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StableSwapUSDK.vy
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StableSwapUSDK.vy
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# @version 0.2.5
"""
@title Curve USDK Metapool
@author Curve.Fi
@license Copyright (c) Curve.Fi, 2020 - all rights reserved
@dev Utilizes 3Pool to allow swaps between USDK / DAI / USDC / USDT
"""
from vyper.interfaces import ERC20
interface CurveToken:
def totalSupply() -> uint256: view
def mint(_to: address, _value: uint256) -> bool: nonpayable
def burnFrom(_to: address, _value: uint256) -> bool: nonpayable
interface Curve:
def coins(i: uint256) -> address: view
def get_virtual_price() -> uint256: view
def calc_token_amount(amounts: uint256[BASE_N_COINS], deposit: bool) -> uint256: view
def calc_withdraw_one_coin(_token_amount: uint256, i: int128) -> uint256: view
def fee() -> uint256: view
def get_dy(i: int128, j: int128, dx: uint256) -> uint256: view
def get_dy_underlying(i: int128, j: int128, dx: uint256) -> uint256: view
def exchange(i: int128, j: int128, dx: uint256, min_dy: uint256): nonpayable
def add_liquidity(amounts: uint256[BASE_N_COINS], min_mint_amount: uint256): nonpayable
def remove_liquidity_one_coin(_token_amount: uint256, i: int128, min_amount: uint256): nonpayable
# Events
event TokenExchange:
buyer: indexed(address)
sold_id: int128
tokens_sold: uint256
bought_id: int128
tokens_bought: uint256
event TokenExchangeUnderlying:
buyer: indexed(address)
sold_id: int128
tokens_sold: uint256
bought_id: int128
tokens_bought: uint256
event AddLiquidity:
provider: indexed(address)
token_amounts: uint256[N_COINS]
fees: uint256[N_COINS]
invariant: uint256
token_supply: uint256
event RemoveLiquidity:
provider: indexed(address)
token_amounts: uint256[N_COINS]
fees: uint256[N_COINS]
token_supply: uint256
event RemoveLiquidityOne:
provider: indexed(address)
token_amount: uint256
coin_amount: uint256
token_supply: uint256
event RemoveLiquidityImbalance:
provider: indexed(address)
token_amounts: uint256[N_COINS]
fees: uint256[N_COINS]
invariant: uint256
token_supply: uint256
event CommitNewAdmin:
deadline: indexed(uint256)
admin: indexed(address)
event NewAdmin:
admin: indexed(address)
event CommitNewFee:
deadline: indexed(uint256)
fee: uint256
admin_fee: uint256
event NewFee:
fee: uint256
admin_fee: uint256
event RampA:
old_A: uint256
new_A: uint256
initial_time: uint256
future_time: uint256
event StopRampA:
A: uint256
t: uint256
N_COINS: constant(int128) = 2
MAX_COIN: constant(int128) = N_COINS - 1
FEE_DENOMINATOR: constant(uint256) = 10 ** 10
PRECISION: constant(uint256) = 10 ** 18 # The precision to convert to
PRECISION_MUL: constant(uint256[N_COINS]) = [1, 1]
RATES: constant(uint256[N_COINS]) = [1000000000000000000, 1000000000000000000]
BASE_N_COINS: constant(int128) = 3
N_ALL_COINS: constant(int128) = N_COINS + BASE_N_COINS - 1
BASE_PRECISION_MUL: constant(uint256[BASE_N_COINS]) = [1, 1000000000000, 1000000000000]
BASE_RATES: constant(uint256[BASE_N_COINS]) = [1000000000000000000, 1000000000000000000000000000000, 1000000000000000000000000000000]
# An asset which may have a transfer fee (USDT)
FEE_ASSET: constant(address) = 0xdAC17F958D2ee523a2206206994597C13D831ec7
MAX_ADMIN_FEE: constant(uint256) = 10 * 10 ** 9
MAX_FEE: constant(uint256) = 5 * 10 ** 9
MAX_A: constant(uint256) = 10 ** 6
MAX_A_CHANGE: constant(uint256) = 10
ADMIN_ACTIONS_DELAY: constant(uint256) = 3 * 86400
MIN_RAMP_TIME: constant(uint256) = 86400
coins: public(address[N_COINS])
balances: public(uint256[N_COINS])
