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Latest 25 from a total of 349 transactions
| Transaction Hash |
Method
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Block
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From
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|---|---|---|---|---|---|---|---|---|---|
| Multicall | 19128391 | 764 days ago | IN | 0 ETH | 0.00534429 | ||||
| Update Mining Po... | 18037241 | 917 days ago | IN | 0 ETH | 0.00318264 | ||||
| Multicall | 18001685 | 922 days ago | IN | 0 ETH | 0.00214917 | ||||
| Withdraw | 17894016 | 937 days ago | IN | 0 ETH | 0.00253364 | ||||
| Set Divestment T... | 17865678 | 941 days ago | IN | 0 ETH | 0.0011367 | ||||
| Withdraw | 17814678 | 949 days ago | IN | 0 ETH | 0.00623729 | ||||
| Set Divestment T... | 17810393 | 949 days ago | IN | 0 ETH | 0.00072814 | ||||
| Purchase | 17808309 | 949 days ago | IN | 0 ETH | 0.02254645 | ||||
| Swap And Purchas... | 17808178 | 949 days ago | IN | 0.15087861 ETH | 0.04900737 | ||||
| Swap And Purchas... | 17808141 | 949 days ago | IN | 0.22069173 ETH | 0.07308705 | ||||
| Swap And Purchas... | 17450867 | 1000 days ago | IN | 0.05428195 ETH | 0.02049123 | ||||
| Swap And Purchas... | 17412756 | 1005 days ago | IN | 0.02689829 ETH | 0.02147844 | ||||
| Swap And Purchas... | 17297301 | 1021 days ago | IN | 0 ETH | 0.03786693 | ||||
| Swap And Purchas... | 17024505 | 1060 days ago | IN | 0.02567106 ETH | 0.02350244 | ||||
| Swap And Purchas... | 16560219 | 1125 days ago | IN | 0.27807918 ETH | 0.0209781 | ||||
| Swap And Purchas... | 16510429 | 1132 days ago | IN | 0 ETH | 0.00900103 | ||||
| Swap And Purchas... | 16510425 | 1132 days ago | IN | 0.12008278 ETH | 0.0161166 | ||||
| Swap And Purchas... | 16496318 | 1134 days ago | IN | 0 ETH | 0.00880135 | ||||
| Swap And Purchas... | 16496315 | 1134 days ago | IN | 0 ETH | 0.01692148 | ||||
| Claim Rewards | 16436230 | 1142 days ago | IN | 0 ETH | 0.00263012 | ||||
| Withdraw | 16353446 | 1154 days ago | IN | 0 ETH | 0.00304953 | ||||
| Claim Rewards | 16350704 | 1154 days ago | IN | 0 ETH | 0.00233463 | ||||
| Multicall | 16350413 | 1154 days ago | IN | 0 ETH | 0.00530138 | ||||
| Purchase | 16327483 | 1158 days ago | IN | 0 ETH | 0.0219099 | ||||
| Deposit | 16327330 | 1158 days ago | IN | 0 ETH | 0.00479528 |
Latest 25 internal transactions (View All)
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| Parent Transaction Hash | Method | Block |
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| Deposit | 17808178 | 949 days ago | 0.15087861 ETH | ||||
| Deposit | 17808141 | 949 days ago | 0.22069173 ETH | ||||
| Deposit | 17450867 | 1000 days ago | 0.05428195 ETH | ||||
| Deposit | 17412756 | 1005 days ago | 0.02689829 ETH | ||||
| Deposit | 17024505 | 1060 days ago | 0.02567106 ETH | ||||
| Deposit | 16560219 | 1125 days ago | 0.27807918 ETH | ||||
| Deposit | 16510425 | 1132 days ago | 0.12008278 ETH | ||||
| Deposit | 15886579 | 1219 days ago | 0.17909278 ETH | ||||
| Deposit | 15886575 | 1219 days ago | 0.15754798 ETH | ||||
| Deposit | 15866460 | 1222 days ago | 0.15275148 ETH | ||||
| Deposit | 15361519 | 1296 days ago | 0.01070701 ETH | ||||
| Deposit | 15301658 | 1306 days ago | 0.24500535 ETH | ||||
| Transfer | 15247339 | 1314 days ago | 0.00117979 ETH | ||||
| Deposit | 15247339 | 1314 days ago | 0.08835597 ETH | ||||
| Transfer | 15139702 | 1331 days ago | 0.00207696 ETH | ||||
| Deposit | 15139702 | 1331 days ago | 0.74770495 ETH | ||||
| - | 14992464 | 1355 days ago | 0.03527406 ETH | ||||
| - | 14992464 | 1355 days ago | 0.63845333 ETH | ||||
| - | 14992338 | 1355 days ago | 0.01048108 ETH | ||||
| - | 14992338 | 1355 days ago | 0.5921694 ETH | ||||
| - | 14990266 | 1356 days ago | 0.02586952 ETH | ||||
| - | 14990266 | 1356 days ago | 1.14155316 ETH | ||||
| - | 14990262 | 1356 days ago | 0.0187169 ETH | ||||
| - | 14990262 | 1356 days ago | 1.24369812 ETH | ||||
| - | 14987728 | 1356 days ago | 0.00116041 ETH |
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Similar Match Source Code This contract matches the deployed Bytecode of the Source Code for Contract 0x9998Ca8E...4E666Ef9c The constructor portion of the code might be different and could alter the actual behaviour of the contract
Contract Name:
PoolProxy
Compiler Version
v0.8.10+commit.fc410830
Optimization Enabled:
Yes with 200 runs
Other Settings:
default evmVersion
Contract Source Code (Solidity Standard Json-Input format)
// SPDX-License-Identifier: BUSL-1.1
// For further clarification please see https://license.premia.legal
pragma solidity ^0.8.0;
import {OwnableStorage} from "@solidstate/contracts/access/OwnableStorage.sol";
import {ERC165Storage} from "@solidstate/contracts/introspection/ERC165Storage.sol";
import {Proxy} from "@solidstate/contracts/proxy/Proxy.sol";
import {IDiamondLoupe} from "@solidstate/contracts/proxy/diamond/IDiamondLoupe.sol";
import {IERC20Metadata} from "@solidstate/contracts/token/ERC20/metadata/IERC20Metadata.sol";
import {IERC1155} from "@solidstate/contracts/token/ERC1155/IERC1155.sol";
import {IERC165} from "@solidstate/contracts/introspection/IERC165.sol";
import {IProxyManager} from "../core/IProxyManager.sol";
import {PoolStorage} from "./PoolStorage.sol";
import {ABDKMath64x64Token} from "../libraries/ABDKMath64x64Token.sol";
/**
* @title Upgradeable proxy with centrally controlled Pool implementation
*/
contract PoolProxy is Proxy {
using PoolStorage for PoolStorage.Layout;
using ERC165Storage for ERC165Storage.Layout;
address private immutable DIAMOND;
constructor(
address diamond,
address base,
address underlying,
address baseOracle,
address underlyingOracle,
int128 baseMinimum64x64,
int128 underlyingMinimum64x64,
int128 basePoolCap64x64,
int128 underlyingPoolCap64x64,
int128 initialCLevel64x64,
int128 initialSteepness64x64
) {
DIAMOND = diamond;
OwnableStorage.layout().owner = msg.sender;
{
PoolStorage.Layout storage l = PoolStorage.layout();
l.base = base;
l.underlying = underlying;
l.setOracles(baseOracle, underlyingOracle);
uint8 baseDecimals = IERC20Metadata(base).decimals();
uint8 underlyingDecimals = IERC20Metadata(underlying).decimals();
l.baseDecimals = baseDecimals;
l.underlyingDecimals = underlyingDecimals;
l.baseMinimum = ABDKMath64x64Token.toDecimals(
baseMinimum64x64,
baseDecimals
);
l.underlyingMinimum = ABDKMath64x64Token.toDecimals(
underlyingMinimum64x64,
underlyingDecimals
);
l.basePoolCap = ABDKMath64x64Token.toDecimals(
basePoolCap64x64,
baseDecimals
);
l.underlyingPoolCap = ABDKMath64x64Token.toDecimals(
underlyingPoolCap64x64,
underlyingDecimals
);
l.steepnessBase64x64 = initialSteepness64x64;
l.steepnessUnderlying64x64 = initialSteepness64x64;
l.cLevelBase64x64 = initialCLevel64x64;
l.cLevelUnderlying64x64 = initialCLevel64x64;
int128 newPrice64x64 = l.fetchPriceUpdate();
l.setPriceUpdate(block.timestamp, newPrice64x64);
l.updatedAt = block.timestamp;
l.cLevelBaseUpdatedAt = block.timestamp;
l.cLevelUnderlyingUpdatedAt = block.timestamp;
}
{
ERC165Storage.Layout storage l = ERC165Storage.layout();
l.setSupportedInterface(type(IERC165).interfaceId, true);
l.setSupportedInterface(type(IERC1155).interfaceId, true);
}
}
function _getImplementation() internal view override returns (address) {
return IDiamondLoupe(DIAMOND).facetAddress(msg.sig);
}
}// SPDX-License-Identifier: MIT
pragma solidity ^0.8.0;
library OwnableStorage {
struct Layout {
address owner;
}
bytes32 internal constant STORAGE_SLOT =
keccak256('solidstate.contracts.storage.Ownable');
function layout() internal pure returns (Layout storage l) {
bytes32 slot = STORAGE_SLOT;
assembly {
l.slot := slot
}
}
function setOwner(Layout storage l, address owner) internal {
l.owner = owner;
}
}// SPDX-License-Identifier: MIT
pragma solidity ^0.8.0;
library ERC165Storage {
struct Layout {
mapping(bytes4 => bool) supportedInterfaces;
}
bytes32 internal constant STORAGE_SLOT =
keccak256('solidstate.contracts.storage.ERC165');
function layout() internal pure returns (Layout storage l) {
bytes32 slot = STORAGE_SLOT;
assembly {
l.slot := slot
}
}
function isSupportedInterface(Layout storage l, bytes4 interfaceId)
internal
view
returns (bool)
{
return l.supportedInterfaces[interfaceId];
}
function setSupportedInterface(
Layout storage l,
bytes4 interfaceId,
bool status
) internal {
require(interfaceId != 0xffffffff, 'ERC165: invalid interface id');
l.supportedInterfaces[interfaceId] = status;
}
}// SPDX-License-Identifier: MIT
pragma solidity ^0.8.0;
import { AddressUtils } from '../utils/AddressUtils.sol';
/**
* @title Base proxy contract
*/
abstract contract Proxy {
using AddressUtils for address;
/**
* @notice delegate all calls to implementation contract
* @dev reverts if implementation address contains no code, for compatibility with metamorphic contracts
