// This contract is part of Zellic’s smart contract dataset, which is a collection of publicly available contract code gathered as of March 2023. | |
// File: .deps/Strategy.sol | |
pragma solidity 0.6.12; | |
pragma experimental ABIEncoderV2; | |
// File: Address.sol | |
/** | |
* @dev Collection of functions related to the address type | |
*/ | |
library Address { | |
/** | |
* @dev Returns true if `account` is a contract. | |
* | |
* [IMPORTANT] | |
* ==== | |
* It is unsafe to assume that an address for which this function returns | |
* false is an externally-owned account (EOA) and not a contract. | |
* | |
* Among others, `isContract` will return false for the following | |
* types of addresses: | |
* | |
* - an externally-owned account | |
* - a contract in construction | |
* - an address where a contract will be created | |
* - an address where a contract lived, but was destroyed | |
* ==== | |
*/ | |
function isContract(address account) internal view returns (bool) { | |
// According to EIP-1052, 0x0 is the value returned for not-yet created accounts | |
// and 0xc5d2460186f7233c927e7db2dcc703c0e500b653ca82273b7bfad8045d85a470 is returned | |
// for accounts without code, i.e. `keccak256('')` | |
bytes32 codehash; | |
bytes32 accountHash = 0xc5d2460186f7233c927e7db2dcc703c0e500b653ca82273b7bfad8045d85a470; | |
// solhint-disable-next-line no-inline-assembly | |
assembly { codehash := extcodehash(account) } | |
return (codehash != accountHash && codehash != 0x0); | |
} | |
/** | |
* @dev Replacement for Solidity's `transfer`: sends `amount` wei to | |
* `recipient`, forwarding all available gas and reverting on errors. | |
* | |
* https://eips.ethereum.org/EIPS/eip-1884[EIP1884] increases the gas cost | |
* of certain opcodes, possibly making contracts go over the 2300 gas limit | |
* imposed by `transfer`, making them unable to receive funds via | |
* `transfer`. {sendValue} removes this limitation. | |
* | |
* https://diligence.consensys.net/posts/2019/09/stop-using-soliditys-transfer-now/[Learn more]. | |
* | |
* IMPORTANT: because control is transferred to `recipient`, care must be | |
* taken to not create reentrancy vulnerabilities. Consider using | |
* {ReentrancyGuard} or the | |
* https://solidity.readthedocs.io/en/v0.5.11/security-considerations.html#use-the-checks-effects-interactions-pattern[checks-effects-interactions pattern]. | |
*/ | |
function sendValue(address payable recipient, uint256 amount) internal { | |
require(address(this).balance >= amount, "Address: insufficient balance"); | |
// solhint-disable-next-line avoid-low-level-calls, avoid-call-value | |
(bool success, ) = recipient.call{ value: amount }(""); | |
require(success, "Address: unable to send value, recipient may have reverted"); | |
} | |
/** | |
* @dev Performs a Solidity function call using a low level `call`. A | |
* plain`call` is an unsafe replacement for a function call: use this | |
* function instead. | |
* | |
* If `target` reverts with a revert reason, it is bubbled up by this | |
* function (like regular Solidity function calls). | |
* | |
* Returns the raw returned data. To convert to the expected return value, | |
* use https://solidity.readthedocs.io/en/latest/units-and-global-variables.html?highlight=abi.decode#abi-encoding-and-decoding-functions[`abi.decode`]. | |
* | |
* Requirements: | |
* | |
* - `target` must be a contract. | |
* - calling `target` with `data` must not revert. | |
* | |
* _Available since v3.1._ | |
*/ | |
function functionCall(address target, bytes memory data) internal returns (bytes memory) { | |
return functionCall(target, data, "Address: low-level call failed"); | |
} | |
/** | |
* @dev Same as {xref-Address-functionCall-address-bytes-}[`functionCall`], but with | |
* `errorMessage` as a fallback revert reason when `target` reverts. | |
* | |
* _Available since v3.1._ | |
*/ | |
function functionCall(address target, bytes memory data, string memory errorMessage) internal returns (bytes memory) { | |
return _functionCallWithValue(target, data, 0, errorMessage); | |
} | |
/** | |
* @dev Same as {xref-Address-functionCall-address-bytes-}[`functionCall`], | |
* but also transferring `value` wei to `target`. | |
* | |
* Requirements: | |
* | |
* - the calling contract must have an ETH balance of at least `value`. | |
* - the called Solidity function must be `payable`. | |
* | |
* _Available since v3.1._ | |
*/ | |
function functionCallWithValue(address target, bytes memory data, uint256 value) internal returns (bytes memory) { | |
return functionCallWithValue(target, data, value, "Address: low-level call with value failed"); | |
} | |
/** | |
* @dev Same as {xref-Address-functionCallWithValue-address-bytes-uint256-}[`functionCallWithValue`], but | |
* with `errorMessage` as a fallback revert reason when `target` reverts. | |
* | |
* _Available since v3.1._ | |
*/ | |
function functionCallWithValue(address target, bytes memory data, uint256 value, string memory errorMessage) internal returns (bytes memory) { | |
require(address(this).balance >= value, "Address: insufficient balance for call"); | |
return _functionCallWithValue(target, data, value, errorMessage); | |
} | |
function _functionCallWithValue(address target, bytes memory data, uint256 weiValue, string memory errorMessage) private returns (bytes memory) { | |
require(isContract(target), "Address: call to non-contract"); | |
// solhint-disable-next-line avoid-low-level-calls | |
(bool success, bytes memory returndata) = target.call{ value: weiValue }(data); | |
if (success) { | |
return returndata; | |
} else { | |
// Look for revert reason and bubble it up if present | |
if (returndata.length > 0) { | |
// The easiest way to bubble the revert reason is using memory via assembly | |
// solhint-disable-next-line no-inline-assembly | |
assembly { | |
let returndata_size := mload(returndata) | |
revert(add(32, returndata), returndata_size) | |
} | |
} else { | |
revert(errorMessage); | |
} | |
} | |
} | |
} | |
// File: IAsset.sol | |
interface IAsset { | |
// solhint-disable-previous-line no-empty-blocks | |
} | |
// File: IERC20.sol | |
/** | |
* @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: ITradeFactory.sol | |
// Feel free to change the license, but this is what we use | |
interface ITradeFactory { | |
function enable(address, address) external; | |
function disable(address, address) external; | |
function grantRole(bytes32 role, address account) external; | |
function STRATEGY() external view returns (bytes32); | |
} | |
// File: Math.sol | |
/** | |
* @dev Standard math utilities missing in the Solidity language. | |
*/ | |
library Math { | |
/** | |
* @dev Returns the largest of two numbers. | |
*/ | |
function max(uint256 a, uint256 b) internal pure returns (uint256) { | |
return a >= b ? a : b; | |
} | |
/** | |
* @dev Returns the smallest of two numbers. | |
*/ | |
function min(uint256 a, uint256 b) internal pure returns (uint256) { | |
return a < b ? a : b; | |
} | |
/** | |
* @dev Returns the average of two numbers. The result is rounded towards | |
* zero. | |
*/ | |
function average(uint256 a, uint256 b) internal pure returns (uint256) { | |
// (a + b) / 2 can overflow, so we distribute | |
return (a / 2) + (b / 2) + ((a % 2 + b % 2) / 2); | |
} | |
} | |
// File: SafeMath.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, "SafeMath: addition overflow"); | |
return c; | |
} | |
/** | |
* @dev Returns the subtraction of two unsigned integers, reverting on | |
* overflow (when the result is negative). | |
* | |
* Counterpart to Solidity's `-` operator. | |
* | |
* Requirements: | |
* | |
* - Subtraction cannot overflow. | |
*/ | |
function sub(uint256 a, uint256 b) internal pure returns (uint256) { | |
return sub(a, b, "SafeMath: subtraction overflow"); | |
} | |
/** | |
* @dev Returns the subtraction of two unsigned integers, reverting with custom message on | |
* overflow (when the result is negative). | |
* | |
* Counterpart to Solidity's `-` operator. | |
* | |
* Requirements: | |
* | |
* - Subtraction cannot overflow. | |
*/ | |
function sub(uint256 a, uint256 b, string memory errorMessage) internal pure returns (uint256) { | |
require(b <= a, errorMessage); | |
uint256 c = a - b; | |
return c; | |
} | |
/** | |
* @dev Returns the multiplication of two unsigned integers, reverting on | |
* overflow. | |
* | |
* Counterpart to Solidity's `*` operator. | |
* | |
* Requirements: | |
* | |
* - Multiplication cannot overflow. | |
*/ | |
function mul(uint256 a, uint256 b) internal pure returns (uint256) { | |
// Gas optimization: this is cheaper than requiring 'a' not being zero, but the | |
// benefit is lost if 'b' is also tested. | |
// See: https://github.com/OpenZeppelin/openzeppelin-contracts/pull/522 | |
if (a == 0) { | |
return 0; | |
} | |
uint256 c = a * b; | |
require(c / a == b, "SafeMath: multiplication overflow"); | |
return c; | |
} | |
/** | |
* @dev Returns the integer division of two unsigned integers. Reverts on | |
* division by zero. The result is rounded towards zero. | |
* | |
* Counterpart to Solidity's `/` operator. Note: this function uses a | |
* `revert` opcode (which leaves remaining gas untouched) while Solidity | |
* uses an invalid opcode to revert (consuming all remaining gas). | |
* | |
* Requirements: | |
* | |
* - The divisor cannot be zero. | |
*/ | |
function div(uint256 a, uint256 b) internal pure returns (uint256) { | |
return div(a, b, "SafeMath: division by zero"); | |
} | |
/** | |
* @dev Returns the integer division of two unsigned integers. Reverts with custom message on | |