fee: public(uint256) # fee * 1e10
admin_fee: public(uint256) # admin_fee * 1e10
owner: public(address)
token: CurveToken
# Token corresponding to the pool is always the last one
BASE_POOL_COINS: constant(int128) = 3
BASE_CACHE_EXPIRES: constant(int128) = 10 * 60 # 10 min
base_pool: public(address)
base_virtual_price: public(uint256)
base_cache_updated: public(uint256)
base_coins: public(address[BASE_POOL_COINS])
A_PRECISION: constant(uint256) = 100
initial_A: public(uint256)
future_A: public(uint256)
initial_A_time: public(uint256)
future_A_time: public(uint256)
admin_actions_deadline: public(uint256)
transfer_ownership_deadline: public(uint256)
future_fee: public(uint256)
future_admin_fee: public(uint256)
future_owner: public(address)
is_killed: bool
kill_deadline: uint256
KILL_DEADLINE_DT: constant(uint256) = 2 * 30 * 86400
@external
def __init__(
_owner: address,
_coins: address[N_COINS],
_pool_token: address,
_base_pool: address,
_A: uint256,
_fee: uint256,
_admin_fee: uint256
):
"""
@notice Contract constructor
@param _owner Contract owner address
@param _coins Addresses of ERC20 conracts of coins
@param _pool_token Address of the token representing LP share
@param _base_pool Address of the base pool (which will have a virtual price)
@param _A Amplification coefficient multiplied by n * (n - 1)
@param _fee Fee to charge for exchanges
@param _admin_fee Admin fee
"""
for i in range(N_COINS):
assert _coins[i] != ZERO_ADDRESS
self.coins = _coins
self.initial_A = _A * A_PRECISION
self.future_A = _A * A_PRECISION
self.fee = _fee
self.admin_fee = _admin_fee
self.owner = _owner
self.kill_deadline = block.timestamp + KILL_DEADLINE_DT
self.token = CurveToken(_pool_token)
self.base_pool = _base_pool
self.base_virtual_price = Curve(_base_pool).get_virtual_price()
self.base_cache_updated = block.timestamp
for i in range(BASE_POOL_COINS):
_base_coin: address = Curve(_base_pool).coins(convert(i, uint256))
self.base_coins[i] = _base_coin
# approve underlying coins for infinite transfers
_response: Bytes[32] = raw_call(
_base_coin,
concat(
method_id("approve(address,uint256)"),
convert(_base_pool, bytes32),
convert(MAX_UINT256, bytes32),
),
max_outsize=32,
)
if len(_response) > 0:
assert convert(_response, bool)
@view
@internal
def _A() -> uint256:
"""
Handle ramping A up or down
"""
t1: uint256 = self.future_A_time
A1: uint256 = self.future_A
if block.timestamp < t1:
A0: uint256 = self.initial_A
t0: uint256 = self.initial_A_time
# Expressions in uint256 cannot have negative numbers, thus "if"
if A1 > A0:
return A0 + (A1 - A0) * (block.timestamp - t0) / (t1 - t0)
else:
return A0 - (A0 - A1) * (block.timestamp - t0) / (t1 - t0)
else: # when t1 == 0 or block.timestamp >= t1
return A1
@view
@external
def A() -> uint256:
return self._A() / A_PRECISION
@view
@external
def A_precise() -> uint256:
return self._A()
@view
@internal
def _xp(vp_rate: uint256) -> uint256[N_COINS]:
result: uint256[N_COINS] = RATES
result[MAX_COIN] = vp_rate # virtual price for the metacurrency
for i in range(N_COINS):
result[i] = result[i] * self.balances[i] / PRECISION
return result
@pure
@internal
def _xp_mem(vp_rate: uint256, _balances: uint256[N_COINS]) -> uint256[N_COINS]:
result: uint256[N_COINS] = RATES
result[MAX_COIN] = vp_rate # virtual price for the metacurrency
for i in range(N_COINS):
result[i] = result[i] * _balances[i] / PRECISION
return result
@internal
def _vp_rate() -> uint256:
if block.timestamp > self.base_cache_updated + BASE_CACHE_EXPIRES:
vprice: uint256 = Curve(self.base_pool).get_virtual_price()
