// File: contracts/FXPool.sol



// SPDX-License-Identifier: Apache-2.0
pragma solidity ^0.7.3;
pragma experimental ABIEncoderV2;

import '@balancer-labs/v2-vault/contracts/interfaces/IMinimalSwapInfoPool.sol';
import '@balancer-labs/v2-vault/contracts/interfaces/IVault.sol';
import '@balancer-labs/v2-pool-utils/contracts/BalancerPoolToken.sol';

import './core/Storage.sol';
import './core/ProportionalLiquidity.sol';
import './core/FXSwaps.sol';

import {Ownable} from '@openzeppelin/contracts/access/Ownable.sol';
import {Pausable} from '@openzeppelin/contracts/utils/Pausable.sol';
import {ReentrancyGuard} from '@openzeppelin/contracts/utils/ReentrancyGuard.sol';
import './core/lib/OZSafeMath.sol';
import './core/lib/ABDKMathQuad.sol';

contract FXPool is IMinimalSwapInfoPool, BalancerPoolToken, Ownable, Storage, ReentrancyGuard, Pausable {
    using ABDKMath64x64 for int128;
    using ABDKMathQuad for int128;
    using ABDKMath64x64 for uint256;
    using OZSafeMath for uint256;

    uint256 public protocolPercentFee;
    int128 private constant ONE_WEI = 0x12;
    address public collectorAddress = address(0);
    uint256 public totalUnclaimedFeesInNumeraire = 0;

    struct SwapData {
        address originAddress;
        uint256 originAmount;
        address targetAddress;
        uint256 targetAmount;
        uint256 outputAmount;
    }

    // EVENTS
    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 EmergencyAlarm(bool isEmergency);
    event ChangeCollectorAddress(address newCollector);
    event OnJoinPool(bytes32 poolId, uint256 lptAmountMinted, uint256[] amountsDeposited);
    event OnExitPool(bytes32 poolId, uint256 lptAmountBurned, uint256[] amountsWithdrawn);
    event EmergencyWithdraw(bytes32 poolId, uint256 lptAmountBurned, uint256[] amountsWithdrawn);

    event Trade(
        address indexed trader,
        address indexed origin,
        address indexed target,
        uint256 originAmount,
        uint256 targetAmount
    );
    event FeesCollected(address recipient, uint256 feesCollected);
    event FeesAccrued(uint256 feesCollected);
    event ProtocolFeeShareUpdated(address updater, uint256 newProtocolPercentage);

    modifier isVault() {
        require(msg.sender == address(curve.vault), 'FXPool/caller-not-vault');
        _;
    }

    constructor(
        address[] memory _assetsToRegister,
        IVault vault,
        uint256 _protocolPercentFee,
        // uint256 _percentFeeGov,
        // address _governance,
        string memory _name,
        string memory _symbol
    ) BalancerPoolToken(_name, _symbol) {
        // Initialization on the vault
        protocolPercentFee = _protocolPercentFee;
        curve.vault = vault;

        bytes32 poolId = vault.registerPool(IVault.PoolSpecialization.TWO_TOKEN);
        curve.poolId = poolId;
        curve.fxPoolAddress = address(this);
        // Pass in zero addresses for Asset Managers
        // Functions below assume this token order
        IERC20[] memory tokens = new IERC20[](2);
        tokens[0] = IERC20(_assetsToRegister[0]);
        tokens[1] = IERC20(_assetsToRegister[1]);

        vault.registerTokens(poolId, tokens, new address[](2));
    }

    /// @dev Initialize pool first to set assets, assimilators and weights
    function initialize(address[] memory _assets, uint256[] memory _assetWeights) external onlyOwner {
        require(_assetWeights.length == 2, 'FXPool/assetWeights-must-be-length-two');
        require(_assets.length % 5 == 0, 'FXPool/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]
            );
        }
    }

    /// @dev Returns the vault for this pool
    /// @return The vault for this pool
    function getVault() external view returns (IVault) {
        return curve.vault;
    }

    /// @dev Returns poolId from vault
    /// @return The poolId of this pool
    function getPoolId() external view override returns (bytes32) {
        return curve.poolId;
    }

    /// @dev Returns fee for psi/omega
    /// @return fee_
    function getFee() 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, address(curve.vault), curve.poolId);

            _bals[i] = _bal;

            _gLiq += _bal;
        }

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

    /// @dev Set pool curve dimensions needed to calculate liquidity functions and swaps
    function setParams(
        uint256 _alpha,
        uint256 _beta,
        uint256 _feeAtHalt,
        uint256 _epsilon,
        uint256 _lambda
    ) external onlyOwner {
        require(0 < _alpha && _alpha < 1e18, 'FXPool/parameter-invalid-alpha');

        require(_beta < _alpha, 'FXPool/parameter-invalid-beta');

        require(_feeAtHalt <= 5e17, 'FXPool/parameter-invalid-max');

        require(_epsilon <= 1e16, 'FXPool/parameter-invalid-epsilon');

        require(_lambda <= 1e18, 'FXPool/parameter-invalid-lambda');

        int128 _omega = getFee();

        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();

        require(_omega >= _psi, 'FXPool/parameters-increase-fee');

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

    /// @dev add assets in storage
    function includeAsset(
        address _numeraire,
        address _numeraireAssim,
        address _reserve,
        address _reserveAssim,
        //   address _reserveApproveTo,
        uint256 _weight
    ) private {
        require(_numeraire != address(0), 'FXPool/numeraire-cannot-be-zeroth-address');

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

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

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

        require(_weight < 1e18, 'FXPool/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);
        }
    }

    /// @dev View curve dimensions/parameters
    function viewParameters()
        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);
    }

    /// @dev Hook called by the Vault on swaps to quote prices and execute trade
    /// @param swapRequest The request which contains the details of the swap
    /// currentBalanceTokenIn The input token balance scaled to the base token decimals that the assimilators expect
    /// currentBalanceTokenOut The output token balance scaled to the quote token decimals (6 for USDC) that the assimilators expect
    /// @return the amount of the output or input token amount of for swap
    function onSwap(
        SwapRequest memory swapRequest,
        uint256,
        uint256
    ) external override whenNotPaused isVault returns (uint256) {
        require(msg.sender == address(curve.vault), 'Non Vault caller');

        bool isTargetSwap = swapRequest.kind == IVault.SwapKind.GIVEN_OUT;
        SwapData memory data;
        int128 fees;

        if (isTargetSwap) {
            // unpack swapRequest from external caller (FE or another contract)
            data = SwapData(
                address(swapRequest.tokenIn),
                0, // cause we're in targetSwap not originSwap
                address(swapRequest.tokenOut),
                swapRequest.amount,
                0
            );

            (data.outputAmount, fees) = FXSwaps.viewTargetSwap(
                curve,
                data.originAddress,
                data.targetAddress,
                data.targetAmount
            );
        } else {
            // unpack swapRequest from external caller (FE or another contract)
            data = SwapData(
                address(swapRequest.tokenIn),
                swapRequest.amount,
                address(swapRequest.tokenOut),
                0, // cause we're in originSwap not targetSwap
                0
            );

            (data.outputAmount, fees) = FXSwaps.viewOriginSwap(
                curve,
                data.originAddress,
                data.targetAddress,
                data.originAmount
            );
        }

        _calculateAndStoreUnclaimedProtocolFee(fees);
        emit Trade(msg.sender, data.originAddress, data.targetAddress, data.originAmount, data.outputAmount);
        return data.outputAmount;
    }

    /// @dev Hook for joining the pool that must be called from the vault.
    ///      It mints a proportional number of tokens compared to current LP pool,
    ///      based on the maximum input the user indicates.
    /// @param poolId The balancer pool id, checked to ensure non erroneous vault call
    // @param sender Unused by this pool but in interface
    /// @param recipient The address which will receive lp tokens.
    /// @param currentBalances The current pool balances, sorted by address low to high.  length 2
    // @param latestBlockNumberUsed last block number unused in this pool
    /// @param userData Abi encoded fixed length 2 array containing max inputs also sorted by
    ///                 address low to high
    /// @return amountsIn The actual amounts of token the vault should move to this pool
    /// @return dueProtocolFeeAmounts The amounts of each token to pay as protocol fees
    function onJoinPool(
        bytes32 poolId,
        address, // sender
        address recipient,
        uint256[] memory, // @todo for vault transfers
        uint256,
        uint256,
        bytes calldata userData
    )
        external
        override
        whenNotPaused
        isVault
        returns (uint256[] memory amountsIn, uint256[] memory dueProtocolFeeAmounts)
    {
        (uint256 totalDepositNumeraire, address[] memory assetAddresses) = abi.decode(userData, (uint256, address[]));

        _enforceCap(totalDepositNumeraire);

        (uint256 lpTokens, uint256[] memory amountToDeposit) = ProportionalLiquidity.proportionalDeposit(
            curve,
            totalDepositNumeraire
        );

        {
            amountsIn = new uint256[](2);
            amountsIn[0] = amountToDeposit[_getAssetIndex(assetAddresses[0])];
            amountsIn[1] = amountToDeposit[_getAssetIndex(assetAddresses[1])];
        }

        // minting protocol fees before increasing the value of totalSupply
        _mintProtocolFees();
        BalancerPoolToken._mintPoolTokens(recipient, lpTokens);

        {
            dueProtocolFeeAmounts = new uint256[](2);
            dueProtocolFeeAmounts[0] = 0;
            dueProtocolFeeAmounts[1] = 0;
        }

        emit OnJoinPool(poolId, lpTokens, amountToDeposit);
    }

    /// @dev Hook for leaving the pool that must be called from the vault.
    ///      It burns a proportional number of tokens compared to current LP pool,
    ///      based on the minium output the user wants.
    /// @param poolId The balancer pool id, checked to ensure non erroneous vault call
    /// @param sender The address which is the source of the LP token
    // @param recipient Unused by this pool but in interface
    /// @param currentBalances The current pool balances, sorted by address low to high.  length 2
    // @param latestBlockNumberUsed last block number unused in this pool
    // @param protocolSwapFee The percent of pool fees to be paid to the Balancer Protocol
    /// @param userData Abi encoded uint256 which is the number of LP tokens the user wants to
    ///                 withdraw
    /// @return amountsOut The number of each token to send to the caller
    /// @return dueProtocolFeeAmounts The amounts of each token to pay as protocol fees
    function onExitPool(
        bytes32 poolId,
        address sender,
        address,
        uint256[] memory, // @todo for vault transfers
        uint256,
        uint256,
        bytes calldata userData
    ) external override isVault returns (uint256[] memory amountsOut, uint256[] memory dueProtocolFeeAmounts) {
        (uint256 tokensToBurn, address[] memory assetAddresses) = abi.decode(userData, (uint256, address[]));

        uint256[] memory amountToWithdraw = emergency
            ? ProportionalLiquidity.emergencyProportionalWithdraw(curve, tokensToBurn)
            : ProportionalLiquidity.proportionalWithdraw(curve, tokensToBurn);

        // change state here since calculation using the previous supply is needed before deducting in the state
        // minting protocol fees before decreasing the value of totalSupply

        // burn first then mint protocol fees
        _mintProtocolFees();
        BalancerPoolToken._burnPoolTokens(sender, tokensToBurn);

        {
            amountsOut = new uint256[](2);
            amountsOut[0] = amountToWithdraw[_getAssetIndex(assetAddresses[0])];
            amountsOut[1] = amountToWithdraw[_getAssetIndex(assetAddresses[1])];
        }

        {
            dueProtocolFeeAmounts = new uint256[](2);
            dueProtocolFeeAmounts[0] = 0;
            dueProtocolFeeAmounts[1] = 0;
        }

        if (emergency) {
            emit EmergencyWithdraw(poolId, tokensToBurn, amountToWithdraw);
        } else {
            emit OnExitPool(poolId, tokensToBurn, amountToWithdraw);
        }
    }

    // ADMIN AND ACCESS CONTROL FUNCTIONS
    /// @notice Governance sets someone's pause status, enable only withdraw

    // SETTERS
    function setPaused() external onlyOwner {
        bool currentStatus = paused();

        if (currentStatus) {
            _unpause();
        } else {
            _pause();
        }
    }

    /// @notice Set cap for pool
    /// @param _cap cap value
    function setCap(uint256 _cap) external onlyOwner {
        (uint256 total, ) = liquidity();
        require(_cap > total, 'FXPool/cap-is-not-greater-than-total-liquidity');
        curve.cap = _cap;
    }

    /// @notice Set emergency alarm
    /// @param _emergency turn on or off
    function setEmergency(bool _emergency) external onlyOwner {
        emergency = _emergency;
        emit EmergencyAlarm(_emergency);
    }