* division by zero. The result is rounded towards zero. | |
* | |
* Counterpart to Solidity's `/` operator. Note: this function uses a | |
* `revert` opcode (which leaves remaining gas untouched) while Solidity | |
* uses an invalid opcode to revert (consuming all remaining gas). | |
* | |
* Requirements: | |
* | |
* - The divisor cannot be zero. | |
*/ | |
function div(uint256 a, uint256 b, string memory errorMessage) internal pure returns (uint256) { | |
require(b > 0, errorMessage); | |
uint256 c = a / b; | |
// assert(a == b * c + a % b); // There is no case in which this doesn't hold | |
return c; | |
} | |
/** | |
* @dev Returns the remainder of dividing two unsigned integers. (unsigned integer modulo), | |
* Reverts when dividing by zero. | |
* | |
* Counterpart to Solidity's `%` operator. This function uses a `revert` | |
* opcode (which leaves remaining gas untouched) while Solidity uses an | |
* invalid opcode to revert (consuming all remaining gas). | |
* | |
* Requirements: | |
* | |
* - The divisor cannot be zero. | |
*/ | |
function mod(uint256 a, uint256 b) internal pure returns (uint256) { | |
return mod(a, b, "SafeMath: modulo by zero"); | |
} | |
/** | |
* @dev Returns the remainder of dividing two unsigned integers. (unsigned integer modulo), | |
* Reverts with custom message when dividing by zero. | |
* | |
* Counterpart to Solidity's `%` operator. This function uses a `revert` | |
* opcode (which leaves remaining gas untouched) while Solidity uses an | |
* invalid opcode to revert (consuming all remaining gas). | |
* | |
* Requirements: | |
* | |
* - The divisor cannot be zero. | |
*/ | |
function mod(uint256 a, uint256 b, string memory errorMessage) internal pure returns (uint256) { | |
require(b != 0, errorMessage); | |
return a % b; | |
} | |
} | |
// File: IBalancerPool.sol | |
interface IBalancerPool is IERC20 { | |
enum SwapKind {GIVEN_IN, GIVEN_OUT} | |
struct SwapRequest { | |
SwapKind kind; | |
IERC20 tokenIn; | |
IERC20 tokenOut; | |
uint256 amount; | |
// Misc data | |
bytes32 poolId; | |
uint256 lastChangeBlock; | |
address from; | |
address to; | |
bytes userData; | |
} | |
// virtual price of bpt | |
function getRate() external view returns (uint); | |
function getPoolId() external view returns (bytes32 poolId); | |
function symbol() external view returns (string memory s); | |
function getMainToken() external view returns(address); | |
function onSwap( | |
SwapRequest memory swapRequest, | |
uint256[] memory balances, | |
uint256 indexIn, | |
uint256 indexOut | |
) external view returns (uint256 amount); | |
} | |
// File: IBalancerVault.sol | |
interface IBalancerVault { | |
enum PoolSpecialization {GENERAL, MINIMAL_SWAP_INFO, TWO_TOKEN} | |
enum JoinKind {INIT, EXACT_TOKENS_IN_FOR_BPT_OUT, TOKEN_IN_FOR_EXACT_BPT_OUT, ALL_TOKENS_IN_FOR_EXACT_BPT_OUT} | |
enum ExitKind {EXACT_BPT_IN_FOR_ONE_TOKEN_OUT, EXACT_BPT_IN_FOR_TOKENS_OUT, BPT_IN_FOR_EXACT_TOKENS_OUT} | |
enum SwapKind {GIVEN_IN, GIVEN_OUT} | |
/** | |
* @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 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 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; | |
} | |
// enconding formats https://github.com/balancer-labs/balancer-v2-monorepo/blob/master/pkg/balancer-js/src/pool-weighted/encoder.ts | |
struct JoinPoolRequest { | |
IAsset[] assets; | |
uint256[] maxAmountsIn; | |
bytes userData; | |
bool fromInternalBalance; | |
} | |
struct ExitPoolRequest { | |
IAsset[] assets; | |
uint256[] minAmountsOut; | |
bytes userData; | |
bool toInternalBalance; | |
} | |
function joinPool( | |
bytes32 poolId, | |
address sender, | |
address recipient, | |
JoinPoolRequest memory request | |
) external payable; | |
function exitPool( | |
bytes32 poolId, | |
address sender, | |
address payable recipient, | |
ExitPoolRequest calldata request | |
) external; | |
function getPool(bytes32 poolId) external view returns (address poolAddress, PoolSpecialization); | |
function getPoolTokenInfo(bytes32 poolId, IERC20 token) external view returns ( | |
uint256 cash, | |
uint256 managed, | |
uint256 lastChangeBlock, | |
address assetManager | |
); | |
function getPoolTokens(bytes32 poolId) external view returns ( | |
IERC20[] calldata tokens, | |
uint256[] calldata balances, | |
uint256 lastChangeBlock | |
); | |
/** | |
* @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 returns (uint256 amountCalculated); | |
/** | |
* @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); | |
} | |
// File: SafeERC20.sol | |
/** | |
* @title SafeERC20 | |
* @dev Wrappers around ERC20 operations that throw on failure (when the token | |
* contract returns false). Tokens that return no value (and instead revert or | |
* throw on failure) are also supported, non-reverting calls are assumed to be | |
* successful. | |
* To use this library you can add a `using SafeERC20 for IERC20;` statement to your contract, | |
* which allows you to call the safe operations as `token.safeTransfer(...)`, etc. | |
*/ | |
library SafeERC20 { | |
using SafeMath for uint256; | |
using Address for address; | |
function safeTransfer(IERC20 token, address to, uint256 value) internal { | |
_callOptionalReturn(token, abi.encodeWithSelector(token.transfer.selector, to, value)); | |
} | |
function safeTransferFrom(IERC20 token, address from, address to, uint256 value) internal { | |
_callOptionalReturn(token, abi.encodeWithSelector(token.transferFrom.selector, from, to, value)); | |
} | |
/** | |
* @dev Deprecated. This function has issues similar to the ones found in | |
* {IERC20-approve}, and its usage is discouraged. | |
* | |
* Whenever possible, use {safeIncreaseAllowance} and | |
* {safeDecreaseAllowance} instead. | |
*/ | |
function safeApprove(IERC20 token, address spender, uint256 value) internal { | |
// safeApprove should only be called when setting an initial allowance, | |
// or when resetting it to zero. To increase and decrease it, use | |
// 'safeIncreaseAllowance' and 'safeDecreaseAllowance' | |
// solhint-disable-next-line max-line-length | |
require((value == 0) || (token.allowance(address(this), spender) == 0), | |
"SafeERC20: approve from non-zero to non-zero allowance" | |
); | |
_callOptionalReturn(token, abi.encodeWithSelector(token.approve.selector, spender, value)); | |
} | |
function safeIncreaseAllowance(IERC20 token, address spender, uint256 value) internal { | |
uint256 newAllowance = token.allowance(address(this), spender).add(value); | |
_callOptionalReturn(token, abi.encodeWithSelector(token.approve.selector, spender, newAllowance)); | |
} | |
function safeDecreaseAllowance(IERC20 token, address spender, uint256 value) internal { | |
uint256 newAllowance = token.allowance(address(this), spender).sub(value, "SafeERC20: decreased allowance below zero"); | |
_callOptionalReturn(token, abi.encodeWithSelector(token.approve.selector, spender, newAllowance)); | |
} | |
/** | |
* @dev Imitates a Solidity high-level call (i.e. a regular function call to a contract), relaxing the requirement | |
* on the return value: the return value is optional (but if data is returned, it must not be false). | |
* @param token The token targeted by the call. | |
* @param data The call data (encoded using abi.encode or one of its variants). | |
*/ | |
function _callOptionalReturn(IERC20 token, bytes memory data) private { | |
// We need to perform a low level call here, to bypass Solidity's return data size checking mechanism, since | |
// we're implementing it ourselves. We use {Address.functionCall} to perform this call, which verifies that | |
// the target address contains contract code and also asserts for success in the low-level call. | |
bytes memory returndata = address(token).functionCall(data, "SafeERC20: low-level call failed"); | |
if (returndata.length > 0) { // Return data is optional | |
// solhint-disable-next-line max-line-length | |
require(abi.decode(returndata, (bool)), "SafeERC20: ERC20 operation did not succeed"); | |
} | |
} | |
} | |
// File: BaseStrategy.sol | |
struct StrategyParams { | |
uint256 performanceFee; | |
uint256 activation; | |
uint256 debtRatio; | |
uint256 minDebtPerHarvest; | |
uint256 maxDebtPerHarvest; | |
uint256 lastReport; | |
uint256 totalDebt; | |
uint256 totalGain; | |
uint256 totalLoss; | |
} | |
interface VaultAPI is IERC20 { | |
function name() external view returns (string calldata); | |
function symbol() external view returns (string calldata); | |
function decimals() external view returns (uint256); | |
function apiVersion() external pure returns (string memory); | |
function permit( | |
address owner, | |
address spender, | |
uint256 amount, | |
uint256 expiry, | |
bytes calldata signature | |
) external returns (bool); | |
// NOTE: Vyper produces multiple signatures for a given function with "default" args | |
function deposit() external returns (uint256); | |
function deposit(uint256 amount) external returns (uint256); | |
function deposit(uint256 amount, address recipient) external returns (uint256); | |
// NOTE: Vyper produces multiple signatures for a given function with "default" args | |
function withdraw() external returns (uint256); | |
function withdraw(uint256 maxShares) external returns (uint256); | |
function withdraw(uint256 maxShares, address recipient) external returns (uint256); | |
function token() external view returns (address); | |
function strategies(address _strategy) external view returns (StrategyParams memory); | |
function pricePerShare() external view returns (uint256); | |
