Merge remote-tracking branch 'edward_set2/zishan/uniswapv3-amm-adapter' into feature/uniswapv3-amm-adapter

Author: snake-poison

contracts/interfaces/external/IArrakisVaultV1.sol

@@ -0,0 +1,86 @@
+// SPDX-License-Identifier: GPL-3.0
+
+/*
+    Copyright 2022 Set Labs Inc.
+    Licensed under the Apache License, Version 2.0 (the "License");
+    you may not use this file except in compliance with the License.
+    You may obtain a copy of the License at
+    http://www.apache.org/licenses/LICENSE-2.0
+    Unless required by applicable law or agreed to in writing, software
+    distributed under the License is distributed on an "AS IS" BASIS,
+    WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+    See the License for the specific language governing permissions and
+    limitations under the License.
+    SPDX-License-Identifier: Apache License, Version 2.0
+*/
+
+pragma solidity 0.6.10;
+
+import {IERC20} from "@openzeppelin/contracts/token/ERC20/SafeERC20.sol";
+
+import {
+    IUniswapV3Pool
+} from "@uniswap/v3-core/contracts/interfaces/IUniswapV3Pool.sol";
+
+interface IArrakisVaultV1 {
+    function mint(uint256 mintAmount, address receiver)
+        external
+        returns (
+            uint256 amount0,
+            uint256 amount1,
+            uint128 liquidityMinted
+        );
+
+    function burn(uint256 burnAmount, address receiver)
+        external
+        returns (
+            uint256 amount0,
+            uint256 amount1,
+            uint128 liquidityBurned
+        );
+
+    function getMintAmounts(uint256 amount0Max, uint256 amount1Max)
+        external
+        view
+        returns (
+            uint256 amount0,
+            uint256 amount1,
+            uint256 mintAmount
+        );
+
+    function getUnderlyingBalances()
+        external
+        view
+        returns (uint256 amount0, uint256 amount1);
+    
+    function getUnderlyingBalancesAtPrice(uint160 sqrtRatioX96)
+        external
+        view
+        returns (uint256 amount0Current, uint256 amount1Current);
+
+    function getPositionID() external view returns (bytes32 positionID);
+
+    function token0() external view returns (IERC20);
+
+    function token1() external view returns (IERC20);
+
+    function upperTick() external view returns (int24);
+
+    function lowerTick() external view returns (int24);
+
+    function pool() external view returns (IUniswapV3Pool);
+
+    function totalSupply() external view returns (uint256);
+
+    function balanceOf(address account) external view returns (uint256);
+
+    function executiveRebalance(
+        int24 newLowerTick,
+        int24 newUpperTick,
+        uint160 swapThresholdPrice,
+        uint256 swapAmountBPS,
+        bool zeroForOne
+    ) external;
+
+    function withdrawManagerBalance() external;
+}