    /// @notice Change collector address
    /// @param _collectorAddress collector's new address
    function setCollectorAddress(address _collectorAddress) external onlyOwner {
        collectorAddress = _collectorAddress;
        emit ChangeCollectorAddress(_collectorAddress);
    }

    /// @notice Change protocol percentage in fees
    /// @param _protocolPercentFee collector's new address
    function setProtocolPercentFee(uint256 _protocolPercentFee) external onlyOwner {
        protocolPercentFee = _protocolPercentFee;
        emit ProtocolFeeShareUpdated(msg.sender, protocolPercentFee);
    }

    // UTILITY VIEW FUNCTIONS

    /// @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 ProportionalLiquidity.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;
    }

    /// @notice view LP tokens and token needed for deposit
    function viewDeposit(uint256 totalDepositNumeraire)
        external
        view
        whenNotPaused
        returns (uint256, uint256[] memory)
    {
        return ProportionalLiquidity.viewProportionalDeposit(curve, totalDepositNumeraire);
    }

    /// @notice view tokens to be received given LP tokens to burn
    function viewWithdraw(uint256 _curvesToBurn) external view returns (uint256[] memory) {
        return ProportionalLiquidity.viewProportionalWithdraw(curve, _curvesToBurn);
    }

    // INTERNAL LOGIC FUNCTIONS

    /// @dev get asset arrangement of the token in the vault
    function _getAssetIndex(address _assetAddress) internal view returns (uint256) {
        require(_assetAddress == derivatives[0] || _assetAddress == derivatives[1], 'FXPool/address-not-a-derivative');

        if (_assetAddress == derivatives[0]) {
            return 0;
        } else {
            return 1;
        }
    }

    function _enforceCap(uint256 _amount) private view {
        if (curve.cap == 0) return;

        (uint256 total, ) = liquidity();

        require(total + _amount < curve.cap, 'FXPool/amount-beyond-set-cap');
    }

    function _calculateAndStoreUnclaimedProtocolFee(int128 fees) private {
        // check if the protocol fee is on and fees are not negative. if both conditions are met, don't store fee
        if (_isProtocolMintingOn() && fees > 0) {
            uint256 feesToAdd = fees.abs().mulu(1e18).mul(protocolPercentFee).div(1e2);

            totalUnclaimedFeesInNumeraire += feesToAdd;

            emit FeesAccrued(feesToAdd);
        }
    }

    function _mintProtocolFees() private {
        if (_isProtocolMintingOn()) {
            (int128 _oGLiq, ) = ProportionalLiquidity.getGrossLiquidityAndBalancesForDeposit(curve);

            uint256 lpTokenFeeAmount = (_oGLiq.inv()).mulu(totalUnclaimedFeesInNumeraire);

            lpTokenFeeAmount = lpTokenFeeAmount.mul(totalSupply()).div(1e18);

            totalUnclaimedFeesInNumeraire = 0;
            BalancerPoolToken._mintPoolTokens(collectorAddress, lpTokenFeeAmount);

            emit FeesCollected(collectorAddress, lpTokenFeeAmount);
        }
    }

    function _isProtocolMintingOn() private view returns (bool) {
        return collectorAddress != address(0) && totalSupply() > 0;
    }
}

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



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

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

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

pragma solidity ^0.7.0;
pragma experimental ABIEncoderV2;

import "./IBasePool.sol";

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

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



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

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

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

pragma experimental ABIEncoderV2;

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

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

pragma solidity ^0.7.0;

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

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

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

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

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

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

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

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

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

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

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

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

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

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

    enum UserBalanceOpKind { DEPOSIT_INTERNAL, WITHDRAW_INTERNAL, TRANSFER_INTERNAL, TRANSFER_EXTERNAL }

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

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

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

    enum PoolSpecialization { GENERAL, MINIMAL_SWAP_INFO, TWO_TOKEN }

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

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

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

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

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

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

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

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

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

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

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

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

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

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

    enum PoolBalanceChangeKind { JOIN, EXIT }

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

    enum SwapKind { GIVEN_IN, GIVEN_OUT }

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

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

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

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

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

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

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

    // Flash Loans

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

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

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

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

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

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

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

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

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

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

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

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



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

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

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

pragma solidity ^0.7.0;

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

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

    // Overrides

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

        _transfer(sender, recipient, amount);

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

        return true;
    }

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

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

        return true;
    }

    // Internal functions

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

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

// File: contracts/core/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';
import '@balancer-labs/v2-vault/contracts/interfaces/IVault.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;
        //   mapping(address => uint256) balances;
        mapping(address => mapping(address => uint256)) allowances;
        // Vault reference
        IVault vault;
        address fxPoolAddress;
        bytes32 poolId;
    }

    struct Assimilator {
        address addr;
        uint8 ix;
    }

    // Curve parameters
    Curve public curve;

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

    // Curve operational state
    bool public emergency = false;
}

// File: contracts/core/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;

    struct JoinExitData {
        uint256[] uintAmounts;
        int128[] intAmounts;
    }

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

        uint256 _length = curve.assets.length;

        JoinExitData memory depositData = JoinExitData(new uint256[](_length), new int128[](_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]);
                depositData.intAmounts[i] = _d.add(ONE_WEI);
                depositData.uintAmounts[i] = Assimilators.viewRawAmount(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);
            address vault = address(curve.vault);
            bytes32 poolId = curve.poolId;

            int128[] memory weights = curve.weights;
            Storage.Assimilator[] memory assims = curve.assets;

            for (uint256 i = 0; i < _length; i++) {
                // int128 amount = _oBals[i].mul(_multiplier).add(ONE_WEI);
                depositData.intAmounts[i] = _oBals[i].mul(_multiplier).add(ONE_WEI);

                depositData.uintAmounts[i] = Assimilators.viewRawAmountLPRatio(
                    assims[i].addr,
                    weights[0].mulu(1e18),
                    weights[1].mulu(1e18),
                    // amount,
                    depositData.intAmounts[i],
                    vault,
                    poolId
                );
            }
        }

        int128 _totalShells = IERC20(curve.fxPoolAddress).totalSupply().divu(1e18);

        int128 _newShells = __deposit;

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

        /*
         * Problem: to validate deposit via invariant check, 
         we need to simulate the gross liquidity and token balances of the pool after deposit
         at this point, the balancer vault has not transferred deposit funds from user to vault yet 
            (this will happen after the hook is called by the vault)
         * Solution: 
            * pass deposits_ here now so that we can update balances within requireLiquidityInvariant
            * within requireLiquidityInvariant, need to update new gross liquidity (_nGliq var) to reflect the new higher or lower pool liquidity
                by adding _newShells to _nGLiq
         */
        requireLiquidityInvariant(
            curve,
            _totalShells,
            _newShells,
            _oGLiqProp,
            _oBalsProp,
            depositData.uintAmounts,
            true
        );

        // assign return value to curves_ instead of the original mint(curve, msg.sender, curves_ = _newShells.mulu(1e18));
        curves_ = _newShells.mulu(1e18);

        return (curves_, depositData.uintAmounts);
    }

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

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

        uint256[] memory deposits_ = new uint256[](curve.assets.length);

        // No liquidity
        if (_oGLiq == 0) {
            for (uint256 i = 0; i < curve.assets.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
            uint256 _baseWeight = curve.weights[0].mulu(1e18);
            uint256 _quoteWeight = curve.weights[1].mulu(1e18);
            address vault = address(curve.vault);
            bytes32 poolId = curve.poolId;
            int128 _multiplier = __deposit.div(_oGLiq);

            // Deposits into the pool is determined by existing LP ratio
            for (uint256 i = 0; i < curve.assets.length; i++) {
                int128 amount = _oBals[i].mul(_multiplier).add(ONE_WEI);

                deposits_[i] = Assimilators.viewRawAmountLPRatio(
                    curve.assets[i].addr,
                    _baseWeight,
                    _quoteWeight,
                    amount,
                    vault,
                    poolId
                );
            }
        }

        int128 _totalShells = IERC20(curve.fxPoolAddress).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
        view
        returns (uint256[] memory)
    {
        uint256 _length = curve.assets.length;

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

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

        int128 _totalShells = IERC20(curve.fxPoolAddress).totalSupply().divu(1e18);
        int128 __withdrawal = _withdrawal.divu(1e18);

        int128 _multiplier = __withdrawal.div(_totalShells);

        // changed outputNumeraire to viewRawAmount. same calculation without the destination parameter
        for (uint256 i = 0; i < _length; i++) {
            withdrawals_[i] = Assimilators.viewRawAmount(curve.assets[i].addr, _oBals[i].mul(_multiplier));
        }

        //  burn(curve, msg.sender, _withdrawal);
        return withdrawals_;
    }

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

        JoinExitData memory withdrawData = JoinExitData(new uint256[](_length), new int128[](_length));

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

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

        int128 _totalShells = IERC20(curve.fxPoolAddress).totalSupply().divu(1e18);
        int128 __withdrawal = _withdrawal.divu(1e18);

        int128 _multiplier = __withdrawal.div(_totalShells);

        for (uint256 i = 0; i < _length; i++) {
            int128 amount = _oBals[i].mul(_multiplier);
            withdrawData.intAmounts[i] = amount.neg();
            withdrawData.uintAmounts[i] = Assimilators.viewRawAmount(curve.assets[i].addr, amount);
        }

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

        //   burn(curve, msg.sender, _withdrawal);

        return withdrawData.uintAmounts;
    }

    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(IERC20(curve.fxPoolAddress).totalSupply().divu(1e18));

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

        return withdrawals_;
    }

    /// @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 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);
            uint256 _liquidity = Assimilators
                .viewNumeraireBalance(curve.assets[i].addr, address(curve.vault), curve.poolId)
                .mulu(1e18);

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

        return (total_, individual_);
    }

    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,
                address(curve.vault),
                curve.poolId
            );

            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, address(curve.vault), curve.poolId);
            balances_[i] = _bal;
            grossLiquidity_ += _bal;
        }

        return (grossLiquidity_, balances_);
    }

    function getVirtualGrossLiquidityAndBalancesAfterIntake(Storage.Curve storage curve, uint256[] memory intakeAmounts)
        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.virtualViewNumeraireBalanceIntake(
                curve.assets[i].addr,
                address(curve.vault),
                curve.poolId,
                intakeAmounts[i]
            );
            balances_[i] = _bal;
            grossLiquidity_ += _bal;
        }

        return (grossLiquidity_, balances_);
    }

    function getVirtualGrossLiquidityAndBalancesAfterOuttake(
        Storage.Curve storage curve,
        uint256[] memory outputAmounts
    ) 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.virtualViewNumeraireBalanceOutput(
                curve.assets[i].addr,
                address(curve.vault),
                curve.poolId,
                outputAmounts[i]
            );
            balances_[i] = _bal;
            grossLiquidity_ += _bal;
        }

        return (grossLiquidity_, balances_);
    }

    function requireLiquidityInvariant(
        Storage.Curve storage curve,
        int128 _curves,
        int128 _newShells,
        int128 _oGLiq,
        int128[] memory _oBals,
        uint256[] memory depositAmounts,
        bool isDeposit
    ) private view {
        int128 _nGLiq;
        int128[] memory _nBals;

        // replaced getGrossLiquidityAndBalances with these virtual functions to simulate the Vault balances after transfer/intake is expected in original code
        if (isDeposit) {
            (_nGLiq, _nBals) = getVirtualGrossLiquidityAndBalancesAfterIntake(curve, depositAmounts);
        } else {
            (_nGLiq, _nBals) = getVirtualGrossLiquidityAndBalancesAfterOuttake(curve, depositAmounts);
        }

        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);
    }
}

// File: contracts/core/FXSwaps.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';

// importing copy paste OZ SafeMath here to avoid circular dependency + balancer version has missing funcs
import './lib/OZSafeMath.sol';

library FXSwaps {
    using ABDKMath64x64 for int128;
    using UnsafeMath64x64 for int128;
    using ABDKMath64x64 for uint256;
    using OZSafeMath for uint256;

    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), 'FxSwaps/origin-not-supported');
        require(t_.addr != address(0), 'FxSwaps/target-not-supported');

        return (o_, t_);
    }

    function viewOriginSwap(
        Storage.Curve storage curve,
        address _origin,
        address _target,
        uint256 _originAmount
    ) external view returns (uint256 tAmt_, int128 accruedFees_) {
        (Storage.Assimilator memory _o, Storage.Assimilator memory _t) = getOriginAndTarget(curve, _origin, _target);

