Merge pull request #34 from curvefi/feat/A_oracle

contracts/main/CurveStableSwapNGMath.vy

@@ -109,15 +109,14 @@ def get_D(
 
     D: uint256 = S
     Ann: uint256 = _amp * _n_coins
-    D_P: uint256 = 0
-    Dprev: uint256 = 0
 
     for i in range(255):
 
-        D_P = D
+        D_P: uint256 = D
         for x in _xp:
-            D_P = D_P * D / (x * _n_coins)  # If division by 0, this will be borked: only withdrawal will work. And that is good
-        Dprev = D
+            D_P = D_P * D / x  # If division by 0, this will be borked: only withdrawal will work. And that is good
+        D_P /= pow_mod256(_n_coins, _n_coins)
+        Dprev: uint256 = D
 
         # (Ann * S / A_PRECISION + D_P * _n_coins) * D / ((Ann - A_PRECISION) * D / A_PRECISION + (_n_coins + 1) * D_P)
         D = (
@@ -219,7 +218,7 @@ def exp(x: int256) -> uint256:
 
     # If the result is `< 0.5`, we return zero. This happens when we have the following:
     # "x <= floor(log(0.5e18) * 1e18) ~ -42e18".
-    if (x <= -42139678854452767551):
+    if (x <= -41446531673892822313):
         return empty(uint256)
 
     # When the result is "> (2 ** 255 - 1) / 1e18" we cannot represent it as a signed integer.

contracts/main/CurveStableSwapNGViews.vy

@@ -471,7 +471,13 @@ def _base_calc_token_amount(
 
     else:
 
-        raise "base_n_coins > 3 not supported yet."
+        base_inputs: DynArray[uint256, MAX_COINS] = empty(DynArray[uint256, MAX_COINS])
+        for i in range(base_n_coins, bound=MAX_COINS):
+            if i == convert(base_i, uint256):
+                base_inputs.append(dx)
+            else:
+                base_inputs.append(0)
+        return StableSwapNG(base_pool).calc_token_amount(base_inputs, is_deposit)
 
 
 @internal
@@ -575,15 +581,14 @@ def get_D(_xp: DynArray[uint256, MAX_COINS], _amp: uint256, N_COINS: uint256) ->
 
     D: uint256 = S
     Ann: uint256 = _amp * N_COINS
-    D_P: uint256 = 0
-    Dprev: uint256 = 0
 
     for i in range(255):
 
-        D_P = D
+        D_P: uint256 = D
         for x in _xp:
-            D_P = D_P * D / (x * N_COINS)
-        Dprev = D
+            D_P = D_P * D / x
+        D_P /= pow_mod256(N_COINS, N_COINS)
+        Dprev: uint256 = D
 
         D = (Ann * S / A_PRECISION + D_P * N_COINS) * D / ((Ann - A_PRECISION) * D / A_PRECISION + (N_COINS + 1) * D_P)
         # Equality with the precision of 1

contracts/main/LiquidityGauge.vy

@@ -573,7 +573,7 @@ def permit(
     assert ecrecover(digest, _v, _r, _s) == _owner  # dev: invalid signature
 
     self.allowance[_owner][_spender] = _value
-    self.nonces[_owner] = nonce + 1
+    self.nonces[_owner] = unsafe_add(nonce, 1)
 
