompoundUtils
{
    using SafeMath for uint256;

    /*
     * Utility function to convert a specified amount of cTokens to underlying
     * token based on the cToken's exchange rate
     *
     * @param _cTokenAmount         Amount of cTokens that will be converted to underlying
     * @param _cTokenExchangeRate   Exchange rate for the cToken
     * @return underlyingAmount     Amount of underlying ERC20 tokens
     */
    function convertCTokenToUnderlying(
        uint256 _cTokenAmount,
        uint256 _cTokenExchangeRate
    )
    internal
    pure
    returns (uint256)
    {
        // Underlying units is calculated as cToken quantity * exchangeRate divided by 10 ** 18 and rounded up.
        uint256 a = _cTokenAmount.mul(_cTokenExchangeRate);
        uint256 b = CommonMath.scaleFactor();

        // Round value up
        return CommonMath.divCeil(a, b);
    }
}

// File: contracts/lib/IERC20.sol

/*
    Copyright 2018 Set Labs Inc.

    Licensed under the Apache License, Version 2.0 (the "License");
    you may not use this file except in compliance with the License.
    You may obtain a copy of the License at

    http://www.apache.org/licenses/LICENSE-2.0

    Unless required by applicable law or agreed to in writing, software
    distributed under the License is distributed on an "AS IS" BASIS,
    WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
    See the License for the specific language governing permissions and
    limitations under the License.
*/

pragma solidity 0.5.7;


/**
 * @title IERC20
 * @author Set Protocol
 *
 * Interface for using ERC20 Tokens. This interface is needed to interact with tokens that are not
 * fully ERC20 compliant and return something other than true on successful transfers.
 */
interface IERC20 {
    function balanceOf(
        address _owner
    )
        external
        view
        returns (uint256);

    function allowance(
        address _owner,
        address _spender
    )
        external
        view
        returns (uint256);

    function transfer(
        address _to,
        uint256 _quantity
    )
        external;

    function transferFrom(
        address _from,
        address _to,
        uint256 _quantity
    )
        external;

    function approve(
        address _spender,
        uint256 _quantity
    )
        external
        returns (bool);

    function totalSupply()
        external
        returns (uint256);
}

// File: contracts/lib/ERC20Wrapper.sol

/*
    Copyright 2018 Set Labs Inc.

    Licensed under the Apache License, Version 2.0 (the "License");
    you may not use this file except in compliance with the License.
    You may obtain a copy of the License at

    http://www.apache.org/licenses/LICENSE-2.0

    Unless required by applicable law or agreed to in writing, software
    distributed under the License is distributed on an "AS IS" BASIS,
    WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
    See the License for the specific language governing permissions and
    limitations under the License.
*/

pragma solidity 0.5.7;




/**
 * @title ERC20Wrapper
 * @author Set Protocol
 *
 * This library contains functions for interacting wtih ERC20 tokens, even those not fully compliant.
 * For all functions we will only accept tokens that return a null or true value, any other values will
 * cause the operation to revert.
 */
library ERC20Wrapper {

    // ============ Internal Functions ============

    /**
     * Check balance owner's balance of ERC20 token
     *
     * @param  _token          The address of the ERC20 token
     * @param  _owner          The owner who's balance is being checked
     * @return  uint256        The _owner's amount of tokens
     */
    function balanceOf(
        address _token,
        address _owner
    )
        external
        view
        returns (uint256)
    {
        return IERC20(_token).balanceOf(_owner);
    }

    /**
     * Checks spender's allowance to use token's on owner's behalf.
     *
     * @param  _token          The address of the ERC20 token
     * @param  _owner          The token owner address
     * @param  _spender        The address the allowance is being checked on
     * @return  uint256        The spender's allowance on behalf of owner
     */
    function allowance(
        address _token,
        address _owner,
        address _spender
    )
        internal
        view
        returns (uint256)
    {
        return IERC20(_token).allowance(_owner, _spender);
    }

    /**
     * Transfers tokens from an address. Handle's tokens that return true or null.
     * If other value returned, reverts.
     *
     * @param  _token          The address of the ERC20 token
     * @param  _to             The address to transfer to
     * @param  _quantity       The amount of tokens to transfer
     */
    function transfer(
        address _token,
        address _to,
        uint256 _quantity
    )
        external
    {
        IERC20(_token).transfer(_to, _quantity);

        // Check that transfer returns true or null
        require(
            checkSuccess(),
            "ERC20Wrapper.transfer: Bad return value"
        );
    }

    /**
     * Transfers tokens from an address (that has set allowance on the proxy).
     * Handle's tokens that return true or null. If other value returned, reverts.
     *
     * @param  _token          The address of the ERC20 token
     * @param  _from           The address to transfer from
     * @param  _to             The address to transfer to
     * @param  _quantity       The number of tokens to transfer
     */
    function transferFrom(
        address _token,
        address _from,
        address _to,
        uint256 _quantity
    )
        external
    {
        IERC20(_token).transferFrom(_from, _to, _quantity);

        // Check that transferFrom returns true or null
        require(
            checkSuccess(),
            "ERC20Wrapper.transferFrom: Bad return value"
        );
    }

    /**
     * Grants spender ability to spend on owner's behalf.
     * Handle's tokens that return true or null. If other value returned, reverts.
     *
     * @param  _token          The address of the ERC20 token
     * @param  _spender        The address to approve for transfer
     * @param  _quantity       The amount of tokens to approve spender for
     */
    function approve(
        address _token,
        address _spender,
        uint256 _quantity
    )
        internal
    {
        IERC20(_token).approve(_spender, _quantity);

        // Check that approve returns true or null
        require(
            checkSuccess(),
            "ERC20Wrapper.approve: Bad return value"
        );
    }

    /**
     * Ensure's the owner has granted enough allowance for system to
     * transfer tokens.
     *
     * @param  _token          The address of the ERC20 token
     * @param  _owner          The address of the token owner
     * @param  _spender        The address to grant/check allowance for
     * @param  _quantity       The amount to see if allowed for
     */
    function ensureAllowance(
        address _token,
        address _owner,
        address _spender,
        uint256 _quantity
    )
        internal
    {
        uint256 currentAllowance = allowance(_token, _owner, _spender);
        if (currentAllowance < _quantity) {
            approve(
                _token,
                _spender,
                CommonMath.maxUInt256()
            );
        }
    }