function totalAssets() external view returns (uint256); | |
function depositLimit() external view returns (uint256); | |
function maxAvailableShares() external view returns (uint256); | |
/** | |
* View how much the Vault would increase this Strategy's borrow limit, | |
* based on its present performance (since its last report). Can be used to | |
* determine expectedReturn in your Strategy. | |
*/ | |
function creditAvailable() external view returns (uint256); | |
/** | |
* View how much the Vault would like to pull back from the Strategy, | |
* based on its present performance (since its last report). Can be used to | |
* determine expectedReturn in your Strategy. | |
*/ | |
function debtOutstanding() external view returns (uint256); | |
/** | |
* View how much the Vault expect this Strategy to return at the current | |
* block, based on its present performance (since its last report). Can be | |
* used to determine expectedReturn in your Strategy. | |
*/ | |
function expectedReturn() external view returns (uint256); | |
/** | |
* This is the main contact point where the Strategy interacts with the | |
* Vault. It is critical that this call is handled as intended by the | |
* Strategy. Therefore, this function will be called by BaseStrategy to | |
* make sure the integration is correct. | |
*/ | |
function report( | |
uint256 _gain, | |
uint256 _loss, | |
uint256 _debtPayment | |
) external returns (uint256); | |
/** | |
* This function should only be used in the scenario where the Strategy is | |
* being retired but no migration of the positions are possible, or in the | |
* extreme scenario that the Strategy needs to be put into "Emergency Exit" | |
* mode in order for it to exit as quickly as possible. The latter scenario | |
* could be for any reason that is considered "critical" that the Strategy | |
* exits its position as fast as possible, such as a sudden change in | |
* market conditions leading to losses, or an imminent failure in an | |
* external dependency. | |
*/ | |
function revokeStrategy() external; | |
/** | |
* View the governance address of the Vault to assert privileged functions | |
* can only be called by governance. The Strategy serves the Vault, so it | |
* is subject to governance defined by the Vault. | |
*/ | |
function governance() external view returns (address); | |
/** | |
* View the management address of the Vault to assert privileged functions | |
* can only be called by management. The Strategy serves the Vault, so it | |
* is subject to management defined by the Vault. | |
*/ | |
function management() external view returns (address); | |
/** | |
* View the guardian address of the Vault to assert privileged functions | |
* can only be called by guardian. The Strategy serves the Vault, so it | |
* is subject to guardian defined by the Vault. | |
*/ | |
function guardian() external view returns (address); | |
} | |
/** | |
* This interface is here for the keeper bot to use. | |
*/ | |
interface StrategyAPI { | |
function name() external view returns (string memory); | |
function vault() external view returns (address); | |
function want() external view returns (address); | |
function apiVersion() external pure returns (string memory); | |
function keeper() external view returns (address); | |
function isActive() external view returns (bool); | |
function delegatedAssets() external view returns (uint256); | |
function estimatedTotalAssets() external view returns (uint256); | |
function tendTrigger(uint256 callCost) external view returns (bool); | |
function tend() external; | |
function harvestTrigger(uint256 callCost) external view returns (bool); | |
function harvest() external; | |
event Harvested(uint256 profit, uint256 loss, uint256 debtPayment, uint256 debtOutstanding); | |
} | |
interface HealthCheck { | |
function check( | |
uint256 profit, | |
uint256 loss, | |
uint256 debtPayment, | |
uint256 debtOutstanding, | |
uint256 totalDebt | |
) external view returns (bool); | |
} | |
/** | |
* @title Yearn Base Strategy | |
* @author yearn.finance | |
* @notice | |
* BaseStrategy implements all of the required functionality to interoperate | |
* closely with the Vault contract. This contract should be inherited and the | |
* abstract methods implemented to adapt the Strategy to the particular needs | |
* it has to create a return. | |
* | |
* Of special interest is the relationship between `harvest()` and | |
* `vault.report()'. `harvest()` may be called simply because enough time has | |
* elapsed since the last report, and not because any funds need to be moved | |
* or positions adjusted. This is critical so that the Vault may maintain an | |
* accurate picture of the Strategy's performance. See `vault.report()`, | |
* `harvest()`, and `harvestTrigger()` for further details. | |
*/ | |
abstract contract BaseStrategy { | |
using SafeMath for uint256; | |
using SafeERC20 for IERC20; | |
string public metadataURI; | |
// health checks | |
bool public doHealthCheck; | |
address public healthCheck; | |
/** | |
* @notice | |
* Used to track which version of `StrategyAPI` this Strategy | |
* implements. | |
* @dev The Strategy's version must match the Vault's `API_VERSION`. | |
* @return A string which holds the current API version of this contract. | |
*/ | |
function apiVersion() public pure returns (string memory) { | |
return "0.4.3"; | |
} | |
/** | |
* @notice This Strategy's name. | |
* @dev | |
* You can use this field to manage the "version" of this Strategy, e.g. | |
* `StrategySomethingOrOtherV1`. However, "API Version" is managed by | |
* `apiVersion()` function above. | |
* @return This Strategy's name. | |
*/ | |
function name() external view virtual returns (string memory); | |
/** | |
* @notice | |
* The amount (priced in want) of the total assets managed by this strategy should not count | |
* towards Yearn's TVL calculations. | |
* @dev | |
* You can override this field to set it to a non-zero value if some of the assets of this | |
* Strategy is somehow delegated inside another part of of Yearn's ecosystem e.g. another Vault. | |
* Note that this value must be strictly less than or equal to the amount provided by | |
* `estimatedTotalAssets()` below, as the TVL calc will be total assets minus delegated assets. | |
* Also note that this value is used to determine the total assets under management by this | |
* strategy, for the purposes of computing the management fee in `Vault` | |
* @return | |
* The amount of assets this strategy manages that should not be included in Yearn's Total Value | |
* Locked (TVL) calculation across it's ecosystem. | |
*/ | |
function delegatedAssets() external view virtual returns (uint256) { | |
return 0; | |
} | |
VaultAPI public vault; | |
address public strategist; | |
address public rewards; | |
address public keeper; | |
IERC20 public want; | |
// So indexers can keep track of this | |
event Harvested(uint256 profit, uint256 loss, uint256 debtPayment, uint256 debtOutstanding); | |
event UpdatedStrategist(address newStrategist); | |
event UpdatedKeeper(address newKeeper); | |
event UpdatedRewards(address rewards); | |
event UpdatedMinReportDelay(uint256 delay); | |
event UpdatedMaxReportDelay(uint256 delay); | |
event UpdatedProfitFactor(uint256 profitFactor); | |
event UpdatedDebtThreshold(uint256 debtThreshold); | |
event EmergencyExitEnabled(); | |
event UpdatedMetadataURI(string metadataURI); | |
// The minimum number of seconds between harvest calls. See | |
// `setMinReportDelay()` for more details. | |
uint256 public minReportDelay; | |
// The maximum number of seconds between harvest calls. See | |
// `setMaxReportDelay()` for more details. | |
uint256 public maxReportDelay; | |
// The minimum multiple that `callCost` must be above the credit/profit to | |
// be "justifiable". See `setProfitFactor()` for more details. | |
uint256 public profitFactor; | |
// Use this to adjust the threshold at which running a debt causes a | |
// harvest trigger. See `setDebtThreshold()` for more details. | |
uint256 public debtThreshold; | |
// See note on `setEmergencyExit()`. | |
bool public emergencyExit; | |
// modifiers | |
modifier onlyAuthorized() { | |
require(msg.sender == strategist || msg.sender == governance(), "!authorized"); | |
_; | |
} | |
modifier onlyEmergencyAuthorized() { | |
require( | |
msg.sender == strategist || msg.sender == governance() || msg.sender == vault.guardian() || msg.sender == vault.management(), | |
"!authorized" | |
); | |
_; | |
} | |
modifier onlyStrategist() { | |
require(msg.sender == strategist, "!strategist"); | |
_; | |
} | |
modifier onlyGovernance() { | |
require(msg.sender == governance(), "!authorized"); | |
_; | |
} | |
modifier onlyKeepers() { | |
require( | |
msg.sender == keeper || | |
msg.sender == strategist || | |
msg.sender == governance() || | |
msg.sender == vault.guardian() || | |
msg.sender == vault.management(), | |
"!authorized" | |
); | |
_; | |
} | |
modifier onlyVaultManagers() { | |
require(msg.sender == vault.management() || msg.sender == governance(), "!authorized"); | |
_; | |
} | |
constructor(address _vault) public { | |
_initialize(_vault, msg.sender, msg.sender, msg.sender); | |
} | |
/** | |
* @notice | |
* Initializes the Strategy, this is called only once, when the | |
* contract is deployed. | |
* @dev `_vault` should implement `VaultAPI`. | |
* @param _vault The address of the Vault responsible for this Strategy. | |
* @param _strategist The address to assign as `strategist`. | |
* The strategist is able to change the reward address | |
* @param _rewards The address to use for pulling rewards. | |