     log Approval(_owner, _spender, _value)
     return True

contracts/mocks/Zap.vy

@@ -0,0 +1,314 @@
+# @version 0.3.10
+"""
+@title "Zap" Depositer for permissionless USD metapools
+@author Curve.Fi
+@license Copyright (c) Curve.Fi, 2021 - all rights reserved
+"""
+
+interface ERC20:
+    def transfer(_receiver: address, _amount: uint256): nonpayable
+    def transferFrom(_sender: address, _receiver: address, _amount: uint256): nonpayable
+    def approve(_spender: address, _amount: uint256): nonpayable
+    def decimals() -> uint256: view
+    def balanceOf(_owner: address) -> uint256: view
+
+interface CurveMeta:
+    def add_liquidity(amounts: uint256[N_COINS], min_mint_amount: uint256, _receiver: address) -> uint256: nonpayable
+    def remove_liquidity(_amount: uint256, min_amounts: uint256[N_COINS]) -> uint256[N_COINS]: nonpayable
+    def remove_liquidity_one_coin(_token_amount: uint256, i: int128, min_amount: uint256, _receiver: address) -> uint256: nonpayable
+    def remove_liquidity_imbalance(amounts: uint256[N_COINS], max_burn_amount: uint256) -> uint256: nonpayable
+    def calc_withdraw_one_coin(_token_amount: uint256, i: int128) -> uint256: view
+    def calc_token_amount(amounts: uint256[N_COINS], deposit: bool) -> uint256: view
+    def coins(i: uint256) -> address: view
+
+interface CurveBase:
+    def add_liquidity(amounts: uint256[BASE_N_COINS], min_mint_amount: uint256): nonpayable
+    def remove_liquidity(_amount: uint256, min_amounts: uint256[BASE_N_COINS]): nonpayable
+    def remove_liquidity_one_coin(_token_amount: uint256, i: int128, min_amount: uint256): nonpayable
+    def remove_liquidity_imbalance(amounts: uint256[BASE_N_COINS], max_burn_amount: uint256): nonpayable
+    def calc_withdraw_one_coin(_token_amount: uint256, i: int128) -> uint256: view
+    def calc_token_amount(amounts: uint256[BASE_N_COINS], deposit: bool) -> uint256: view
+    def coins(i: uint256) -> address: view
+    def fee() -> uint256: view
+
+
+N_COINS: constant(uint256) = 2
+MAX_COIN: constant(uint256) = N_COINS-1
+BASE_N_COINS: constant(uint256) = 3
+N_ALL_COINS: constant(uint256) = N_COINS + BASE_N_COINS - 1
+
+N_COINS_128: constant(int128) = 2
+MAX_COIN_128: constant(int128) = N_COINS-1
+BASE_N_COINS_128: constant(int128) = 3
+N_ALL_COINS_128: constant(int128) = N_COINS + BASE_N_COINS - 1
+
+FEE_DENOMINATOR: constant(uint256) = 10 ** 10
+FEE_IMPRECISION: constant(uint256) = 100 * 10 ** 8  # % of the fee
+
+BASE_POOL: immutable(address)
+BASE_LP_TOKEN: immutable(address)
+BASE_COINS: immutable(address[3])
+
+# coin -> pool -> is approved to transfer?
+is_approved: HashMap[address, HashMap[address, bool]]
+
+
+@external
+def __init__(_base_pool: address, _base_lp_token: address, _base_coins: address[3]):
+    """
+    @notice Contract constructor
+    """
+
+    BASE_POOL = _base_pool
+    BASE_LP_TOKEN = _base_lp_token
+    BASE_COINS = _base_coins
+
+    base_coins: address[3] = BASE_COINS
+    for coin in base_coins:
+        ERC20(coin).approve(BASE_POOL, MAX_UINT256)
+
+
+@external
+def add_liquidity(
+    _pool: address,
+    _deposit_amounts: uint256[N_ALL_COINS],
+    _min_mint_amount: uint256,
+    _receiver: address = msg.sender,
+) -> uint256:
+    """
+    @notice Wrap underlying coins and deposit them into `_pool`
+    @param _pool Address of the pool to deposit into
+    @param _deposit_amounts List of amounts of underlying coins to deposit
+    @param _min_mint_amount Minimum amount of LP tokens to mint from the deposit
+    @param _receiver Address that receives the LP tokens
+    @return Amount of LP tokens received by depositing
+    """
+    meta_amounts: uint256[N_COINS] = empty(uint256[N_COINS])
+    base_amounts: uint256[BASE_N_COINS] = empty(uint256[BASE_N_COINS])
+    deposit_base: bool = False
+    base_coins: address[3] = BASE_COINS
+
+    if _deposit_amounts[0] != 0:
+        coin: address = CurveMeta(_pool).coins(0)
+        if not self.is_approved[coin][_pool]:
+            ERC20(coin).approve(_pool, MAX_UINT256)
+            self.is_approved[coin][_pool] = True
+        ERC20(coin).transferFrom(msg.sender, self, _deposit_amounts[0])
+        meta_amounts[0] = _deposit_amounts[0]
+
+    for i in range(1, N_ALL_COINS):
+        amount: uint256 = _deposit_amounts[i]