self.base_virtual_price = vprice
self.base_cache_updated = block.timestamp
return vprice
else:
return self.base_virtual_price
@internal
@view
def _vp_rate_ro() -> uint256:
if block.timestamp > self.base_cache_updated + BASE_CACHE_EXPIRES:
return Curve(self.base_pool).get_virtual_price()
else:
return self.base_virtual_price
@pure
@internal
def get_D(xp: uint256[N_COINS], amp: uint256) -> uint256:
S: uint256 = 0
Dprev: uint256 = 0
for _x in xp:
S += _x
if S == 0:
return 0
D: uint256 = S
Ann: uint256 = amp * N_COINS
for _i in range(255):
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 = (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
if D > Dprev:
if D - Dprev <= 1:
break
else:
if Dprev - D <= 1:
break
return D
@view
@internal
def get_D_mem(vp_rate: uint256, _balances: uint256[N_COINS], amp: uint256) -> uint256:
xp: uint256[N_COINS] = self._xp_mem(vp_rate, _balances)
return self.get_D(xp, amp)
@view
@external
def get_virtual_price() -> uint256:
"""
@notice The current virtual price of the pool LP token
@dev Useful for calculating profits
@return LP token virtual price normalized to 1e18
"""
amp: uint256 = self._A()
vp_rate: uint256 = self._vp_rate_ro()
xp: uint256[N_COINS] = self._xp(vp_rate)
D: uint256 = self.get_D(xp, amp)
# D is in the units similar to DAI (e.g. converted to precision 1e18)
# When balanced, D = n * x_u - total virtual value of the portfolio
token_supply: uint256 = self.token.totalSupply()
return D * PRECISION / token_supply
@view
@external
def calc_token_amount(amounts: uint256[N_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 amounts Amount of each coin being deposited
@param is_deposit set True for deposits, False for withdrawals
@return Expected amount of LP tokens received
"""
amp: uint256 = self._A()
vp_rate: uint256 = self._vp_rate_ro()
_balances: uint256[N_COINS] = self.balances
D0: uint256 = self.get_D_mem(vp_rate, _balances, amp)
for i in range(N_COINS):
if is_deposit:
_balances[i] += amounts[i]
else:
_balances[i] -= amounts[i]
D1: uint256 = self.get_D_mem(vp_rate, _balances, amp)
token_amount: uint256 = self.token.totalSupply()
diff: uint256 = 0
if is_deposit:
diff = D1 - D0
else:
diff = D0 - D1
return diff * token_amount / D0
@external
@nonreentrant('lock')
def add_liquidity(amounts: uint256[N_COINS], min_mint_amount: uint256) -> uint256:
"""
@notice Deposit coins into the pool
@param amounts List of amounts of coins to deposit
@param min_mint_amount Minimum amount of LP tokens to mint from the deposit
@return Amount of LP tokens received by depositing
"""
assert not self.is_killed # dev: is killed
amp: uint256 = self._A()
vp_rate: uint256 = self._vp_rate()
token_supply: uint256 = self.token.totalSupply()
_fee: uint256 = self.fee * N_COINS / (4 * (N_COINS - 1))
_admin_fee: uint256 = self.admin_fee
# Initial invariant
D0: uint256 = 0
old_balances: uint256[N_COINS] = self.balances
if token_supply > 0:
D0 = self.get_D_mem(vp_rate, old_balances, amp)
new_balances: uint256[N_COINS] = old_balances
for i in range(N_COINS):
if token_supply == 0:
assert amounts[i] > 0 # dev: initial deposit requires all coins
# balances store amounts of c-tokens
new_balances[i] = old_balances[i] + amounts[i]
# Invariant after change
D1: uint256 = self.get_D_mem(vp_rate, new_balances, amp)
assert D1 > D0
# We need to recalculate the invariant accounting for fees
# to calculate fair user's share
fees: uint256[N_COINS] = empty(uint256[N_COINS])
D2: uint256 = D1
if token_supply > 0:
# Only account for fees if we are not the first to deposit
for i in range(N_COINS):