* @param _keeper The adddress of the _keeper. _keeper | |
* can harvest and tend a strategy. | |
*/ | |
function _initialize( | |
address _vault, | |
address _strategist, | |
address _rewards, | |
address _keeper | |
) internal { | |
require(address(want) == address(0), "Strategy already initialized"); | |
vault = VaultAPI(_vault); | |
want = IERC20(vault.token()); | |
want.safeApprove(_vault, uint256(-1)); // Give Vault unlimited access (might save gas) | |
strategist = _strategist; | |
rewards = _rewards; | |
keeper = _keeper; | |
// initialize variables | |
minReportDelay = 0; | |
maxReportDelay = 86400; | |
profitFactor = 100; | |
debtThreshold = 0; | |
vault.approve(rewards, uint256(-1)); // Allow rewards to be pulled | |
} | |
function setHealthCheck(address _healthCheck) external onlyVaultManagers { | |
healthCheck = _healthCheck; | |
} | |
function setDoHealthCheck(bool _doHealthCheck) external onlyVaultManagers { | |
doHealthCheck = _doHealthCheck; | |
} | |
/** | |
* @notice | |
* Used to change `strategist`. | |
* | |
* This may only be called by governance or the existing strategist. | |
* @param _strategist The new address to assign as `strategist`. | |
*/ | |
function setStrategist(address _strategist) external onlyAuthorized { | |
require(_strategist != address(0)); | |
strategist = _strategist; | |
emit UpdatedStrategist(_strategist); | |
} | |
/** | |
* @notice | |
* Used to change `keeper`. | |
* | |
* `keeper` is the only address that may call `tend()` or `harvest()`, | |
* other than `governance()` or `strategist`. However, unlike | |
* `governance()` or `strategist`, `keeper` may *only* call `tend()` | |
* and `harvest()`, and no other authorized functions, following the | |
* principle of least privilege. | |
* | |
* This may only be called by governance or the strategist. | |
* @param _keeper The new address to assign as `keeper`. | |
*/ | |
function setKeeper(address _keeper) external onlyAuthorized { | |
require(_keeper != address(0)); | |
keeper = _keeper; | |
emit UpdatedKeeper(_keeper); | |
} | |
/** | |
* @notice | |
* Used to change `rewards`. EOA or smart contract which has the permission | |
* to pull rewards from the vault. | |
* | |
* This may only be called by the strategist. | |
* @param _rewards The address to use for pulling rewards. | |
*/ | |
function setRewards(address _rewards) external onlyStrategist { | |
require(_rewards != address(0)); | |
vault.approve(rewards, 0); | |
rewards = _rewards; | |
vault.approve(rewards, uint256(-1)); | |
emit UpdatedRewards(_rewards); | |
} | |
/** | |
* @notice | |
* Used to change `minReportDelay`. `minReportDelay` is the minimum number | |
* of blocks that should pass for `harvest()` to be called. | |
* | |
* For external keepers (such as the Keep3r network), this is the minimum | |
* time between jobs to wait. (see `harvestTrigger()` | |
* for more details.) | |
* | |
* This may only be called by governance or the strategist. | |
* @param _delay The minimum number of seconds to wait between harvests. | |
*/ | |
function setMinReportDelay(uint256 _delay) external onlyAuthorized { | |
minReportDelay = _delay; | |
emit UpdatedMinReportDelay(_delay); | |
} | |
/** | |
* @notice | |
* Used to change `maxReportDelay`. `maxReportDelay` is the maximum number | |
* of blocks that should pass for `harvest()` to be called. | |
* | |
* For external keepers (such as the Keep3r network), this is the maximum | |
* time between jobs to wait. (see `harvestTrigger()` | |
* for more details.) | |
* | |
* This may only be called by governance or the strategist. | |
* @param _delay The maximum number of seconds to wait between harvests. | |
*/ | |
function setMaxReportDelay(uint256 _delay) external onlyAuthorized { | |
maxReportDelay = _delay; | |
emit UpdatedMaxReportDelay(_delay); | |
} | |
/** | |
* @notice | |
* Used to change `profitFactor`. `profitFactor` is used to determine | |
* if it's worthwhile to harvest, given gas costs. (See `harvestTrigger()` | |
* for more details.) | |
* | |
* This may only be called by governance or the strategist. | |
* @param _profitFactor A ratio to multiply anticipated | |
* `harvest()` gas cost against. | |
*/ | |
function setProfitFactor(uint256 _profitFactor) external onlyAuthorized { | |
profitFactor = _profitFactor; | |
emit UpdatedProfitFactor(_profitFactor); | |
} | |
/** | |
* @notice | |
* Sets how far the Strategy can go into loss without a harvest and report | |
* being required. | |
* | |
* By default this is 0, meaning any losses would cause a harvest which | |
* will subsequently report the loss to the Vault for tracking. (See | |
* `harvestTrigger()` for more details.) | |
* | |
* This may only be called by governance or the strategist. | |
* @param _debtThreshold How big of a loss this Strategy may carry without | |
* being required to report to the Vault. | |
*/ | |
function setDebtThreshold(uint256 _debtThreshold) external onlyAuthorized { | |
debtThreshold = _debtThreshold; | |
emit UpdatedDebtThreshold(_debtThreshold); | |
} | |
/** | |
* @notice | |
* Used to change `metadataURI`. `metadataURI` is used to store the URI | |
* of the file describing the strategy. | |
* | |
* This may only be called by governance or the strategist. | |
* @param _metadataURI The URI that describe the strategy. | |
*/ | |
function setMetadataURI(string calldata _metadataURI) external onlyAuthorized { | |
metadataURI = _metadataURI; | |
emit UpdatedMetadataURI(_metadataURI); | |
} | |
/** | |
* Resolve governance address from Vault contract, used to make assertions | |
* on protected functions in the Strategy. | |
*/ | |
function governance() internal view returns (address) { | |
return vault.governance(); | |
} | |
/** | |
* @notice | |
* Provide an accurate conversion from `_amtInWei` (denominated in wei) | |
* to `want` (using the native decimal characteristics of `want`). | |
* @dev | |
* Care must be taken when working with decimals to assure that the conversion | |
* is compatible. As an example: | |
* | |
* given 1e17 wei (0.1 ETH) as input, and want is USDC (6 decimals), | |
* with USDC/ETH = 1800, this should give back 1800000000 (180 USDC) | |
* | |
* @param _amtInWei The amount (in wei/1e-18 ETH) to convert to `want` | |
* @return The amount in `want` of `_amtInEth` converted to `want` | |
**/ | |
function ethToWant(uint256 _amtInWei) public view virtual returns (uint256); | |
/** | |
* @notice | |
* Provide an accurate estimate for the total amount of assets | |
* (principle + return) that this Strategy is currently managing, | |
* denominated in terms of `want` tokens. | |
* | |
* This total should be "realizable" e.g. the total value that could | |
* *actually* be obtained from this Strategy if it were to divest its | |
* entire position based on current on-chain conditions. | |
* @dev | |
* Care must be taken in using this function, since it relies on external | |
* systems, which could be manipulated by the attacker to give an inflated | |
* (or reduced) value produced by this function, based on current on-chain | |
* conditions (e.g. this function is possible to influence through | |
* flashloan attacks, oracle manipulations, or other DeFi attack | |
* mechanisms). | |
* | |
* It is up to governance to use this function to correctly order this | |
* Strategy relative to its peers in the withdrawal queue to minimize | |
* losses for the Vault based on sudden withdrawals. This value should be | |
* higher than the total debt of the Strategy and higher than its expected | |
* value to be "safe". | |
* @return The estimated total assets in this Strategy. | |
*/ | |
function estimatedTotalAssets() public view virtual returns (uint256); | |
/* | |
* @notice | |
* Provide an indication of whether this strategy is currently "active" | |
* in that it is managing an active position, or will manage a position in | |
* the future. This should correlate to `harvest()` activity, so that Harvest | |
* events can be tracked externally by indexing agents. | |
* @return True if the strategy is actively managing a position. | |
*/ | |
function isActive() public view returns (bool) { | |
return vault.strategies(address(this)).debtRatio > 0 || estimatedTotalAssets() > 0; | |
} | |
/** | |
* Perform any Strategy unwinding or other calls necessary to capture the | |
* "free return" this Strategy has generated since the last time its core | |
* position(s) were adjusted. Examples include unwrapping extra rewards. | |
* This call is only used during "normal operation" of a Strategy, and | |
* should be optimized to minimize losses as much as possible. | |
* | |
* This method returns any realized profits and/or realized losses | |
* incurred, and should return the total amounts of profits/losses/debt | |
* payments (in `want` tokens) for the Vault's accounting (e.g. | |
* `want.balanceOf(this) >= _debtPayment + _profit`). | |
* | |
* `_debtOutstanding` will be 0 if the Strategy is not past the configured | |
* debt limit, otherwise its value will be how far past the debt limit | |
* the Strategy is. The Strategy's debt limit is configured in the Vault. | |
* | |
* NOTE: `_debtPayment` should be less than or equal to `_debtOutstanding`. | |
* It is okay for it to be less than `_debtOutstanding`, as that | |
* should only used as a guide for how much is left to pay back. | |
* Payments should be made to minimize loss from slippage, debt, | |
* withdrawal fees, etc. | |
* | |
* See `vault.debtOutstanding()`. | |
*/ | |
function prepareReturn(uint256 _debtOutstanding) | |
internal | |
virtual | |
returns ( | |