    // ============ Private Functions ============

    /**
     * Checks the return value of the previous function up to 32 bytes. Returns true if the previous
     * function returned 0 bytes or 1.
     */
    function checkSuccess(
    )
        private
        pure
        returns (bool)
    {
        // default to failure
        uint256 returnValue = 0;

        assembly {
            // check number of bytes returned from last function call
            switch returndatasize

            // no bytes returned: assume success
            case 0x0 {
                returnValue := 1
            }

            // 32 bytes returned
            case 0x20 {
                // copy 32 bytes into scratch space
                returndatacopy(0x0, 0x0, 0x20)

                // load those bytes into returnValue
                returnValue := mload(0x0)
            }

            // not sure what was returned: dont mark as success
            default { }
        }

        // check if returned value is one or nothing
        return returnValue == 1;
    }
}

// File: contracts/core/interfaces/ICToken.sol

/*
    Copyright 2020 Set Labs Inc.

    Licensed under the Apache License, Version 2.0 (the "License");
    you may not use this file except in compliance with the License.
    You may obtain a copy of the License at

    http://www.apache.org/licenses/LICENSE-2.0

    Unless required by applicable law or agreed to in writing, software
    distributed under the License is distributed on an "AS IS" BASIS,
    WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
    See the License for the specific language governing permissions and
    limitations under the License.
*/

pragma solidity 0.5.7;


/**
 * @title ICToken
 * @author Set Protocol
 *
 * Interface for interacting with Compound cTokens
 */
interface ICToken {

    /**
     * Calculates the exchange rate from the underlying to the CToken
     *
     * @notice Accrue interest then return the up-to-date exchange rate
     * @return Calculated exchange rate scaled by 1e18
     */
    function exchangeRateCurrent()
        external
        returns (uint256);

    function exchangeRateStored() external view returns (uint256);

    function decimals() external view returns(uint8);

    /**
     * Sender supplies assets into the market and receives cTokens in exchange
     *
     * @notice Accrues interest whether or not the operation succeeds, unless reverted
     * @param mintAmount The amount of the underlying asset to supply
     * @return uint 0=success, otherwise a failure
     */
    function mint(uint mintAmount) external returns (uint);

    /**
     * @notice Sender redeems cTokens in exchange for the underlying asset
     * @dev Accrues interest whether or not the operation succeeds, unless reverted
     * @param redeemTokens The number of cTokens to redeem into underlying
     * @return uint 0=success, otherwise a failure (see ErrorReporter.sol for details)
     */
    function redeem(uint redeemTokens) external returns (uint);
}

// File: contracts/core/interfaces/IRebalanceAuctionModule.sol

/*
    Copyright 2019 Set Labs Inc.

    Licensed under the Apache License, Version 2.0 (the "License");
    you may not use this file except in compliance with the License.
    You may obtain a copy of the License at

    http://www.apache.org/licenses/LICENSE-2.0

    Unless required by applicable law or agreed to in writing, software
    distributed under the License is distributed on an "AS IS" BASIS,
    WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
    See the License for the specific language governing permissions and
    limitations under the License.
*/

pragma solidity 0.5.7;

/**
 * @title IRebalanceAuctionModule
 * @author Set Protocol
 *
 * The IRebalanceAuctionModule interface provides a light-weight, structured way to interact with the
 * RebalanceAuctionModule contract from another contract.
 */

interface IRebalanceAuctionModule {
    /**
     * Bid on rebalancing a given quantity of sets held by a rebalancing token
     * The tokens are returned to the user.
     *
     * @param  _rebalancingSetToken    Address of the rebalancing token being bid on
     * @param  _quantity               Number of currentSets to rebalance
     * @param  _allowPartialFill       Set to true if want to partially fill bid when quantity
     *                                 is greater than currentRemainingSets
     */
    function bidAndWithdraw(
        address _rebalancingSetToken,
        uint256 _quantity,
        bool _allowPartialFill
    )
        external;
}

// File: contracts/core/lib/RebalancingLibrary.sol

/*
    Copyright 2018 Set Labs Inc.

    Licensed under the Apache License, Version 2.0 (the "License");
    you may not use this file except in compliance with the License.
    You may obtain a copy of the License at

    http://www.apache.org/licenses/LICENSE-2.0

    Unless required by applicable law or agreed to in writing, software
    distributed under the License is distributed on an "AS IS" BASIS,
    WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
    See the License for the specific language governing permissions and
    limitations under the License.
*/

pragma solidity 0.5.7;


/**
 * @title RebalancingLibrary
 * @author Set Protocol
 *
 * The RebalancingLibrary contains functions for facilitating the rebalancing process for
 * Rebalancing Set Tokens. Removes the old calculation functions
 *
 */
library RebalancingLibrary {

    /* ============ Enums ============ */

    enum State { Default, Proposal, Rebalance, Drawdown }

    /* ============ Structs ============ */

    struct AuctionPriceParameters {
        uint256 auctionStartTime;
        uint256 auctionTimeToPivot;
        uint256 auctionStartPrice;
        uint256 auctionPivotPrice;
    }

    struct BiddingParameters {
        uint256 minimumBid;
        uint256 remainingCurrentSets;
        uint256[] combinedCurrentUnits;
        uint256[] combinedNextSetUnits;
        address[] combinedTokenArray;
    }
}

// File: contracts/core/interfaces/IRebalancingSetToken.sol

/*
    Copyright 2018 Set Labs Inc.