* @dev memory location in use by assembly may be unsafe in other contexts
*/
fallback() external payable virtual {
address implementation = _getImplementation();
require(
implementation.isContract(),
'Proxy: implementation must be contract'
);
assembly {
calldatacopy(0, 0, calldatasize())
let result := delegatecall(
gas(),
implementation,
0,
calldatasize(),
0,
0
)
returndatacopy(0, 0, returndatasize())
switch result
case 0 {
revert(0, returndatasize())
}
default {
return(0, returndatasize())
}
}
}
/**
* @notice get logic implementation address
* @return implementation address
*/
function _getImplementation() internal virtual returns (address);
}// SPDX-License-Identifier: MIT
pragma solidity ^0.8.0;
/**
* @title Diamond proxy introspection interface
* @dev see https://eips.ethereum.org/EIPS/eip-2535
*/
interface IDiamondLoupe {
struct Facet {
address target;
bytes4[] selectors;
}
/**
* @notice get all facets and their selectors
* @return diamondFacets array of structured facet data
*/
function facets() external view returns (Facet[] memory diamondFacets);
/**
* @notice get all selectors for given facet address
* @param facet address of facet to query
* @return selectors array of function selectors
*/
function facetFunctionSelectors(address facet)
external
view
returns (bytes4[] memory selectors);
/**
* @notice get addresses of all facets used by diamond
* @return addresses array of facet addresses
*/
function facetAddresses()
external
view
returns (address[] memory addresses);
/**
* @notice get the address of the facet associated with given selector
* @param selector function selector to query
* @return facet facet address (zero address if not found)
*/
function facetAddress(bytes4 selector)
external
view
returns (address facet);
}// SPDX-License-Identifier: MIT
pragma solidity ^0.8.0;
/**
* @title ERC20 metadata interface
*/
interface IERC20Metadata {
/**
* @notice return token name
* @return token name
*/
function name() external view returns (string memory);
/**
* @notice return token symbol
* @return token symbol
*/
function symbol() external view returns (string memory);
/**
* @notice return token decimals, generally used only for display purposes
* @return token decimals
*/
function decimals() external view returns (uint8);
}// SPDX-License-Identifier: MIT
pragma solidity ^0.8.0;
import { IERC1155Internal } from './IERC1155Internal.sol';
import { IERC165 } from '../../introspection/IERC165.sol';
/**
* @notice ERC1155 interface
* @dev see https://github.com/ethereum/EIPs/issues/1155
*/
interface IERC1155 is IERC1155Internal, IERC165 {
/**
* @notice query the balance of given token held by given address
* @param account address to query
* @param id token to query
* @return token balance
*/
function balanceOf(address account, uint256 id)
external
view
returns (uint256);
/**
* @notice query the balances of given tokens held by given addresses
* @param accounts addresss to query
* @param ids tokens to query
* @return token balances
*/
function balanceOfBatch(address[] calldata accounts, uint256[] calldata ids)
external
view
returns (uint256[] memory);
/**
* @notice query approval status of given operator with respect to given address
* @param account address to query for approval granted
* @param operator address to query for approval received
* @return whether operator is approved to spend tokens held by account
*/
function isApprovedForAll(address account, address operator)
external
view
returns (bool);
/**
* @notice grant approval to or revoke approval from given operator to spend held tokens
* @param operator address whose approval status to update
* @param status whether operator should be considered approved
*/
function setApprovalForAll(address operator, bool status) external;
/**
* @notice transfer tokens between given addresses, checking for ERC1155Receiver implementation if applicable
* @param from sender of tokens
* @param to receiver of tokens
* @param id token ID
* @param amount quantity of tokens to transfer
* @param data data payload
*/
function safeTransferFrom(
address from,
address to,
uint256 id,
uint256 amount,
bytes calldata data
) external;
/**
* @notice transfer batch of tokens between given addresses, checking for ERC1155Receiver implementation if applicable
* @param from sender of tokens
* @param to receiver of tokens
* @param ids list of token IDs
* @param amounts list of quantities of tokens to transfer
* @param data data payload
*/
function safeBatchTransferFrom(
address from,
address to,
uint256[] calldata ids,
uint256[] calldata amounts,
bytes calldata data
) external;
}// SPDX-License-Identifier: MIT
pragma solidity ^0.8.0;
/**
* @title ERC165 interface registration interface
* @dev see https://eips.ethereum.org/EIPS/eip-165
*/
interface IERC165 {
/**
* @notice query whether contract has registered support for given interface
* @param interfaceId interface id
* @return bool whether interface is supported
*/
function supportsInterface(bytes4 interfaceId) external view returns (bool);
}// SPDX-License-Identifier: LGPL-3.0-or-later
pragma solidity ^0.8.0;
interface IProxyManager {
function getPoolList() external view returns (address[] memory);
}// SPDX-License-Identifier: BUSL-1.1
// For further clarification please see https://license.premia.legal
pragma solidity ^0.8.0;
import {AggregatorInterface} from "@chainlink/contracts/src/v0.8/interfaces/AggregatorInterface.sol";
import {AggregatorV3Interface} from "@chainlink/contracts/src/v0.8/interfaces/AggregatorV3Interface.sol";
import {EnumerableSet, ERC1155EnumerableStorage} from "@solidstate/contracts/token/ERC1155/enumerable/ERC1155EnumerableStorage.sol";
import {ABDKMath64x64} from "abdk-libraries-solidity/ABDKMath64x64.sol";
import {ABDKMath64x64Token} from "../libraries/ABDKMath64x64Token.sol";
import {OptionMath} from "../libraries/OptionMath.sol";
library PoolStorage {
using ABDKMath64x64 for int128;
using PoolStorage for PoolStorage.Layout;
enum TokenType {
UNDERLYING_FREE_LIQ,
BASE_FREE_LIQ,
UNDERLYING_RESERVED_LIQ,
BASE_RESERVED_LIQ,
LONG_CALL,
SHORT_CALL,
LONG_PUT,
SHORT_PUT
}
struct PoolSettings {
address underlying;
address base;
address underlyingOracle;
address baseOracle;
}
struct QuoteArgsInternal {
address feePayer; // address of the fee payer
uint64 maturity; // timestamp of option maturity
int128 strike64x64; // 64x64 fixed point representation of strike price
int128 spot64x64; // 64x64 fixed point representation of spot price
uint256 contractSize; // size of option contract
bool isCall; // true for call, false for put
}
struct QuoteResultInternal {
int128 baseCost64x64; // 64x64 fixed point representation of option cost denominated in underlying currency (without fee)
int128 feeCost64x64; // 64x64 fixed point representation of option fee cost denominated in underlying currency for call, or base currency for put
int128 cLevel64x64; // 64x64 fixed point representation of C-Level of Pool after purchase
int128 slippageCoefficient64x64; // 64x64 fixed point representation of slippage coefficient for given order size
}
struct BatchData {
uint256 eta;
uint256 totalPendingDeposits;
}
bytes32 internal constant STORAGE_SLOT =
keccak256("premia.contracts.storage.Pool");
uint256 private constant C_DECAY_BUFFER = 12 hours;
uint256 private constant C_DECAY_INTERVAL = 4 hours;
struct Layout {
// ERC20 token addresses
address base;
address underlying;
// AggregatorV3Interface oracle addresses
address baseOracle;
address underlyingOracle;
// token metadata
uint8 underlyingDecimals;
uint8 baseDecimals;
// minimum amounts
uint256 baseMinimum;
uint256 underlyingMinimum;
// deposit caps
uint256 basePoolCap;
uint256 underlyingPoolCap;
// market state
int128 _deprecated_steepness64x64;
int128 cLevelBase64x64;
int128 cLevelUnderlying64x64;
uint256 cLevelBaseUpdatedAt;
uint256 cLevelUnderlyingUpdatedAt;
uint256 updatedAt;
// User -> isCall -> depositedAt
mapping(address => mapping(bool => uint256)) depositedAt;
mapping(address => mapping(bool => uint256)) divestmentTimestamps;
// doubly linked list of free liquidity intervals
// isCall -> User -> User
mapping(bool => mapping(address => address)) liquidityQueueAscending;
mapping(bool => mapping(address => address)) liquidityQueueDescending;
// minimum resolution price bucket => price
mapping(uint256 => int128) bucketPrices64x64;
// sequence id (minimum resolution price bucket / 256) => price update sequence
mapping(uint256 => uint256) priceUpdateSequences;
// isCall -> batch data
mapping(bool => BatchData) nextDeposits;
// user -> batch timestamp -> isCall -> pending amount
mapping(address => mapping(uint256 => mapping(bool => uint256))) pendingDeposits;
EnumerableSet.UintSet tokenIds;
// user -> isCallPool -> total value locked of user (Used for liquidity mining)
mapping(address => mapping(bool => uint256)) userTVL;
// isCallPool -> total value locked