uint256 _profit, | |
uint256 _loss, | |
uint256 _debtPayment | |
); | |
/** | |
* Perform any adjustments to the core position(s) of this Strategy given | |
* what change the Vault made in the "investable capital" available to the | |
* Strategy. Note that all "free capital" in the Strategy after the report | |
* was made is available for reinvestment. Also note that this number | |
* could be 0, and you should handle that scenario accordingly. | |
* | |
* See comments regarding `_debtOutstanding` on `prepareReturn()`. | |
*/ | |
function adjustPosition(uint256 _debtOutstanding) internal virtual; | |
/** | |
* Liquidate up to `_amountNeeded` of `want` of this strategy's positions, | |
* irregardless of slippage. Any excess will be re-invested with `adjustPosition()`. | |
* This function should return the amount of `want` tokens made available by the | |
* liquidation. If there is a difference between them, `_loss` indicates whether the | |
* difference is due to a realized loss, or if there is some other sitution at play | |
* (e.g. locked funds) where the amount made available is less than what is needed. | |
* | |
* NOTE: The invariant `_liquidatedAmount + _loss <= _amountNeeded` should always be maintained | |
*/ | |
function liquidatePosition(uint256 _amountNeeded) internal virtual returns (uint256 _liquidatedAmount, uint256 _loss); | |
/** | |
* Liquidate everything and returns the amount that got freed. | |
* This function is used during emergency exit instead of `prepareReturn()` to | |
* liquidate all of the Strategy's positions back to the Vault. | |
*/ | |
function liquidateAllPositions() internal virtual returns (uint256 _amountFreed); | |
/** | |
* @notice | |
* Provide a signal to the keeper that `tend()` should be called. The | |
* keeper will provide the estimated gas cost that they would pay to call | |
* `tend()`, and this function should use that estimate to make a | |
* determination if calling it is "worth it" for the keeper. This is not | |
* the only consideration into issuing this trigger, for example if the | |
* position would be negatively affected if `tend()` is not called | |
* shortly, then this can return `true` even if the keeper might be | |
* "at a loss" (keepers are always reimbursed by Yearn). | |
* @dev | |
* `callCostInWei` must be priced in terms of `wei` (1e-18 ETH). | |
* | |
* This call and `harvestTrigger()` should never return `true` at the same | |
* time. | |
* @param callCostInWei The keeper's estimated gas cost to call `tend()` (in wei). | |
* @return `true` if `tend()` should be called, `false` otherwise. | |
*/ | |
function tendTrigger(uint256 callCostInWei) public view virtual returns (bool) { | |
// We usually don't need tend, but if there are positions that need | |
// active maintainence, overriding this function is how you would | |
// signal for that. | |
// If your implementation uses the cost of the call in want, you can | |
// use uint256 callCost = ethToWant(callCostInWei); | |
return false; | |
} | |
/** | |
* @notice | |
* Adjust the Strategy's position. The purpose of tending isn't to | |
* realize gains, but to maximize yield by reinvesting any returns. | |
* | |
* See comments on `adjustPosition()`. | |
* | |
* This may only be called by governance, the strategist, or the keeper. | |
*/ | |
function tend() external onlyKeepers { | |
// Don't take profits with this call, but adjust for better gains | |
adjustPosition(vault.debtOutstanding()); | |
} | |
/** | |
* @notice | |
* Provide a signal to the keeper that `harvest()` should be called. The | |
* keeper will provide the estimated gas cost that they would pay to call | |
* `harvest()`, and this function should use that estimate to make a | |
* determination if calling it is "worth it" for the keeper. This is not | |
* the only consideration into issuing this trigger, for example if the | |
* position would be negatively affected if `harvest()` is not called | |
* shortly, then this can return `true` even if the keeper might be "at a | |
* loss" (keepers are always reimbursed by Yearn). | |
* @dev | |
* `callCostInWei` must be priced in terms of `wei` (1e-18 ETH). | |
* | |
* This call and `tendTrigger` should never return `true` at the | |
* same time. | |
* | |
* See `min/maxReportDelay`, `profitFactor`, `debtThreshold` to adjust the | |
* strategist-controlled parameters that will influence whether this call | |
* returns `true` or not. These parameters will be used in conjunction | |
* with the parameters reported to the Vault (see `params`) to determine | |
* if calling `harvest()` is merited. | |
* | |
* It is expected that an external system will check `harvestTrigger()`. | |
* This could be a script run off a desktop or cloud bot (e.g. | |
* https://github.com/iearn-finance/yearn-vaults/blob/main/scripts/keep.py), | |
* or via an integration with the Keep3r network (e.g. | |
* https://github.com/Macarse/GenericKeep3rV2/blob/master/contracts/keep3r/GenericKeep3rV2.sol). | |
* @param callCostInWei The keeper's estimated gas cost to call `harvest()` (in wei). | |
* @return `true` if `harvest()` should be called, `false` otherwise. | |
*/ | |
function harvestTrigger(uint256 callCostInWei) public view virtual returns (bool) { | |
uint256 callCost = ethToWant(callCostInWei); | |
StrategyParams memory params = vault.strategies(address(this)); | |
// Should not trigger if Strategy is not activated | |
if (params.activation == 0) return false; | |
// Should not trigger if we haven't waited long enough since previous harvest | |
if (block.timestamp.sub(params.lastReport) < minReportDelay) return false; | |
// Should trigger if hasn't been called in a while | |
if (block.timestamp.sub(params.lastReport) >= maxReportDelay) return true; | |
// If some amount is owed, pay it back | |
// NOTE: Since debt is based on deposits, it makes sense to guard against large | |
// changes to the value from triggering a harvest directly through user | |
// behavior. This should ensure reasonable resistance to manipulation | |
// from user-initiated withdrawals as the outstanding debt fluctuates. | |
uint256 outstanding = vault.debtOutstanding(); | |
if (outstanding > debtThreshold) return true; | |
// Check for profits and losses | |
uint256 total = estimatedTotalAssets(); | |
// Trigger if we have a loss to report | |
if (total.add(debtThreshold) < params.totalDebt) return true; | |
uint256 profit = 0; | |
if (total > params.totalDebt) profit = total.sub(params.totalDebt); // We've earned a profit! | |
// Otherwise, only trigger if it "makes sense" economically (gas cost | |
// is <N% of value moved) | |
uint256 credit = vault.creditAvailable(); | |
return (profitFactor.mul(callCost) < credit.add(profit)); | |
} | |
/** | |
* @notice | |
* Harvests the Strategy, recognizing any profits or losses and adjusting | |
* the Strategy's position. | |
* | |
* In the rare case the Strategy is in emergency shutdown, this will exit | |
* the Strategy's position. | |
* | |
* This may only be called by governance, the strategist, or the keeper. | |
* @dev | |
* When `harvest()` is called, the Strategy reports to the Vault (via | |
* `vault.report()`), so in some cases `harvest()` must be called in order | |
* to take in profits, to borrow newly available funds from the Vault, or | |
* otherwise adjust its position. In other cases `harvest()` must be | |
* called to report to the Vault on the Strategy's position, especially if | |
* any losses have occurred. | |
*/ | |
function harvest() external onlyKeepers { | |
uint256 profit = 0; | |
uint256 loss = 0; | |
uint256 debtOutstanding = vault.debtOutstanding(); | |
uint256 debtPayment = 0; | |
if (emergencyExit) { | |
// Free up as much capital as possible | |
uint256 amountFreed = liquidateAllPositions(); | |
if (amountFreed < debtOutstanding) { | |
loss = debtOutstanding.sub(amountFreed); | |
} else if (amountFreed > debtOutstanding) { | |
profit = amountFreed.sub(debtOutstanding); | |
} | |
debtPayment = debtOutstanding.sub(loss); | |
} else { | |
// Free up returns for Vault to pull | |
(profit, loss, debtPayment) = prepareReturn(debtOutstanding); | |
} | |
// Allow Vault to take up to the "harvested" balance of this contract, | |
// which is the amount it has earned since the last time it reported to | |
// the Vault. | |
uint256 totalDebt = vault.strategies(address(this)).totalDebt; | |
debtOutstanding = vault.report(profit, loss, debtPayment); | |
// Check if free returns are left, and re-invest them | |
adjustPosition(debtOutstanding); | |
// call healthCheck contract | |
if (doHealthCheck && healthCheck != address(0)) { | |
require(HealthCheck(healthCheck).check(profit, loss, debtPayment, debtOutstanding, totalDebt), "!healthcheck"); | |
} else { | |
doHealthCheck = true; | |
} | |
emit Harvested(profit, loss, debtPayment, debtOutstanding); | |
} | |
/** | |
* @notice | |
* Withdraws `_amountNeeded` to `vault`. | |
* | |
* This may only be called by the Vault. | |
* @param _amountNeeded How much `want` to withdraw. | |
* @return _loss Any realized losses | |
*/ | |
function withdraw(uint256 _amountNeeded) external returns (uint256 _loss) { | |
require(msg.sender == address(vault), "!vault"); | |
// Liquidate as much as possible to `want`, up to `_amountNeeded` | |
uint256 amountFreed; | |
(amountFreed, _loss) = liquidatePosition(_amountNeeded); | |
// Send it directly back (NOTE: Using `msg.sender` saves some gas here) | |
want.safeTransfer(msg.sender, amountFreed); | |
// NOTE: Reinvest anything leftover on next `tend`/`harvest` | |
} | |
/** | |