    Licensed under the Apache License, Version 2.0 (the "License");
    you may not use this file except in compliance with the License.
    You may obtain a copy of the License at

    http://www.apache.org/licenses/LICENSE-2.0

    Unless required by applicable law or agreed to in writing, software
    distributed under the License is distributed on an "AS IS" BASIS,
    WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
    See the License for the specific language governing permissions and
    limitations under the License.
*/

pragma solidity 0.5.7;


/**
 * @title IRebalancingSetToken
 * @author Set Protocol
 *
 * The IRebalancingSetToken interface provides a light-weight, structured way to interact with the
 * RebalancingSetToken contract from another contract.
 */

interface IRebalancingSetToken {

    /*
     * Get the auction library contract used for the current rebalance
     *
     * @return address    Address of auction library used in the upcoming auction
     */
    function auctionLibrary()
        external
        view
        returns (address);

    /*
     * Get totalSupply of Rebalancing Set
     *
     * @return  totalSupply
     */
    function totalSupply()
        external
        view
        returns (uint256);

    /*
     * Get proposalTimeStamp of Rebalancing Set
     *
     * @return  proposalTimeStamp
     */
    function proposalStartTime()
        external
        view
        returns (uint256);

    /*
     * Get lastRebalanceTimestamp of Rebalancing Set
     *
     * @return  lastRebalanceTimestamp
     */
    function lastRebalanceTimestamp()
        external
        view
        returns (uint256);

    /*
     * Get rebalanceInterval of Rebalancing Set
     *
     * @return  rebalanceInterval
     */
    function rebalanceInterval()
        external
        view
        returns (uint256);

    /*
     * Get rebalanceState of Rebalancing Set
     *
     * @return RebalancingLibrary.State    Current rebalance state of the RebalancingSetToken
     */
    function rebalanceState()
        external
        view
        returns (RebalancingLibrary.State);

    /*
     * Get the starting amount of current SetToken for the current auction
     *
     * @return  rebalanceState
     */
    function startingCurrentSetAmount()
        external
        view
        returns (uint256);

    /**
     * Gets the balance of the specified address.
     *
     * @param owner      The address to query the balance of.
     * @return           A uint256 representing the amount owned by the passed address.
     */
    function balanceOf(
        address owner
    )
        external
        view
        returns (uint256);

    /**
     * Function used to set the terms of the next rebalance and start the proposal period
     *
     * @param _nextSet                      The Set to rebalance into
     * @param _auctionLibrary               The library used to calculate the Dutch Auction price
     * @param _auctionTimeToPivot           The amount of time for the auction to go ffrom start to pivot price
     * @param _auctionStartPrice            The price to start the auction at
     * @param _auctionPivotPrice            The price at which the price curve switches from linear to exponential
     */
    function propose(
        address _nextSet,
        address _auctionLibrary,
        uint256 _auctionTimeToPivot,
        uint256 _auctionStartPrice,
        uint256 _auctionPivotPrice
    )
        external;

    /*
     * Get natural unit of Set
     *
     * @return  uint256       Natural unit of Set
     */
    function naturalUnit()
        external
        view
        returns (uint256);

    /**
     * Returns the address of the current base SetToken with the current allocation
     *
     * @return           A address representing the base SetToken
     */
    function currentSet()
        external
        view
        returns (address);

    /**
     * Returns the address of the next base SetToken with the post auction allocation
     *
     * @return  address    Address representing the base SetToken
     */
    function nextSet()
        external
        view
        returns (address);

    /*
     * Get the unit shares of the rebalancing Set
     *
     * @return  unitShares       Unit Shares of the base Set
     */
    function unitShares()
        external
        view
        returns (uint256);

    /*
     * Burn set token for given address.
     * Can only be called by authorized contracts.
     *
     * @param  _from        The address of the redeeming account
     * @param  _quantity    The number of sets to burn from redeemer
     */
    function burn(
        address _from,
        uint256 _quantity
    )
        external;

    /*
     * Place bid during rebalance auction. Can only be called by Core.
     *
     * @param _quantity                 The amount of currentSet to be rebalanced
     * @return combinedTokenArray       Array of token addresses invovled in rebalancing
     * @return inflowUnitArray          Array of amount of tokens inserted into system in bid
     * @return outflowUnitArray         Array of amount of tokens taken out of system in bid
     */
    function placeBid(
        uint256 _quantity
    )
        external
        returns (address[] memory, uint256[] memory, uint256[] memory);

    /*
     * Get combinedTokenArray of Rebalancing Set
     *
     * @return  combinedTokenArray
     */
    function getCombinedTokenArrayLength()
        external
        view
        returns (uint256);

    /*
     * Get combinedTokenArray of Rebalancing Set
     *
     * @return  combinedTokenArray
     */
    function getCombinedTokenArray()
        external
        view
        returns (address[] memory);

    /*
     * Get failedAuctionWithdrawComponents of Rebalancing Set
     *
     * @return  failedAuctionWithdrawComponents
     */
    function getFailedAuctionWithdrawComponents()
        external
        view
        returns (address[] memory);

    /*
     * Get auctionPriceParameters for current auction
     *
     * @return uint256[4]    AuctionPriceParameters for current rebalance auction
     */
    function getAuctionPriceParameters()
        external
        view
        returns (uint256[] memory);

    /*
     * Get biddingParameters for current auction
     *
     * @return uint256[2]    BiddingParameters for current rebalance auction
     */
    function getBiddingParameters()
        external
        view
        returns (uint256[] memory);

    /*
     * Get token inflows and outflows required for bid. Also the amount of Rebalancing
     * Sets that would be generated.
     *
     * @param _quantity               The amount of currentSet to be rebalanced
     * @return inflowUnitArray        Array of amount of tokens inserted into system in bid
     * @return outflowUnitArray       Array of amount of tokens taken out of system in bid
     */
    function getBidPrice(
        uint256 _quantity
    )
        external
        view
        returns (uint256[] memory, uint256[] memory);

}

// File: contracts/core/interfaces/IFeeCalculator.sol

/*
    Copyright 2019 Set Labs Inc.

    Licensed under the Apache License, Version 2.0 (the "License");
    you may not use this file except in compliance with the License.
    You may obtain a copy of the License at

    http://www.apache.org/licenses/LICENSE-2.0

    Unless required by applicable law or agreed to in writing, software
    distributed under the License is distributed on an "AS IS" BASIS,
    WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
    See the License for the specific language governing permissions and
    limitations under the License.
*/

pragma solidity 0.5.7;

/**
 * @title IFeeCalculator
 * @author Set Protocol
 *
 */
interface IFeeCalculator {

    /* ============ External Functions ============ */

    function initialize(
        bytes calldata _feeCalculatorData
    )
        external;

    function getFee()
        external
        view
        returns(uint256);

    function updateAndGetFee()
        external
        returns(uint256);

    function adjustFee(
        bytes calldata _newFeeData
    )
        external;
}

// File: contracts/core/interfaces/ISetToken.sol

/*
    Copyright 2018 Set Labs Inc.