        // explanation: no additional fees since fee calculation is in line 57
        if (_o.ix == _t.ix)
            return (Assimilators.viewRawAmount(_t.addr, Assimilators.viewNumeraireAmount(_o.addr, _originAmount)), 0);

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

        int128 inputNumeraireAmount = _amt;

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

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

        accruedFees_ = inputNumeraireAmount.sub(_amt.abs());

        // total amount gets converted to output token amount
        tAmt_ = Assimilators.viewRawAmount(_t.addr, _amt.abs());
    }

    function viewTargetSwap(
        Storage.Curve storage curve,
        address _origin,
        address _target,
        uint256 _targetAmount
    ) external view returns (uint256 oAmt_, int128 accruedFees_) {
        (Storage.Assimilator memory _o, Storage.Assimilator memory _t) = getOriginAndTarget(curve, _origin, _target);

        // explanation: no additional fees since fee calculation is in line 73

        if (_o.ix == _t.ix)
            return (Assimilators.viewRawAmount(_o.addr, Assimilators.viewNumeraireAmount(_t.addr, _targetAmount)), 0);

        // 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.div(1e8).mul(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);

        // used calculations in curve.asssets[1] conditional to derive numeraire value of input amount
        int128 inputNumeraireAmount = _amt;
        // _amt = _amt.neg();
        _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
        // transforms it to numeraire value
        // if (curve.assets[1].addr == _o.addr) {
        //     // _amt = _amt.mul(Assimilators.getRate(_t.addr).divu(1e8));
        //     inputNumeraireAmount = _amt;
        // }

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

        accruedFees_ = _amt.abs().sub(inputNumeraireAmount.abs());

        // total amount gets converted to output token amount
        oAmt_ = Assimilators.viewRawAmount(_o.addr, _amt);
    }

    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] = _viewNumeraireBalance(curve, i);
            } else {
                int128 _bal;
                (amt_, _bal) = _viewNumeraireAmountAndBalance(curve, _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_);
    }

    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] = _viewNumeraireBalance(curve, i);
            } else {
                int128 _bal;
                (amt_, _bal) = _viewNumeraireAmountAndBalance(curve, _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_);
    }

    // internal function to avoid stack too deep
    function _viewNumeraireBalance(Storage.Curve storage curve, uint256 index) internal view returns (int128) {
        return Assimilators.viewNumeraireBalance(curve.assets[index].addr, address(curve.vault), curve.poolId);
    }

    // internal function to avoid stack too deep
    function _viewNumeraireAmountAndBalance(
        Storage.Curve storage curve,
        address _assim,
        uint256 _amt
    ) internal view returns (int128 amt_, int128 bal_) {
        return Assimilators.viewNumeraireAmountAndBalance(_assim, _amt, address(curve.vault), curve.poolId);
    }
}

// File: @openzeppelin/contracts/access/Ownable.sol



// SPDX-License-Identifier: MIT

pragma solidity >=0.6.0 <0.8.0;

import "../utils/Context.sol";
/**
 * @dev Contract module which provides a basic access control mechanism, where
 * there is an account (an owner) that can be granted exclusive access to
 * specific functions.
 *
 * By default, the owner account will be the one that deploys the contract. This
 * can later be changed with {transferOwnership}.
 *
 * This module is used through inheritance. It will make available the modifier
 * `onlyOwner`, which can be applied to your functions to restrict their use to
 * the owner.
 */
abstract contract Ownable is Context {
    address private _owner;

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

    /**
     * @dev Initializes the contract setting the deployer as the initial owner.
     */
    constructor () internal {
        address msgSender = _msgSender();
        _owner = msgSender;
        emit OwnershipTransferred(address(0), msgSender);
    }

    /**
     * @dev Returns the address of the current owner.
     */
    function owner() public view virtual returns (address) {
        return _owner;
    }

    /**
     * @dev Throws if called by any account other than the owner.
     */
    modifier onlyOwner() {
        require(owner() == _msgSender(), "Ownable: caller is not the owner");
        _;
    }

    /**
     * @dev Leaves the contract without owner. It will not be possible to call
     * `onlyOwner` functions anymore. Can only be called by the current owner.
     *
     * NOTE: Renouncing ownership will leave the contract without an owner,
     * thereby removing any functionality that is only available to the owner.
     */
    function renounceOwnership() public virtual onlyOwner {
        emit OwnershipTransferred(_owner, address(0));
        _owner = address(0);
    }

    /**
     * @dev Transfers ownership of the contract to a new account (`newOwner`).
     * Can only be called by the current owner.
     */
    function transferOwnership(address newOwner) public virtual onlyOwner {
        require(newOwner != address(0), "Ownable: new owner is the zero address");
        emit OwnershipTransferred(_owner, newOwner);
        _owner = newOwner;
    }
}

// File: @openzeppelin/contracts/utils/Pausable.sol



// SPDX-License-Identifier: MIT

pragma solidity >=0.6.0 <0.8.0;

import "./Context.sol";

/**
 * @dev Contract module which allows children to implement an emergency stop
 * mechanism that can be triggered by an authorized account.
 *
 * This module is used through inheritance. It will make available the
 * modifiers `whenNotPaused` and `whenPaused`, which can be applied to
 * the functions of your contract. Note that they will not be pausable by
 * simply including this module, only once the modifiers are put in place.
 */
abstract contract Pausable is Context {
    /**
     * @dev Emitted when the pause is triggered by `account`.
     */
    event Paused(address account);

    /**
     * @dev Emitted when the pause is lifted by `account`.
     */
    event Unpaused(address account);

    bool private _paused;

    /**
     * @dev Initializes the contract in unpaused state.
     */
    constructor () internal {
        _paused = false;
    }

    /**
     * @dev Returns true if the contract is paused, and false otherwise.
     */
    function paused() public view virtual returns (bool) {
        return _paused;
    }

    /**
     * @dev Modifier to make a function callable only when the contract is not paused.
     *
     * Requirements:
     *
     * - The contract must not be paused.
     */
    modifier whenNotPaused() {
        require(!paused(), "Pausable: paused");
        _;
    }

    /**
     * @dev Modifier to make a function callable only when the contract is paused.
     *
     * Requirements:
     *
     * - The contract must be paused.
     */
    modifier whenPaused() {
        require(paused(), "Pausable: not paused");
        _;
    }

    /**
     * @dev Triggers stopped state.
     *
     * Requirements:
     *
     * - The contract must not be paused.
     */
    function _pause() internal virtual whenNotPaused {
        _paused = true;
        emit Paused(_msgSender());
    }

    /**
     * @dev Returns to normal state.
     *
     * Requirements:
     *
     * - The contract must be paused.
     */
    function _unpause() internal virtual whenPaused {
        _paused = false;
        emit Unpaused(_msgSender());
    }
}

// File: @openzeppelin/contracts/utils/ReentrancyGuard.sol



// SPDX-License-Identifier: MIT

pragma solidity >=0.6.0 <0.8.0;

/**
 * @dev Contract module that helps prevent reentrant calls to a function.
 *
 * Inheriting from `ReentrancyGuard` will make the {nonReentrant} modifier
 * available, which can be applied to functions to make sure there are no nested
 * (reentrant) calls to them.
 *
 * Note that because there is a single `nonReentrant` guard, functions marked as
 * `nonReentrant` may not call one another. This can be worked around by making
 * those functions `private`, and then adding `external` `nonReentrant` entry
 * points to them.
 *
 * TIP: If you would like to learn more about reentrancy and alternative ways
 * to protect against it, check out our blog post
 * https://blog.openzeppelin.com/reentrancy-after-istanbul/[Reentrancy After Istanbul].
 */
abstract contract ReentrancyGuard {
    // Booleans are more expensive than uint256 or any type that takes up a full
    // word because each write operation emits an extra SLOAD to first read the
    // slot's contents, replace the bits taken up by the boolean, and then write
    // back. This is the compiler's defense against contract upgrades and
    // pointer aliasing, and it cannot be disabled.

    // The values being non-zero value makes deployment a bit more expensive,
    // but in exchange the refund on every call to nonReentrant will be lower in
    // amount. Since refunds are capped to a percentage of the total
    // transaction's gas, it is best to keep them low in cases like this one, to
    // increase the likelihood of the full refund coming into effect.
    uint256 private constant _NOT_ENTERED = 1;
    uint256 private constant _ENTERED = 2;

    uint256 private _status;

    constructor () internal {
        _status = _NOT_ENTERED;
    }

    /**
     * @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() {
        // On the first call to nonReentrant, _notEntered will be true
        require(_status != _ENTERED, "ReentrancyGuard: reentrant call");

        // Any calls to nonReentrant after this point will fail
        _status = _ENTERED;

        _;

        // By storing the original value once again, a refund is triggered (see
        // https://eips.ethereum.org/EIPS/eip-2200)
        _status = _NOT_ENTERED;
    }
}

// File: contracts/core/lib/OZSafeMath.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 OZSafeMath {
    /**
     * @dev Returns the addition of two unsigned integers, with an overflow flag.
     *
     * _Available since v3.4._
     */
    function tryAdd(uint256 a, uint256 b) internal pure returns (bool, uint256) {
        uint256 c = a + b;
        if (c < a) return (false, 0);
        return (true, c);
    }

    /**
     * @dev Returns the substraction of two unsigned integers, with an overflow flag.
     *
     * _Available since v3.4._
     */
    function trySub(uint256 a, uint256 b) internal pure returns (bool, uint256) {
        if (b > a) return (false, 0);
        return (true, a - b);
    }

    /**
     * @dev Returns the multiplication of two unsigned integers, with an overflow flag.
     *
     * _Available since v3.4._
     */
    function tryMul(uint256 a, uint256 b) internal pure returns (bool, 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 (true, 0);
        uint256 c = a * b;
        if (c / a != b) return (false, 0);
        return (true, c);
    }

    /**
     * @dev Returns the division of two unsigned integers, with a division by zero flag.
     *
     * _Available since v3.4._
     */
    function tryDiv(uint256 a, uint256 b) internal pure returns (bool, uint256) {
        if (b == 0) return (false, 0);
        return (true, a / b);
    }

    /**
     * @dev Returns the remainder of dividing two unsigned integers, with a division by zero flag.
     *
     * _Available since v3.4._
     */
    function tryMod(uint256 a, uint256 b) internal pure returns (bool, uint256) {
        if (b == 0) return (false, 0);
        return (true, a % b);
    }

    /**
     * @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) {
        require(b <= a, 'SafeMath: subtraction overflow');
        return a - b;
    }

    /**
     * @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) {
        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, reverting 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) {
        require(b > 0, 'SafeMath: division by zero');
        return a / b;
    }

    /**
     * @dev Returns the remainder of dividing two unsigned integers. (unsigned integer modulo),
     * reverting 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) {
        require(b > 0, 'SafeMath: modulo by zero');
        return a % b;
    }

    /**
     * @dev Returns the subtraction of two unsigned integers, reverting with custom message on
     * overflow (when the result is negative).
     *
     * CAUTION: This function is deprecated because it requires allocating memory for the error
     * message unnecessarily. For custom revert reasons use {trySub}.
     *
     * 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);
        return a - b;
    }

    /**
     * @dev Returns the integer division of two unsigned integers, reverting with custom message on
     * division by zero. The result is rounded towards zero.
     *
     * CAUTION: This function is deprecated because it requires allocating memory for the error
     * message unnecessarily. For custom revert reasons use {tryDiv}.
     *
     * 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);
        return a / b;
    }

    /**
     * @dev Returns the remainder of dividing two unsigned integers. (unsigned integer modulo),
     * reverting with custom message when dividing by zero.
     *
     * CAUTION: This function is deprecated because it requires allocating memory for the error
     * message unnecessarily. For custom revert reasons use {tryMod}.
     *
     * 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: contracts/core/lib/ABDKMathQuad.sol



// SPDX-License-Identifier: BSD-4-Clause
/*
 * ABDK Math Quad 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 IEEE 754
 * quadruple-precision binary floating-point numbers (quadruple precision
 * numbers).  As long as quadruple precision numbers are 16-bytes long, they are
 * represented by bytes16 type.
 */
library ABDKMathQuad {
  /*
   * 0.
   */
  bytes16 private constant POSITIVE_ZERO = 0x00000000000000000000000000000000;

  /*
   * -0.
   */
  bytes16 private constant NEGATIVE_ZERO = 0x80000000000000000000000000000000;

  /*
   * +Infinity.
   */
  bytes16 private constant POSITIVE_INFINITY = 0x7FFF0000000000000000000000000000;

  /*
   * -Infinity.
   */
  bytes16 private constant NEGATIVE_INFINITY = 0xFFFF0000000000000000000000000000;