* Do anything necessary to prepare this Strategy for migration, such as | |
* transferring any reserve or LP tokens, CDPs, or other tokens or stores of | |
* value. | |
*/ | |
function prepareMigration(address _newStrategy) internal virtual; | |
/** | |
* @notice | |
* Transfers all `want` from this Strategy to `_newStrategy`. | |
* | |
* This may only be called by the Vault. | |
* @dev | |
* The new Strategy's Vault must be the same as this Strategy's Vault. | |
* The migration process should be carefully performed to make sure all | |
* the assets are migrated to the new address, which should have never | |
* interacted with the vault before. | |
* @param _newStrategy The Strategy to migrate to. | |
*/ | |
function migrate(address _newStrategy) external { | |
require(msg.sender == address(vault)); | |
require(BaseStrategy(_newStrategy).vault() == vault); | |
prepareMigration(_newStrategy); | |
want.safeTransfer(_newStrategy, want.balanceOf(address(this))); | |
} | |
/** | |
* @notice | |
* Activates emergency exit. Once activated, the Strategy will exit its | |
* position upon the next harvest, depositing all funds into the Vault as | |
* quickly as is reasonable given on-chain conditions. | |
* | |
* This may only be called by governance or the strategist. | |
* @dev | |
* See `vault.setEmergencyShutdown()` and `harvest()` for further details. | |
*/ | |
function setEmergencyExit() external onlyEmergencyAuthorized { | |
emergencyExit = true; | |
vault.revokeStrategy(); | |
emit EmergencyExitEnabled(); | |
} | |
/** | |
* Override this to add all tokens/tokenized positions this contract | |
* manages on a *persistent* basis (e.g. not just for swapping back to | |
* want ephemerally). | |
* | |
* NOTE: Do *not* include `want`, already included in `sweep` below. | |
* | |
* Example: | |
* ``` | |
* function protectedTokens() internal override view returns (address[] memory) { | |
* address[] memory protected = new address[](3); | |
* protected[0] = tokenA; | |
* protected[1] = tokenB; | |
* protected[2] = tokenC; | |
* return protected; | |
* } | |
* ``` | |
*/ | |
function protectedTokens() internal view virtual returns (address[] memory); | |
/** | |
* @notice | |
* Removes tokens from this Strategy that are not the type of tokens | |
* managed by this Strategy. This may be used in case of accidentally | |
* sending the wrong kind of token to this Strategy. | |
* | |
* Tokens will be sent to `governance()`. | |
* | |
* This will fail if an attempt is made to sweep `want`, or any tokens | |
* that are protected by this Strategy. | |
* | |
* This may only be called by governance. | |
* @dev | |
* Implement `protectedTokens()` to specify any additional tokens that | |
* should be protected from sweeping in addition to `want`. | |
* @param _token The token to transfer out of this vault. | |
*/ | |
function sweep(address _token) external onlyGovernance { | |
require(_token != address(want), "!want"); | |
require(_token != address(vault), "!shares"); | |
address[] memory _protectedTokens = protectedTokens(); | |
for (uint256 i; i < _protectedTokens.length; i++) require(_token != _protectedTokens[i], "!protected"); | |
IERC20(_token).safeTransfer(governance(), IERC20(_token).balanceOf(address(this))); | |
} | |
} | |
abstract contract BaseStrategyInitializable is BaseStrategy { | |
bool public isOriginal = true; | |
event Cloned(address indexed clone); | |
constructor(address _vault) public BaseStrategy(_vault) {} | |
function initialize( | |
address _vault, | |
address _strategist, | |
address _rewards, | |
address _keeper | |
) external virtual { | |
_initialize(_vault, _strategist, _rewards, _keeper); | |
} | |
function clone(address _vault) external returns (address) { | |
require(isOriginal, "!clone"); | |
return this.clone(_vault, msg.sender, msg.sender, msg.sender); | |
} | |
function clone( | |
address _vault, | |
address _strategist, | |
address _rewards, | |
address _keeper | |
) external returns (address newStrategy) { | |
// Copied from https://github.com/optionality/clone-factory/blob/master/contracts/CloneFactory.sol | |
bytes20 addressBytes = bytes20(address(this)); | |
assembly { | |
// EIP-1167 bytecode | |
let clone_code := mload(0x40) | |
mstore(clone_code, 0x3d602d80600a3d3981f3363d3d373d3d3d363d73000000000000000000000000) | |
mstore(add(clone_code, 0x14), addressBytes) | |
mstore(add(clone_code, 0x28), 0x5af43d82803e903d91602b57fd5bf30000000000000000000000000000000000) | |
newStrategy := create(0, clone_code, 0x37) | |
} | |
BaseStrategyInitializable(newStrategy).initialize(_vault, _strategist, _rewards, _keeper); | |
emit Cloned(newStrategy); | |
} | |
} | |
// File: StrategyAuraUSDClonable.sol | |
// These are the core Yearn libraries | |
interface IBaseFee { | |
function isCurrentBaseFeeAcceptable() external view returns (bool); | |
} | |
interface IFeedRegistry { | |
function getFeed(address, address) external view returns (address); | |
function latestRoundData(address, address) external view returns ( | |
uint80 roundId, | |
int256 answer, | |
uint256 startedAt, | |
uint256 updatedAt, | |
uint80 answeredInRound | |
); | |
} | |
interface IAuraRewards { | |
// strategy's staked balance in the staking contract | |
function balanceOf(address account) external view returns (uint256); | |
// read how much claimable BAL a strategy has | |
function earned(address account) external view returns (uint256); | |
// stake a aura tokenized deposit | |
function stake(uint256 _amount) external returns (bool); | |
// withdraw to a aura tokenized deposit, probably never need to use this | |
function withdraw(uint256 _amount, bool _claim) external returns (bool); | |
// withdraw directly to bpt token, this is what we primarily use | |
function withdrawAndUnwrap(uint256 _amount, bool _claim) | |
external | |
returns (bool); | |
// claim rewards, with an option to claim extra rewards or not | |
function getReward(address _account, bool _claimExtras) | |
external | |
returns (bool); | |
// check if we have rewards on a pool | |
function extraRewardsLength() external view returns (uint256); | |
// if we have rewards, see what the address is | |
function extraRewards(uint256 _reward) external view returns (address); | |
// read our rewards token | |
function rewardToken() external view returns (address); | |
// check our reward period finish | |
function periodFinish() external view returns (uint256); | |
} | |
interface IAuraDeposit { | |
// deposit into Aura, receive a tokenized deposit. parameter to stake immediately (we always do this). | |
function deposit( | |
uint256 _pid, | |
uint256 _amount, | |
bool _stake | |
) external returns (bool); | |
// burn a tokenized deposit (Aura deposit tokens) to receive Bal lp tokens back | |
function withdraw(uint256 _pid, uint256 _amount) external returns (bool); | |
// give us info about a pool based on its pid | |
function poolInfo(uint256) | |
external | |
view | |
returns ( | |
address, | |
address, | |
address, | |
address, | |
address, | |
bool | |
); | |
} | |
abstract contract StrategyAuraBase is BaseStrategy { | |
using Address for address; | |
/* ========== STATE VARIABLES ========== */ | |
// these should stay the same across different wants. | |
// Aura stuff | |
address internal constant depositContract = | |
0x7818A1DA7BD1E64c199029E86Ba244a9798eEE10; // this is the deposit contract that all pools use, aka booster | |
IAuraRewards public rewardsContract; // This is unique to each Balancer pool | |
uint256 public pid; // this is unique to each pool | |
// keepBAL stuff | |
uint256 public keepBAL; // the percentage of BAL we re-lock for boost (in basis points) | |
address internal constant voter = | |
0xc999dE72BFAFB936Cb399B94A8048D24a27eD1Ff; // Yearn's veBAL voter, we send some extra BAL here | |
uint256 internal constant FEE_DENOMINATOR = 10000; // this means all of our fee values are in basis points | |
// Swap stuff | |
IERC20 internal constant bal = | |
IERC20(0xba100000625a3754423978a60c9317c58a424e3D); | |
IERC20 internal constant auraToken = | |
IERC20(0xC0c293ce456fF0ED870ADd98a0828Dd4d2903DBF); | |
IERC20 internal constant weth = | |
IERC20(0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2); | |
// keeper stuff | |
uint256 public harvestProfitMin; // minimum size in USD (6 decimals) that we want to harvest | |
uint256 public harvestProfitMax; // maximum size in USD (6 decimals) that we want to harvest | |
uint256 public creditThreshold; // amount of credit in underlying tokens that will automatically trigger a harvest | |
bool internal forceHarvestTriggerOnce; // only set this to true when we want to trigger our keepers to harvest for us | |
string internal stratName; | |
// aura-specific variables | |
bool public claimRewards; // boolean if we should always claim rewards when withdrawing, usually via withdrawAndUnwrap (generally this should be false) | |
/* ========== CONSTRUCTOR ========== */ | |
constructor(address _vault) public BaseStrategy(_vault) {} | |
/* ========== VIEWS ========== */ | |
function name() external view override returns (string memory) { | |
return stratName; | |
} | |
/// @notice How much want we have staked in Aura | |
function stakedBalance() public view returns (uint256) { | |
return rewardsContract.balanceOf(address(this)); | |
} | |
/// @notice Balance of want sitting in our strategy | |
function balanceOfWant() public view returns (uint256) { | |
return want.balanceOf(address(this)); | |
} | |
/// @notice How much bal we can claim from the staking contract | |
function claimableBalance() public view returns (uint256) { | |
