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feat: leverage token exchange issuance quote functions (#101)
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* add issue quote function

* add redemption quote function

* add uniswap V3 support

* add code comments

* fix tests

* fix comments

* refactor

* move tests to new interface

* better tests

* fix tests

* fix integration tests

* add curve support

* remove console log

* fix function visibility

* cleanup

* add integration test for curve quotes

* fix integration tests
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@ncitron
ncitron authored Mar 25, 2022
1 parent 04ce6ff commit 7de4d9a
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Showing 10 changed files with 603 additions and 53 deletions.
245 changes: 221 additions & 24 deletions contracts/exchangeIssuance/DEXAdapter.sol
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Original file line number Diff line number Diff line change
Expand Up @@ -26,18 +26,16 @@ import { ICurveAddressProvider } from "../interfaces/external/ICurveAddressProvi
import { ICurvePoolRegistry } from "../interfaces/external/ICurvePoolRegistry.sol";
import { ICurvePool } from "../interfaces/external/ICurvePool.sol";
import { ISwapRouter} from "../interfaces/external/ISwapRouter.sol";
import { IQuoter } from "../interfaces/IQuoter.sol";
import { IWETH } from "../interfaces/IWETH.sol";
import { PreciseUnitMath } from "../lib/PreciseUnitMath.sol";




/**
* @title DEXAdapter
* @author Index Coop
*
* Adapter to execute swaps on different DEXes
*
*/
library DEXAdapter {
using SafeERC20 for IERC20;
Expand All @@ -60,6 +58,7 @@ library DEXAdapter {
address quickRouter;
address sushiRouter;
address uniV3Router;
address uniV3Quoter;
address curveAddressProvider;
address curveCalculator;
// Wrapped native token (WMATIC on polygon)
Expand All @@ -73,7 +72,6 @@ library DEXAdapter {
Exchange exchange;
}


struct CurvePoolData {
int128 nCoins;
uint256[8] balances;
Expand All @@ -83,11 +81,6 @@ library DEXAdapter {
uint256[8] decimals;
}

/* ============ State Variables ============ */



/* ============ Internal Methods ============ */
/**
* Swap exact tokens for another token on a given DEX.
*
Expand Down Expand Up @@ -133,7 +126,7 @@ library DEXAdapter {
_swapData.path,
_amountIn,
_minAmountOut,
IUniswapV2Router02((_swapData.exchange == Exchange.Quickswap) ? _addresses.quickRouter : _addresses.sushiRouter)
_getRouter(_swapData.exchange, _addresses)
);
}
}
Expand Down Expand Up @@ -161,6 +154,7 @@ library DEXAdapter {
if (_swapData.path[0] == _swapData.path[_swapData.path.length -1]) {
return _amountOut;
}

if(_swapData.exchange == Exchange.Curve){
return _swapTokensForExactTokensCurve(
_swapData.path,
Expand All @@ -183,7 +177,87 @@ library DEXAdapter {
_swapData.path,
_amountOut,
_maxAmountIn,
IUniswapV2Router02((_swapData.exchange == Exchange.Quickswap) ? _addresses.quickRouter : _addresses.sushiRouter)
_getRouter(_swapData.exchange, _addresses)
);
}
}

/**
* Gets the output amount of a token swap.
*
* @param _swapData the swap parameters
* @param _addresses Struct containing relevant smart contract addresses.
* @param _amountIn the input amount of the trade
*
* @return the output amount of the swap
*/
function getAmountOut(
Addresses memory _addresses,
SwapData memory _swapData,
uint256 _amountIn
)
external
returns (uint256)
{
if (_swapData.path.length == 0 || _swapData.path[0] == _swapData.path[_swapData.path.length-1]) {
return _amountIn;
}

if (_swapData.exchange == Exchange.UniV3) {
return _getAmountOutUniV3(_swapData, _addresses.uniV3Quoter, _amountIn);
} else if (_swapData.exchange == Exchange.Curve) {
(int128 i, int128 j) = _getCoinIndices(
_swapData.pool,
_swapData.path[0],
_swapData.path[1],
ICurveAddressProvider(_addresses.curveAddressProvider)
);
return _getAmountOutCurve(_swapData.pool, i, j, _amountIn, _addresses);
} else {
return _getAmountOutUniV2(
_swapData,
_getRouter(_swapData.exchange, _addresses),
_amountIn
);
}
}