  /*
   * Canonical NaN value.
   */
  bytes16 private constant NaN = 0x7FFF8000000000000000000000000000;

  /**
   * Convert signed 256-bit integer number into quadruple precision number.
   *
   * @param x signed 256-bit integer number
   * @return quadruple precision number
   */
  function fromInt (int256 x) internal pure returns (bytes16) {
    if (x == 0) return bytes16 (0);
    else {
      // We rely on overflow behavior here
      uint256 result = uint256 (x > 0 ? x : -x);

      uint256 msb = msb (result);
      if (msb < 112) result <<= 112 - msb;
      else if (msb > 112) result >>= msb - 112;

      result = result & 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFF | 16383 + msb << 112;
      if (x < 0) result |= 0x80000000000000000000000000000000;

      return bytes16 (uint128 (result));
    }
  }

  /**
   * Convert quadruple precision number into signed 256-bit integer number
   * rounding towards zero.  Revert on overflow.
   *
   * @param x quadruple precision number
   * @return signed 256-bit integer number
   */
  function toInt (bytes16 x) internal pure returns (int256) {
    uint256 exponent = uint128 (x) >> 112 & 0x7FFF;

    require (exponent <= 16638); // Overflow
    if (exponent < 16383) return 0; // Underflow

    uint256 result = uint256 (uint128 (x)) & 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFF |
      0x10000000000000000000000000000;

    if (exponent < 16495) result >>= 16495 - exponent;
    else if (exponent > 16495) result <<= exponent - 16495;

    if (uint128 (x) >= 0x80000000000000000000000000000000) { // Negative
      require (result <= 0x8000000000000000000000000000000000000000000000000000000000000000);
      return -int256 (result); // We rely on overflow behavior here
    } else {
      require (result <= 0x7FFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF);
      return int256 (result);
    }
  }

  /**
   * Convert unsigned 256-bit integer number into quadruple precision number.
   *
   * @param x unsigned 256-bit integer number
   * @return quadruple precision number
   */
  function fromUInt (uint256 x) internal pure returns (bytes16) {
    if (x == 0) return bytes16 (0);
    else {
      uint256 result = x;

      uint256 msb = msb (result);
      if (msb < 112) result <<= 112 - msb;
      else if (msb > 112) result >>= msb - 112;

      result = result & 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFF | 16383 + msb << 112;

      return bytes16 (uint128 (result));
    }
  }

  /**
   * Convert quadruple precision number into unsigned 256-bit integer number
   * rounding towards zero.  Revert on underflow.  Note, that negative floating
   * point numbers in range (-1.0 .. 0.0) may be converted to unsigned integer
   * without error, because they are rounded to zero.
   *
   * @param x quadruple precision number
   * @return unsigned 256-bit integer number
   */
  function toUInt (bytes16 x) internal pure returns (uint256) {
    uint256 exponent = uint128 (x) >> 112 & 0x7FFF;

    if (exponent < 16383) return 0; // Underflow

    require (uint128 (x) < 0x80000000000000000000000000000000); // Negative

    require (exponent <= 16638); // Overflow
    uint256 result = uint256 (uint128 (x)) & 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFF |
      0x10000000000000000000000000000;

    if (exponent < 16495) result >>= 16495 - exponent;
    else if (exponent > 16495) result <<= exponent - 16495;

    return result;
  }

  /**
   * Convert signed 128.128 bit fixed point number into quadruple precision
   * number.
   *
   * @param x signed 128.128 bit fixed point number
   * @return quadruple precision number
   */
  function from128x128 (int256 x) internal pure returns (bytes16) {
    if (x == 0) return bytes16 (0);
    else {
      // We rely on overflow behavior here
      uint256 result = uint256 (x > 0 ? x : -x);

      uint256 msb = msb (result);
      if (msb < 112) result <<= 112 - msb;
      else if (msb > 112) result >>= msb - 112;

      result = result & 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFF | 16255 + msb << 112;
      if (x < 0) result |= 0x80000000000000000000000000000000;

      return bytes16 (uint128 (result));
    }
  }

  /**
   * Convert quadruple precision number into signed 128.128 bit fixed point
   * number.  Revert on overflow.
   *
   * @param x quadruple precision number
   * @return signed 128.128 bit fixed point number
   */
  function to128x128 (bytes16 x) internal pure returns (int256) {
    uint256 exponent = uint128 (x) >> 112 & 0x7FFF;

    require (exponent <= 16510); // Overflow
    if (exponent < 16255) return 0; // Underflow

    uint256 result = uint256 (uint128 (x)) & 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFF |
      0x10000000000000000000000000000;

    if (exponent < 16367) result >>= 16367 - exponent;
    else if (exponent > 16367) result <<= exponent - 16367;

    if (uint128 (x) >= 0x80000000000000000000000000000000) { // Negative
      require (result <= 0x8000000000000000000000000000000000000000000000000000000000000000);
      return -int256 (result); // We rely on overflow behavior here
    } else {
      require (result <= 0x7FFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF);
      return int256 (result);
    }
  }

  /**
   * Convert signed 64.64 bit fixed point number into quadruple precision
   * number.
   *
   * @param x signed 64.64 bit fixed point number
   * @return quadruple precision number
   */
  function from64x64 (int128 x) internal pure returns (bytes16) {
    if (x == 0) return bytes16 (0);
    else {
      // We rely on overflow behavior here
      uint256 result = uint128 (x > 0 ? x : -x);

      uint256 msb = msb (result);
      if (msb < 112) result <<= 112 - msb;
      else if (msb > 112) result >>= msb - 112;

      result = result & 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFF | 16319 + msb << 112;
      if (x < 0) result |= 0x80000000000000000000000000000000;

      return bytes16 (uint128 (result));
    }
  }

  /**
   * Convert quadruple precision number into signed 64.64 bit fixed point
   * number.  Revert on overflow.
   *
   * @param x quadruple precision number
   * @return signed 64.64 bit fixed point number
   */
  function to64x64 (bytes16 x) internal pure returns (int128) {
    uint256 exponent = uint128 (x) >> 112 & 0x7FFF;

    require (exponent <= 16446); // Overflow
    if (exponent < 16319) return 0; // Underflow

    uint256 result = uint256 (uint128 (x)) & 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFF |
      0x10000000000000000000000000000;

    if (exponent < 16431) result >>= 16431 - exponent;
    else if (exponent > 16431) result <<= exponent - 16431;

    if (uint128 (x) >= 0x80000000000000000000000000000000) { // Negative
      require (result <= 0x80000000000000000000000000000000);
      return -int128 (result); // We rely on overflow behavior here
    } else {
      require (result <= 0x7FFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF);
      return int128 (result);
    }
  }

  /**
   * Convert octuple precision number into quadruple precision number.
   *
   * @param x octuple precision number
   * @return quadruple precision number
   */
  function fromOctuple (bytes32 x) internal pure returns (bytes16) {
    bool negative = x & 0x8000000000000000000000000000000000000000000000000000000000000000 > 0;

    uint256 exponent = uint256 (x) >> 236 & 0x7FFFF;
    uint256 significand = uint256 (x) & 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF;

    if (exponent == 0x7FFFF) {
      if (significand > 0) return NaN;
      else return negative ? NEGATIVE_INFINITY : POSITIVE_INFINITY;
    }

    if (exponent > 278526)
      return negative ? NEGATIVE_INFINITY : POSITIVE_INFINITY;
    else if (exponent < 245649)
      return negative ? NEGATIVE_ZERO : POSITIVE_ZERO;
    else if (exponent < 245761) {
      significand = (significand | 0x100000000000000000000000000000000000000000000000000000000000) >> 245885 - exponent;
      exponent = 0;
    } else {
      significand >>= 124;
      exponent -= 245760;
    }

    uint128 result = uint128 (significand | exponent << 112);
    if (negative) result |= 0x80000000000000000000000000000000;

    return bytes16 (result);
  }

  /**
   * Convert quadruple precision number into octuple precision number.
   *
   * @param x quadruple precision number
   * @return octuple precision number
   */
  function toOctuple (bytes16 x) internal pure returns (bytes32) {
    uint256 exponent = uint128 (x) >> 112 & 0x7FFF;

    uint256 result = uint128 (x) & 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFF;

    if (exponent == 0x7FFF) exponent = 0x7FFFF; // Infinity or NaN
    else if (exponent == 0) {
      if (result > 0) {
        uint256 msb = msb (result);
        result = result << 236 - msb & 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF;
        exponent = 245649 + msb;
      }
    } else {
      result <<= 124;
      exponent += 245760;
    }

    result |= exponent << 236;
    if (uint128 (x) >= 0x80000000000000000000000000000000)
      result |= 0x8000000000000000000000000000000000000000000000000000000000000000;

    return bytes32 (result);
  }

  /**
   * Convert double precision number into quadruple precision number.
   *
   * @param x double precision number
   * @return quadruple precision number
   */
  function fromDouble (bytes8 x) internal pure returns (bytes16) {
    uint256 exponent = uint64 (x) >> 52 & 0x7FF;

    uint256 result = uint64 (x) & 0xFFFFFFFFFFFFF;

    if (exponent == 0x7FF) exponent = 0x7FFF; // Infinity or NaN
    else if (exponent == 0) {
      if (result > 0) {
        uint256 msb = msb (result);
        result = result << 112 - msb & 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFF;
        exponent = 15309 + msb;
      }
    } else {
      result <<= 60;
      exponent += 15360;
    }

    result |= exponent << 112;
    if (x & 0x8000000000000000 > 0)
      result |= 0x80000000000000000000000000000000;

    return bytes16 (uint128 (result));
  }

  /**
   * Convert quadruple precision number into double precision number.
   *
   * @param x quadruple precision number
   * @return double precision number
   */
  function toDouble (bytes16 x) internal pure returns (bytes8) {
    bool negative = uint128 (x) >= 0x80000000000000000000000000000000;

    uint256 exponent = uint128 (x) >> 112 & 0x7FFF;
    uint256 significand = uint128 (x) & 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFF;

    if (exponent == 0x7FFF) {
      if (significand > 0) return 0x7FF8000000000000; // NaN
      else return negative ?
          bytes8 (0xFFF0000000000000) : // -Infinity
          bytes8 (0x7FF0000000000000); // Infinity
    }

    if (exponent > 17406)
      return negative ?
          bytes8 (0xFFF0000000000000) : // -Infinity
          bytes8 (0x7FF0000000000000); // Infinity
    else if (exponent < 15309)
      return negative ?
          bytes8 (0x8000000000000000) : // -0
          bytes8 (0x0000000000000000); // 0
    else if (exponent < 15361) {
      significand = (significand | 0x10000000000000000000000000000) >> 15421 - exponent;
      exponent = 0;
    } else {
      significand >>= 60;
      exponent -= 15360;
    }

    uint64 result = uint64 (significand | exponent << 52);
    if (negative) result |= 0x8000000000000000;

    return bytes8 (result);
  }

  /**
   * Test whether given quadruple precision number is NaN.
   *
   * @param x quadruple precision number
   * @return true if x is NaN, false otherwise
   */
  function isNaN (bytes16 x) internal pure returns (bool) {
    return uint128 (x) & 0x7FFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF >
      0x7FFF0000000000000000000000000000;
  }

  /**
   * Test whether given quadruple precision number is positive or negative
   * infinity.
   *
   * @param x quadruple precision number
   * @return true if x is positive or negative infinity, false otherwise
   */
  function isInfinity (bytes16 x) internal pure returns (bool) {
    return uint128 (x) & 0x7FFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF ==
      0x7FFF0000000000000000000000000000;
  }

  /**
   * Calculate sign of x, i.e. -1 if x is negative, 0 if x if zero, and 1 if x
   * is positive.  Note that sign (-0) is zero.  Revert if x is NaN. 
   *
   * @param x quadruple precision number
   * @return sign of x
   */
  function sign (bytes16 x) internal pure returns (int8) {
    uint128 absoluteX = uint128 (x) & 0x7FFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF;

    require (absoluteX <= 0x7FFF0000000000000000000000000000); // Not NaN

    if (absoluteX == 0) return 0;
    else if (uint128 (x) >= 0x80000000000000000000000000000000) return -1;
    else return 1;
  }