+        if amount == 0:
+            continue
+        deposit_base = True
+        base_idx: uint256 = i - 1
+        coin: address = base_coins[base_idx]
+
+        ERC20(coin).transferFrom(msg.sender, self, amount)
+        # Handle potential Tether fees
+        if i == N_ALL_COINS - 1:
+            base_amounts[base_idx] = ERC20(coin).balanceOf(self)
+        else:
+            base_amounts[base_idx] = amount
+
+    # Deposit to the base pool
+    if deposit_base:
+        coin: address = BASE_LP_TOKEN
+        CurveBase(BASE_POOL).add_liquidity(base_amounts, 0)
+        meta_amounts[MAX_COIN] = ERC20(coin).balanceOf(self)
+        if not self.is_approved[coin][_pool]:
+            ERC20(coin).approve(_pool, MAX_UINT256)
+            self.is_approved[coin][_pool] = True
+
+    # Deposit to the meta pool
+    return CurveMeta(_pool).add_liquidity(meta_amounts, _min_mint_amount, _receiver)
+
+
+@external
+def remove_liquidity(
+    _pool: address,
+    _burn_amount: uint256,
+    _min_amounts: uint256[N_ALL_COINS],
+    _receiver: address = msg.sender
+) -> uint256[N_ALL_COINS]:
+    """
+    @notice Withdraw and unwrap coins from the pool
+    @dev Withdrawal amounts are based on current deposit ratios
+    @param _pool Address of the pool to deposit into
+    @param _burn_amount Quantity of LP tokens to burn in the withdrawal
+    @param _min_amounts Minimum amounts of underlying coins to receive
+    @param _receiver Address that receives the LP tokens
+    @return List of amounts of underlying coins that were withdrawn
+    """
+    ERC20(_pool).transferFrom(msg.sender, self, _burn_amount)
+
+    min_amounts_base: uint256[BASE_N_COINS] = empty(uint256[BASE_N_COINS])
+    amounts: uint256[N_ALL_COINS] = empty(uint256[N_ALL_COINS])
+
+    # Withdraw from meta
+    meta_received: uint256[N_COINS] = CurveMeta(_pool).remove_liquidity(
+        _burn_amount,
+        [_min_amounts[0], convert(0, uint256)]
+    )
+
+    # Withdraw from base
+    for i in range(BASE_N_COINS):
+        min_amounts_base[i] = _min_amounts[MAX_COIN+i]
+    CurveBase(BASE_POOL).remove_liquidity(meta_received[1], min_amounts_base)
+
+    # Transfer all coins out
+    coin: address = CurveMeta(_pool).coins(0)
+    ERC20(coin).transfer(_receiver, meta_received[0])
+    amounts[0] = meta_received[0]
+
+    base_coins: address[BASE_N_COINS] = BASE_COINS
+    for i in range(1, N_ALL_COINS):
+        coin = base_coins[i-1]
+        amounts[i] = ERC20(coin).balanceOf(self)
+        ERC20(coin).transfer(_receiver, amounts[i])
+
+    return amounts
+
+
+@external
+def remove_liquidity_one_coin(
+    _pool: address,
+    _burn_amount: uint256,
+    i: int128,
+    _min_amount: uint256,
+    _receiver: address=msg.sender
+) -> uint256:
+    """
+    @notice Withdraw and unwrap a single coin from the pool
+    @param _pool Address of the pool to deposit into
+    @param _burn_amount Amount of LP tokens to burn in the withdrawal
+    @param i Index value of the coin to withdraw
+    @param _min_amount Minimum amount of underlying coin to receive
+    @param _receiver Address that receives the LP tokens
+    @return Amount of underlying coin received
+    """
+    ERC20(_pool).transferFrom(msg.sender, self, _burn_amount)
+
+    coin_amount: uint256 = 0
+    if i == 0:
+        coin_amount = CurveMeta(_pool).remove_liquidity_one_coin(_burn_amount, i, _min_amount, _receiver)
+    else:
+        base_coins: address[BASE_N_COINS] = BASE_COINS
+        coin: address = base_coins[i - MAX_COIN_128]
+        # Withdraw a base pool coin
+        coin_amount = CurveMeta(_pool).remove_liquidity_one_coin(_burn_amount, MAX_COIN_128, 0, self)
+        CurveBase(BASE_POOL).remove_liquidity_one_coin(coin_amount, i-MAX_COIN_128, _min_amount)
+        coin_amount = ERC20(coin).balanceOf(self)
+        ERC20(coin).transfer(_receiver, coin_amount)
+
+    return coin_amount
+
+
+@external
+def remove_liquidity_imbalance(
+    _pool: address,
+    _amounts: uint256[N_ALL_COINS],
+    _max_burn_amount: uint256,
+    _receiver: address=msg.sender
+) -> uint256:
+    """
+    @notice Withdraw coins from the pool in an imbalanced amount
+    @param _pool Address of the pool to deposit into
+    @param _amounts List of amounts of underlying coins to withdraw