ideal_balance: uint256 = D1 * old_balances[i] / D0
difference: uint256 = 0
if ideal_balance > new_balances[i]:
difference = ideal_balance - new_balances[i]
else:
difference = new_balances[i] - ideal_balance
fees[i] = _fee * difference / FEE_DENOMINATOR
self.balances[i] = new_balances[i] - (fees[i] * _admin_fee / FEE_DENOMINATOR)
new_balances[i] -= fees[i]
D2 = self.get_D_mem(vp_rate, new_balances, amp)
else:
self.balances = new_balances
# Calculate, how much pool tokens to mint
mint_amount: uint256 = 0
if token_supply == 0:
mint_amount = D1 # Take the dust if there was any
else:
mint_amount = token_supply * (D2 - D0) / D0
assert mint_amount >= min_mint_amount, "Slippage screwed you"
# Take coins from the sender
for i in range(N_COINS):
if amounts[i] > 0:
assert ERC20(self.coins[i]).transferFrom(msg.sender, self, amounts[i]) # dev: failed transfer
# Mint pool tokens
self.token.mint(msg.sender, mint_amount)
log AddLiquidity(msg.sender, amounts, fees, D1, token_supply + mint_amount)
return mint_amount
@view
@internal
def get_y(i: int128, j: int128, x: uint256, xp_: uint256[N_COINS]) -> uint256:
# x in the input is converted to the same price/precision
assert i != j # dev: same coin
assert j >= 0 # dev: j below zero
assert j < N_COINS # dev: j above N_COINS
# should be unreachable, but good for safety
assert i >= 0
assert i < N_COINS
amp: uint256 = self._A()
D: uint256 = self.get_D(xp_, amp)
S_: uint256 = 0
_x: uint256 = 0
y_prev: uint256 = 0
c: uint256 = D
Ann: uint256 = amp * N_COINS
for _i in range(N_COINS):
if _i == i:
_x = x
elif _i != j:
_x = xp_[_i]
else:
continue
S_ += _x
c = c * D / (_x * N_COINS)
c = c * D * A_PRECISION / (Ann * N_COINS)
b: uint256 = S_ + D * A_PRECISION / Ann # - D
y: uint256 = D
for _i in range(255):
y_prev = y
y = (y*y + c) / (2 * y + b - D)
# Equality with the precision of 1
if y > y_prev:
if y - y_prev <= 1:
break
else:
if y_prev - y <= 1:
break
return y
@view
@external
def get_dy(i: int128, j: int128, dx: uint256) -> uint256:
# dx and dy in c-units
rates: uint256[N_COINS] = RATES
rates[MAX_COIN] = self._vp_rate_ro()
xp: uint256[N_COINS] = self._xp(rates[MAX_COIN])
x: uint256 = xp[i] + (dx * rates[i] / PRECISION)
y: uint256 = self.get_y(i, j, x, xp)
dy: uint256 = xp[j] - y - 1
_fee: uint256 = self.fee * dy / FEE_DENOMINATOR
return (dy - _fee) * PRECISION / rates[j]
@view
@external
def get_dy_underlying(i: int128, j: int128, dx: uint256) -> uint256:
# dx and dy in underlying units
vp_rate: uint256 = self._vp_rate_ro()
xp: uint256[N_COINS] = self._xp(vp_rate)
precisions: uint256[N_COINS] = PRECISION_MUL
_base_pool: address = self.base_pool
# Use base_i or base_j if they are >= 0
base_i: int128 = i - MAX_COIN
base_j: int128 = j - MAX_COIN
meta_i: int128 = MAX_COIN
meta_j: int128 = MAX_COIN
if base_i < 0:
meta_i = i
if base_j < 0:
meta_j = j
x: uint256 = 0
if base_i < 0:
x = xp[i] + dx * precisions[i]
else:
if base_j < 0:
# i is from BasePool
# At first, get the amount of pool tokens
base_inputs: uint256[BASE_N_COINS] = empty(uint256[BASE_N_COINS])
base_inputs[base_i] = dx
# Token amount transformed to underlying "dollars"
x = Curve(_base_pool).calc_token_amount(base_inputs, True) * vp_rate / PRECISION
# Accounting for deposit/withdraw fees approximately
x -= x * Curve(_base_pool).fee() / (2 * FEE_DENOMINATOR)
# Adding number of pool tokens
x += xp[MAX_COIN]
else:
# If both are from the base pool
return Curve(_base_pool).get_dy(base_i, base_j, dx)
# This pool is involved only when in-pool assets are used
y: uint256 = self.get_y(meta_i, meta_j, x, xp)
