cToken bidder changes

artifacts/index.ts

@@ -257,8 +257,10 @@ export {
   LibraryMockHelper,
   LiquidatorHelper,
   RebalancingHelper,
+  RebalancingSetBidderHelper,
   RebalancingSetV2Helper,
   RebalancingSetV3Helper,
+  RebalanceTestSetup,
   ValuationHelper
 } from '../utils/helpers';
 

contracts/helper/RebalancingSetCTokenBidder.sol

@@ -26,7 +26,9 @@ import { ERC20Wrapper } from "../lib/ERC20Wrapper.sol";
 import { ICToken } from "../core/interfaces/ICToken.sol";
 import { IRebalanceAuctionModule } from "../core/interfaces/IRebalanceAuctionModule.sol";
 import { IRebalancingSetToken } from "../core/interfaces/IRebalancingSetToken.sol";
+import { IRebalancingSetTokenV3 } from "../core/interfaces/IRebalancingSetTokenV3.sol";
 import { ITransferProxy } from "../core/interfaces/ITransferProxy.sol";
+import { ITWAPAuctionGetters } from "../core/interfaces/ITWAPAuctionGetters.sol";
 import { Rebalance } from "../core/lib/Rebalance.sol";
 
 
@@ -36,6 +38,10 @@ import { Rebalance } from "../core/lib/Rebalance.sol";
  *
  * A helper contract that mints a cToken from its underlying or redeems a cToken into 
  * its underlying used for bidding in the RebalanceAuctionModule.
+ * 
+ * CHANGELOG 6/8/2020:
+ * - Remove reentrant modifier on bidAndWithdraw. This modifier is already used in RebalanceAuctionModule
+ * - Add bidAndWithdrawTWAP function to check that bids can only succeed for the current auction chunk
  */
 contract RebalancingSetCTokenBidder is
     ReentrancyGuard
@@ -132,8 +138,7 @@ contract RebalancingSetCTokenBidder is
         uint256 _quantity,
         bool _allowPartialFill
     )
-        external
-        nonReentrant
+        public
     {
         // Get token flow arrays for the given bid quantity
         (
@@ -168,6 +173,51 @@ contract RebalancingSetCTokenBidder is
         );
     }
 
+    /**
+     * Bid on rebalancing a given quantity of sets held by a rebalancing token wrapping or unwrapping
+     * a target cToken involved. The tokens are returned to the user. This function is only compatible with
+     * Rebalancing Set Tokens that use TWAP liquidators
+     *
+     * During a TWAP chunk auction, there is an adverse scenario where a bidder submits a chunk auction bid
+     * with a low gas price and iterateChunkAuction is called before that transaction is mined. When the bidder’s
+     * transaction gets mined, it may execute at an unintended price. To combat this, he BidAndWithdrawTWAP
+     * function checks that a new chunk auction has not been initiated from the point of bidding. 
+     * The intended use case is that the bidder would retrieve the Rebalancing SetToken’s lastChunkAuctionEnd
+     * variable off-chain and submit it as part of the bid.
+     *
+     * @param  _rebalancingSetToken    Instance of the rebalancing token being bid on
+     * @param  _quantity               Number of currentSets to rebalance
+     * @param  _lastChunkTimestamp     Timestamp of end of previous chunk auction used to identify which
+                                       chunk the bidder wants to bid on
+     * @param  _allowPartialFill       Set to true if want to partially fill bid when quantity
+                                       is greater than currentRemainingSets
+     */
+
+    function bidAndWithdrawTWAP(
+        IRebalancingSetTokenV3 _rebalancingSetToken,
+        uint256 _quantity,
+        uint256 _lastChunkTimestamp,
+        bool _allowPartialFill
+    )
+        external
+    {
+        address liquidatorAddress = address(_rebalancingSetToken.liquidator());
+        address rebalancingSetTokenAddress = address(_rebalancingSetToken);
+
+        uint256 lastChunkAuctionEnd = ITWAPAuctionGetters(liquidatorAddress).getLastChunkAuctionEnd(rebalancingSetTokenAddress);
+
+        require(
+            lastChunkAuctionEnd == _lastChunkTimestamp,
+            "RebalancingSetCTokenBidder.bidAndWithdrawTWAP: Bid must be for intended chunk"
+        );
+
+        bidAndWithdraw(
+            IRebalancingSetToken(rebalancingSetTokenAddress),
+            _quantity,
+            _allowPartialFill
+        );
+    }
+
     /*
      * Get token inflows and outflows and combined token array denominated in underlying required
      * for bid for a given rebalancing Set token.

package.json

@@ -1,6 +1,6 @@
 {
   "name": "set-protocol-contracts",
-  "version": "1.4.12-beta",
+  "version": "1.4.13-beta",
   "description": "Smart contracts for {Set} Protocol",
   "main": "dist/artifacts/index.js",
   "typings": "dist/typings/artifacts/index.d.ts",