    Licensed under the Apache License, Version 2.0 (the "License");
    you may not use this file except in compliance with the License.
    You may obtain a copy of the License at

    http://www.apache.org/licenses/LICENSE-2.0

    Unless required by applicable law or agreed to in writing, software
    distributed under the License is distributed on an "AS IS" BASIS,
    WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
    See the License for the specific language governing permissions and
    limitations under the License.
*/

pragma solidity 0.5.7;

/**
 * @title ISetToken
 * @author Set Protocol
 *
 * The ISetToken interface provides a light-weight, structured way to interact with the
 * SetToken contract from another contract.
 */
interface ISetToken {

    /* ============ External Functions ============ */

    /*
     * Get natural unit of Set
     *
     * @return  uint256       Natural unit of Set
     */
    function naturalUnit()
        external
        view
        returns (uint256);

    /*
     * Get addresses of all components in the Set
     *
     * @return  componentAddresses       Array of component tokens
     */
    function getComponents()
        external
        view
        returns (address[] memory);

    /*
     * Get units of all tokens in Set
     *
     * @return  units       Array of component units
     */
    function getUnits()
        external
        view
        returns (uint256[] memory);

    /*
     * Checks to make sure token is component of Set
     *
     * @param  _tokenAddress     Address of token being checked
     * @return  bool             True if token is component of Set
     */
    function tokenIsComponent(
        address _tokenAddress
    )
        external
        view
        returns (bool);

    /*
     * Mint set token for given address.
     * Can only be called by authorized contracts.
     *
     * @param  _issuer      The address of the issuing account
     * @param  _quantity    The number of sets to attribute to issuer
     */
    function mint(
        address _issuer,
        uint256 _quantity
    )
        external;

    /*
     * Burn set token for given address
     * Can only be called by authorized contracts
     *
     * @param  _from        The address of the redeeming account
     * @param  _quantity    The number of sets to burn from redeemer
     */
    function burn(
        address _from,
        uint256 _quantity
    )
        external;

    /**
    * Transfer token for a specified address
    *
    * @param to The address to transfer to.
    * @param value The amount to be transferred.
    */
    function transfer(
        address to,
        uint256 value
    )
        external;
}

// File: contracts/core/lib/Rebalance.sol

/*
    Copyright 2019 Set Labs Inc.

    Licensed under the Apache License, Version 2.0 (the "License");
    you may not use this file except in compliance with the License.
    You may obtain a copy of the License at

    http://www.apache.org/licenses/LICENSE-2.0

    Unless required by applicable law or agreed to in writing, software
    distributed under the License is distributed on an "AS IS" BASIS,
    WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
    See the License for the specific language governing permissions and
    limitations under the License.
*/

pragma solidity 0.5.7;



/**
 * @title Rebalance
 * @author Set Protocol
 *
 * Types and functions for Rebalance-related data.
 */
library Rebalance {

    struct TokenFlow {
        address[] addresses;
        uint256[] inflow;
        uint256[] outflow;
    }

    function composeTokenFlow(
        address[] memory _addresses,
        uint256[] memory _inflow,
        uint256[] memory _outflow
    )
        internal
        pure
        returns(TokenFlow memory)
    {
        return TokenFlow({addresses: _addresses, inflow: _inflow, outflow: _outflow });
    }

    function decomposeTokenFlow(TokenFlow memory _tokenFlow)
        internal
        pure
        returns (address[] memory, uint256[] memory, uint256[] memory)
    {
        return (_tokenFlow.addresses, _tokenFlow.inflow, _tokenFlow.outflow);
    }

    function decomposeTokenFlowToBidPrice(TokenFlow memory _tokenFlow)
        internal
        pure
        returns (uint256[] memory, uint256[] memory)
    {
        return (_tokenFlow.inflow, _tokenFlow.outflow);
    }

    /**
     * Get token flows array of addresses, inflows and outflows
     *
     * @param    _rebalancingSetToken   The rebalancing Set Token instance
     * @param    _quantity              The amount of currentSet to be rebalanced
     * @return   combinedTokenArray     Array of token addresses
     * @return   inflowArray            Array of amount of tokens inserted into system in bid
     * @return   outflowArray           Array of amount of tokens returned from system in bid
     */
    function getTokenFlows(
        IRebalancingSetToken _rebalancingSetToken,
        uint256 _quantity
    )
        internal
        view
        returns (address[] memory, uint256[] memory, uint256[] memory)
    {
        // Get token addresses
        address[] memory combinedTokenArray = _rebalancingSetToken.getCombinedTokenArray();

        // Get inflow and outflow arrays for the given bid quantity
        (
            uint256[] memory inflowArray,
            uint256[] memory outflowArray
        ) = _rebalancingSetToken.getBidPrice(_quantity);

        return (combinedTokenArray, inflowArray, outflowArray);
    }
}

// File: contracts/core/interfaces/ILiquidator.sol

/*
    Copyright 2019 Set Labs Inc.

    Licensed under the Apache License, Version 2.0 (the "License");
    you may not use this file except in compliance with the License.
    You may obtain a copy of the License at

    http://www.apache.org/licenses/LICENSE-2.0

    Unless required by applicable law or agreed to in writing, software
    distributed under the License is distributed on an "AS IS" BASIS,
    WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
    See the License for the specific language governing permissions and
    limitations under the License.
*/

pragma solidity 0.5.7;




/**
 * @title ILiquidator
 * @author Set Protocol
 *
 */
interface ILiquidator {

    /* ============ External Functions ============ */

    function startRebalance(
        ISetToken _currentSet,
        ISetToken _nextSet,
        uint256 _startingCurrentSetQuantity,
        bytes calldata _liquidatorData
    )
        external;

    function getBidPrice(
        address _set,
        uint256 _quantity
    )
        external
        view
        returns (Rebalance.TokenFlow memory);

    function placeBid(
        uint256 _quantity
    )
        external
        returns (Rebalance.TokenFlow memory);


    function settleRebalance()
        external;

    function endFailedRebalance() external;