  /**
   * Calculate sign (x - y).  Revert if either argument is NaN, or both
   * arguments are infinities of the same sign. 
   *
   * @param x quadruple precision number
   * @param y quadruple precision number
   * @return sign (x - y)
   */
  function cmp (bytes16 x, bytes16 y) internal pure returns (int8) {
    uint128 absoluteX = uint128 (x) & 0x7FFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF;

    require (absoluteX <= 0x7FFF0000000000000000000000000000); // Not NaN

    uint128 absoluteY = uint128 (y) & 0x7FFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF;

    require (absoluteY <= 0x7FFF0000000000000000000000000000); // Not NaN

    // Not infinities of the same sign
    require (x != y || absoluteX < 0x7FFF0000000000000000000000000000);

    if (x == y) return 0;
    else {
      bool negativeX = uint128 (x) >= 0x80000000000000000000000000000000;
      bool negativeY = uint128 (y) >= 0x80000000000000000000000000000000;

      if (negativeX) {
        if (negativeY) return absoluteX > absoluteY ? -1 : int8 (1);
        else return -1; 
      } else {
        if (negativeY) return 1;
        else return absoluteX > absoluteY ? int8 (1) : -1;
      }
    }
  }

  /**
   * Test whether x equals y.  NaN, infinity, and -infinity are not equal to
   * anything. 
   *
   * @param x quadruple precision number
   * @param y quadruple precision number
   * @return true if x equals to y, false otherwise
   */
  function eq (bytes16 x, bytes16 y) internal pure returns (bool) {
    if (x == y) {
      return uint128 (x) & 0x7FFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF <
        0x7FFF0000000000000000000000000000;
    } else return false;
  }

  /**
   * Calculate x + y.  Special values behave in the following way:
   *
   * NaN + x = NaN for any x.
   * Infinity + x = Infinity for any finite x.
   * -Infinity + x = -Infinity for any finite x.
   * Infinity + Infinity = Infinity.
   * -Infinity + -Infinity = -Infinity.
   * Infinity + -Infinity = -Infinity + Infinity = NaN.
   *
   * @param x quadruple precision number
   * @param y quadruple precision number
   * @return quadruple precision number
   */
  function add (bytes16 x, bytes16 y) internal pure returns (bytes16) {
    uint256 xExponent = uint128 (x) >> 112 & 0x7FFF;
    uint256 yExponent = uint128 (y) >> 112 & 0x7FFF;

    if (xExponent == 0x7FFF) {
      if (yExponent == 0x7FFF) { 
        if (x == y) return x;
        else return NaN;
      } else return x; 
    } else if (yExponent == 0x7FFF) return y;
    else {
      bool xSign = uint128 (x) >= 0x80000000000000000000000000000000;
      uint256 xSignifier = uint128 (x) & 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFF;
      if (xExponent == 0) xExponent = 1;
      else xSignifier |= 0x10000000000000000000000000000;

      bool ySign = uint128 (y) >= 0x80000000000000000000000000000000;
      uint256 ySignifier = uint128 (y) & 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFF;
      if (yExponent == 0) yExponent = 1;
      else ySignifier |= 0x10000000000000000000000000000;

      if (xSignifier == 0) return y == NEGATIVE_ZERO ? POSITIVE_ZERO : y;
      else if (ySignifier == 0) return x == NEGATIVE_ZERO ? POSITIVE_ZERO : x;
      else {
        int256 delta = int256 (xExponent) - int256 (yExponent);
  
        if (xSign == ySign) {
          if (delta > 112) return x;
          else if (delta > 0) ySignifier >>= uint256 (delta);
          else if (delta < -112) return y;
          else if (delta < 0) {
            xSignifier >>= uint256 (-delta);
            xExponent = yExponent;
          }
  
          xSignifier += ySignifier;
  
          if (xSignifier >= 0x20000000000000000000000000000) {
            xSignifier >>= 1;
            xExponent += 1;
          }
  
          if (xExponent == 0x7FFF)
            return xSign ? NEGATIVE_INFINITY : POSITIVE_INFINITY;
          else {
            if (xSignifier < 0x10000000000000000000000000000) xExponent = 0;
            else xSignifier &= 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFF;
  
            return bytes16 (uint128 (
                (xSign ? 0x80000000000000000000000000000000 : 0) |
                (xExponent << 112) |
                xSignifier)); 
          }
        } else {
          if (delta > 0) {
            xSignifier <<= 1;
            xExponent -= 1;
          } else if (delta < 0) {
            ySignifier <<= 1;
            xExponent = yExponent - 1;
          }

          if (delta > 112) ySignifier = 1;
          else if (delta > 1) ySignifier = (ySignifier - 1 >> uint256 (delta - 1)) + 1;
          else if (delta < -112) xSignifier = 1;
          else if (delta < -1) xSignifier = (xSignifier - 1 >> uint256 (-delta - 1)) + 1;

          if (xSignifier >= ySignifier) xSignifier -= ySignifier;
          else {
            xSignifier = ySignifier - xSignifier;
            xSign = ySign;
          }

          if (xSignifier == 0)
            return POSITIVE_ZERO;

          uint256 msb = msb (xSignifier);

          if (msb == 113) {
            xSignifier = xSignifier >> 1 & 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFF;
            xExponent += 1;
          } else if (msb < 112) {
            uint256 shift = 112 - msb;
            if (xExponent > shift) {
              xSignifier = xSignifier << shift & 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFF;
              xExponent -= shift;
            } else {
              xSignifier <<= xExponent - 1;
              xExponent = 0;
            }
          } else xSignifier &= 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFF;

          if (xExponent == 0x7FFF)
            return xSign ? NEGATIVE_INFINITY : POSITIVE_INFINITY;
          else return bytes16 (uint128 (
              (xSign ? 0x80000000000000000000000000000000 : 0) |
              (xExponent << 112) |
              xSignifier));
        }
      }
    }
  }

  /**
   * Calculate x - y.  Special values behave in the following way:
   *
   * NaN - x = NaN for any x.
   * Infinity - x = Infinity for any finite x.
   * -Infinity - x = -Infinity for any finite x.
   * Infinity - -Infinity = Infinity.
   * -Infinity - Infinity = -Infinity.
   * Infinity - Infinity = -Infinity - -Infinity = NaN.
   *
   * @param x quadruple precision number
   * @param y quadruple precision number
   * @return quadruple precision number
   */
  function sub (bytes16 x, bytes16 y) internal pure returns (bytes16) {
    return add (x, y ^ 0x80000000000000000000000000000000);
  }

  /**
   * Calculate x * y.  Special values behave in the following way:
   *
   * NaN * x = NaN for any x.
   * Infinity * x = Infinity for any finite positive x.
   * Infinity * x = -Infinity for any finite negative x.
   * -Infinity * x = -Infinity for any finite positive x.
   * -Infinity * x = Infinity for any finite negative x.
   * Infinity * 0 = NaN.
   * -Infinity * 0 = NaN.
   * Infinity * Infinity = Infinity.
   * Infinity * -Infinity = -Infinity.
   * -Infinity * Infinity = -Infinity.
   * -Infinity * -Infinity = Infinity.
   *
   * @param x quadruple precision number
   * @param y quadruple precision number
   * @return quadruple precision number
   */
  function mul (bytes16 x, bytes16 y) internal pure returns (bytes16) {
    uint256 xExponent = uint128 (x) >> 112 & 0x7FFF;
    uint256 yExponent = uint128 (y) >> 112 & 0x7FFF;

    if (xExponent == 0x7FFF) {
      if (yExponent == 0x7FFF) {
        if (x == y) return x ^ y & 0x80000000000000000000000000000000;
        else if (x ^ y == 0x80000000000000000000000000000000) return x | y;
        else return NaN;
      } else {
        if (y & 0x7FFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF == 0) return NaN;
        else return x ^ y & 0x80000000000000000000000000000000;
      }
    } else if (yExponent == 0x7FFF) {
        if (x & 0x7FFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF == 0) return NaN;
        else return y ^ x & 0x80000000000000000000000000000000;
    } else {
      uint256 xSignifier = uint128 (x) & 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFF;
      if (xExponent == 0) xExponent = 1;
      else xSignifier |= 0x10000000000000000000000000000;

      uint256 ySignifier = uint128 (y) & 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFF;
      if (yExponent == 0) yExponent = 1;
      else ySignifier |= 0x10000000000000000000000000000;

      xSignifier *= ySignifier;
      if (xSignifier == 0)
        return (x ^ y) & 0x80000000000000000000000000000000 > 0 ?
            NEGATIVE_ZERO : POSITIVE_ZERO;

      xExponent += yExponent;

      uint256 msb =
        xSignifier >= 0x200000000000000000000000000000000000000000000000000000000 ? 225 :
        xSignifier >= 0x100000000000000000000000000000000000000000000000000000000 ? 224 :
        msb (xSignifier);

      if (xExponent + msb < 16496) { // Underflow
        xExponent = 0;
        xSignifier = 0;
      } else if (xExponent + msb < 16608) { // Subnormal
        if (xExponent < 16496)
          xSignifier >>= 16496 - xExponent;
        else if (xExponent > 16496)
          xSignifier <<= xExponent - 16496;
        xExponent = 0;
      } else if (xExponent + msb > 49373) {
        xExponent = 0x7FFF;
        xSignifier = 0;
      } else {
        if (msb > 112)
          xSignifier >>= msb - 112;
        else if (msb < 112)
          xSignifier <<= 112 - msb;

        xSignifier &= 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFF;

        xExponent = xExponent + msb - 16607;
      }

      return bytes16 (uint128 (uint128 ((x ^ y) & 0x80000000000000000000000000000000) |
          xExponent << 112 | xSignifier));
    }
  }

  /**
   * Calculate x / y.  Special values behave in the following way:
   *
   * NaN / x = NaN for any x.
   * x / NaN = NaN for any x.
   * Infinity / x = Infinity for any finite non-negative x.
   * Infinity / x = -Infinity for any finite negative x including -0.
   * -Infinity / x = -Infinity for any finite non-negative x.
   * -Infinity / x = Infinity for any finite negative x including -0.
   * x / Infinity = 0 for any finite non-negative x.
   * x / -Infinity = -0 for any finite non-negative x.
   * x / Infinity = -0 for any finite non-negative x including -0.
   * x / -Infinity = 0 for any finite non-negative x including -0.
   * 
   * Infinity / Infinity = NaN.
   * Infinity / -Infinity = -NaN.
   * -Infinity / Infinity = -NaN.
   * -Infinity / -Infinity = NaN.
   *
   * Division by zero behaves in the following way:
   *
   * x / 0 = Infinity for any finite positive x.
   * x / -0 = -Infinity for any finite positive x.
   * x / 0 = -Infinity for any finite negative x.
   * x / -0 = Infinity for any finite negative x.
   * 0 / 0 = NaN.
   * 0 / -0 = NaN.
   * -0 / 0 = NaN.
   * -0 / -0 = NaN.
   *
   * @param x quadruple precision number
   * @param y quadruple precision number
   * @return quadruple precision number
   */
  function div (bytes16 x, bytes16 y) internal pure returns (bytes16) {
    uint256 xExponent = uint128 (x) >> 112 & 0x7FFF;
    uint256 yExponent = uint128 (y) >> 112 & 0x7FFF;

    if (xExponent == 0x7FFF) {
      if (yExponent == 0x7FFF) return NaN;
      else return x ^ y & 0x80000000000000000000000000000000;
    } else if (yExponent == 0x7FFF) {
      if (y & 0x0000FFFFFFFFFFFFFFFFFFFFFFFFFFFF != 0) return NaN;
      else return POSITIVE_ZERO | (x ^ y) & 0x80000000000000000000000000000000;
    } else if (y & 0x7FFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF == 0) {
      if (x & 0x7FFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF == 0) return NaN;
      else return POSITIVE_INFINITY | (x ^ y) & 0x80000000000000000000000000000000;
    } else {
      uint256 ySignifier = uint128 (y) & 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFF;
      if (yExponent == 0) yExponent = 1;
      else ySignifier |= 0x10000000000000000000000000000;

      uint256 xSignifier = uint128 (x) & 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFF;
      if (xExponent == 0) {
        if (xSignifier != 0) {
          uint shift = 226 - msb (xSignifier);

          xSignifier <<= shift;

          xExponent = 1;
          yExponent += shift - 114;
        }
      }
      else {
        xSignifier = (xSignifier | 0x10000000000000000000000000000) << 114;
      }

      xSignifier = xSignifier / ySignifier;
      if (xSignifier == 0)
        return (x ^ y) & 0x80000000000000000000000000000000 > 0 ?
            NEGATIVE_ZERO : POSITIVE_ZERO;

      assert (xSignifier >= 0x1000000000000000000000000000);

      uint256 msb =
        xSignifier >= 0x80000000000000000000000000000 ? msb (xSignifier) :
        xSignifier >= 0x40000000000000000000000000000 ? 114 :
        xSignifier >= 0x20000000000000000000000000000 ? 113 : 112;

      if (xExponent + msb > yExponent + 16497) { // Overflow
        xExponent = 0x7FFF;
        xSignifier = 0;
      } else if (xExponent + msb + 16380  < yExponent) { // Underflow
        xExponent = 0;
        xSignifier = 0;
      } else if (xExponent + msb + 16268  < yExponent) { // Subnormal
        if (xExponent + 16380 > yExponent)
          xSignifier <<= xExponent + 16380 - yExponent;
        else if (xExponent + 16380 < yExponent)
          xSignifier >>= yExponent - xExponent - 16380;

        xExponent = 0;
      } else { // Normal
        if (msb > 112)
          xSignifier >>= msb - 112;

        xSignifier &= 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFF;

        xExponent = xExponent + msb + 16269 - yExponent;
      }

      return bytes16 (uint128 (uint128 ((x ^ y) & 0x80000000000000000000000000000000) |
          xExponent << 112 | xSignifier));
    }
  }