contracts/protocol/integration/amm/ArrakisUniswapV3AmmAdapter.sol

@@ -0,0 +1,281 @@
+/*
+    Copyright 2022 Set Labs Inc.
+
+    Licensed under the Apache License, Version 2.0 (the "License");
+    you may not use this file except in compliance with the License.
+    You may obtain a copy of the License at
+
+    http://www.apache.org/licenses/LICENSE-2.0
+
+    Unless required by applicable law or agreed to in writing, software
+    distributed under the License is distributed on an "AS IS" BASIS,
+    WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+    See the License for the specific language governing permissions and
+    limitations under the License.
+
+    SPDX-License-Identifier: Apache License, Version 2.0
+*/
+
+pragma solidity 0.6.10;
+
+import "@openzeppelin/contracts/math/SafeMath.sol";
+import { IERC20 } from "@openzeppelin/contracts/token/ERC20/IERC20.sol";
+import "@uniswap/v3-core/contracts/interfaces/IUniswapV3Pool.sol";
+import "@uniswap/v3-core/contracts/interfaces/IUniswapV3Factory.sol";
+
+import "../../../interfaces/IAmmAdapter.sol";
+import "../../../interfaces/external/IArrakisVaultV1.sol";
+
+/**
+ * @title UniswapV3AmmAdapter
+ * @author Zishan Sami
+ *
+ * Adapter for Arrakis Vault representing Uniswap V3 liquidity position that encodes adding and removing liquidty
+ */
+contract ArrakisUniswapV3AmmAdapter is IAmmAdapter {
+    using SafeMath for uint256;
+
+    /* ============ State Variables ============ */
+
+    // Address of Arrakis Router contract
+    address public immutable router;
+
+    // UniswapV3 factory contract
+    IUniswapV3Factory public immutable uniV3Factory;
+
+    // Internal function string for adding liquidity
+    string internal constant ADD_LIQUIDITY =
+        "addLiquidity(address,uint256,uint256,uint256,uint256,address)";
+    // Internal function string for removing liquidity
+    string internal constant REMOVE_LIQUIDITY =
+        "removeLiquidity(address,uint256,uint256,uint256,address)";
+
+    /* ============ Constructor ============ */
+
+    /**
+     * Set state variables
+     *
+     * @param _router          Address of Arrakis Router contract
+     * @param _uniV3Factory    Address of UniswapV3 Factory contract
+     */
+    constructor(address _router, address _uniV3Factory) public {
+        require(_router != address(0),"_router address must not be zero address");
+        require(_uniV3Factory != address(0),"_uniV3Factory address must not be zero address");
+        router = _router;
+        uniV3Factory = IUniswapV3Factory(_uniV3Factory);
+    }
+
+    /* ============ External Getter Functions ============ */
+
+    /**
+     * Return calldata for the add liquidity call
+     *
+     * @param  _setToken                Address of the SetToken
+     * @param  _pool                    Address of liquidity token
+     * @param  _components              Token address array required to remove liquidity
+     * @param  _maxTokensIn             AmountsIn desired to add liquidity
+     * @param  _minLiquidity            Min liquidity amount to add
+     */
+    function getProvideLiquidityCalldata(
+        address _setToken,
+        address _pool,
+        address[] calldata _components,
+        uint256[] calldata _maxTokensIn,
+        uint256 _minLiquidity
+    )
+        external
+        view
+        override
+        returns (address target, uint256 value, bytes memory data)
+    {   
+        address setToken = _setToken;
+        address[] memory components = _components;
+        uint256[] memory maxTokensIn = _maxTokensIn;
+        uint256 minLiquidity = _minLiquidity;
+
+        require(maxTokensIn[0] > 0 && maxTokensIn[1] > 0, "Component quantity must be nonzero");
+
+        IArrakisVaultV1 arrakisVaultPool = IArrakisVaultV1(_pool);
+
+        // Sort the amount in order of tokens stored in Arrakis Pool
+        (uint256 maxTokensInA, uint256 maxTokensInB) = _getOrderedAmount(components[0], components[1], maxTokensIn[0], maxTokensIn[1]);
+
+        (uint256 amountAMin, uint256 amountBMin, uint256 liquidityExpectedFromSuppliedTokens) = arrakisVaultPool.getMintAmounts(maxTokensInA, maxTokensInB);
+        
+        require(
+            minLiquidity <= liquidityExpectedFromSuppliedTokens,
+            "_minLiquidity is too high for input token limit"
+        );
+
+        target = router;
+        value = 0;
+        data = abi.encodeWithSignature( 
+            ADD_LIQUIDITY,
+            arrakisVaultPool,
+            maxTokensInA,
+            maxTokensInB,
+            amountAMin,
+            amountBMin,
+            setToken
+        );
+    }
+
+    /**
+     * Return calldata for the add liquidity call for a single asset
+     */
+    function getProvideLiquiditySingleAssetCalldata(
+        address /*_setToken*/,
+        address /*_pool*/,
+        address /*_component*/,
+        uint256 /*_maxTokenIn*/,
+        uint256 /*_minLiquidity*/
+    )
+        external
+        view
+        override