mapping(bool => uint256) totalTVL;
// steepness values
int128 steepnessBase64x64;
int128 steepnessUnderlying64x64;
}
function layout() internal pure returns (Layout storage l) {
bytes32 slot = STORAGE_SLOT;
assembly {
l.slot := slot
}
}
/**
* @notice calculate ERC1155 token id for given option parameters
* @param tokenType TokenType enum
* @param maturity timestamp of option maturity
* @param strike64x64 64x64 fixed point representation of strike price
* @return tokenId token id
*/
function formatTokenId(
TokenType tokenType,
uint64 maturity,
int128 strike64x64
) internal pure returns (uint256 tokenId) {
tokenId =
(uint256(tokenType) << 248) +
(uint256(maturity) << 128) +
uint256(int256(strike64x64));
}
/**
* @notice derive option maturity and strike price from ERC1155 token id
* @param tokenId token id
* @return tokenType TokenType enum
* @return maturity timestamp of option maturity
* @return strike64x64 option strike price
*/
function parseTokenId(uint256 tokenId)
internal
pure
returns (
TokenType tokenType,
uint64 maturity,
int128 strike64x64
)
{
assembly {
tokenType := shr(248, tokenId)
maturity := shr(128, tokenId)
strike64x64 := tokenId
}
}
function getTokenDecimals(Layout storage l, bool isCall)
internal
view
returns (uint8 decimals)
{
decimals = isCall ? l.underlyingDecimals : l.baseDecimals;
}
/**
* @notice get the total supply of free liquidity tokens, minus pending deposits
* @param l storage layout struct
* @param isCall whether query is for call or put pool
* @return 64x64 fixed point representation of total free liquidity
*/
function totalFreeLiquiditySupply64x64(Layout storage l, bool isCall)
internal
view
returns (int128)
{
uint256 tokenId = formatTokenId(
isCall ? TokenType.UNDERLYING_FREE_LIQ : TokenType.BASE_FREE_LIQ,
0,
0
);
return
ABDKMath64x64Token.fromDecimals(
ERC1155EnumerableStorage.layout().totalSupply[tokenId] -
l.nextDeposits[isCall].totalPendingDeposits,
l.getTokenDecimals(isCall)
);
}
function getReinvestmentStatus(
Layout storage l,
address account,
bool isCallPool
) internal view returns (bool) {
uint256 timestamp = l.divestmentTimestamps[account][isCallPool];
return timestamp == 0 || timestamp > block.timestamp;
}
function addUnderwriter(
Layout storage l,
address account,
bool isCallPool
) internal {
require(account != address(0));
mapping(address => address) storage asc = l.liquidityQueueAscending[
isCallPool
];
mapping(address => address) storage desc = l.liquidityQueueDescending[
isCallPool
];
if (_isInQueue(account, asc, desc)) return;
address last = desc[address(0)];
asc[last] = account;
desc[account] = last;
desc[address(0)] = account;
}
function removeUnderwriter(
Layout storage l,
address account,
bool isCallPool
) internal {
require(account != address(0));
mapping(address => address) storage asc = l.liquidityQueueAscending[
isCallPool
];
mapping(address => address) storage desc = l.liquidityQueueDescending[
isCallPool
];
if (!_isInQueue(account, asc, desc)) return;
address prev = desc[account];
address next = asc[account];
asc[prev] = next;
desc[next] = prev;
delete asc[account];
delete desc[account];
}
function isInQueue(
Layout storage l,
address account,
bool isCallPool
) internal view returns (bool) {
mapping(address => address) storage asc = l.liquidityQueueAscending[
isCallPool
];
mapping(address => address) storage desc = l.liquidityQueueDescending[
isCallPool
];
return _isInQueue(account, asc, desc);
}
function _isInQueue(
address account,
mapping(address => address) storage asc,
mapping(address => address) storage desc
) private view returns (bool) {
return asc[account] != address(0) || desc[address(0)] == account;
}
/**
* @notice get current C-Level, without accounting for pending adjustments
* @param l storage layout struct
* @param isCall whether query is for call or put pool
* @return cLevel64x64 64x64 fixed point representation of C-Level
*/
function getRawCLevel64x64(Layout storage l, bool isCall)
internal
view
returns (int128 cLevel64x64)
{
cLevel64x64 = isCall ? l.cLevelUnderlying64x64 : l.cLevelBase64x64;
}
/**
* @notice get current C-Level, accounting for unrealized decay
* @param l storage layout struct
* @param isCall whether query is for call or put pool
* @return cLevel64x64 64x64 fixed point representation of C-Level
*/
function getDecayAdjustedCLevel64x64(Layout storage l, bool isCall)
internal
view
returns (int128 cLevel64x64)
{
// get raw C-Level from storage
cLevel64x64 = l.getRawCLevel64x64(isCall);
// account for C-Level decay
cLevel64x64 = l.applyCLevelDecayAdjustment(cLevel64x64, isCall);
}
/**
* @notice get updated C-Level and pool liquidity level, accounting for decay and pending deposits
* @param l storage layout struct
* @param isCall whether to update C-Level for call or put pool
* @return cLevel64x64 64x64 fixed point representation of C-Level
* @return liquidity64x64 64x64 fixed point representation of new liquidity amount
*/
function getRealPoolState(Layout storage l, bool isCall)
internal
view
returns (int128 cLevel64x64, int128 liquidity64x64)
{
PoolStorage.BatchData storage batchData = l.nextDeposits[isCall];
int128 oldCLevel64x64 = l.getDecayAdjustedCLevel64x64(isCall);
int128 oldLiquidity64x64 = l.totalFreeLiquiditySupply64x64(isCall);
if (
batchData.totalPendingDeposits > 0 &&
batchData.eta != 0 &&
block.timestamp >= batchData.eta
) {
liquidity64x64 = ABDKMath64x64Token
.fromDecimals(
batchData.totalPendingDeposits,
l.getTokenDecimals(isCall)
)
.add(oldLiquidity64x64);
cLevel64x64 = l.applyCLevelLiquidityChangeAdjustment(
oldCLevel64x64,
oldLiquidity64x64,
liquidity64x64,
isCall
);
} else {
cLevel64x64 = oldCLevel64x64;
liquidity64x64 = oldLiquidity64x64;
}
}
/**
* @notice calculate updated C-Level, accounting for unrealized decay
* @param l storage layout struct
* @param oldCLevel64x64 64x64 fixed point representation pool C-Level before accounting for decay
* @param isCall whether query is for call or put pool
* @return cLevel64x64 64x64 fixed point representation of C-Level of Pool after accounting for decay
*/
function applyCLevelDecayAdjustment(
Layout storage l,
int128 oldCLevel64x64,
bool isCall
) internal view returns (int128 cLevel64x64) {
uint256 timeElapsed = block.timestamp -
(isCall ? l.cLevelUnderlyingUpdatedAt : l.cLevelBaseUpdatedAt);
// do not apply C decay if less than 24 hours have elapsed
if (timeElapsed > C_DECAY_BUFFER) {
timeElapsed -= C_DECAY_BUFFER;
} else {
return oldCLevel64x64;
}
int128 timeIntervalsElapsed64x64 = ABDKMath64x64.divu(
timeElapsed,
C_DECAY_INTERVAL
);
uint256 tokenId = formatTokenId(
isCall ? TokenType.UNDERLYING_FREE_LIQ : TokenType.BASE_FREE_LIQ,
0,
0
);
uint256 tvl = l.totalTVL[isCall];
int128 utilization = ABDKMath64x64.divu(
tvl -
(ERC1155EnumerableStorage.layout().totalSupply[tokenId] -
l.nextDeposits[isCall].totalPendingDeposits),
tvl
);
return
OptionMath.calculateCLevelDecay(
OptionMath.CalculateCLevelDecayArgs(
timeIntervalsElapsed64x64,
oldCLevel64x64,
utilization,
0xb333333333333333, // 0.7
0xe666666666666666, // 0.9
0x10000000000000000, // 1.0
0x10000000000000000, // 1.0
0xe666666666666666, // 0.9
0x56fc2a2c515da32ea // 2e
)
);
}
/**
* @notice calculate updated C-Level, accounting for change in liquidity
* @param l storage layout struct
* @param oldCLevel64x64 64x64 fixed point representation pool C-Level before accounting for liquidity change
* @param oldLiquidity64x64 64x64 fixed point representation of previous liquidity
* @param newLiquidity64x64 64x64 fixed point representation of current liquidity
* @param isCallPool whether to update C-Level for call or put pool
* @return cLevel64x64 64x64 fixed point representation of C-Level
*/
function applyCLevelLiquidityChangeAdjustment(
Layout storage l,
int128 oldCLevel64x64,
int128 oldLiquidity64x64,
int128 newLiquidity64x64,
bool isCallPool
) internal view returns (int128 cLevel64x64) {
int128 steepness64x64 = isCallPool
? l.steepnessUnderlying64x64
: l.steepnessBase64x64;
// fallback to deprecated storage value if side-specific value is not set
if (steepness64x64 == 0) steepness64x64 = l._deprecated_steepness64x64;
cLevel64x64 = OptionMath.calculateCLevel(
oldCLevel64x64,
oldLiquidity64x64,
newLiquidity64x64,
steepness64x64
);
if (cLevel64x64 < 0xb333333333333333) {
cLevel64x64 = int128(0xb333333333333333); // 64x64 fixed point representation of 0.7
}
}
/**
* @notice set C-Level to arbitrary pre-calculated value
* @param cLevel64x64 new C-Level of pool
* @param isCallPool whether to update C-Level for call or put pool
*/
function setCLevel(
Layout storage l,
int128 cLevel64x64,
bool isCallPool
) internal {
if (isCallPool) {
l.cLevelUnderlying64x64 = cLevel64x64;
l.cLevelUnderlyingUpdatedAt = block.timestamp;
} else {
l.cLevelBase64x64 = cLevel64x64;
l.cLevelBaseUpdatedAt = block.timestamp;
}
}
function setOracles(
Layout storage l,
address baseOracle,