  /**
   * Calculate -x.
   *
   * @param x quadruple precision number
   * @return quadruple precision number
   */
  function neg (bytes16 x) internal pure returns (bytes16) {
    return x ^ 0x80000000000000000000000000000000;
  }

  /**
   * Calculate |x|.
   *
   * @param x quadruple precision number
   * @return quadruple precision number
   */
  function abs (bytes16 x) internal pure returns (bytes16) {
    return x & 0x7FFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF;
  }

  /**
   * Calculate square root of x.  Return NaN on negative x excluding -0.
   *
   * @param x quadruple precision number
   * @return quadruple precision number
   */
  function sqrt (bytes16 x) internal pure returns (bytes16) {
    if (uint128 (x) >  0x80000000000000000000000000000000) return NaN;
    else {
      uint256 xExponent = uint128 (x) >> 112 & 0x7FFF;
      if (xExponent == 0x7FFF) return x;
      else {
        uint256 xSignifier = uint128 (x) & 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFF;
        if (xExponent == 0) xExponent = 1;
        else xSignifier |= 0x10000000000000000000000000000;

        if (xSignifier == 0) return POSITIVE_ZERO;

        bool oddExponent = xExponent & 0x1 == 0;
        xExponent = xExponent + 16383 >> 1;

        if (oddExponent) {
          if (xSignifier >= 0x10000000000000000000000000000)
            xSignifier <<= 113;
          else {
            uint256 msb = msb (xSignifier);
            uint256 shift = (226 - msb) & 0xFE;
            xSignifier <<= shift;
            xExponent -= shift - 112 >> 1;
          }
        } else {
          if (xSignifier >= 0x10000000000000000000000000000)
            xSignifier <<= 112;
          else {
            uint256 msb = msb (xSignifier);
            uint256 shift = (225 - msb) & 0xFE;
            xSignifier <<= shift;
            xExponent -= shift - 112 >> 1;
          }
        }

        uint256 r = 0x10000000000000000000000000000;
        r = (r + xSignifier / r) >> 1;
        r = (r + xSignifier / r) >> 1;
        r = (r + xSignifier / r) >> 1;
        r = (r + xSignifier / r) >> 1;
        r = (r + xSignifier / r) >> 1;
        r = (r + xSignifier / r) >> 1;
        r = (r + xSignifier / r) >> 1; // Seven iterations should be enough
        uint256 r1 = xSignifier / r;
        if (r1 < r) r = r1;

        return bytes16 (uint128 (xExponent << 112 | r & 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFF));
      }
    }
  }

  /**
   * Calculate binary logarithm of x.  Return NaN on negative x excluding -0.
   *
   * @param x quadruple precision number
   * @return quadruple precision number
   */
  function log_2 (bytes16 x) internal pure returns (bytes16) {
    if (uint128 (x) > 0x80000000000000000000000000000000) return NaN;
    else if (x == 0x3FFF0000000000000000000000000000) return POSITIVE_ZERO; 
    else {
      uint256 xExponent = uint128 (x) >> 112 & 0x7FFF;
      if (xExponent == 0x7FFF) return x;
      else {
        uint256 xSignifier = uint128 (x) & 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFF;
        if (xExponent == 0) xExponent = 1;
        else xSignifier |= 0x10000000000000000000000000000;

        if (xSignifier == 0) return NEGATIVE_INFINITY;

        bool resultNegative;
        uint256 resultExponent = 16495;
        uint256 resultSignifier;

        if (xExponent >= 0x3FFF) {
          resultNegative = false;
          resultSignifier = xExponent - 0x3FFF;
          xSignifier <<= 15;
        } else {
          resultNegative = true;
          if (xSignifier >= 0x10000000000000000000000000000) {
            resultSignifier = 0x3FFE - xExponent;
            xSignifier <<= 15;
          } else {
            uint256 msb = msb (xSignifier);
            resultSignifier = 16493 - msb;
            xSignifier <<= 127 - msb;
          }
        }

        if (xSignifier == 0x80000000000000000000000000000000) {
          if (resultNegative) resultSignifier += 1;
          uint256 shift = 112 - msb (resultSignifier);
          resultSignifier <<= shift;
          resultExponent -= shift;
        } else {
          uint256 bb = resultNegative ? 1 : 0;
          while (resultSignifier < 0x10000000000000000000000000000) {
            resultSignifier <<= 1;
            resultExponent -= 1;
  
            xSignifier *= xSignifier;
            uint256 b = xSignifier >> 255;
            resultSignifier += b ^ bb;
            xSignifier >>= 127 + b;
          }
        }

        return bytes16 (uint128 ((resultNegative ? 0x80000000000000000000000000000000 : 0) |
            resultExponent << 112 | resultSignifier & 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFF));
      }
    }
  }

  /**
   * Calculate natural logarithm of x.  Return NaN on negative x excluding -0.
   *
   * @param x quadruple precision number
   * @return quadruple precision number
   */
  function ln (bytes16 x) internal pure returns (bytes16) {
    return mul (log_2 (x), 0x3FFE62E42FEFA39EF35793C7673007E5);
  }

  /**
   * Calculate 2^x.
   *
   * @param x quadruple precision number
   * @return quadruple precision number
   */
  function pow_2 (bytes16 x) internal pure returns (bytes16) {
    bool xNegative = uint128 (x) > 0x80000000000000000000000000000000;
    uint256 xExponent = uint128 (x) >> 112 & 0x7FFF;
    uint256 xSignifier = uint128 (x) & 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFF;

    if (xExponent == 0x7FFF && xSignifier != 0) return NaN;
    else if (xExponent > 16397)
      return xNegative ? POSITIVE_ZERO : POSITIVE_INFINITY;
    else if (xExponent < 16255)
      return 0x3FFF0000000000000000000000000000;
    else {
      if (xExponent == 0) xExponent = 1;
      else xSignifier |= 0x10000000000000000000000000000;

      if (xExponent > 16367)
        xSignifier <<= xExponent - 16367;
      else if (xExponent < 16367)
        xSignifier >>= 16367 - xExponent;

      if (xNegative && xSignifier > 0x406E00000000000000000000000000000000)
        return POSITIVE_ZERO;

      if (!xNegative && xSignifier > 0x3FFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF)
        return POSITIVE_INFINITY;

      uint256 resultExponent = xSignifier >> 128;
      xSignifier &= 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF;
      if (xNegative && xSignifier != 0) {
        xSignifier = ~xSignifier;
        resultExponent += 1;
      }