+        returns (address /*target*/, uint256 /*value*/, bytes memory /*data*/)
+    {
+        revert("Arrakis single asset addition is not supported");
+    }
+
+    /**
+     * Return calldata for the remove liquidity call
+     *
+     * @param  _setToken                Address of the SetToken
+     * @param  _pool                    Address of liquidity token
+     * @param  _components              Token address array required to remove liquidity
+     * @param  _minTokensOut            AmountsOut minimum to remove liquidity
+     * @param  _liquidity               Liquidity amount to remove
+     */
+    function getRemoveLiquidityCalldata(
+        address _setToken,
+        address _pool,
+        address[] calldata _components,
+        uint256[] calldata _minTokensOut,
+        uint256 _liquidity
+    )
+        external
+        view
+        override
+        returns (address target, uint256 value, bytes memory data)
+    {   
+        address setToken = _setToken;
+        address[] memory components = _components;
+        uint256[] memory minTokensOut = _minTokensOut;
+        uint256 liquidity = _liquidity;
+        IArrakisVaultV1 arrakisVaultPool = IArrakisVaultV1(_pool);
+
+        // Make sure that only up to the amount of liquidity tokens owned by the Set Token are redeemed
+        uint256 setTokenLiquidityBalance = arrakisVaultPool.balanceOf(setToken);
+        require(liquidity <= setTokenLiquidityBalance, "_liquidity must be <= to current balance");
+
+        // Checks for minTokensOut
+        require(minTokensOut[0] > 0 && minTokensOut[1] > 0, "Minimum quantity must be nonzero");
+
+        // Sort the amount in order of tokens stored in Arrakis Pool
+        (uint256 minTokensOutA, uint256 minTokensOutB) = _getOrderedAmount(components[0], components[1], minTokensOut[0], minTokensOut[1]);
+
+        target = router;
+        value = 0;
+        data = abi.encodeWithSignature(
+            REMOVE_LIQUIDITY,
+            arrakisVaultPool,
+            liquidity,
+            minTokensOutA,
+            minTokensOutB,
+            setToken
+        );
+    }
+
+    /**
+     * Return calldata for the remove liquidity single asset call
+     */
+    function getRemoveLiquiditySingleAssetCalldata(
+        address /* _setToken */,
+        address /*_pool*/,
+        address /*_component*/,
+        uint256 /*_minTokenOut*/,
+        uint256 /*_liquidity*/
+    )
+        external
+        view
+        override
+        returns (address /*target*/, uint256 /*value*/, bytes memory /*data*/)
+    {
+        revert("Arrakis single asset removal is not supported");
+    }
+
+    /**
+     * Returns the address of the spender
+     */
+    function getSpenderAddress(address /*_pool*/)
+        external
+        view
+        override
+        returns (address spender)
+    {
+        spender = router;
+    }
+
+    /**
+     * Verifies that this is an Arrakis Vault pool holding valid UniswapV3 position
+     *
+     * @param  _pool          Address of liquidity token
+     * @param  _components    Address array of supplied/requested tokens
+     */
+    function isValidPool(address _pool, address[] memory _components)
+        external
+        view
+        override
+        returns (bool)
+    {
+        // Attempt to get the tokens of the provided pool
+        address token0;
+        address token1;
+        try IArrakisVaultV1(_pool).token0() returns (IERC20 _token0) {
+            token0 = address(_token0);
+        } catch {
+            return false;
+        }
+        try IArrakisVaultV1(_pool).token1() returns (IERC20 _token1) {
+            token1 = address(_token1);
+        } catch {
+            return false;
+        }
+
+        // Make sure that components length is two
+        if (_components.length != 2) {
+            return false;
+        }
+
+        // Make sure that _components[0] is either of token0 or token1
+        if (!(_components[0] == token0 || _components[0] == token1) ) {
+            return false;
+        }
+
+        // Make sure that _components[1] is either of token0 or token1
+        if (!(_components[1] == token0 || _components[1] == token1) ) {
+            return false;
+        }
+
+        // Make sure the pool address follows IERC20 interface
+        try IArrakisVaultV1(_pool).totalSupply() returns (uint256) {
+        } catch {
+            return false;
+        }
+        
+        return true;
+    }
+
+    /**
+     * Sorts the amount in order of tokens stored in Arrakis/UniswapV3 Pool
+     *
+     * @param  _token0        Address of token0
+     * @param  _token1        Address of token1
+     * @param  _amount0       Amount of token0
+     * @param  _amount1       Amount of token1
+     */
+    function _getOrderedAmount(address _token0, address _token1, uint256 _amount0, uint256 _amount1) private pure returns(uint256, uint256) {
+        return _token0 < _token1 ? (_amount0, _amount1) : (_amount1, _amount0);
+    }
+}