dy: uint256 = xp[meta_j] - y - 1
dy = (dy - self.fee * dy / FEE_DENOMINATOR)
# If output is going via the metapool
if base_j < 0:
dy /= precisions[meta_j]
else:
# j is from BasePool
# The fee is already accounted for
dy = Curve(_base_pool).calc_withdraw_one_coin(dy * PRECISION / vp_rate, base_j)
return dy
@external
@nonreentrant('lock')
def exchange(i: int128, j: int128, dx: uint256, min_dy: uint256) -> uint256:
"""
@notice Perform an exchange between two coins
@dev Index values can be found via the `coins` public getter method
@param i Index value for the coin to send
@param j Index valie of the coin to recieve
@param dx Amount of `i` being exchanged
@param min_dy Minimum amount of `j` to receive
@return Actual amount of `j` received
"""
assert not self.is_killed # dev: is killed
rates: uint256[N_COINS] = RATES
rates[MAX_COIN] = self._vp_rate()
old_balances: uint256[N_COINS] = self.balances
xp: uint256[N_COINS] = self._xp_mem(rates[MAX_COIN], old_balances)
x: uint256 = xp[i] + dx * rates[i] / PRECISION
y: uint256 = self.get_y(i, j, x, xp)
dy: uint256 = xp[j] - y - 1 # -1 just in case there were some rounding errors
dy_fee: uint256 = dy * self.fee / FEE_DENOMINATOR
# Convert all to real units
dy = (dy - dy_fee) * PRECISION / rates[j]
assert dy >= min_dy, "Too few coins in result"
dy_admin_fee: uint256 = dy_fee * self.admin_fee / FEE_DENOMINATOR
dy_admin_fee = dy_admin_fee * PRECISION / rates[j]
# Change balances exactly in same way as we change actual ERC20 coin amounts
self.balances[i] = old_balances[i] + dx
# When rounding errors happen, we undercharge admin fee in favor of LP
self.balances[j] = old_balances[j] - dy - dy_admin_fee
assert ERC20(self.coins[i]).transferFrom(msg.sender, self, dx)
assert ERC20(self.coins[j]).transfer(msg.sender, dy)
log TokenExchange(msg.sender, i, dx, j, dy)
return dy
@external
@nonreentrant('lock')
def exchange_underlying(i: int128, j: int128, dx: uint256, min_dy: uint256) -> uint256:
"""
@notice Perform an exchange between two underlying coins
@dev Index values can be found via the `underlying_coins` public getter method
@param i Index value for the underlying coin to send
@param j Index valie of the underlying coin to recieve
@param dx Amount of `i` being exchanged
@param min_dy Minimum amount of `j` to receive
@return Actual amount of `j` received
"""
assert not self.is_killed # dev: is killed
rates: uint256[N_COINS] = RATES
rates[MAX_COIN] = self._vp_rate()
_base_pool: address = self.base_pool
# Use base_i or base_j if they are >= 0
base_i: int128 = i - MAX_COIN
base_j: int128 = j - MAX_COIN
meta_i: int128 = MAX_COIN
meta_j: int128 = MAX_COIN
if base_i < 0:
meta_i = i
if base_j < 0:
meta_j = j
dy: uint256 = 0
# Addresses for input and output coins
input_coin: address = ZERO_ADDRESS
if base_i < 0:
input_coin = self.coins[i]
else:
input_coin = self.base_coins[base_i]
output_coin: address = ZERO_ADDRESS
if base_j < 0:
output_coin = self.coins[j]
else:
output_coin = self.base_coins[base_j]
# Handle potential Tether fees
dx_w_fee: uint256 = dx
if input_coin == FEE_ASSET:
dx_w_fee = ERC20(FEE_ASSET).balanceOf(self)
# "safeTransferFrom" which works for ERC20s which return bool or not
_response: Bytes[32] = raw_call(
input_coin,
concat(
method_id("transferFrom(address,address,uint256)"),
convert(msg.sender, bytes32),
convert(self, bytes32),
convert(dx, bytes32),
),
max_outsize=32,
) # dev: failed transfer
if len(_response) > 0:
assert convert(_response, bool) # dev: failed transfer