address underlyingOracle
) internal {
require(
AggregatorV3Interface(baseOracle).decimals() ==
AggregatorV3Interface(underlyingOracle).decimals(),
"Pool: oracle decimals must match"
);
l.baseOracle = baseOracle;
l.underlyingOracle = underlyingOracle;
}
function fetchPriceUpdate(Layout storage l)
internal
view
returns (int128 price64x64)
{
int256 priceUnderlying = AggregatorInterface(l.underlyingOracle)
.latestAnswer();
int256 priceBase = AggregatorInterface(l.baseOracle).latestAnswer();
return ABDKMath64x64.divi(priceUnderlying, priceBase);
}
/**
* @notice set price update for hourly bucket corresponding to given timestamp
* @param l storage layout struct
* @param timestamp timestamp to update
* @param price64x64 64x64 fixed point representation of price
*/
function setPriceUpdate(
Layout storage l,
uint256 timestamp,
int128 price64x64
) internal {
uint256 bucket = timestamp / (1 hours);
l.bucketPrices64x64[bucket] = price64x64;
l.priceUpdateSequences[bucket >> 8] += 1 << (255 - (bucket & 255));
}
/**
* @notice get price update for hourly bucket corresponding to given timestamp
* @param l storage layout struct
* @param timestamp timestamp to query
* @return 64x64 fixed point representation of price
*/
function getPriceUpdate(Layout storage l, uint256 timestamp)
internal
view
returns (int128)
{
return l.bucketPrices64x64[timestamp / (1 hours)];
}
/**
* @notice get first price update available following given timestamp
* @param l storage layout struct
* @param timestamp timestamp to query
* @return 64x64 fixed point representation of price
*/
function getPriceUpdateAfter(Layout storage l, uint256 timestamp)
internal
view
returns (int128)
{
// price updates are grouped into hourly buckets
uint256 bucket = timestamp / (1 hours);
// divide by 256 to get the index of the relevant price update sequence
uint256 sequenceId = bucket >> 8;
// get position within sequence relevant to current price update
uint256 offset = bucket & 255;
// shift to skip buckets from earlier in sequence
uint256 sequence = (l.priceUpdateSequences[sequenceId] << offset) >>
offset;
// iterate through future sequences until a price update is found
// sequence corresponding to current timestamp used as upper bound
uint256 currentPriceUpdateSequenceId = block.timestamp / (256 hours);
while (sequence == 0 && sequenceId <= currentPriceUpdateSequenceId) {
sequence = l.priceUpdateSequences[++sequenceId];
}
// if no price update is found (sequence == 0) function will return 0
// this should never occur, as each relevant external function triggers a price update
// the most significant bit of the sequence corresponds to the offset of the relevant bucket
uint256 msb;
for (uint256 i = 128; i > 0; i >>= 1) {
if (sequence >> i > 0) {
msb += i;
sequence >>= i;
}
}
return l.bucketPrices64x64[((sequenceId + 1) << 8) - msb - 1];
}
function fromBaseToUnderlyingDecimals(Layout storage l, uint256 value)
internal
view
returns (uint256)
{
int128 valueFixed64x64 = ABDKMath64x64Token.fromDecimals(
value,
l.baseDecimals
);
return
ABDKMath64x64Token.toDecimals(
valueFixed64x64,
l.underlyingDecimals
);
}
function fromUnderlyingToBaseDecimals(Layout storage l, uint256 value)
internal
view
returns (uint256)
{
int128 valueFixed64x64 = ABDKMath64x64Token.fromDecimals(
value,
l.underlyingDecimals
);
return ABDKMath64x64Token.toDecimals(valueFixed64x64, l.baseDecimals);
}
}// SPDX-License-Identifier: BUSL-1.1
// For further clarification please see https://license.premia.legal
pragma solidity ^0.8.0;
import {ABDKMath64x64} from "abdk-libraries-solidity/ABDKMath64x64.sol";
library ABDKMath64x64Token {
using ABDKMath64x64 for int128;
/**
* @notice convert 64x64 fixed point representation of token amount to decimal
* @param value64x64 64x64 fixed point representation of token amount
* @param decimals token display decimals
* @return value decimal representation of token amount
*/
function toDecimals(int128 value64x64, uint8 decimals)
internal
pure
returns (uint256 value)
{
value = value64x64.mulu(10**decimals);
}
/**
* @notice convert decimal representation of token amount to 64x64 fixed point
* @param value decimal representation of token amount
* @param decimals token display decimals
* @return value64x64 64x64 fixed point representation of token amount
*/
function fromDecimals(uint256 value, uint8 decimals)
internal
pure
returns (int128 value64x64)
{
value64x64 = ABDKMath64x64.divu(value, 10**decimals);
}
/**
* @notice convert 64x64 fixed point representation of token amount to wei (18 decimals)
* @param value64x64 64x64 fixed point representation of token amount
* @return value wei representation of token amount
*/
function toWei(int128 value64x64) internal pure returns (uint256 value) {
value = toDecimals(value64x64, 18);
}
/**
* @notice convert wei representation (18 decimals) of token amount to 64x64 fixed point
* @param value wei representation of token amount
* @return value64x64 64x64 fixed point representation of token amount
*/
function fromWei(uint256 value) internal pure returns (int128 value64x64) {
value64x64 = fromDecimals(value, 18);
}
}// SPDX-License-Identifier: MIT
pragma solidity ^0.8.0;
library AddressUtils {
function toString(address account) internal pure returns (string memory) {
bytes32 value = bytes32(uint256(uint160(account)));
bytes memory alphabet = '0123456789abcdef';
bytes memory chars = new bytes(42);
chars[0] = '0';
chars[1] = 'x';
for (uint256 i = 0; i < 20; i++) {
chars[2 + i * 2] = alphabet[uint8(value[i + 12] >> 4)];
chars[3 + i * 2] = alphabet[uint8(value[i + 12] & 0x0f)];
}
return string(chars);
}
function isContract(address account) internal view returns (bool) {
uint256 size;
assembly {
size := extcodesize(account)
}
return size > 0;
}
function sendValue(address payable account, uint256 amount) internal {
(bool success, ) = account.call{ value: amount }('');
require(success, 'AddressUtils: failed to send value');
}
function functionCall(address target, bytes memory data)
internal
returns (bytes memory)
{
return
functionCall(target, data, 'AddressUtils: failed low-level call');
}
function functionCall(
address target,
bytes memory data,
string memory error
) internal returns (bytes memory) {
return _functionCallWithValue(target, data, 0, error);
}
function functionCallWithValue(
address target,
bytes memory data,
uint256 value
) internal returns (bytes memory) {
return
functionCallWithValue(
target,
data,
value,
'AddressUtils: failed low-level call with value'
);
}
function functionCallWithValue(
address target,
bytes memory data,
uint256 value,
string memory error
) internal returns (bytes memory) {
require(
address(this).balance >= value,
'AddressUtils: insufficient balance for call'
);
return _functionCallWithValue(target, data, value, error);
}
function _functionCallWithValue(
address target,
bytes memory data,
uint256 value,
string memory error
) private returns (bytes memory) {
require(
isContract(target),
'AddressUtils: function call to non-contract'
);
(bool success, bytes memory returnData) = target.call{ value: value }(
data
);
if (success) {
return returnData;
} else if (returnData.length > 0) {
assembly {
let returnData_size := mload(returnData)
revert(add(32, returnData), returnData_size)
}
} else {
revert(error);
}
}
}// SPDX-License-Identifier: MIT
pragma solidity ^0.8.0;
import { IERC165 } from '../../introspection/IERC165.sol';
/**
* @notice Partial ERC1155 interface needed by internal functions
*/
interface IERC1155Internal {
event TransferSingle(
address indexed operator,
address indexed from,
address indexed to,
uint256 id,
uint256 value
);
event TransferBatch(
address indexed operator,
address indexed from,
address indexed to,
uint256[] ids,
uint256[] values
);
event ApprovalForAll(
address indexed account,
address indexed operator,
bool approved
);
}// SPDX-License-Identifier: MIT
pragma solidity ^0.8.0;
interface AggregatorInterface {
function latestAnswer() external view returns (int256);
function latestTimestamp() external view returns (uint256);
function latestRound() external view returns (uint256);
function getAnswer(uint256 roundId) external view returns (int256);
function getTimestamp(uint256 roundId) external view returns (uint256);
event AnswerUpdated(int256 indexed current, uint256 indexed roundId, uint256 updatedAt);
event NewRound(uint256 indexed roundId, address indexed startedBy, uint256 startedAt);
}// SPDX-License-Identifier: MIT
pragma solidity ^0.8.0;
interface AggregatorV3Interface {
function decimals() external view returns (uint8);
function description() external view returns (string memory);
function version() external view returns (uint256);
// getRoundData and latestRoundData should both raise "No data present"
// if they do not have data to report, instead of returning unset values
// which could be misinterpreted as actual reported values.