+    @param _max_burn_amount Maximum amount of LP token to burn in the withdrawal
+    @param _receiver Address that receives the LP tokens
+    @return Actual amount of the LP token burned in the withdrawal
+    """
+    fee: uint256 = CurveBase(BASE_POOL).fee() * BASE_N_COINS / (4 * (BASE_N_COINS - 1))
+    fee += fee * FEE_IMPRECISION / FEE_DENOMINATOR  # Overcharge to account for imprecision
+
+    # Transfer the LP token in
+    ERC20(_pool).transferFrom(msg.sender, self, _max_burn_amount)
+
+    withdraw_base: bool = False
+    amounts_base: uint256[BASE_N_COINS] = empty(uint256[BASE_N_COINS])
+    amounts_meta: uint256[N_COINS] = empty(uint256[N_COINS])
+
+    # determine amounts to withdraw from base pool
+    for i in range(BASE_N_COINS):
+        amount: uint256 = _amounts[MAX_COIN + i]
+        if amount != 0:
+            amounts_base[i] = amount
+            withdraw_base = True
+
+    # determine amounts to withdraw from metapool
+    amounts_meta[0] = _amounts[0]
+    if withdraw_base:
+        amounts_meta[MAX_COIN] = CurveBase(BASE_POOL).calc_token_amount(amounts_base, False)
+        amounts_meta[MAX_COIN] += amounts_meta[MAX_COIN] * fee / FEE_DENOMINATOR + 1
+
+    # withdraw from metapool and return the remaining LP tokens
+    burn_amount: uint256 = CurveMeta(_pool).remove_liquidity_imbalance(amounts_meta, _max_burn_amount)
+    ERC20(_pool).transfer(msg.sender, _max_burn_amount - burn_amount)
+
+    # withdraw from base pool
+    if withdraw_base:
+        CurveBase(BASE_POOL).remove_liquidity_imbalance(amounts_base, amounts_meta[MAX_COIN])
+        coin: address = BASE_LP_TOKEN
+        leftover: uint256 = ERC20(coin).balanceOf(self)
+
+        if leftover > 0:
+            # if some base pool LP tokens remain, re-deposit them for the caller
+            if not self.is_approved[coin][_pool]:
+                ERC20(coin).approve(_pool, MAX_UINT256)
+                self.is_approved[coin][_pool] = True
+            burn_amount -= CurveMeta(_pool).add_liquidity([convert(0, uint256), leftover], 0, msg.sender)
+
+        # transfer withdrawn base pool tokens to caller
+        base_coins: address[BASE_N_COINS] = BASE_COINS
+        for i in range(BASE_N_COINS):
+            ERC20(base_coins[i]).transfer(_receiver, amounts_base[i])
+
+    # transfer withdrawn metapool tokens to caller
+    if _amounts[0] > 0:
+        coin: address = CurveMeta(_pool).coins(0)
+        ERC20(coin).transfer(_receiver, _amounts[0])
+
+    return burn_amount
+
+
+@view
+@external
+def calc_withdraw_one_coin(_pool: address, _token_amount: uint256, i: int128) -> uint256:
+    """
+    @notice Calculate the amount received when withdrawing and unwrapping a single coin
+    @param _pool Address of the pool to deposit into
+    @param _token_amount Amount of LP tokens to burn in the withdrawal
+    @param i Index value of the underlying coin to withdraw
+    @return Amount of coin received
+    """
+    if i < MAX_COIN_128:
+        return CurveMeta(_pool).calc_withdraw_one_coin(_token_amount, i)
+    else:
+        _base_tokens: uint256 = CurveMeta(_pool).calc_withdraw_one_coin(_token_amount, MAX_COIN_128)
+        return CurveBase(BASE_POOL).calc_withdraw_one_coin(_base_tokens, i-MAX_COIN_128)
+
+
+@view
+@external
+def calc_token_amount(_pool: address, _amounts: uint256[N_ALL_COINS], _is_deposit: bool) -> uint256:
+    """
+    @notice Calculate addition or reduction in token supply from a deposit or withdrawal
+    @dev This calculation accounts for slippage, but not fees.
+         Needed to prevent front-running, not for precise calculations!
+    @param _pool Address of the pool to deposit into
+    @param _amounts Amount of each underlying coin being deposited
+    @param _is_deposit set True for deposits, False for withdrawals
+    @return Expected amount of LP tokens received
+    """
+    meta_amounts: uint256[N_COINS] = empty(uint256[N_COINS])
+    base_amounts: uint256[BASE_N_COINS] = empty(uint256[BASE_N_COINS])
+
+    meta_amounts[0] = _amounts[0]
+    for i in range(BASE_N_COINS):
+        base_amounts[i] = _amounts[i + MAX_COIN]
+
+    base_tokens: uint256 = CurveBase(BASE_POOL).calc_token_amount(base_amounts, _is_deposit)
+    meta_amounts[MAX_COIN] = base_tokens
+
+    return CurveMeta(_pool).calc_token_amount(meta_amounts, _is_deposit)