/**
* Gets the input amount of a fixed output swap.
*
* @param _swapData the swap parameters
* @param _addresses Struct containing relevant smart contract addresses.
* @param _amountOut the output amount of the swap
*
* @return the input amount of the swap
*/
function getAmountIn(
Addresses memory _addresses,
SwapData memory _swapData,
uint256 _amountOut
)
external
returns (uint256)
{
if (_swapData.path.length == 0 || _swapData.path[0] == _swapData.path[_swapData.path.length-1]) {
return _amountOut;
}

if (_swapData.exchange == Exchange.UniV3) {
return _getAmountInUniV3(_swapData, _addresses.uniV3Quoter, _amountOut);
} else if (_swapData.exchange == Exchange.Curve) {
(int128 i, int128 j) = _getCoinIndices(
_swapData.pool,
_swapData.path[0],
_swapData.path[1],
ICurveAddressProvider(_addresses.curveAddressProvider)
);
return _getAmountInCurve(_swapData.pool, i, j, _amountOut, _addresses);
} else {
return _getAmountInUniV2(
_swapData,
_getRouter(_swapData.exchange, _addresses),
_amountOut
);
}
}
Expand Down Expand Up @@ -237,8 +311,10 @@ library DEXAdapter {
/**
* Execute exact output swap via UniswapV3
*
* @param _path List of token address to swap via. (In the order as expected by uniV2, the first element being the input toen)
* @param _fees List of fee levels identifying the pools to swap via. (_fees[0] refers to pool between _path[0] and _path[1])
* @param _path List of token address to swap via. (In the order as
* expected by uniV2, the first element being the input toen)
* @param _fees List of fee levels identifying the pools to swap via.
* (_fees[0] refers to pool between _path[0] and _path[1])
* @param _amountOut The amount of output token required
* @param _maxAmountIn Maximum amount of input token to be spent
* @param _uniV3Router Address of the uniswapV3 router
Expand Down Expand Up @@ -338,7 +414,7 @@ library DEXAdapter {
uint256 _maxAmountIn,
Addresses memory _addresses
)
public
private
returns (uint256)
{
require(_path.length == 2, "ExchangeIssuance: CURVE_WRONG_PATH_LENGTH");
Expand All @@ -364,7 +440,6 @@ library DEXAdapter {
IWETH(_addresses.weth).deposit{ value: returnedAmountOut }();
}


return amountIn;
}

Expand Down Expand Up @@ -399,8 +474,6 @@ library DEXAdapter {
}
}



/**
* Calculate required input amount to get a given output amount via Curve swap
*
Expand All @@ -419,7 +492,7 @@ library DEXAdapter {
uint256 _amountOut,
Addresses memory _addresses
)
public
private
view
returns (uint256)
{
Expand All @@ -439,6 +512,31 @@ library DEXAdapter {
) + ROUNDING_ERROR_MARGIN;
}

/**
* Calculate output amount of a Curve swap
*
* @param _i Index of input token as per the ordering of the pools tokens
* @param _j Index of output token as per the ordering of the pools tokens
* @param _pool Address of curve pool to use
* @param _amountIn The amount of output token to be received
* @param _addresses Struct containing relevant smart contract addresses.
*
* @return amountOut The amount of output token obtained
*/
function _getAmountOutCurve(
address _pool,
int128 _i,
int128 _j,
uint256 _amountIn,
Addresses memory _addresses
)
private
view
returns (uint256)
{
return ICurvePool(_pool).get_dy(_i, _j, _amountIn);
}

/**
* Get metadata on curve pool required to calculate input amount from output amount
*
Expand Down Expand Up @@ -482,7 +580,9 @@ library DEXAdapter {
address _to,
ICurveAddressProvider _curveAddressProvider
)
public view returns (int128 i, int128 j)
private
view
returns (int128 i, int128 j)
{
ICurvePoolRegistry registry = ICurvePoolRegistry(_curveAddressProvider.get_registry());