function getRoundData(uint80 _roundId)
external
view
returns (
uint80 roundId,
int256 answer,
uint256 startedAt,
uint256 updatedAt,
uint80 answeredInRound
);
function latestRoundData()
external
view
returns (
uint80 roundId,
int256 answer,
uint256 startedAt,
uint256 updatedAt,
uint80 answeredInRound
);
}// SPDX-License-Identifier: MIT
pragma solidity ^0.8.0;
import { EnumerableSet } from '../../../utils/EnumerableSet.sol';
library ERC1155EnumerableStorage {
struct Layout {
mapping(uint256 => uint256) totalSupply;
mapping(uint256 => EnumerableSet.AddressSet) accountsByToken;
mapping(address => EnumerableSet.UintSet) tokensByAccount;
}
bytes32 internal constant STORAGE_SLOT =
keccak256('solidstate.contracts.storage.ERC1155Enumerable');
function layout() internal pure returns (Layout storage l) {
bytes32 slot = STORAGE_SLOT;
assembly {
l.slot := slot
}
}
}// SPDX-License-Identifier: BSD-4-Clause
/*
* ABDK Math 64.64 Smart Contract Library. Copyright © 2019 by ABDK Consulting.
* Author: Mikhail Vladimirov <mikhail.vladimirov@gmail.com>
*/
pragma solidity ^0.8.0;
/**
* Smart contract library of mathematical functions operating with signed
* 64.64-bit fixed point numbers. Signed 64.64-bit fixed point number is
* basically a simple fraction whose numerator is signed 128-bit integer and
* denominator is 2^64. As long as denominator is always the same, there is no
* need to store it, thus in Solidity signed 64.64-bit fixed point numbers are
* represented by int128 type holding only the numerator.
*/
library ABDKMath64x64 {
/*
* Minimum value signed 64.64-bit fixed point number may have.
*/
int128 private constant MIN_64x64 = -0x80000000000000000000000000000000;
/*
* Maximum value signed 64.64-bit fixed point number may have.
*/
int128 private constant MAX_64x64 = 0x7FFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF;
/**
* Convert signed 256-bit integer number into signed 64.64-bit fixed point
* number. Revert on overflow.
*
* @param x signed 256-bit integer number
* @return signed 64.64-bit fixed point number
*/
function fromInt (int256 x) internal pure returns (int128) {
unchecked {
require (x >= -0x8000000000000000 && x <= 0x7FFFFFFFFFFFFFFF);
return int128 (x << 64);
}
}
/**
* Convert signed 64.64 fixed point number into signed 64-bit integer number
* rounding down.
*
* @param x signed 64.64-bit fixed point number
* @return signed 64-bit integer number
*/
function toInt (int128 x) internal pure returns (int64) {
unchecked {
return int64 (x >> 64);
}
}
/**
* Convert unsigned 256-bit integer number into signed 64.64-bit fixed point
* number. Revert on overflow.
*
* @param x unsigned 256-bit integer number
* @return signed 64.64-bit fixed point number
*/
function fromUInt (uint256 x) internal pure returns (int128) {
unchecked {
require (x <= 0x7FFFFFFFFFFFFFFF);
return int128 (int256 (x << 64));
}
}
/**
* Convert signed 64.64 fixed point number into unsigned 64-bit integer
* number rounding down. Revert on underflow.
*
* @param x signed 64.64-bit fixed point number
* @return unsigned 64-bit integer number
*/
function toUInt (int128 x) internal pure returns (uint64) {
unchecked {
require (x >= 0);
return uint64 (uint128 (x >> 64));
}
}
/**
* Convert signed 128.128 fixed point number into signed 64.64-bit fixed point
* number rounding down. Revert on overflow.
*
* @param x signed 128.128-bin fixed point number
* @return signed 64.64-bit fixed point number
*/
function from128x128 (int256 x) internal pure returns (int128) {
unchecked {
int256 result = x >> 64;
require (result >= MIN_64x64 && result <= MAX_64x64);
return int128 (result);
}
}
/**
* Convert signed 64.64 fixed point number into signed 128.128 fixed point
* number.
*
* @param x signed 64.64-bit fixed point number
* @return signed 128.128 fixed point number
*/
function to128x128 (int128 x) internal pure returns (int256) {
unchecked {
return int256 (x) << 64;
}
}
/**
* Calculate x + y. Revert on overflow.
*
* @param x signed 64.64-bit fixed point number
* @param y signed 64.64-bit fixed point number
* @return signed 64.64-bit fixed point number
*/
function add (int128 x, int128 y) internal pure returns (int128) {
unchecked {
int256 result = int256(x) + y;
require (result >= MIN_64x64 && result <= MAX_64x64);
return int128 (result);
}
}
/**
* Calculate x - y. Revert on overflow.
*
* @param x signed 64.64-bit fixed point number
* @param y signed 64.64-bit fixed point number
* @return signed 64.64-bit fixed point number
*/
function sub (int128 x, int128 y) internal pure returns (int128) {
unchecked {
int256 result = int256(x) - y;
require (result >= MIN_64x64 && result <= MAX_64x64);
return int128 (result);
}
}
/**
* Calculate x * y rounding down. Revert on overflow.
*
* @param x signed 64.64-bit fixed point number
* @param y signed 64.64-bit fixed point number
* @return signed 64.64-bit fixed point number
*/
function mul (int128 x, int128 y) internal pure returns (int128) {
unchecked {
int256 result = int256(x) * y >> 64;
require (result >= MIN_64x64 && result <= MAX_64x64);
return int128 (result);
}
}
/**
* Calculate x * y rounding towards zero, where x is signed 64.64 fixed point
* number and y is signed 256-bit integer number. Revert on overflow.
*
* @param x signed 64.64 fixed point number
* @param y signed 256-bit integer number
* @return signed 256-bit integer number
*/
function muli (int128 x, int256 y) internal pure returns (int256) {
unchecked {
if (x == MIN_64x64) {
require (y >= -0xFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF &&
y <= 0x1000000000000000000000000000000000000000000000000);
return -y << 63;
} else {
bool negativeResult = false;
if (x < 0) {
x = -x;
negativeResult = true;
}
if (y < 0) {
y = -y; // We rely on overflow behavior here
negativeResult = !negativeResult;
}
uint256 absoluteResult = mulu (x, uint256 (y));
if (negativeResult) {
require (absoluteResult <=
0x8000000000000000000000000000000000000000000000000000000000000000);
return -int256 (absoluteResult); // We rely on overflow behavior here
} else {
require (absoluteResult <=
0x7FFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF);
return int256 (absoluteResult);
}
}
}
}
/**
* Calculate x * y rounding down, where x is signed 64.64 fixed point number
* and y is unsigned 256-bit integer number. Revert on overflow.