# end "safeTransferFrom"
# Handle potential Tether fees
if input_coin == FEE_ASSET:
dx_w_fee = ERC20(FEE_ASSET).balanceOf(self) - dx_w_fee
if base_i < 0 or base_j < 0:
old_balances: uint256[N_COINS] = self.balances
xp: uint256[N_COINS] = self._xp_mem(rates[MAX_COIN], old_balances)
x: uint256 = 0
if base_i < 0:
x = xp[i] + dx_w_fee * rates[i] / PRECISION
else:
# i is from BasePool
# At first, get the amount of pool tokens
base_inputs: uint256[BASE_N_COINS] = empty(uint256[BASE_N_COINS])
base_inputs[base_i] = dx_w_fee
coin_i: address = self.coins[MAX_COIN]
# Deposit and measure delta
x = ERC20(coin_i).balanceOf(self)
Curve(_base_pool).add_liquidity(base_inputs, 0)
# Need to convert pool token to "virtual" units using rates
# dx is also different now
dx_w_fee = ERC20(coin_i).balanceOf(self) - x
x = dx_w_fee * rates[MAX_COIN] / PRECISION
# Adding number of pool tokens
x += xp[MAX_COIN]
y: uint256 = self.get_y(meta_i, meta_j, x, xp)
# Either a real coin or token
dy = xp[meta_j] - y - 1 # -1 just in case there were some rounding errors
dy_fee: uint256 = dy * self.fee / FEE_DENOMINATOR
# Convert all to real units
# Works for both pool coins and real coins
dy = (dy - dy_fee) * PRECISION / rates[meta_j]
dy_admin_fee: uint256 = dy_fee * self.admin_fee / FEE_DENOMINATOR
dy_admin_fee = dy_admin_fee * PRECISION / rates[meta_j]
# Change balances exactly in same way as we change actual ERC20 coin amounts
self.balances[meta_i] = old_balances[meta_i] + dx_w_fee
# When rounding errors happen, we undercharge admin fee in favor of LP
self.balances[meta_j] = old_balances[meta_j] - dy - dy_admin_fee
# Withdraw from the base pool if needed
if base_j >= 0:
out_amount: uint256 = ERC20(output_coin).balanceOf(self)
Curve(_base_pool).remove_liquidity_one_coin(dy, base_j, 0)
dy = ERC20(output_coin).balanceOf(self) - out_amount
assert dy >= min_dy, "Too few coins in result"
else:
# If both are from the base pool
dy = ERC20(output_coin).balanceOf(self)
Curve(_base_pool).exchange(base_i, base_j, dx_w_fee, min_dy)
dy = ERC20(output_coin).balanceOf(self) - dy
# "safeTransfer" which works for ERC20s which return bool or not
_response = raw_call(
output_coin,
concat(
method_id("transfer(address,uint256)"),
convert(msg.sender, bytes32),
convert(dy, bytes32),
),
max_outsize=32,
) # dev: failed transfer
if len(_response) > 0:
assert convert(_response, bool) # dev: failed transfer
# end "safeTransfer"
log TokenExchangeUnderlying(msg.sender, i, dx, j, dy)
return dy
@external
@nonreentrant('lock')
def remove_liquidity(_amount: uint256, min_amounts: uint256[N_COINS]) -> uint256[N_COINS]:
"""
@notice Withdraw coins from the pool
@dev Withdrawal amounts are based on current deposit ratios
@param _amount Quantity of LP tokens to burn in the withdrawal
@param min_amounts Minimum amounts of underlying coins to receive
@return List of amounts of coins that were withdrawn
"""
total_supply: uint256 = self.token.totalSupply()
amounts: uint256[N_COINS] = empty(uint256[N_COINS])
fees: uint256[N_COINS] = empty(uint256[N_COINS]) # Fees are unused but we've got them historically in event
for i in range(N_COINS):
value: uint256 = self.balances[i] * _amount / total_supply
assert value >= min_amounts[i], "Too few coins in result"
self.balances[i] -= value
amounts[i] = value
assert ERC20(self.coins[i]).transfer(msg.sender, value)
self.token.burnFrom(msg.sender, _amount) # dev: insufficient funds
log RemoveLiquidity(msg.sender, amounts, fees, total_supply - _amount)
return amounts
@external
@nonreentrant('lock')