    // ----------------------------------------------------------------------
    // Auction Price
    // ----------------------------------------------------------------------

    function auctionPriceParameters(address _set)
        external
        view
        returns (RebalancingLibrary.AuctionPriceParameters memory);

    // ----------------------------------------------------------------------
    // Auction
    // ----------------------------------------------------------------------

    function hasRebalanceFailed(address _set) external view returns (bool);
    function minimumBid(address _set) external view returns (uint256);
    function startingCurrentSets(address _set) external view returns (uint256);
    function remainingCurrentSets(address _set) external view returns (uint256);
    function getCombinedCurrentSetUnits(address _set) external view returns (uint256[] memory);
    function getCombinedNextSetUnits(address _set) external view returns (uint256[] memory);
    function getCombinedTokenArray(address _set) external view returns (address[] memory);
}

// File: contracts/core/interfaces/IRebalancingSetTokenV3.sol

/*
    Copyright 2020 Set Labs Inc.

    Licensed under the Apache License, Version 2.0 (the "License");
    you may not use this file except in compliance with the License.
    You may obtain a copy of the License at

    http://www.apache.org/licenses/LICENSE-2.0

    Unless required by applicable law or agreed to in writing, software
    distributed under the License is distributed on an "AS IS" BASIS,
    WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
    See the License for the specific language governing permissions and
    limitations under the License.
*/

pragma solidity 0.5.7;





/**
 * @title IRebalancingSetTokenV2
 * @author Set Protocol
 *
 * The IRebalancingSetTokenV3 interface provides a light-weight, structured way to interact with the
 * RebalancingSetTokenV3 contract from another contract.
 */

interface IRebalancingSetTokenV3 {

    /*
     * Get totalSupply of Rebalancing Set
     *
     * @return  totalSupply
     */
    function totalSupply()
        external
        view
        returns (uint256);

    /**
     * Returns liquidator instance
     *
     * @return  ILiquidator    Liquidator instance
     */
    function liquidator()
        external
        view
        returns (ILiquidator);

    /*
     * Get lastRebalanceTimestamp of Rebalancing Set
     *
     * @return  lastRebalanceTimestamp
     */
    function lastRebalanceTimestamp()
        external
        view
        returns (uint256);

    /*
     * Get rebalanceStartTime of Rebalancing Set
     *
     * @return  rebalanceStartTime
     */
    function rebalanceStartTime()
        external
        view
        returns (uint256);

    /*
     * Get startingCurrentSets of RebalancingSetToken
     *
     * @return  startingCurrentSets
     */
    function startingCurrentSetAmount()
        external
        view
        returns (uint256);

    /*
     * Get rebalanceInterval of Rebalancing Set
     *
     * @return  rebalanceInterval
     */
    function rebalanceInterval()
        external
        view
        returns (uint256);

    /*
     * Get failAuctionPeriod of Rebalancing Set
     *
     * @return  failAuctionPeriod
     */
    function rebalanceFailPeriod()
        external
        view
        returns (uint256);

    /*
     * Get array returning [startTime, timeToPivot, startPrice, endPrice]
     *
     * @return  AuctionPriceParameters
     */
    function getAuctionPriceParameters() external view returns (uint256[] memory);

    /*
     * Get array returning [minimumBid, remainingCurrentSets]
     *
     * @return  BiddingParameters
     */
    function getBiddingParameters() external view returns (uint256[] memory);

    /*
     * Get rebalanceState of Rebalancing Set
     *
     * @return RebalancingLibrary.State    Current rebalance state of the RebalancingSetTokenV3
     */
    function rebalanceState()
        external
        view
        returns (RebalancingLibrary.State);

    /**
     * Gets the balance of the specified address.
     *
     * @param owner      The address to query the balance of.
     * @return           A uint256 representing the amount owned by the passed address.
     */
    function balanceOf(
        address owner
    )
        external
        view
        returns (uint256);

    /*
     * Get manager of Rebalancing Set
     *
     * @return  manager
     */
    function manager()
        external
        view
        returns (address);

    /*
     * Get feeRecipient of Rebalancing Set
     *
     * @return  feeRecipient
     */
    function feeRecipient()
        external
        view
        returns (address);

    /*
     * Get entryFee of Rebalancing Set
     *
     * @return  entryFee
     */
    function entryFee()
        external
        view
        returns (uint256);

    /*
     * Retrieves the current expected fee from the fee calculator
     * Value is returned as a scale decimal figure.
     */
    function rebalanceFee()
        external
        view
        returns (uint256);

    /*
     * Get calculator contract used to compute rebalance fees
     *
     * @return  rebalanceFeeCalculator
     */
    function rebalanceFeeCalculator()
        external
        view
        returns (IFeeCalculator);

    /*
     * Initializes the RebalancingSetToken. Typically called by the Factory during creation
     */
    function initialize(
        bytes calldata _rebalanceFeeCalldata
    )
        external;

    /*
     * Set new liquidator address. Only whitelisted addresses are valid.
     */
    function setLiquidator(
        ILiquidator _newLiquidator
    )
        external;

    /*
     * Set new fee recipient address.
     */
    function setFeeRecipient(
        address _newFeeRecipient
    )
        external;

    /*
     * Set new fee entry fee.
     */
    function setEntryFee(
        uint256 _newEntryFee
    )
        external;

    /*
     * Initiates the rebalance in coordination with the Liquidator contract.
     * In this step, we redeem the currentSet and pass relevant information
     * to the liquidator.
     *
     * @param _nextSet                      The Set to rebalance into
     * @param _liquidatorData               Bytecode formatted data with liquidator-specific arguments
     *
     * Can only be called if the rebalance interval has elapsed.
     * Can only be called by manager.
     */
    function startRebalance(
        address _nextSet,
        bytes calldata _liquidatorData

    )
        external;

    /*
     * After a successful rebalance, the new Set is issued. If there is a rebalance fee,
     * the fee is paid via inflation of the Rebalancing Set to the feeRecipient.
     * Full issuance functionality is now returned to set owners.
     *
     * Anyone can call this function.
     */
    function settleRebalance()
        external;