return rewardsContract.earned(address(this)); | |
} | |
function estimatedTotalAssets() public view override returns (uint256) { | |
return balanceOfWant().add(stakedBalance()); | |
} | |
/* ========== MUTATIVE FUNCTIONS ========== */ | |
function adjustPosition(uint256 _debtOutstanding) internal override { | |
if (emergencyExit) { | |
return; | |
} | |
// Send all of our Bal pool tokens to be deposited | |
uint256 _toInvest = balanceOfWant(); | |
// deposit into Aura and stake immediately (but only if we have something to invest) | |
if (_toInvest > 0) { | |
IAuraDeposit(depositContract).deposit(pid, _toInvest, true); | |
} | |
} | |
function liquidatePosition(uint256 _amountNeeded) | |
internal | |
override | |
returns (uint256 _liquidatedAmount, uint256 _loss) | |
{ | |
uint256 _wantBal = balanceOfWant(); | |
if (_amountNeeded > _wantBal) { | |
uint256 _stakedBal = stakedBalance(); | |
if (_stakedBal > 0) { | |
rewardsContract.withdrawAndUnwrap( | |
Math.min(_stakedBal, _amountNeeded.sub(_wantBal)), | |
claimRewards | |
); | |
} | |
uint256 _withdrawnBal = balanceOfWant(); | |
_liquidatedAmount = Math.min(_amountNeeded, _withdrawnBal); | |
_loss = _amountNeeded.sub(_liquidatedAmount); | |
} else { | |
// we have enough balance to cover the liquidation available | |
return (_amountNeeded, 0); | |
} | |
} | |
// fire sale, get rid of it all! | |
function liquidateAllPositions() internal override returns (uint256) { | |
uint256 _stakedBal = stakedBalance(); | |
if (_stakedBal > 0) { | |
// don't bother withdrawing zero | |
rewardsContract.withdrawAndUnwrap(_stakedBal, claimRewards); | |
} | |
return balanceOfWant(); | |
} | |
// in case we need to exit into the aura deposit token, this will allow us to do that | |
// make sure to check claimRewards before this step if needed | |
// plan to have gov sweep aura deposit tokens from strategy after this | |
function withdrawToConvexDepositTokens() external onlyVaultManagers { | |
uint256 _stakedBal = stakedBalance(); | |
if (_stakedBal > 0) { | |
rewardsContract.withdraw(_stakedBal, claimRewards); | |
} | |
} | |
// we don't want for these tokens to be swept out. We allow gov to sweep out AURA vault tokens; we would only be holding these if things were really, really rekt. | |
function protectedTokens() | |
internal | |
view | |
override | |
returns (address[] memory) | |
{} | |
/* ========== SETTERS ========== */ | |
// These functions are useful for setting parameters of the strategy that may need to be adjusted. | |
// Set the amount of bal to be locked in Yearn's vebal voter from each harvest. Default is 10%. | |
function setKeepBAL(uint256 _keepBAL) external onlyVaultManagers { | |
require(_keepBAL <= 10_000); | |
keepBAL = _keepBAL; | |
} | |
// We usually don't need to claim rewards on withdrawals, but might change our mind for migrations etc | |
function setClaimRewards(bool _claimRewards) external onlyVaultManagers { | |
claimRewards = _claimRewards; | |
} | |
// This allows us to manually harvest with our keeper as needed | |
function setForceHarvestTriggerOnce(bool _forceHarvestTriggerOnce) | |
external | |
onlyVaultManagers | |
{ | |
forceHarvestTriggerOnce = _forceHarvestTriggerOnce; | |
} | |
} | |
contract StrategyAuraUSDClonable is StrategyAuraBase { | |
/* ========== STATE VARIABLES ========== */ | |
// these will likely change across different wants. | |
bool public checkEarmark; // this determines if we should check if we need to earmark rewards before harvesting | |
// Balancer stuff | |
//The main Balancer vault | |
IBalancerVault internal constant balancerVault = | |
IBalancerVault(0xBA12222222228d8Ba445958a75a0704d566BF2C8); | |
//Pools we use for swapping rewards | |
bytes32 internal constant balEthPoolId = | |
bytes32(0x5c6ee304399dbdb9c8ef030ab642b10820db8f56000200000000000000000014); | |
bytes32 internal constant auraEthPoolId = | |
bytes32(0xc29562b045d80fd77c69bec09541f5c16fe20d9d000200000000000000000251); | |
bytes32 internal constant ethUsdcPoolId = | |
bytes32(0x96646936b91d6b9d7d0c47c496afbf3d6ec7b6f8000200000000000000000019); | |
bytes32 internal constant bbUSDCPoolId = | |
bytes32(0x9210f1204b5a24742eba12f710636d76240df3d00000000000000000000000fc); | |
//We will swap rewards to usdc to create new lp position on harvests due to higher liquidity | |
IERC20 internal constant usdc = | |
IERC20(0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48); | |
address internal constant bbUSDCPool = | |
0x9210F1204b5a24742Eba12f710636D76240dF3d0; | |
//The want Balancer Pool Id | |
bytes32 internal poolId; | |
//address of the trade factory to be used for extra rewards | |
address public tradeFactory; | |
// check for cloning | |
bool internal isOriginal = true; | |
/* ========== CONSTRUCTOR ========== */ | |
constructor( | |
address _vault, | |
uint256 _pid, | |
string memory _name | |
) public StrategyAuraBase(_vault) { | |
_initializeStrat(_pid, _name); | |
} | |
/* ========== CLONING ========== */ | |
event Cloned(address indexed clone); | |
// we use this to clone our original strategy to other vaults | |
function cloneStrategyAuraUSD( | |
address _vault, | |
address _strategist, | |
address _rewards, | |
address _keeper, | |
uint256 _pid, | |
string memory _name | |
) external returns (address newStrategy) { | |
require(isOriginal); | |
// Copied from https://github.com/optionality/clone-factory/blob/master/contracts/CloneFactory.sol | |
bytes20 addressBytes = bytes20(address(this)); | |
assembly { | |
// EIP-1167 bytecode | |
let clone_code := mload(0x40) | |
mstore( | |
clone_code, | |
0x3d602d80600a3d3981f3363d3d373d3d3d363d73000000000000000000000000 | |
) | |
mstore(add(clone_code, 0x14), addressBytes) | |
mstore( | |
add(clone_code, 0x28), | |
0x5af43d82803e903d91602b57fd5bf30000000000000000000000000000000000 | |
) | |
newStrategy := create(0, clone_code, 0x37) | |
} | |
StrategyAuraUSDClonable(newStrategy).initialize( | |
_vault, | |
_strategist, | |
_rewards, | |
_keeper, | |
_pid, | |
_name | |
); | |
emit Cloned(newStrategy); | |
} | |
// this will only be called by the clone function above | |
function initialize( | |
address _vault, | |
address _strategist, | |
address _rewards, | |
address _keeper, | |
uint256 _pid, | |
string memory _name | |
) public { | |
_initialize(_vault, _strategist, _rewards, _keeper); | |
_initializeStrat(_pid, _name); | |
} | |
// this is called by our original strategy, as well as any clones | |
function _initializeStrat( | |
uint256 _pid, | |
string memory _name | |
) internal { | |
// You can set these parameters on deployment to whatever you want | |
maxReportDelay = 21 days; // 21 days in seconds, if we hit this then harvestTrigger = True | |
healthCheck = 0xDDCea799fF1699e98EDF118e0629A974Df7DF012; // health.ychad.eth | |
harvestProfitMin = 1_000e6; | |
harvestProfitMax = 10_000e6; | |
creditThreshold = 1e6 * 1e18; | |
// want = Balancer LP | |
want.approve(address(depositContract), type(uint256).max); | |
auraToken.approve(address(balancerVault), type(uint256).max); | |
bal.approve(address(balancerVault), type(uint256).max); | |
usdc.approve(address(balancerVault), type(uint256).max); | |
// this is the pool specific to this vault, but we only use it as an address | |
poolId = IBalancerPool(address(want)).getPoolId(); | |
// setup our rewards contract | |
pid = _pid; // this is the pool ID on aura, we use this to determine what the reweardsContract address is | |
(address lptoken, , , address _rewardsContract, , ) = | |
IAuraDeposit(depositContract).poolInfo(_pid); | |
// set up our rewardsContract | |
rewardsContract = IAuraRewards(_rewardsContract); | |
// check that our LP token based on our pid matches our want | |
require(address(lptoken) == address(want)); | |
// set our strategy's name | |
stratName = _name; | |
} | |
/* ========== MUTATIVE FUNCTIONS ========== */ | |
function prepareReturn(uint256 _debtOutstanding) | |
internal | |
override | |
returns ( | |
uint256 _profit, | |
uint256 _loss, | |
uint256 _debtPayment | |
) | |
{ | |
// this claims our BAL, AURA, and any extra tokens like SNX or ANKR. no harm leaving this true even if no extra rewards currently. | |
rewardsContract.getReward(address(this), true); | |
uint256 balBalance = bal.balanceOf(address(this)); | |
uint256 auraBalance = auraToken.balanceOf(address(this)); | |
uint256 _sendToVoter = balBalance.mul(keepBAL).div(FEE_DENOMINATOR); | |
if (_sendToVoter > 0) { | |
bal.safeTransfer(voter, _sendToVoter); | |
} | |
// check our balance again after transferring some BAL to our voter | |
balBalance = bal.balanceOf(address(this)); | |
if (balBalance > 0 && auraBalance > 0) { | |
_sellBalAndAura(balBalance, auraBalance); | |
} | |
createUSDCLP(); | |
// debtOustanding will only be > 0 in the event of revoking or if we need to rebalance from a withdrawal or lowering the debtRatio | |
if (_debtOutstanding > 0) { | |
uint256 _stakedBal = stakedBalance(); | |
if (_stakedBal > 0) { | |
rewardsContract.withdrawAndUnwrap( | |
Math.min(_stakedBal, _debtOutstanding), | |
claimRewards | |
); | |
} | |
uint256 _withdrawnBal = balanceOfWant(); | |
_debtPayment = Math.min(_debtOutstanding, _withdrawnBal); | |
} | |
// serious loss should never happen, but if it does (for instance, if Balancer is hacked), let's record it accurately | |
uint256 assets = estimatedTotalAssets(); | |
uint256 debt = vault.strategies(address(this)).totalDebt; | |
// if assets are greater than debt, things are working great! | |
if (assets > debt) { | |
_profit = assets.sub(debt); | |
uint256 _wantBal = balanceOfWant(); | |
if (_profit.add(_debtPayment) > _wantBal) { | |