def remove_liquidity_imbalance(amounts: uint256[N_COINS], max_burn_amount: uint256) -> uint256:
"""
@notice Withdraw coins from the pool in an imbalanced amount
@param amounts List of amounts of underlying coins to withdraw
@param max_burn_amount Maximum amount of LP token to burn in the withdrawal
@return Actual amount of the LP token burned in the withdrawal
"""
assert not self.is_killed # dev: is killed
amp: uint256 = self._A()
vp_rate: uint256 = self._vp_rate()
token_supply: uint256 = self.token.totalSupply()
assert token_supply != 0 # dev: zero total supply
_fee: uint256 = self.fee * N_COINS / (4 * (N_COINS - 1))
_admin_fee: uint256 = self.admin_fee
old_balances: uint256[N_COINS] = self.balances
new_balances: uint256[N_COINS] = old_balances
D0: uint256 = self.get_D_mem(vp_rate, old_balances, amp)
for i in range(N_COINS):
new_balances[i] -= amounts[i]
D1: uint256 = self.get_D_mem(vp_rate, new_balances, amp)
fees: uint256[N_COINS] = empty(uint256[N_COINS])
for i in range(N_COINS):
ideal_balance: uint256 = D1 * old_balances[i] / D0
difference: uint256 = 0
if ideal_balance > new_balances[i]:
difference = ideal_balance - new_balances[i]
else:
difference = new_balances[i] - ideal_balance
fees[i] = _fee * difference / FEE_DENOMINATOR
self.balances[i] = new_balances[i] - (fees[i] * _admin_fee / FEE_DENOMINATOR)
new_balances[i] -= fees[i]
D2: uint256 = self.get_D_mem(vp_rate, new_balances, amp)
token_amount: uint256 = (D0 - D2) * token_supply / D0
assert token_amount != 0 # dev: zero tokens burned
token_amount += 1 # In case of rounding errors - make it unfavorable for the "attacker"
assert token_amount <= max_burn_amount, "Slippage screwed you"
self.token.burnFrom(msg.sender, token_amount) # dev: insufficient funds
for i in range(N_COINS):
if amounts[i] != 0:
assert ERC20(self.coins[i]).transfer(msg.sender, amounts[i])
log RemoveLiquidityImbalance(msg.sender, amounts, fees, D1, token_supply - token_amount)
return token_amount
@view
@internal
def get_y_D(A_: uint256, i: int128, xp: uint256[N_COINS], D: uint256) -> uint256:
"""
Calculate x[i] if one reduces D from being calculated for xp to D
Done by solving quadratic equation iteratively.
x_1**2 + x1 * (sum' - (A*n**n - 1) * D / (A * n**n)) = D ** (n + 1) / (n ** (2 * n) * prod' * A)
x_1**2 + b*x_1 = c
x_1 = (x_1**2 + c) / (2*x_1 + b)
"""
# x in the input is converted to the same price/precision
assert i >= 0 # dev: i below zero
assert i < N_COINS # dev: i above N_COINS
S_: uint256 = 0
_x: uint256 = 0
y_prev: uint256 = 0
c: uint256 = D
Ann: uint256 = A_ * N_COINS
for _i in range(N_COINS):
if _i != i:
_x = xp[_i]
else:
continue
S_ += _x
c = c * D / (_x * N_COINS)
c = c * D * A_PRECISION / (Ann * N_COINS)
b: uint256 = S_ + D * A_PRECISION / Ann
y: uint256 = D
for _i in range(255):
y_prev = y
y = (y*y + c) / (2 * y + b - D)
# Equality with the precision of 1
if y > y_prev:
if y - y_prev <= 1:
break
else:
if y_prev - y <= 1:
break
return y
@view
@internal
def _calc_withdraw_one_coin(_token_amount: uint256, i: int128, vp_rate: uint256) -> (uint256, uint256, uint256):
# First, need to calculate
# * Get current D
# * Solve Eqn against y_i for D - _token_amount
amp: uint256 = self._A()
xp: uint256[N_COINS] = self._xp(vp_rate)
D0: uint256 = self.get_D(xp, amp)
total_supply: uint256 = self.token.totalSupply()
D1: uint256 = D0 - _token_amount * D0 / total_supply
new_y: uint256 = self.get_y_D(amp, i, xp, D1)
_fee: uint256 = self.fee * N_COINS / (4 * (N_COINS - 1))
rates: uint256[N_COINS] = RATES
rates[MAX_COIN] = vp_rate
xp_reduced: uint256[N_COINS] = xp