*
* @param x signed 64.64 fixed point number
* @param y unsigned 256-bit integer number
* @return unsigned 256-bit integer number
*/
function mulu (int128 x, uint256 y) internal pure returns (uint256) {
unchecked {
if (y == 0) return 0;
require (x >= 0);
uint256 lo = (uint256 (int256 (x)) * (y & 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF)) >> 64;
uint256 hi = uint256 (int256 (x)) * (y >> 128);
require (hi <= 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF);
hi <<= 64;
require (hi <=
0xFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF - lo);
return hi + lo;
}
}
/**
* Calculate x / y rounding towards zero. Revert on overflow or when y is
* zero.
*
* @param x signed 64.64-bit fixed point number
* @param y signed 64.64-bit fixed point number
* @return signed 64.64-bit fixed point number
*/
function div (int128 x, int128 y) internal pure returns (int128) {
unchecked {
require (y != 0);
int256 result = (int256 (x) << 64) / y;
require (result >= MIN_64x64 && result <= MAX_64x64);
return int128 (result);
}
}
/**
* Calculate x / y rounding towards zero, where x and y are signed 256-bit
* integer numbers. Revert on overflow or when y is zero.
*
* @param x signed 256-bit integer number
* @param y signed 256-bit integer number
* @return signed 64.64-bit fixed point number
*/
function divi (int256 x, int256 y) internal pure returns (int128) {
unchecked {
require (y != 0);
bool negativeResult = false;
if (x < 0) {
x = -x; // We rely on overflow behavior here
negativeResult = true;
}
if (y < 0) {
y = -y; // We rely on overflow behavior here
negativeResult = !negativeResult;
}
uint128 absoluteResult = divuu (uint256 (x), uint256 (y));
if (negativeResult) {
require (absoluteResult <= 0x80000000000000000000000000000000);
return -int128 (absoluteResult); // We rely on overflow behavior here
} else {
require (absoluteResult <= 0x7FFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF);
return int128 (absoluteResult); // We rely on overflow behavior here
}
}
}
/**
* Calculate x / y rounding towards zero, where x and y are unsigned 256-bit
* integer numbers. Revert on overflow or when y is zero.
*
* @param x unsigned 256-bit integer number
* @param y unsigned 256-bit integer number
* @return signed 64.64-bit fixed point number
*/
function divu (uint256 x, uint256 y) internal pure returns (int128) {
unchecked {
require (y != 0);
uint128 result = divuu (x, y);
require (result <= uint128 (MAX_64x64));
return int128 (result);
}
}
/**
* Calculate -x. Revert on overflow.
*
* @param x signed 64.64-bit fixed point number
* @return signed 64.64-bit fixed point number
*/
function neg (int128 x) internal pure returns (int128) {
unchecked {
require (x != MIN_64x64);
return -x;
}
}
/**
* Calculate |x|. Revert on overflow.
*
* @param x signed 64.64-bit fixed point number
* @return signed 64.64-bit fixed point number
*/
function abs (int128 x) internal pure returns (int128) {
unchecked {
require (x != MIN_64x64);
return x < 0 ? -x : x;
}
}
/**
* Calculate 1 / x rounding towards zero. Revert on overflow or when x is
* zero.
*
* @param x signed 64.64-bit fixed point number
* @return signed 64.64-bit fixed point number
*/
function inv (int128 x) internal pure returns (int128) {
unchecked {
require (x != 0);
int256 result = int256 (0x100000000000000000000000000000000) / x;
require (result >= MIN_64x64 && result <= MAX_64x64);
return int128 (result);
}
}
/**
* Calculate arithmetics average of x and y, i.e. (x + y) / 2 rounding down.
*
* @param x signed 64.64-bit fixed point number
* @param y signed 64.64-bit fixed point number
* @return signed 64.64-bit fixed point number
*/
function avg (int128 x, int128 y) internal pure returns (int128) {
unchecked {
return int128 ((int256 (x) + int256 (y)) >> 1);
}
}
/**
* Calculate geometric average of x and y, i.e. sqrt (x * y) rounding down.
* Revert on overflow or in case x * y is negative.
*
* @param x signed 64.64-bit fixed point number
* @param y signed 64.64-bit fixed point number
* @return signed 64.64-bit fixed point number
*/
function gavg (int128 x, int128 y) internal pure returns (int128) {
unchecked {
int256 m = int256 (x) * int256 (y);
require (m >= 0);
require (m <
0x4000000000000000000000000000000000000000000000000000000000000000);
return int128 (sqrtu (uint256 (m)));
}
}
/**
* Calculate x^y assuming 0^0 is 1, where x is signed 64.64 fixed point number
* and y is unsigned 256-bit integer number. Revert on overflow.
*
* @param x signed 64.64-bit fixed point number
* @param y uint256 value
* @return signed 64.64-bit fixed point number
*/
function pow (int128 x, uint256 y) internal pure returns (int128) {
unchecked {
bool negative = x < 0 && y & 1 == 1;
uint256 absX = uint128 (x < 0 ? -x : x);
uint256 absResult;
absResult = 0x100000000000000000000000000000000;
if (absX <= 0x10000000000000000) {
absX <<= 63;
while (y != 0) {
if (y & 0x1 != 0) {
absResult = absResult * absX >> 127;
}
absX = absX * absX >> 127;
if (y & 0x2 != 0) {
absResult = absResult * absX >> 127;
}
absX = absX * absX >> 127;
if (y & 0x4 != 0) {
absResult = absResult * absX >> 127;
}
absX = absX * absX >> 127;
if (y & 0x8 != 0) {
absResult = absResult * absX >> 127;
}
absX = absX * absX >> 127;
y >>= 4;
}
absResult >>= 64;
} else {
uint256 absXShift = 63;
if (absX < 0x1000000000000000000000000) { absX <<= 32; absXShift -= 32; }
if (absX < 0x10000000000000000000000000000) { absX <<= 16; absXShift -= 16; }
if (absX < 0x1000000000000000000000000000000) { absX <<= 8; absXShift -= 8; }
if (absX < 0x10000000000000000000000000000000) { absX <<= 4; absXShift -= 4; }
if (absX < 0x40000000000000000000000000000000) { absX <<= 2; absXShift -= 2; }
if (absX < 0x80000000000000000000000000000000) { absX <<= 1; absXShift -= 1; }
uint256 resultShift = 0;
while (y != 0) {
require (absXShift < 64);
if (y & 0x1 != 0) {
absResult = absResult * absX >> 127;
resultShift += absXShift;
if (absResult > 0x100000000000000000000000000000000) {
absResult >>= 1;
resultShift += 1;
}
}
absX = absX * absX >> 127;
absXShift <<= 1;
if (absX >= 0x100000000000000000000000000000000) {
absX >>= 1;
absXShift += 1;
}
y >>= 1;
}
require (resultShift < 64);
absResult >>= 64 - resultShift;
}
int256 result = negative ? -int256 (absResult) : int256 (absResult);
require (result >= MIN_64x64 && result <= MAX_64x64);
return int128 (result);
}
}
/**
* Calculate sqrt (x) rounding down. Revert if x < 0.
*
* @param x signed 64.64-bit fixed point number
* @return signed 64.64-bit fixed point number
*/
function sqrt (int128 x) internal pure returns (int128) {
unchecked {
require (x >= 0);
return int128 (sqrtu (uint256 (int256 (x)) << 64));
}
}
/**
* Calculate binary logarithm of x. Revert if x <= 0.
*
* @param x signed 64.64-bit fixed point number
* @return signed 64.64-bit fixed point number
*/
function log_2 (int128 x) internal pure returns (int128) {
unchecked {
require (x > 0);
int256 msb = 0;
int256 xc = x;
if (xc >= 0x10000000000000000) { xc >>= 64; msb += 64; }
if (xc >= 0x100000000) { xc >>= 32; msb += 32; }
if (xc >= 0x10000) { xc >>= 16; msb += 16; }
if (xc >= 0x100) { xc >>= 8; msb += 8; }
if (xc >= 0x10) { xc >>= 4; msb += 4; }
if (xc >= 0x4) { xc >>= 2; msb += 2; }
if (xc >= 0x2) msb += 1; // No need to shift xc anymore
int256 result = msb - 64 << 64;
uint256 ux = uint256 (int256 (x)) << uint256 (127 - msb);
for (int256 bit = 0x8000000000000000; bit > 0; bit >>= 1) {
ux *= ux;
uint256 b = ux >> 255;
ux >>= 127 + b;
result += bit * int256 (b);
}
return int128 (result);
}
}
/**
* Calculate natural logarithm of x. Revert if x <= 0.
*
* @param x signed 64.64-bit fixed point number
* @return signed 64.64-bit fixed point number
*/
function ln (int128 x) internal pure returns (int128) {
unchecked {
require (x > 0);
return int128 (int256 (
uint256 (int256 (log_2 (x))) * 0xB17217F7D1CF79ABC9E3B39803F2F6AF >> 128));
}
}
/**
* Calculate binary exponent of x. Revert on overflow.