// this should only be hit following donations to strategy | |
liquidateAllPositions(); | |
} | |
} | |
// if assets are less than debt, we are in trouble | |
else { | |
_loss = debt.sub(assets); | |
} | |
// we're done harvesting, so reset our trigger if we used it | |
forceHarvestTriggerOnce = false; | |
} | |
// migrate our want token to a new strategy if needed, make sure to check claimRewards first | |
// also send over any BAL or AURA that is claimed; for migrations we definitely want to claim | |
function prepareMigration(address _newStrategy) internal override { | |
uint256 _stakedBal = stakedBalance(); | |
if (_stakedBal > 0) { | |
rewardsContract.withdrawAndUnwrap(_stakedBal, claimRewards); | |
} | |
uint256 balBalance = bal.balanceOf(address(this)); | |
uint256 auraBalance = auraToken.balanceOf(address(this)); | |
if (balBalance > 0){ | |
bal.transfer(_newStrategy, balBalance); | |
} | |
if (auraBalance > 0){ | |
auraToken.transfer(_newStrategy, auraBalance); | |
} | |
} | |
// Sells both BAL and AURA -> WETH -> USDC | |
function _sellBalAndAura(uint256 _balAmount, uint256 _auraAmount) | |
internal | |
{ | |
IBalancerVault.BatchSwapStep[] memory swaps = new IBalancerVault.BatchSwapStep[](4); | |
//Sell bal -> weth | |
swaps[0] = IBalancerVault.BatchSwapStep( | |
balEthPoolId, | |
0, | |
2, | |
_balAmount, | |
abi.encode(0) | |
); | |
//Sell WETH -> USDC due to higher liquidity | |
swaps[1] = IBalancerVault.BatchSwapStep( | |
ethUsdcPoolId, | |
2, | |
3, | |
0, | |
abi.encode(0) | |
); | |
//Sell Aura -> Weth | |
swaps[2] = IBalancerVault.BatchSwapStep( | |
auraEthPoolId, | |
1, | |
2, | |
_auraAmount, | |
abi.encode(0) | |
); | |
//Sell WETH -> USDC due to higher liquidity | |
swaps[3] = IBalancerVault.BatchSwapStep( | |
ethUsdcPoolId, | |
2, | |
3, | |
0, | |
abi.encode(0) | |
); | |
//Match the token address with the desired index for this trade | |
IAsset[] memory assets = new IAsset[](4); | |
assets[0] = IAsset(address(bal)); | |
assets[1] = IAsset(address(auraToken)); | |
assets[2] = IAsset(address(weth)); | |
assets[3] = IAsset(address(usdc)); | |
//Only min we need to set is for the balances going in | |
int[] memory limits = new int[](4); | |
limits[0] = int(_balAmount); | |
limits[1] = int(_auraAmount); | |
balancerVault.batchSwap( | |
IBalancerVault.SwapKind.GIVEN_IN, | |
swaps, | |
assets, | |
getFundManagement(), | |
limits, | |
block.timestamp | |
); | |
} | |
/* | |
* @notice | |
* Function available internally to create an lp during harvests | |
* Will only use USDC since that is what is swapped to during harvests | |
*/ | |
function createUSDCLP() internal { | |
uint256 balance = IERC20(usdc).balanceOf(address(this)); | |
if(balance == 0) return; | |
IBalancerVault.BatchSwapStep[] memory swaps = new IBalancerVault.BatchSwapStep[](2); | |
IAsset[] memory assets = new IAsset[](3); | |
int[] memory limits = new int[](3); | |
//Swap usdc -> bb-usdc | |
swaps[0] = IBalancerVault.BatchSwapStep( | |
bbUSDCPoolId, | |
0, | |
1, | |
balance, | |
abi.encode(0) | |
); | |
//swap bb-usdc -> bb-USD | |
swaps[1] = IBalancerVault.BatchSwapStep( | |
poolId, | |
1, | |
2, | |
0, | |
abi.encode(0) | |
); | |
assets[0] = IAsset(address(usdc)); | |
assets[1] = IAsset(bbUSDCPool); | |
assets[2] = IAsset(address(want)); | |
limits[0] = int(balance); | |
balancerVault.batchSwap( | |
IBalancerVault.SwapKind.GIVEN_IN, | |
swaps, | |
assets, | |
getFundManagement(), | |
limits, | |
block.timestamp | |
); | |
} | |
/* ========== KEEP3RS ========== */ | |
// use this to determine when to harvest | |
function harvestTrigger(uint256 callCostinEth) | |
public | |
view | |
override | |
returns (bool) | |
{ | |
// Should not trigger if strategy is not active (no assets and no debtRatio). This means we don't need to adjust keeper job. | |
if (!isActive()) { | |
return false; | |
} | |
// only check if we need to earmark on vaults we know are problematic | |
if (checkEarmark) { | |
// don't harvest if we need to earmark aura rewards | |
if (needsEarmarkReward()) { | |
return false; | |
} | |
} | |
// harvest if we have a profit to claim at our upper limit without considering gas price | |
uint256 claimableProfit = claimableProfitInUsdt(); | |
if (claimableProfit > harvestProfitMax) { | |
return true; | |
} | |
// check if the base fee gas price is higher than we allow. if it is, block harvests. | |
if (!isBaseFeeAcceptable()) { | |
return false; | |
} | |
// trigger if we want to manually harvest, but only if our gas price is acceptable | |
if (forceHarvestTriggerOnce) { | |
return true; | |
} | |
// harvest if we have a sufficient profit to claim, but only if our gas price is acceptable | |
if (claimableProfit > harvestProfitMin) { | |
return true; | |
} | |
StrategyParams memory params = vault.strategies(address(this)); | |
// harvest no matter what once we reach our maxDelay | |
if (block.timestamp.sub(params.lastReport) > maxReportDelay) { | |
return true; | |
} | |
// harvest our credit if it's above our threshold | |
if (vault.creditAvailable() > creditThreshold) { | |
return true; | |
} | |
// otherwise, we don't harvest | |
return false; | |
} | |
// only checks bal rewards. | |
//Returns the expected value of the rewards in USDT, 1e6 | |
function claimableProfitInUsdt() public view returns (uint256) { | |
(, int256 balPrice,,,) = IFeedRegistry(0x47Fb2585D2C56Fe188D0E6ec628a38b74fCeeeDf).latestRoundData( | |
address(bal), | |
address(0x0000000000000000000000000000000000000348) // USD | |
); | |
//Get the latest oracle price for bal * amount of bal / (1e18 + 1e2) to adjust oracle price that is 1e8 | |
return uint256(balPrice).mul(claimableBalance()).div(1e20); | |
} | |
// convert our keeper's eth cost into want, we don't need this anymore since we don't use baseStrategy harvestTrigger | |
function ethToWant(uint256 _ethAmount) | |
public | |
view | |
override | |
returns (uint256) | |
{} | |
// check if the current baseFee is below our external target | |
function isBaseFeeAcceptable() internal view returns (bool) { | |
return | |
IBaseFee(0xb5e1CAcB567d98faaDB60a1fD4820720141f064F) | |
.isCurrentBaseFeeAcceptable(); | |
} | |
/// @notice True if someone needs to earmark rewards on aura before keepers harvest again | |
// check if someone needs to earmark rewards on aura before keepers harvest again | |
function needsEarmarkReward() public view returns (bool needsEarmark) { | |
// check if there is any BAL we need to earmark | |
uint256 balExpiry = rewardsContract.periodFinish(); | |
return balExpiry < block.timestamp; | |
} | |
// ---------------------- YSWAPS FUNCTIONS ----------------------\\ | |
//Only use the yswaps for any "extra" tokens | |
//If there are none, tradeFactory can stay set to address(0) | |
function updateTradeFactory(address _newTradeFactory) | |
external | |
onlyGovernance | |
{ | |
if (tradeFactory != address(0)) { | |
_removeTradeFactoryPermissions(); | |
} | |
tradeFactory = _newTradeFactory; | |
if (_newTradeFactory != address(0)) { | |
_setUpTradeFactory(); | |
} | |
} | |
// once this is called setupTradefactory must be called to get things working again | |
function removeTradeFactoryPermissions() external onlyEmergencyAuthorized { | |
_removeTradeFactoryPermissions(); | |
} | |
function _removeTradeFactoryPermissions() internal { | |
address _tradeFactory = tradeFactory; | |
if (_tradeFactory == address(0)) { | |
return; | |
} | |
ITradeFactory tf = ITradeFactory(_tradeFactory); | |
uint256 extraRewards = rewardsContract.extraRewardsLength(); | |
for(uint256 i; i < extraRewards; i ++) { | |
address virtualRewardsPool = rewardsContract.extraRewards(i); | |
address _rewardsToken = | |
IAuraRewards(virtualRewardsPool).rewardToken(); | |
IERC20(_rewardsToken).safeApprove(tradeFactory, 0); | |
tf.disable(_rewardsToken, address(want)); | |
} | |
tradeFactory = address(0); | |
} | |
function _setUpTradeFactory() internal { | |
//approve and set up trade factory | |
address _tradeFactory = tradeFactory; | |
uint256 extraRewards = rewardsContract.extraRewardsLength(); | |
//enable for all rewards tokens too | |
for(uint256 i; i < extraRewards; i ++) { | |
address virtualRewardsPool = rewardsContract.extraRewards(i); | |
address _rewardsToken = | |
IAuraRewards(virtualRewardsPool).rewardToken(); | |
IERC20(_rewardsToken).safeApprove(_tradeFactory, type(uint256).max); | |
ITradeFactory(_tradeFactory).enable(_rewardsToken, address(want)); | |
} | |
} | |
/* ========== SETTERS ========== */ | |
// These functions are useful for setting parameters of the strategy that may need to be adjusted. | |
// Min profit to start checking for harvests if gas is good, max will harvest no matter gas (both in USDT, 6 decimals). Credit threshold is in want token, and will trigger a harvest if credit is large enough. check earmark to look at aura's booster. | |
function setHarvestTriggerParams( | |
uint256 _harvestProfitMin, | |
uint256 _harvestProfitMax, | |
uint256 _creditThreshold, | |
bool _checkEarmark | |
) external onlyVaultManagers { | |
harvestProfitMin = _harvestProfitMin; | |
harvestProfitMax = _harvestProfitMax; | |
creditThreshold = _creditThreshold; | |
checkEarmark = _checkEarmark; | |
} | |
function manualClaimRewards() external onlyVaultManagers { | |
rewardsContract.getReward(address(this), true); | |
} | |
function getFundManagement() | |
internal | |
view | |
returns (IBalancerVault.FundManagement memory fundManagement) | |
{ | |
fundManagement = IBalancerVault.FundManagement( | |
address(this), | |
false, | |
payable(address(this)), | |
false | |
); | |
} | |
} |