dy_0: uint256 = (xp[i] - new_y) * PRECISION / rates[i] # w/o fees
for j in range(N_COINS):
dx_expected: uint256 = 0
if j == i:
dx_expected = xp[j] * D1 / D0 - new_y
else:
dx_expected = xp[j] - xp[j] * D1 / D0
xp_reduced[j] -= _fee * dx_expected / FEE_DENOMINATOR
dy: uint256 = xp_reduced[i] - self.get_y_D(amp, i, xp_reduced, D1)
dy = (dy - 1) * PRECISION / rates[i] # Withdraw less to account for rounding errors
return dy, dy_0 - dy, total_supply
@view
@external
def calc_withdraw_one_coin(_token_amount: uint256, i: int128) -> uint256:
"""
@notice Calculate the amount received when withdrawing a single coin
@param _token_amount Amount of LP tokens to burn in the withdrawal
@param i Index value of the coin to withdraw
@return Amount of coin received
"""
vp_rate: uint256 = self._vp_rate_ro()
return self._calc_withdraw_one_coin(_token_amount, i, vp_rate)[0]
@external
@nonreentrant('lock')
def remove_liquidity_one_coin(_token_amount: uint256, i: int128, _min_amount: uint256) -> uint256:
"""
@notice Withdraw a single coin from the pool
@param _token_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 coin to receive
@return Amount of coin received
"""
assert not self.is_killed # dev: is killed
vp_rate: uint256 = self._vp_rate()
dy: uint256 = 0
dy_fee: uint256 = 0
total_supply: uint256 = 0
dy, dy_fee, total_supply = self._calc_withdraw_one_coin(_token_amount, i, vp_rate)
assert dy >= _min_amount, "Not enough coins removed"
self.balances[i] -= (dy + dy_fee * self.admin_fee / FEE_DENOMINATOR)
self.token.burnFrom(msg.sender, _token_amount) # dev: insufficient funds
assert ERC20(self.coins[i]).transfer(msg.sender, dy)
log RemoveLiquidityOne(msg.sender, _token_amount, dy, total_supply - _token_amount)
return dy
### Admin functions ###
@external
def ramp_A(_future_A: uint256, _future_time: uint256):
assert msg.sender == self.owner # dev: only owner
assert block.timestamp >= self.initial_A_time + MIN_RAMP_TIME
assert _future_time >= block.timestamp + MIN_RAMP_TIME # dev: insufficient time
_initial_A: uint256 = self._A()
_future_A_p: uint256 = _future_A * A_PRECISION
assert _future_A > 0 and _future_A < MAX_A
if _future_A_p < _initial_A:
assert _future_A_p * MAX_A_CHANGE >= _initial_A
else:
assert _future_A_p <= _initial_A * MAX_A_CHANGE
self.initial_A = _initial_A
self.future_A = _future_A_p
self.initial_A_time = block.timestamp
self.future_A_time = _future_time
log RampA(_initial_A, _future_A_p, block.timestamp, _future_time)
@external
def stop_ramp_A():
assert msg.sender == self.owner # dev: only owner
current_A: uint256 = self._A()
self.initial_A = current_A
self.future_A = current_A
self.initial_A_time = block.timestamp
self.future_A_time = block.timestamp
# now (block.timestamp < t1) is always False, so we return saved A
log StopRampA(current_A, block.timestamp)
@external
def commit_new_fee(new_fee: uint256, new_admin_fee: uint256):
assert msg.sender == self.owner # dev: only owner
assert self.admin_actions_deadline == 0 # dev: active action
assert new_fee <= MAX_FEE # dev: fee exceeds maximum
assert new_admin_fee <= MAX_ADMIN_FEE # dev: admin fee exceeds maximum
_deadline: uint256 = block.timestamp + ADMIN_ACTIONS_DELAY
self.admin_actions_deadline = _deadline
self.future_fee = new_fee
self.future_admin_fee = new_admin_fee
log CommitNewFee(_deadline, new_fee, new_admin_fee)
@external
def apply_new_fee():
assert msg.sender == self.owner # dev: only owner
assert block.timestamp >= self.admin_actions_deadline # dev: insufficient time
assert self.admin_actions_deadline != 0 # dev: no active action