*
* @param x signed 64.64-bit fixed point number
* @return signed 64.64-bit fixed point number
*/
function exp_2 (int128 x) internal pure returns (int128) {
unchecked {
require (x < 0x400000000000000000); // Overflow
if (x < -0x400000000000000000) return 0; // Underflow
uint256 result = 0x80000000000000000000000000000000;
if (x & 0x8000000000000000 > 0)
result = result * 0x16A09E667F3BCC908B2FB1366EA957D3E >> 128;
if (x & 0x4000000000000000 > 0)
result = result * 0x1306FE0A31B7152DE8D5A46305C85EDEC >> 128;
if (x & 0x2000000000000000 > 0)
result = result * 0x1172B83C7D517ADCDF7C8C50EB14A791F >> 128;
if (x & 0x1000000000000000 > 0)
result = result * 0x10B5586CF9890F6298B92B71842A98363 >> 128;
if (x & 0x800000000000000 > 0)
result = result * 0x1059B0D31585743AE7C548EB68CA417FD >> 128;
if (x & 0x400000000000000 > 0)
result = result * 0x102C9A3E778060EE6F7CACA4F7A29BDE8 >> 128;
if (x & 0x200000000000000 > 0)
result = result * 0x10163DA9FB33356D84A66AE336DCDFA3F >> 128;
if (x & 0x100000000000000 > 0)
result = result * 0x100B1AFA5ABCBED6129AB13EC11DC9543 >> 128;
if (x & 0x80000000000000 > 0)
result = result * 0x10058C86DA1C09EA1FF19D294CF2F679B >> 128;
if (x & 0x40000000000000 > 0)
result = result * 0x1002C605E2E8CEC506D21BFC89A23A00F >> 128;
if (x & 0x20000000000000 > 0)
result = result * 0x100162F3904051FA128BCA9C55C31E5DF >> 128;
if (x & 0x10000000000000 > 0)
result = result * 0x1000B175EFFDC76BA38E31671CA939725 >> 128;
if (x & 0x8000000000000 > 0)
result = result * 0x100058BA01FB9F96D6CACD4B180917C3D >> 128;
if (x & 0x4000000000000 > 0)
result = result * 0x10002C5CC37DA9491D0985C348C68E7B3 >> 128;
if (x & 0x2000000000000 > 0)
result = result * 0x1000162E525EE054754457D5995292026 >> 128;
if (x & 0x1000000000000 > 0)
result = result * 0x10000B17255775C040618BF4A4ADE83FC >> 128;
if (x & 0x800000000000 > 0)
result = result * 0x1000058B91B5BC9AE2EED81E9B7D4CFAB >> 128;
if (x & 0x400000000000 > 0)
result = result * 0x100002C5C89D5EC6CA4D7C8ACC017B7C9 >> 128;
if (x & 0x200000000000 > 0)
result = result * 0x10000162E43F4F831060E02D839A9D16D >> 128;
if (x & 0x100000000000 > 0)
result = result * 0x100000B1721BCFC99D9F890EA06911763 >> 128;
if (x & 0x80000000000 > 0)
result = result * 0x10000058B90CF1E6D97F9CA14DBCC1628 >> 128;
if (x & 0x40000000000 > 0)
result = result * 0x1000002C5C863B73F016468F6BAC5CA2B >> 128;
if (x & 0x20000000000 > 0)
result = result * 0x100000162E430E5A18F6119E3C02282A5 >> 128;
if (x & 0x10000000000 > 0)
result = result * 0x1000000B1721835514B86E6D96EFD1BFE >> 128;
if (x & 0x8000000000 > 0)
result = result * 0x100000058B90C0B48C6BE5DF846C5B2EF >> 128;
if (x & 0x4000000000 > 0)
result = result * 0x10000002C5C8601CC6B9E94213C72737A >> 128;
if (x & 0x2000000000 > 0)
result = result * 0x1000000162E42FFF037DF38AA2B219F06 >> 128;
if (x & 0x1000000000 > 0)
result = result * 0x10000000B17217FBA9C739AA5819F44F9 >> 128;
if (x & 0x800000000 > 0)
result = result * 0x1000000058B90BFCDEE5ACD3C1CEDC823 >> 128;
if (x & 0x400000000 > 0)
result = result * 0x100000002C5C85FE31F35A6A30DA1BE50 >> 128;
if (x & 0x200000000 > 0)
result = result * 0x10000000162E42FF0999CE3541B9FFFCF >> 128;
if (x & 0x100000000 > 0)
result = result * 0x100000000B17217F80F4EF5AADDA45554 >> 128;
if (x & 0x80000000 > 0)
result = result * 0x10000000058B90BFBF8479BD5A81B51AD >> 128;
if (x & 0x40000000 > 0)
result = result * 0x1000000002C5C85FDF84BD62AE30A74CC >> 128;
if (x & 0x20000000 > 0)
result = result * 0x100000000162E42FEFB2FED257559BDAA >> 128;
if (x & 0x10000000 > 0)
result = result * 0x1000000000B17217F7D5A7716BBA4A9AE >> 128;
if (x & 0x8000000 > 0)
result = result * 0x100000000058B90BFBE9DDBAC5E109CCE >> 128;
if (x & 0x4000000 > 0)
result = result * 0x10000000002C5C85FDF4B15DE6F17EB0D >> 128;
if (x & 0x2000000 > 0)
result = result * 0x1000000000162E42FEFA494F1478FDE05 >> 128;
if (x & 0x1000000 > 0)
result = result * 0x10000000000B17217F7D20CF927C8E94C >> 128;
if (x & 0x800000 > 0)
result = result * 0x1000000000058B90BFBE8F71CB4E4B33D >> 128;
if (x & 0x400000 > 0)
result = result * 0x100000000002C5C85FDF477B662B26945 >> 128;
if (x & 0x200000 > 0)
result = result * 0x10000000000162E42FEFA3AE53369388C >> 128;
if (x & 0x100000 > 0)
result = result * 0x100000000000B17217F7D1D351A389D40 >> 128;
if (x & 0x80000 > 0)
result = result * 0x10000000000058B90BFBE8E8B2D3D4EDE >> 128;
if (x & 0x40000 > 0)
result = result * 0x1000000000002C5C85FDF4741BEA6E77E >> 128;
if (x & 0x20000 > 0)
result = result * 0x100000000000162E42FEFA39FE95583C2 >> 128;
if (x & 0x10000 > 0)
result = result * 0x1000000000000B17217F7D1CFB72B45E1 >> 128;
if (x & 0x8000 > 0)
result = result * 0x100000000000058B90BFBE8E7CC35C3F0 >> 128;
if (x & 0x4000 > 0)
result = result * 0x10000000000002C5C85FDF473E242EA38 >> 128;
if (x & 0x2000 > 0)
result = result * 0x1000000000000162E42FEFA39F02B772C >> 128;
if (x & 0x1000 > 0)
result = result * 0x10000000000000B17217F7D1CF7D83C1A >> 128;
if (x & 0x800 > 0)
result = result * 0x1000000000000058B90BFBE8E7BDCBE2E >> 128;
if (x & 0x400 > 0)
result = result * 0x100000000000002C5C85FDF473DEA871F >> 128;
if (x & 0x200 > 0)
result = result * 0x10000000000000162E42FEFA39EF44D91 >> 128;
if (x & 0x100 > 0)
result = result * 0x100000000000000B17217F7D1CF79E949 >> 128;
if (x & 0x80 > 0)
result = result * 0x10000000000000058B90BFBE8E7BCE544 >> 128;
if (x & 0x40 > 0)
result = result * 0x1000000000000002C5C85FDF473DE6ECA >> 128;
if (x & 0x20 > 0)
result = result * 0x100000000000000162E42FEFA39EF366F >> 128;
if (x & 0x10 > 0)
result = result * 0x1000000000000000B17217F7D1CF79AFA >> 128;
if (x & 0x8 > 0)
result = result * 0x100000000000000058B90BFBE8E7BCD6D >> 128;
if (x & 0x4 > 0)
result = result * 0x10000000000000002C5C85FDF473DE6B2 >> 128;
if (x & 0x2 > 0)
result = result * 0x1000000000000000162E42FEFA39EF358 >> 128;
if (x & 0x1 > 0)
result = result * 0x10000000000000000B17217F7D1CF79AB >> 128;
result >>= uint256 (int256 (63 - (x >> 64)));
require (result <= uint256 (int256 (MAX_64x64)));
return int128 (int256 (result));
}
}
/**
* Calculate natural exponent of x. Revert on overflow.
*
* @param x signed 64.64-bit fixed point number
* @return signed 64.64-bit fixed point number
*/
function exp (int128 x) internal pure returns (int128) {
unchecked {
require (x < 0x400000000000000000); // Overflow
if (x < -0x400000000000000000) return 0; // Underflow
return exp_2 (
int128 (int256 (x) * 0x171547652B82FE1777D0FFDA0D23A7D12 >> 128));
}
}
/**
* Calculate x / y rounding towards zero, where x and y are unsigned 256-bit
* integer numbers. Revert on overflow or when y is zero.