Expand Down Expand Up @@ -510,13 +610,12 @@ library DEXAdapter {
return (i, j);
}



/**
* Execute exact input swap via UniswapV3
*
* @param _path List of token address to swap via.
* @param _fees List of fee levels identifying the pools to swap via. (_fees[0] refers to pool between _path[0] and _path[1])
* @param _fees List of fee levels identifying the pools to swap via.
* (_fees[0] refers to pool between _path[0] and _path[1])
* @param _amountIn The amount of input token to be spent
* @param _minAmountOut Minimum amount of output token to receive
* @param _uniV3Router Address of the uniswapV3 router
Expand Down Expand Up @@ -586,13 +685,99 @@ library DEXAdapter {
return _router.swapExactTokensForTokens(_amountIn, _minAmountOut, _path, address(this), block.timestamp)[1];
}

/**
* Gets the output amount of a token swap on Uniswap V2
*
* @param _swapData the swap parameters
* @param _router the uniswap v2 router address
* @param _amountIn the input amount of the trade
*
* @return the output amount of the swap
*/
function _getAmountOutUniV2(
SwapData memory _swapData,
IUniswapV2Router02 _router,
uint256 _amountIn
)
private
view
returns (uint256)
{
return _router.getAmountsOut(_amountIn, _swapData.path)[_swapData.path.length-1];
}

/**
* Gets the input amount of a fixed output swap on Uniswap V2.
*
* @param _swapData the swap parameters
* @param _router the uniswap v2 router address
* @param _amountOut the output amount of the swap
*
* @return the input amount of the swap
*/
function _getAmountInUniV2(
SwapData memory _swapData,
IUniswapV2Router02 _router,
uint256 _amountOut
)
private
view
returns (uint256)
{
return _router.getAmountsIn(_amountOut, _swapData.path)[0];
}

/**
* Gets the output amount of a token swap on Uniswap V3.
*
* @param _swapData the swap parameters
* @param _quoter the uniswap v3 quoter
* @param _amountIn the input amount of the trade
*
* @return the output amount of the swap
*/

function _getAmountOutUniV3(
SwapData memory _swapData,
address _quoter,
uint256 _amountIn
)
private
returns (uint256)
{
bytes memory path = _encodePathV3(_swapData.path, _swapData.fees, false);
return IQuoter(_quoter).quoteExactInput(path, _amountIn);
}

/**
* Gets the input amount of a fixed output swap on Uniswap V3.
*
* @param _swapData the swap parameters
* @param _quoter uniswap v3 quoter
* @param _amountOut the output amount of the swap
*
* @return the input amount of the swap
*/
function _getAmountInUniV3(
SwapData memory _swapData,
address _quoter,
uint256 _amountOut
)
private
returns (uint256)
{
bytes memory path = _encodePathV3(_swapData.path, _swapData.fees, true);
return IQuoter(_quoter).quoteExactOutput(path, _amountOut);
}

/**
* Encode path / fees to bytes in the format expected by UniV3 router
*
* @param _path List of token address to swap via (starting with input token)
* @param _fees List of fee levels identifying the pools to swap via. (_fees[0] refers to pool between _path[0] and _path[1])
* @param _reverseOrder Boolean indicating if path needs to be reversed to start with output token. (which is the case for exact output swap)
* @param _fees List of fee levels identifying the pools to swap via.
* (_fees[0] refers to pool between _path[0] and _path[1])
* @param _reverseOrder Boolean indicating if path needs to be reversed to start with output token.
* (which is the case for exact output swap)
*
* @return encodedPath Encoded path to be forwared to uniV3 router
*/
Expand All @@ -619,4 +804,16 @@ library DEXAdapter {
}
}

function _getRouter(
Exchange _exchange,
Addresses memory _addresses
)
private
pure
returns (IUniswapV2Router02)
{
return IUniswapV2Router02(
(_exchange == Exchange.Quickswap) ? _addresses.quickRouter : _addresses.sushiRouter
);
}
}
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