      uint256 resultSignifier = 0x80000000000000000000000000000000;
      if (xSignifier & 0x80000000000000000000000000000000 > 0) resultSignifier = resultSignifier * 0x16A09E667F3BCC908B2FB1366EA957D3E >> 128;
      if (xSignifier & 0x40000000000000000000000000000000 > 0) resultSignifier = resultSignifier * 0x1306FE0A31B7152DE8D5A46305C85EDEC >> 128;
      if (xSignifier & 0x20000000000000000000000000000000 > 0) resultSignifier = resultSignifier * 0x1172B83C7D517ADCDF7C8C50EB14A791F >> 128;
      if (xSignifier & 0x10000000000000000000000000000000 > 0) resultSignifier = resultSignifier * 0x10B5586CF9890F6298B92B71842A98363 >> 128;
      if (xSignifier & 0x8000000000000000000000000000000 > 0) resultSignifier = resultSignifier * 0x1059B0D31585743AE7C548EB68CA417FD >> 128;
      if (xSignifier & 0x4000000000000000000000000000000 > 0) resultSignifier = resultSignifier * 0x102C9A3E778060EE6F7CACA4F7A29BDE8 >> 128;
      if (xSignifier & 0x2000000000000000000000000000000 > 0) resultSignifier = resultSignifier * 0x10163DA9FB33356D84A66AE336DCDFA3F >> 128;
      if (xSignifier & 0x1000000000000000000000000000000 > 0) resultSignifier = resultSignifier * 0x100B1AFA5ABCBED6129AB13EC11DC9543 >> 128;
      if (xSignifier & 0x800000000000000000000000000000 > 0) resultSignifier = resultSignifier * 0x10058C86DA1C09EA1FF19D294CF2F679B >> 128;
      if (xSignifier & 0x400000000000000000000000000000 > 0) resultSignifier = resultSignifier * 0x1002C605E2E8CEC506D21BFC89A23A00F >> 128;
      if (xSignifier & 0x200000000000000000000000000000 > 0) resultSignifier = resultSignifier * 0x100162F3904051FA128BCA9C55C31E5DF >> 128;
      if (xSignifier & 0x100000000000000000000000000000 > 0) resultSignifier = resultSignifier * 0x1000B175EFFDC76BA38E31671CA939725 >> 128;
      if (xSignifier & 0x80000000000000000000000000000 > 0) resultSignifier = resultSignifier * 0x100058BA01FB9F96D6CACD4B180917C3D >> 128;
      if (xSignifier & 0x40000000000000000000000000000 > 0) resultSignifier = resultSignifier * 0x10002C5CC37DA9491D0985C348C68E7B3 >> 128;
      if (xSignifier & 0x20000000000000000000000000000 > 0) resultSignifier = resultSignifier * 0x1000162E525EE054754457D5995292026 >> 128;
      if (xSignifier & 0x10000000000000000000000000000 > 0) resultSignifier = resultSignifier * 0x10000B17255775C040618BF4A4ADE83FC >> 128;
      if (xSignifier & 0x8000000000000000000000000000 > 0) resultSignifier = resultSignifier * 0x1000058B91B5BC9AE2EED81E9B7D4CFAB >> 128;
      if (xSignifier & 0x4000000000000000000000000000 > 0) resultSignifier = resultSignifier * 0x100002C5C89D5EC6CA4D7C8ACC017B7C9 >> 128;
      if (xSignifier & 0x2000000000000000000000000000 > 0) resultSignifier = resultSignifier * 0x10000162E43F4F831060E02D839A9D16D >> 128;
      if (xSignifier & 0x1000000000000000000000000000 > 0) resultSignifier = resultSignifier * 0x100000B1721BCFC99D9F890EA06911763 >> 128;
      if (xSignifier & 0x800000000000000000000000000 > 0) resultSignifier = resultSignifier * 0x10000058B90CF1E6D97F9CA14DBCC1628 >> 128;
      if (xSignifier & 0x400000000000000000000000000 > 0) resultSignifier = resultSignifier * 0x1000002C5C863B73F016468F6BAC5CA2B >> 128;
      if (xSignifier & 0x200000000000000000000000000 > 0) resultSignifier = resultSignifier * 0x100000162E430E5A18F6119E3C02282A5 >> 128;
      if (xSignifier & 0x100000000000000000000000000 > 0) resultSignifier = resultSignifier * 0x1000000B1721835514B86E6D96EFD1BFE >> 128;
      if (xSignifier & 0x80000000000000000000000000 > 0) resultSignifier = resultSignifier * 0x100000058B90C0B48C6BE5DF846C5B2EF >> 128;
      if (xSignifier & 0x40000000000000000000000000 > 0) resultSignifier = resultSignifier * 0x10000002C5C8601CC6B9E94213C72737A >> 128;
      if (xSignifier & 0x20000000000000000000000000 > 0) resultSignifier = resultSignifier * 0x1000000162E42FFF037DF38AA2B219F06 >> 128;
      if (xSignifier & 0x10000000000000000000000000 > 0) resultSignifier = resultSignifier * 0x10000000B17217FBA9C739AA5819F44F9 >> 128;
      if (xSignifier & 0x8000000000000000000000000 > 0) resultSignifier = resultSignifier * 0x1000000058B90BFCDEE5ACD3C1CEDC823 >> 128;
      if (xSignifier & 0x4000000000000000000000000 > 0) resultSignifier = resultSignifier * 0x100000002C5C85FE31F35A6A30DA1BE50 >> 128;
      if (xSignifier & 0x2000000000000000000000000 > 0) resultSignifier = resultSignifier * 0x10000000162E42FF0999CE3541B9FFFCF >> 128;
      if (xSignifier & 0x1000000000000000000000000 > 0) resultSignifier = resultSignifier * 0x100000000B17217F80F4EF5AADDA45554 >> 128;
      if (xSignifier & 0x800000000000000000000000 > 0) resultSignifier = resultSignifier * 0x10000000058B90BFBF8479BD5A81B51AD >> 128;
      if (xSignifier & 0x400000000000000000000000 > 0) resultSignifier = resultSignifier * 0x1000000002C5C85FDF84BD62AE30A74CC >> 128;
      if (xSignifier & 0x200000000000000000000000 > 0) resultSignifier = resultSignifier * 0x100000000162E42FEFB2FED257559BDAA >> 128;
      if (xSignifier & 0x100000000000000000000000 > 0) resultSignifier = resultSignifier * 0x1000000000B17217F7D5A7716BBA4A9AE >> 128;
      if (xSignifier & 0x80000000000000000000000 > 0) resultSignifier = resultSignifier * 0x100000000058B90BFBE9DDBAC5E109CCE >> 128;
      if (xSignifier & 0x40000000000000000000000 > 0) resultSignifier = resultSignifier * 0x10000000002C5C85FDF4B15DE6F17EB0D >> 128;
      if (xSignifier & 0x20000000000000000000000 > 0) resultSignifier = resultSignifier * 0x1000000000162E42FEFA494F1478FDE05 >> 128;
      if (xSignifier & 0x10000000000000000000000 > 0) resultSignifier = resultSignifier * 0x10000000000B17217F7D20CF927C8E94C >> 128;
      if (xSignifier & 0x8000000000000000000000 > 0) resultSignifier = resultSignifier * 0x1000000000058B90BFBE8F71CB4E4B33D >> 128;
      if (xSignifier & 0x4000000000000000000000 > 0) resultSignifier = resultSignifier * 0x100000000002C5C85FDF477B662B26945 >> 128;
      if (xSignifier & 0x2000000000000000000000 > 0) resultSignifier = resultSignifier * 0x10000000000162E42FEFA3AE53369388C >> 128;
      if (xSignifier & 0x1000000000000000000000 > 0) resultSignifier = resultSignifier * 0x100000000000B17217F7D1D351A389D40 >> 128;
      if (xSignifier & 0x800000000000000000000 > 0) resultSignifier = resultSignifier * 0x10000000000058B90BFBE8E8B2D3D4EDE >> 128;
      if (xSignifier & 0x400000000000000000000 > 0) resultSignifier = resultSignifier * 0x1000000000002C5C85FDF4741BEA6E77E >> 128;
      if (xSignifier & 0x200000000000000000000 > 0) resultSignifier = resultSignifier * 0x100000000000162E42FEFA39FE95583C2 >> 128;
      if (xSignifier & 0x100000000000000000000 > 0) resultSignifier = resultSignifier * 0x1000000000000B17217F7D1CFB72B45E1 >> 128;
      if (xSignifier & 0x80000000000000000000 > 0) resultSignifier = resultSignifier * 0x100000000000058B90BFBE8E7CC35C3F0 >> 128;
      if (xSignifier & 0x40000000000000000000 > 0) resultSignifier = resultSignifier * 0x10000000000002C5C85FDF473E242EA38 >> 128;
      if (xSignifier & 0x20000000000000000000 > 0) resultSignifier = resultSignifier * 0x1000000000000162E42FEFA39F02B772C >> 128;
      if (xSignifier & 0x10000000000000000000 > 0) resultSignifier = resultSignifier * 0x10000000000000B17217F7D1CF7D83C1A >> 128;
      if (xSignifier & 0x8000000000000000000 > 0) resultSignifier = resultSignifier * 0x1000000000000058B90BFBE8E7BDCBE2E >> 128;
      if (xSignifier & 0x4000000000000000000 > 0) resultSignifier = resultSignifier * 0x100000000000002C5C85FDF473DEA871F >> 128;
      if (xSignifier & 0x2000000000000000000 > 0) resultSignifier = resultSignifier * 0x10000000000000162E42FEFA39EF44D91 >> 128;
      if (xSignifier & 0x1000000000000000000 > 0) resultSignifier = resultSignifier * 0x100000000000000B17217F7D1CF79E949 >> 128;
      if (xSignifier & 0x800000000000000000 > 0) resultSignifier = resultSignifier * 0x10000000000000058B90BFBE8E7BCE544 >> 128;
      if (xSignifier & 0x400000000000000000 > 0) resultSignifier = resultSignifier * 0x1000000000000002C5C85FDF473DE6ECA >> 128;
      if (xSignifier & 0x200000000000000000 > 0) resultSignifier = resultSignifier * 0x100000000000000162E42FEFA39EF366F >> 128;
      if (xSignifier & 0x100000000000000000 > 0) resultSignifier = resultSignifier * 0x1000000000000000B17217F7D1CF79AFA >> 128;
      if (xSignifier & 0x80000000000000000 > 0) resultSignifier = resultSignifier * 0x100000000000000058B90BFBE8E7BCD6D >> 128;
      if (xSignifier & 0x40000000000000000 > 0) resultSignifier = resultSignifier * 0x10000000000000002C5C85FDF473DE6B2 >> 128;
      if (xSignifier & 0x20000000000000000 > 0) resultSignifier = resultSignifier * 0x1000000000000000162E42FEFA39EF358 >> 128;
      if (xSignifier & 0x10000000000000000 > 0) resultSignifier = resultSignifier * 0x10000000000000000B17217F7D1CF79AB >> 128;
      if (xSignifier & 0x8000000000000000 > 0) resultSignifier = resultSignifier * 0x1000000000000000058B90BFBE8E7BCD5 >> 128;
      if (xSignifier & 0x4000000000000000 > 0) resultSignifier = resultSignifier * 0x100000000000000002C5C85FDF473DE6A >> 128;
      if (xSignifier & 0x2000000000000000 > 0) resultSignifier = resultSignifier * 0x10000000000000000162E42FEFA39EF34 >> 128;
      if (xSignifier & 0x1000000000000000 > 0) resultSignifier = resultSignifier * 0x100000000000000000B17217F7D1CF799 >> 128;
      if (xSignifier & 0x800000000000000 > 0) resultSignifier = resultSignifier * 0x10000000000000000058B90BFBE8E7BCC >> 128;
      if (xSignifier & 0x400000000000000 > 0) resultSignifier = resultSignifier * 0x1000000000000000002C5C85FDF473DE5 >> 128;
      if (xSignifier & 0x200000000000000 > 0) resultSignifier = resultSignifier * 0x100000000000000000162E42FEFA39EF2 >> 128;
      if (xSignifier & 0x100000000000000 > 0) resultSignifier = resultSignifier * 0x1000000000000000000B17217F7D1CF78 >> 128;
      if (xSignifier & 0x80000000000000 > 0) resultSignifier = resultSignifier * 0x100000000000000000058B90BFBE8E7BB >> 128;
      if (xSignifier & 0x40000000000000 > 0) resultSignifier = resultSignifier * 0x10000000000000000002C5C85FDF473DD >> 128;
      if (xSignifier & 0x20000000000000 > 0) resultSignifier = resultSignifier * 0x1000000000000000000162E42FEFA39EE >> 128;
      if (xSignifier & 0x10000000000000 > 0) resultSignifier = resultSignifier * 0x10000000000000000000B17217F7D1CF6 >> 128;
      if (xSignifier & 0x8000000000000 > 0) resultSignifier = resultSignifier * 0x1000000000000000000058B90BFBE8E7A >> 128;
      if (xSignifier & 0x4000000000000 > 0) resultSignifier = resultSignifier * 0x100000000000000000002C5C85FDF473C >> 128;
      if (xSignifier & 0x2000000000000 > 0) resultSignifier = resultSignifier * 0x10000000000000000000162E42FEFA39D >> 128;
      if (xSignifier & 0x1000000000000 > 0) resultSignifier = resultSignifier * 0x100000000000000000000B17217F7D1CE >> 128;
      if (xSignifier & 0x800000000000 > 0) resultSignifier = resultSignifier * 0x10000000000000000000058B90BFBE8E6 >> 128;
      if (xSignifier & 0x400000000000 > 0) resultSignifier = resultSignifier * 0x1000000000000000000002C5C85FDF472 >> 128;
      if (xSignifier & 0x200000000000 > 0) resultSignifier = resultSignifier * 0x100000000000000000000162E42FEFA38 >> 128;
      if (xSignifier & 0x100000000000 > 0) resultSignifier = resultSignifier * 0x1000000000000000000000B17217F7D1B >> 128;
      if (xSignifier & 0x80000000000 > 0) resultSignifier = resultSignifier * 0x100000000000000000000058B90BFBE8D >> 128;
      if (xSignifier & 0x40000000000 > 0) resultSignifier = resultSignifier * 0x10000000000000000000002C5C85FDF46 >> 128;
      if (xSignifier & 0x20000000000 > 0) resultSignifier = resultSignifier * 0x1000000000000000000000162E42FEFA2 >> 128;
      if (xSignifier & 0x10000000000 > 0) resultSignifier = resultSignifier * 0x10000000000000000000000B17217F7D0 >> 128;
      if (xSignifier & 0x8000000000 > 0) resultSignifier = resultSignifier * 0x1000000000000000000000058B90BFBE7 >> 128;
      if (xSignifier & 0x4000000000 > 0) resultSignifier = resultSignifier * 0x100000000000000000000002C5C85FDF3 >> 128;
      if (xSignifier & 0x2000000000 > 0) resultSignifier = resultSignifier * 0x10000000000000000000000162E42FEF9 >> 128;
      if (xSignifier & 0x1000000000 > 0) resultSignifier = resultSignifier * 0x100000000000000000000000B17217F7C >> 128;
      if (xSignifier & 0x800000000 > 0) resultSignifier = resultSignifier * 0x10000000000000000000000058B90BFBD >> 128;
      if (xSignifier & 0x400000000 > 0) resultSignifier = resultSignifier * 0x1000000000000000000000002C5C85FDE >> 128;
      if (xSignifier & 0x200000000 > 0) resultSignifier = resultSignifier * 0x100000000000000000000000162E42FEE >> 128;
      if (xSignifier & 0x100000000 > 0) resultSignifier = resultSignifier * 0x1000000000000000000000000B17217F6 >> 128;
      if (xSignifier & 0x80000000 > 0) resultSignifier = resultSignifier * 0x100000000000000000000000058B90BFA >> 128;
      if (xSignifier & 0x40000000 > 0) resultSignifier = resultSignifier * 0x10000000000000000000000002C5C85FC >> 128;
      if (xSignifier & 0x20000000 > 0) resultSignifier = resultSignifier * 0x1000000000000000000000000162E42FD >> 128;
      if (xSignifier & 0x10000000 > 0) resultSignifier = resultSignifier * 0x10000000000000000000000000B17217E >> 128;
      if (xSignifier & 0x8000000 > 0) resultSignifier = resultSignifier * 0x1000000000000000000000000058B90BE >> 128;
      if (xSignifier & 0x4000000 > 0) resultSignifier = resultSignifier * 0x100000000000000000000000002C5C85E >> 128;
      if (xSignifier & 0x2000000 > 0) resultSignifier = resultSignifier * 0x10000000000000000000000000162E42E >> 128;
      if (xSignifier & 0x1000000 > 0) resultSignifier = resultSignifier * 0x100000000000000000000000000B17216 >> 128;
      if (xSignifier & 0x800000 > 0) resultSignifier = resultSignifier * 0x10000000000000000000000000058B90A >> 128;
      if (xSignifier & 0x400000 > 0) resultSignifier = resultSignifier * 0x1000000000000000000000000002C5C84 >> 128;
      if (xSignifier & 0x200000 > 0) resultSignifier = resultSignifier * 0x100000000000000000000000000162E41 >> 128;
      if (xSignifier & 0x100000 > 0) resultSignifier = resultSignifier * 0x1000000000000000000000000000B1720 >> 128;
      if (xSignifier & 0x80000 > 0) resultSignifier = resultSignifier * 0x100000000000000000000000000058B8F >> 128;
      if (xSignifier & 0x40000 > 0) resultSignifier = resultSignifier * 0x10000000000000000000000000002C5C7 >> 128;
      if (xSignifier & 0x20000 > 0) resultSignifier = resultSignifier * 0x1000000000000000000000000000162E3 >> 128;
      if (xSignifier & 0x10000 > 0) resultSignifier = resultSignifier * 0x10000000000000000000000000000B171 >> 128;
      if (xSignifier & 0x8000 > 0) resultSignifier = resultSignifier * 0x1000000000000000000000000000058B8 >> 128;
      if (xSignifier & 0x4000 > 0) resultSignifier = resultSignifier * 0x100000000000000000000000000002C5B >> 128;
      if (xSignifier & 0x2000 > 0) resultSignifier = resultSignifier * 0x10000000000000000000000000000162D >> 128;
      if (xSignifier & 0x1000 > 0) resultSignifier = resultSignifier * 0x100000000000000000000000000000B16 >> 128;
      if (xSignifier & 0x800 > 0) resultSignifier = resultSignifier * 0x10000000000000000000000000000058A >> 128;
      if (xSignifier & 0x400 > 0) resultSignifier = resultSignifier * 0x1000000000000000000000000000002C4 >> 128;
      if (xSignifier & 0x200 > 0) resultSignifier = resultSignifier * 0x100000000000000000000000000000161 >> 128;
      if (xSignifier & 0x100 > 0) resultSignifier = resultSignifier * 0x1000000000000000000000000000000B0 >> 128;
      if (xSignifier & 0x80 > 0) resultSignifier = resultSignifier * 0x100000000000000000000000000000057 >> 128;
      if (xSignifier & 0x40 > 0) resultSignifier = resultSignifier * 0x10000000000000000000000000000002B >> 128;
      if (xSignifier & 0x20 > 0) resultSignifier = resultSignifier * 0x100000000000000000000000000000015 >> 128;
      if (xSignifier & 0x10 > 0) resultSignifier = resultSignifier * 0x10000000000000000000000000000000A >> 128;
      if (xSignifier & 0x8 > 0) resultSignifier = resultSignifier * 0x100000000000000000000000000000004 >> 128;
      if (xSignifier & 0x4 > 0) resultSignifier = resultSignifier * 0x100000000000000000000000000000001 >> 128;