    /*
     * During the Default stage, the incentive / rebalance Fee can be triggered. This will
     * retrieve the current inflation fee from the fee calulator and mint the according
     * inflation to the feeRecipient. The unit shares is then adjusted based on the new
     * supply.
     *
     * Anyone can call this function.
     */
    function actualizeFee()
        external;

    /*
     * Validate then set new streaming fee.
     *
     * @param  _newFeeData       Fee type and new streaming fee encoded in bytes
     */
    function adjustFee(
        bytes calldata _newFeeData
    )
        external;

    /*
     * Get natural unit of Set
     *
     * @return  uint256       Natural unit of Set
     */
    function naturalUnit()
        external
        view
        returns (uint256);

    /**
     * Returns the address of the current base SetToken with the current allocation
     *
     * @return           A address representing the base SetToken
     */
    function currentSet()
        external
        view
        returns (ISetToken);

    /**
     * Returns the address of the next base SetToken with the post auction allocation
     *
     * @return  address    Address representing the base SetToken
     */
    function nextSet()
        external
        view
        returns (ISetToken);

    /*
     * Get the unit shares of the rebalancing Set
     *
     * @return  unitShares       Unit Shares of the base Set
     */
    function unitShares()
        external
        view
        returns (uint256);

    /*
     * Place bid during rebalance auction. Can only be called by Core.
     *
     * @param _quantity                 The amount of currentSet to be rebalanced
     * @return combinedTokenArray       Array of token addresses invovled in rebalancing
     * @return inflowUnitArray          Array of amount of tokens inserted into system in bid
     * @return outflowUnitArray         Array of amount of tokens taken out of system in bid
     */
    function placeBid(
        uint256 _quantity
    )
        external
        returns (address[] memory, uint256[] memory, uint256[] memory);

    /*
     * Get token inflows and outflows required for bid. Also the amount of Rebalancing
     * Sets that would be generated.
     *
     * @param _quantity               The amount of currentSet to be rebalanced
     * @return inflowUnitArray        Array of amount of tokens inserted into system in bid
     * @return outflowUnitArray       Array of amount of tokens taken out of system in bid
     */
    function getBidPrice(
        uint256 _quantity
    )
        external
        view
        returns (uint256[] memory, uint256[] memory);

    /*
     * Get name of Rebalancing Set
     *
     * @return  name
     */
    function name()
        external
        view
        returns (string memory);

    /*
     * Get symbol of Rebalancing Set
     *
     * @return  symbol
     */
    function symbol()
        external
        view
        returns (string memory);
}

// File: contracts/core/interfaces/ITransferProxy.sol

/*
    Copyright 2018 Set Labs Inc.

    Licensed under the Apache License, Version 2.0 (the "License");
    you may not use this file except in compliance with the License.
    You may obtain a copy of the License at

    http://www.apache.org/licenses/LICENSE-2.0

    Unless required by applicable law or agreed to in writing, software
    distributed under the License is distributed on an "AS IS" BASIS,
    WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
    See the License for the specific language governing permissions and
    limitations under the License.
*/

pragma solidity 0.5.7;

/**
 * @title ITransferProxy
 * @author Set Protocol
 *
 * The ITransferProxy interface provides a light-weight, structured way to interact with the
 * TransferProxy contract from another contract.
 */
interface ITransferProxy {

    /* ============ External Functions ============ */

    /**
     * Transfers tokens from an address (that has set allowance on the proxy).
     * Can only be called by authorized core contracts.
     *
     * @param  _token          The address of the ERC20 token
     * @param  _quantity       The number of tokens to transfer
     * @param  _from           The address to transfer from
     * @param  _to             The address to transfer to
     */
    function transfer(
        address _token,
        uint256 _quantity,
        address _from,
        address _to
    )
        external;

    /**
     * Transfers tokens from an address (that has set allowance on the proxy).
     * Can only be called by authorized core contracts.
     *
     * @param  _tokens         The addresses of the ERC20 token
     * @param  _quantities     The numbers of tokens to transfer
     * @param  _from           The address to transfer from
     * @param  _to             The address to transfer to
     */
    function batchTransfer(
        address[] calldata _tokens,
        uint256[] calldata _quantities,
        address _from,
        address _to
    )
        external;
}

// File: contracts/core/interfaces/ITWAPAuctionGetters.sol

/*
    Copyright 2019 Set Labs Inc.

    Licensed under the Apache License, Version 2.0 (the "License");
    you may not use this file except in compliance with the License.
    You may obtain a copy of the License at

    http://www.apache.org/licenses/LICENSE-2.0

    Unless required by applicable law or agreed to in writing, software
    distributed under the License is distributed on an "AS IS" BASIS,
    WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
    See the License for the specific language governing permissions and
    limitations under the License.
*/

pragma solidity 0.5.7;


/**
 * @title ITWAPAuctionGetters
 * @author Set Protocol
 *
 * Interface for retrieving TWAPState struct
 */
interface ITWAPAuctionGetters {

    function getOrderSize(address _set) external view returns (uint256);

    function getOrderRemaining(address _set) external view returns (uint256);

    function getTotalSetsRemaining(address _set) external view returns (uint256);

    function getChunkSize(address _set) external view returns (uint256);

    function getChunkAuctionPeriod(address _set) external view returns (uint256);

    function getLastChunkAuctionEnd(address _set) external view returns (uint256);
}

// File: contracts/helper/RebalancingSetCTokenBidder.sol

/*
    Copyright 2020 Set Labs Inc.

    Licensed under the Apache License, Version 2.0 (the "License");
    you may not use this file except in compliance with the License.
    You may obtain a copy of the License at

    http://www.apache.org/licenses/LICENSE-2.0

    Unless required by applicable law or agreed to in writing, software
    distributed under the License is distributed on an "AS IS" BASIS,
    WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
    See the License for the specific language governing permissions and
    limitations under the License.
*/

pragma solidity 0.5.7;














/**
 * @title RebalancingSetCTokenBidder
 * @author Set Protocol
 *
 * A helper contract that mints a cToken from its underlying or redeems a cToken into
 * its underlying used for bidding in the RebalanceAuctionModule.
 *
 * CHANGELOG 6/8/2020:
 * - Remove reentrant modifier on bidAndWithdraw. This modifier is already used in RebalanceAuctionModule
 * - Add bidAndWithdrawTWAP function to check that bids can only succeed for the current auction chunk
 */
contract RebalancingSetCTokenBidder is
    ReentrancyGuard
{
    using SafeMath for uint256;

    // Address and instance of RebalanceAuctionModule contract
    IRebalanceAuctionModule public rebalanceAuctionModule;

    // Address and instance of TransferProxy contract
    ITransferProxy public transferProxy;

    // Mapping of cToken address to underlying address
    mapping (address => address) public cTokenToUnderlying;

    string public dataDescription;

    /* ============ Events ============ */

    event BidPlacedCToken(
        address indexed rebalancingSetToken,
        address indexed bidder,
        uint256 quantity
    );

    /* ============ Constructor ============ */

    /**
     * Constructor function for RebalancingSetCTokenBidder
     *
     * @param _rebalanceAuctionModule   The address of RebalanceAuctionModule
     * @param _transferProxy            The address of TransferProxy
     * @param _cTokenArray              The address array of the target cToken
     * @param _underlyingArray          The address array of the target cToken's underlying
     * @param _dataDescription          Description of contract for Etherscan / other applications
     */
    constructor(
        IRebalanceAuctionModule _rebalanceAuctionModule,
        ITransferProxy _transferProxy,
        address[] memory _cTokenArray,
        address[] memory _underlyingArray,
        string memory _dataDescription
    )
        public
    {
        rebalanceAuctionModule = _rebalanceAuctionModule;

        transferProxy = _transferProxy;

        dataDescription = _dataDescription;

        require(
            _cTokenArray.length == _underlyingArray.length,
            "RebalancingSetCTokenBidder.constructor: cToken array and underlying array must be same length"
        );

        for (uint256 i = 0; i < _cTokenArray.length; i++) {
            address cTokenAddress = _cTokenArray[i];
            address underlyingAddress = _underlyingArray[i];

            // Initialize mapping of cToken to underlying
            cTokenToUnderlying[cTokenAddress] = underlyingAddress;

            // Add approvals of the underlying token to the cToken contract
            ERC20Wrapper.approve(
                underlyingAddress,
                cTokenAddress,
                CommonMath.maxUInt256()
            );

            // Add approvals of the cToken to the transferProxy contract
            ERC20Wrapper.approve(
                cTokenAddress,
                address(_transferProxy),
                CommonMath.maxUInt256()
            );
        }
    }

    /* ============ External Functions ============ */

    /**
     * Bid on rebalancing a given quantity of sets held by a rebalancing token wrapping or unwrapping
     * a target cToken involved. The tokens are returned to the user.
     *
     * @param  _rebalancingSetToken    Instance of the rebalancing token being bid on
     * @param  _quantity               Number of currentSets to rebalance
     * @param  _allowPartialFill       Set to true if want to partially fill bid when quantity
                                       is greater than currentRemainingSets
     */

    function bidAndWithdraw(
        IRebalancingSetToken _rebalancingSetToken,
        uint256 _quantity,
        bool _allowPartialFill
    )
        public
    {
        // Get token flow arrays for the given bid quantity
        (
            address[] memory combinedTokenArray,
            uint256[] memory inflowUnitsArray,
            uint256[] memory outflowUnitsArray
        ) = Rebalance.getTokenFlows(_rebalancingSetToken, _quantity);

        // Ensure allowances and transfer auction tokens or underlying from user
        depositComponents(
            combinedTokenArray,
            inflowUnitsArray
        );

        // Bid in auction
        rebalanceAuctionModule.bidAndWithdraw(
            address(_rebalancingSetToken),
            _quantity,
            _allowPartialFill
        );

        // Withdraw auction tokens or underlying to user
        withdrawComponentsToSender(
            combinedTokenArray
        );

        // Log bid placed with Eth event
        emit BidPlacedCToken(
            address(_rebalancingSetToken),
            msg.sender,
            _quantity
        );
    }

    /**
     * Bid on rebalancing a given quantity of sets held by a rebalancing token wrapping or unwrapping
     * a target cToken involved. The tokens are returned to the user. This function is only compatible with
     * Rebalancing Set Tokens that use TWAP liquidators
     *
     * During a TWAP chunk auction, there is an adverse scenario where a bidder submits a chunk auction bid
     * with a low gas price and iterateChunkAuction is called before that transaction is mined. When the bidder’s
     * transaction gets mined, it may execute at an unintended price. To combat this, he BidAndWithdrawTWAP
     * function checks that a new chunk auction has not been initiated from the point of bidding.
     * The intended use case is that the bidder would retrieve the Rebalancing SetToken’s lastChunkAuctionEnd
     * variable off-chain and submit it as part of the bid.
     *
     * @param  _rebalancingSetToken    Instance of the rebalancing token being bid on
     * @param  _quantity               Number of currentSets to rebalance
     * @param  _lastChunkTimestamp     Timestamp of end of previous chunk auction used to identify which
                                       chunk the bidder wants to bid on
     * @param  _allowPartialFill       Set to true if want to partially fill bid when quantity
                                       is greater than currentRemainingSets
     */

    function bidAndWithdrawTWAP(
        IRebalancingSetTokenV3 _rebalancingSetToken,
        uint256 _quantity,
        uint256 _lastChunkTimestamp,
        bool _allowPartialFill
    )
        external
    {
        address liquidatorAddress = address(_rebalancingSetToken.liquidator());
        address rebalancingSetTokenAddress = address(_rebalancingSetToken);

        uint256 lastChunkAuctionEnd = ITWAPAuctionGetters(liquidatorAddress).getLastChunkAuctionEnd(rebalancingSetTokenAddress);

        require(
            lastChunkAuctionEnd == _lastChunkTimestamp,
            "RebalancingSetCTokenBidder.bidAndWithdrawTWAP: Bid must be for intended chunk"
        );

        bidAndWithdraw(
            IRebalancingSetToken(rebalancingSetTokenAddress),
            _quantity,
            _allowPartialFill
        );
    }