      if (!xNegative) {
        resultSignifier = resultSignifier >> 15 & 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFF;
        resultExponent += 0x3FFF;
      } else if (resultExponent <= 0x3FFE) {
        resultSignifier = resultSignifier >> 15 & 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFF;
        resultExponent = 0x3FFF - resultExponent;
      } else {
        resultSignifier = resultSignifier >> resultExponent - 16367;
        resultExponent = 0;
      }

      return bytes16 (uint128 (resultExponent << 112 | resultSignifier));
    }
  }

  /**
   * Calculate e^x.
   *
   * @param x quadruple precision number
   * @return quadruple precision number
   */
  function exp (bytes16 x) internal pure returns (bytes16) {
    return pow_2 (mul (x, 0x3FFF71547652B82FE1777D0FFDA0D23A));
  }

  /**
   * Get index of the most significant non-zero bit in binary representation of
   * x.  Reverts if x is zero.
   *
   * @return index of the most significant non-zero bit in binary representation
   *         of x
   */
  function msb (uint256 x) private pure returns (uint256) {
    require (x > 0);

    uint256 result = 0;

    if (x >= 0x100000000000000000000000000000000) { x >>= 128; result += 128; }
    if (x >= 0x10000000000000000) { x >>= 64; result += 64; }
    if (x >= 0x100000000) { x >>= 32; result += 32; }
    if (x >= 0x10000) { x >>= 16; result += 16; }
    if (x >= 0x100) { x >>= 8; result += 8; }
    if (x >= 0x10) { x >>= 4; result += 4; }
    if (x >= 0x4) { x >>= 2; result += 2; }
    if (x >= 0x2) result += 1; // No need to shift x anymore

    return result;
  }
}
// File: @balancer-labs/v2-vault/contracts/interfaces/IBasePool.sol



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

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

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

pragma solidity ^0.7.0;
pragma experimental ABIEncoderV2;

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

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

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

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

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



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

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

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

pragma solidity ^0.7.0;
pragma experimental ABIEncoderV2;

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

import "./IVault.sol";

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

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



// SPDX-License-Identifier: MIT

pragma solidity ^0.7.0;

/**
 * @dev Interface of the ERC20 standard as defined in the EIP.
 */
interface IERC20 {
    /**
     * @dev Returns the amount of tokens in existence.
     */
    function totalSupply() external view returns (uint256);

    /**
     * @dev Returns the amount of tokens owned by `account`.
     */
    function balanceOf(address account) external view returns (uint256);

    /**
     * @dev Moves `amount` tokens from the caller's account to `recipient`.
     *
     * Returns a boolean value indicating whether the operation succeeded.
     *
     * Emits a {Transfer} event.
     */
    function transfer(address recipient, uint256 amount) external returns (bool);

    /**
     * @dev Returns the remaining number of tokens that `spender` will be
     * allowed to spend on behalf of `owner` through {transferFrom}. This is
     * zero by default.
     *
     * This value changes when {approve} or {transferFrom} are called.
     */
    function allowance(address owner, address spender) external view returns (uint256);

    /**
     * @dev Sets `amount` as the allowance of `spender` over the caller's tokens.
     *
     * Returns a boolean value indicating whether the operation succeeded.
     *
     * IMPORTANT: Beware that changing an allowance with this method brings the risk
     * that someone may use both the old and the new allowance by unfortunate
     * transaction ordering. One possible solution to mitigate this race
     * condition is to first reduce the spender's allowance to 0 and set the
     * desired value afterwards:
     * https://github.com/ethereum/EIPs/issues/20#issuecomment-263524729
     *
     * Emits an {Approval} event.
     */
    function approve(address spender, uint256 amount) external returns (bool);

    /**
     * @dev Moves `amount` tokens from `sender` to `recipient` using the
     * allowance mechanism. `amount` is then deducted from the caller's
     * allowance.
     *
     * Returns a boolean value indicating whether the operation succeeded.
     *
     * Emits a {Transfer} event.
     */
    function transferFrom(
        address sender,
        address recipient,
        uint256 amount
    ) external returns (bool);

    /**
     * @dev Emitted when `value` tokens are moved from one account (`from`) to
     * another (`to`).
     *
     * Note that `value` may be zero.
     */
    event Transfer(address indexed from, address indexed to, uint256 value);

    /**
     * @dev Emitted when the allowance of a `spender` for an `owner` is set by
     * a call to {approve}. `value` is the new allowance.
     */
    event Approval(address indexed owner, address indexed spender, uint256 value);
}

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



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

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

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

pragma solidity ^0.7.0;

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

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

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



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

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

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

pragma solidity ^0.7.0;

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

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

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



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

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

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

pragma solidity ^0.7.0;

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

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

    function withdraw(uint256 amount) external;
}

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



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

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

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

pragma solidity ^0.7.0;

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

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



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

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

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

pragma solidity ^0.7.0;

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

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



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

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

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

pragma solidity ^0.7.0;

// Inspired by Aave Protocol's IFlashLoanReceiver.

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

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

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



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

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

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

pragma solidity ^0.7.0;
pragma experimental ABIEncoderV2;

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

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

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

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

    function setSwapFeePercentage(uint256 newSwapFeePercentage) external;

    function setFlashLoanFeePercentage(uint256 newFlashLoanFeePercentage) external;

    function getSwapFeePercentage() external view returns (uint256);

    function getFlashLoanFeePercentage() external view returns (uint256);

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

    function getAuthorizer() external view returns (IAuthorizer);

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

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



// SPDX-License-Identifier: MIT

pragma solidity ^0.7.0;

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

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

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

    mapping(address => uint256) private _balances;

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

    uint256 private _totalSupply;

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

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

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

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

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

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

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

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

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

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

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

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

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

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

        _beforeTokenTransfer(sender, recipient, amount);

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

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

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

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

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

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

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

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

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

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



// SPDX-License-Identifier: MIT

pragma solidity ^0.7.0;

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

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

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

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

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

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

        bytes32 hash = _hashTypedDataV4(structHash);

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

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

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

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

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



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

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

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

pragma solidity ^0.7.0;

// solhint-disable

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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



// SPDX-License-Identifier: MIT

pragma solidity ^0.7.0;

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

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

        return c;
    }

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

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

        return c;
    }
}

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



// SPDX-License-Identifier: MIT

pragma solidity ^0.7.0;

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

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

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

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



// SPDX-License-Identifier: MIT

pragma solidity ^0.7.0;

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

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

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

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

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

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

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

// File: contracts/core/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/core/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';
import './Storage.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,
        // Storage.Curve storage curve
        address vault,
        bytes32 poolId
    ) internal view returns (uint256 amount_) {
        amount_ = IAssimilator(_assim).viewRawAmountLPRatio(
            _baseWeight,
            _quoteWeight,
            // curve.weights[0].mulu(1e18),
            // curve.weights[1].mulu(1e18),
            _amount,
            vault,
            poolId
        );
    }

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

    function viewNumeraireAmountAndBalance(
        address _assim,
        uint256 _amt,
        address vault,
        bytes32 poolId
    ) internal view returns (int128 amt_, int128 bal_) {
        (amt_, bal_) = IAssimilator(_assim).viewNumeraireAmountAndBalance(_amt, vault, poolId);
    }

    function viewNumeraireBalance(
        address _assim,
        address vault,
        bytes32 poolId
    ) internal view returns (int128 bal_) {
        bal_ = IAssimilator(_assim).viewNumeraireBalance(vault, poolId);
    }

    function virtualViewNumeraireBalanceIntake(
        address _assim,
        address vault,
        bytes32 poolId,
        uint256 intakeAmount
    ) internal view returns (int128 bal_) {
        bal_ = IAssimilator(_assim).virtualViewNumeraireBalanceIntake(vault, poolId, intakeAmount);
    }

    function virtualViewNumeraireBalanceOutput(
        address _assim,
        address vault,
        bytes32 poolId,
        uint256 outputAmount
    ) internal view returns (int128 bal_) {
        bal_ = IAssimilator(_assim).virtualViewNumeraireBalanceOutput(vault, poolId, outputAmount);
    }

    function viewNumeraireBalanceLPRatio(
        uint256 _baseWeight,
        uint256 _quoteWeight,
        address _assim,
        address vault,
        bytes32 poolId
    ) internal view returns (int128 bal_) {
        bal_ = IAssimilator(_assim).viewNumeraireBalanceLPRatio(
            _baseWeight,
            _quoteWeight,
            // address(this),
            vault,
            poolId
        );
    }
}

// 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);
    }

    /**
     * @dev Same as {xref-Address-functionCall-address-bytes-}[`functionCall`],
     * but performing a delegate call.
     *
     * _Available since v3.4._
     */
    function functionDelegateCall(address target, bytes memory data) internal returns (bytes memory) {
        return functionDelegateCall(target, data, "Address: low-level delegate call failed");
    }

    /**
     * @dev Same as {xref-Address-functionCall-address-bytes-string-}[`functionCall`],
     * but performing a delegate call.
     *
     * _Available since v3.4._
     */
    function functionDelegateCall(address target, bytes memory data, string memory errorMessage) internal returns (bytes memory) {
        require(isContract(target), "Address: delegate call to non-contract");

        // solhint-disable-next-line avoid-low-level-calls
        (bool success, bytes memory returndata) = target.delegatecall(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/core/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 viewRawAmount(int128) external view returns (uint256);

    function viewRawAmountLPRatio(
        uint256,
        uint256,
        // address,
        int128,
        address,
        bytes32
    ) external view returns (uint256);

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

    function viewNumeraireBalanceLPRatio(
        uint256,
        uint256,
        // address,
        address,
        bytes32
    ) external view returns (int128);

    function viewNumeraireBalance(address, bytes32) external view returns (int128);

    function virtualViewNumeraireBalanceIntake(
        address,
        bytes32,
        uint256
    ) external view returns (int128);

    function virtualViewNumeraireBalanceOutput(
        address,
        bytes32,
        uint256
    ) external view returns (int128);

    function viewNumeraireAmountAndBalance(
        uint256,
        address,
        bytes32
    ) external view returns (int128, int128);
}

// File: contracts/core/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/core/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: contracts/core/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 + (curve.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('CurveMath/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 = IERC20(curve.fxPoolAddress).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, 'CurveMath/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, 'CurveMath/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('CurveMath/upper-halt');
                    }
                    if (_nBals[i] - _nHalt > _oBals[i] - _oHalt) {
                        revert('CurveMath/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('CurveMath/lower-halt');
                    }
                    if (_nHalt - _nBals[i] > _oHalt - _oBals[i]) {
                        revert('CurveMath/lower-halt');
                    }
                }
            }
        }
    }
}

// File: @openzeppelin/contracts/utils/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;
    }
}