    /*
     * Get token inflows and outflows and combined token array denominated in underlying required
     * for bid for a given rebalancing Set token.
     *
     * @param _rebalancingSetToken    The rebalancing Set Token instance
     * @param _quantity               The amount of currentSet to be rebalanced
     * @return combinedTokenArray     Array of token addresses
     * @return inflowUnitsArray       Array of amount of tokens inserted into system in bid
     * @return outflowUnitsArray      Array of amount of tokens returned from system in bid
     */
    function getAddressAndBidPriceArray(
        IRebalancingSetToken _rebalancingSetToken,
        uint256 _quantity
    )
        external
        view
        returns (address[] memory, uint256[] memory, uint256[] memory)
    {
        // Get token flow arrays for the given bid quantity
        (
            address[] memory combinedTokenArray,
            uint256[] memory inflowUnitsArray,
            uint256[] memory outflowUnitsArray
        ) = Rebalance.getTokenFlows(_rebalancingSetToken, _quantity);

        // Loop through the combined token addresses array and replace with underlying address
        for (uint256 i = 0; i < combinedTokenArray.length; i++) {
            address currentComponentAddress = combinedTokenArray[i];

            // Check if current component address is a cToken
            address underlyingAddress = cTokenToUnderlying[currentComponentAddress];
            if (underlyingAddress != address(0)) {
                combinedTokenArray[i] = underlyingAddress;

                // Replace inflow and outflow with required amount of underlying.
                // Calculated as cToken quantity * exchangeRate / 10 ** 18.
                uint256 exchangeRate = ICToken(currentComponentAddress).exchangeRateStored();
                uint256 currentInflowQuantity = inflowUnitsArray[i];
                uint256 currentOutflowQuantity = outflowUnitsArray[i];

                inflowUnitsArray[i] = CompoundUtils.convertCTokenToUnderlying(currentInflowQuantity, exchangeRate);
                outflowUnitsArray[i] = CompoundUtils.convertCTokenToUnderlying(currentOutflowQuantity, exchangeRate);
            }
        }

        return (combinedTokenArray, inflowUnitsArray, outflowUnitsArray);
    }

    /* ============ Private Functions ============ */

    /**
     * Before bidding, calculate the required amount of inflow tokens and deposit token components
     * into this helper contract.
     *
     * @param  _combinedTokenArray            Array of token addresses
     * @param  _inflowUnitsArray              Array of inflow token units
     */
    function depositComponents(
        address[] memory _combinedTokenArray,
        uint256[] memory _inflowUnitsArray
    )
        private
    {
        // Loop through the combined token addresses array and deposit inflow amounts
        for (uint256 i = 0; i < _combinedTokenArray.length; i++) {
            address currentComponentAddress = _combinedTokenArray[i];
            uint256 currentComponentQuantity = _inflowUnitsArray[i];

            // Check component inflow is greater than 0
            if (currentComponentQuantity > 0) {
                // Ensure allowance for components to transferProxy
                ERC20Wrapper.ensureAllowance(
                    currentComponentAddress,
                    address(this),
                    address(transferProxy),
                    currentComponentQuantity
                );

                // If cToken, calculate required underlying tokens, transfer to contract,
                // ensure underlying allowance to cToken and then mint cTokens
                address underlyingAddress = cTokenToUnderlying[currentComponentAddress];
                if (underlyingAddress != address(0)) {
                    ICToken cTokenInstance = ICToken(currentComponentAddress);

                    // Calculate required amount of underlying. Calculated as cToken quantity * exchangeRate / 10 ** 18.
                    uint256 exchangeRate = cTokenInstance.exchangeRateCurrent();
                    uint256 underlyingQuantity = CompoundUtils.convertCTokenToUnderlying(currentComponentQuantity, exchangeRate);

                    // Transfer underlying tokens to contract
                    ERC20Wrapper.transferFrom(
                        underlyingAddress,
                        msg.sender,
                        address(this),
                        underlyingQuantity
                    );

                    // Ensure allowance for underlying token to cToken contract
                    ERC20Wrapper.ensureAllowance(
                        underlyingAddress,
                        address(this),
                        address(cTokenInstance),
                        underlyingQuantity
                    );

                    // Mint cToken using underlying
                    uint256 mintResponse = cTokenInstance.mint(underlyingQuantity);
                    require(
                        mintResponse == 0,
                        "RebalancingSetCTokenBidder.bidAndWithdraw: Error minting cToken"
                    );
                } else {
                    // Transfer non-cTokens to contract
                    ERC20Wrapper.transferFrom(
                        currentComponentAddress,
                        msg.sender,
                        address(this),
                        currentComponentQuantity
                    );
                }
            }
        }
    }

    /**
     * After bidding, loop through token address array and redeem any cTokens
     * and transfer token components to user
     *
     * @param  _combinedTokenArray           Array of token addresses
     */
    function withdrawComponentsToSender(
        address[] memory _combinedTokenArray
    )
        private
    {
        // Loop through the combined token addresses array and withdraw leftover amounts
        for (uint256 i = 0; i < _combinedTokenArray.length; i++) {
            address currentComponentAddress = _combinedTokenArray[i];

            // Get balance of tokens in contract
            uint256 currentComponentBalance = ERC20Wrapper.balanceOf(
                currentComponentAddress,
                address(this)
            );

            // Check component balance is greater than 0
            if (currentComponentBalance > 0) {
                // Check if cToken
                address underlyingAddress = cTokenToUnderlying[currentComponentAddress];
                if (underlyingAddress != address(0)) {
                    // Redeem cToken into underlying
                    uint256 mintResponse = ICToken(currentComponentAddress).redeem(currentComponentBalance);
                    require(
                        mintResponse == 0,
                        "RebalancingSetCTokenBidder.bidAndWithdraw: Erroring redeeming cToken"
                    );

                    // Get balance of underlying in contract
                    uint256 underlyingComponentBalance = ERC20Wrapper.balanceOf(
                        underlyingAddress,
                        address(this)
                    );

                    // Withdraw underlying from the contract and send to the user
                    ERC20Wrapper.transfer(
                        underlyingAddress,
                        msg.sender,
                        underlyingComponentBalance
                    );
                } else {
                    // Withdraw non cTokens from the contract and send to the user
                    ERC20Wrapper.transfer(
                        currentComponentAddress,
                        msg.sender,
                        currentComponentBalance
                    );
                }
            }
        }
    }
}