*
* @param x unsigned 256-bit integer number
* @param y unsigned 256-bit integer number
* @return unsigned 64.64-bit fixed point number
*/
function divuu (uint256 x, uint256 y) private pure returns (uint128) {
unchecked {
require (y != 0);
uint256 result;
if (x <= 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF)
result = (x << 64) / y;
else {
uint256 msb = 192;
uint256 xc = x >> 192;
if (xc >= 0x100000000) { xc >>= 32; msb += 32; }
if (xc >= 0x10000) { xc >>= 16; msb += 16; }
if (xc >= 0x100) { xc >>= 8; msb += 8; }
if (xc >= 0x10) { xc >>= 4; msb += 4; }
if (xc >= 0x4) { xc >>= 2; msb += 2; }
if (xc >= 0x2) msb += 1; // No need to shift xc anymore
result = (x << 255 - msb) / ((y - 1 >> msb - 191) + 1);
require (result <= 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF);
uint256 hi = result * (y >> 128);
uint256 lo = result * (y & 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF);
uint256 xh = x >> 192;
uint256 xl = x << 64;
if (xl < lo) xh -= 1;
xl -= lo; // We rely on overflow behavior here
lo = hi << 128;
if (xl < lo) xh -= 1;
xl -= lo; // We rely on overflow behavior here
assert (xh == hi >> 128);
result += xl / y;
}
require (result <= 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF);
return uint128 (result);
}
}
/**
* Calculate sqrt (x) rounding down, where x is unsigned 256-bit integer
* number.
*
* @param x unsigned 256-bit integer number
* @return unsigned 128-bit integer number
*/
function sqrtu (uint256 x) private pure returns (uint128) {
unchecked {
if (x == 0) return 0;
else {
uint256 xx = x;
uint256 r = 1;
if (xx >= 0x100000000000000000000000000000000) { xx >>= 128; r <<= 64; }
if (xx >= 0x10000000000000000) { xx >>= 64; r <<= 32; }
if (xx >= 0x100000000) { xx >>= 32; r <<= 16; }
if (xx >= 0x10000) { xx >>= 16; r <<= 8; }
if (xx >= 0x100) { xx >>= 8; r <<= 4; }
if (xx >= 0x10) { xx >>= 4; r <<= 2; }
if (xx >= 0x8) { r <<= 1; }
r = (r + x / r) >> 1;
r = (r + x / r) >> 1;
r = (r + x / r) >> 1;
r = (r + x / r) >> 1;
r = (r + x / r) >> 1;
r = (r + x / r) >> 1;
r = (r + x / r) >> 1; // Seven iterations should be enough
uint256 r1 = x / r;
return uint128 (r < r1 ? r : r1);
}
}
}
}// SPDX-License-Identifier: BUSL-1.1
// For further clarification please see https://license.premia.legal
pragma solidity ^0.8.0;
import {ABDKMath64x64} from "abdk-libraries-solidity/ABDKMath64x64.sol";
library OptionMath {
using ABDKMath64x64 for int128;
struct QuoteArgs {
int128 varianceAnnualized64x64; // 64x64 fixed point representation of annualized variance
int128 strike64x64; // 64x64 fixed point representation of strike price
int128 spot64x64; // 64x64 fixed point representation of spot price
int128 timeToMaturity64x64; // 64x64 fixed point representation of duration of option contract (in years)
int128 oldCLevel64x64; // 64x64 fixed point representation of C-Level of Pool before purchase
int128 oldPoolState; // 64x64 fixed point representation of current state of the pool
int128 newPoolState; // 64x64 fixed point representation of state of the pool after trade
int128 steepness64x64; // 64x64 fixed point representation of Pool state delta multiplier
int128 minAPY64x64; // 64x64 fixed point representation of minimum APY for capital locked up to underwrite options
bool isCall; // whether to price "call" or "put" option
}
struct CalculateCLevelDecayArgs {
int128 timeIntervalsElapsed64x64; // 64x64 fixed point representation of quantity of discrete arbitrary intervals elapsed since last update
int128 oldCLevel64x64; // 64x64 fixed point representation of C-Level prior to accounting for decay
int128 utilization64x64; // 64x64 fixed point representation of pool capital utilization rate
int128 utilizationLowerBound64x64;
int128 utilizationUpperBound64x64;
int128 cLevelLowerBound64x64;
int128 cLevelUpperBound64x64;
int128 cConvergenceULowerBound64x64;
int128 cConvergenceUUpperBound64x64;
}
// 64x64 fixed point integer constants
int128 internal constant ONE_64x64 = 0x10000000000000000;
int128 internal constant THREE_64x64 = 0x30000000000000000;
// 64x64 fixed point constants used in Choudhury’s approximation of the Black-Scholes CDF
int128 private constant CDF_CONST_0 = 0x09109f285df452394; // 2260 / 3989
int128 private constant CDF_CONST_1 = 0x19abac0ea1da65036; // 6400 / 3989
int128 private constant CDF_CONST_2 = 0x0d3c84b78b749bd6b; // 3300 / 3989
/**
* @notice recalculate C-Level based on change in liquidity
* @param initialCLevel64x64 64x64 fixed point representation of C-Level of Pool before update
* @param oldPoolState64x64 64x64 fixed point representation of liquidity in pool before update
* @param newPoolState64x64 64x64 fixed point representation of liquidity in pool after update
* @param steepness64x64 64x64 fixed point representation of steepness coefficient
* @return 64x64 fixed point representation of new C-Level
*/
function calculateCLevel(
int128 initialCLevel64x64,
int128 oldPoolState64x64,
int128 newPoolState64x64,
int128 steepness64x64
) external pure returns (int128) {
return
newPoolState64x64
.sub(oldPoolState64x64)
.div(
oldPoolState64x64 > newPoolState64x64
? oldPoolState64x64
: newPoolState64x64
)
.mul(steepness64x64)
.neg()
.exp()
.mul(initialCLevel64x64);
}
/**
* @notice calculate the price of an option using the Premia Finance model
* @param args arguments of quotePrice
* @return premiaPrice64x64 64x64 fixed point representation of Premia option price
* @return cLevel64x64 64x64 fixed point representation of C-Level of Pool after purchase
*/
function quotePrice(QuoteArgs memory args)
external
pure
returns (
int128 premiaPrice64x64,
int128 cLevel64x64,
int128 slippageCoefficient64x64
)
{
int128 deltaPoolState64x64 = args
.newPoolState
.sub(args.oldPoolState)
.div(args.oldPoolState)
.mul(args.steepness64x64);
int128 tradingDelta64x64 = deltaPoolState64x64.neg().exp();
int128 blackScholesPrice64x64 = _blackScholesPrice(
args.varianceAnnualized64x64,
args.strike64x64,
args.spot64x64,
args.timeToMaturity64x64,
args.isCall
);
cLevel64x64 = tradingDelta64x64.mul(args.oldCLevel64x64);
slippageCoefficient64x64 = ONE_64x64.sub(tradingDelta64x64).div(
deltaPoolState64x64
);
premiaPrice64x64 = blackScholesPrice64x64.mul(cLevel64x64).mul(
slippageCoefficient64x64
);
int128 intrinsicValue64x64;
if (args.isCall && args.strike64x64 < args.spot64x64) {
intrinsicValue64x64 = args.spot64x64.sub(args.strike64x64);
} else if (!args.isCall && args.strike64x64 > args.spot64x64) {
intrinsicValue64x64 = args.strike64x64.sub(args.spot64x64);
}
int128 collateralValue64x64 = args.isCall
? args.spot64x64
: args.strike64x64;
int128 minPrice64x64 = intrinsicValue64x64.add(
collateralValue64x64.mul(args.minAPY64x64).mul(
args.timeToMaturity64x64
)
);
if (minPrice64x64 > premiaPrice64x64) {
premiaPrice64x64 = minPrice64x64;
}
}
/**
* @notice calculate the decay of C-Level based on heat diffusion function
* @param args structured CalculateCLevelDecayArgs
* @return cLevelDecayed64x64 C-Level after accounting for decay
*/
function calculateCLevelDecay(CalculateCLevelDecayArgs memory args)
external
pure
returns (int128 cLevelDecayed64x64)
{
int128 convFHighU64x64 = (args.utilization64x64 >=
args.utilizationUpperBound64x64 &&
args.oldCLevel64x64 <= args.cLevelLowerBound64x64)
? ONE_64x64
: int128(0);
int128 convFLowU64x64 = (args.utilization64x64 <=
args.utilizationLowerBound64x64 &&
args.oldCLevel64x64 >= args.cLevelUpperBound64x64)
? ONE_64x64
: int128(0);
cLevelDecayed64x64 = args
.oldCLevel64x64
.sub(args.cConvergenceULowerBound64x64.mul(convFLowU64x64))
.sub(args.cConvergenceUUpperBound64x64.mul(convFHighU64x64))
.mul(
convFLowU64x64
.mul(ONE_64x64.sub(args.utilization64x64))
.add(convFHighU64x64.mul(args.utilization64x64))
.mul(args.timeIntervalsElapsed64x64)
.neg()
.exp()
)
.add(
args.cConvergenceULowerBound64x64.mul(convFLowU64x64).add(
args.cConvergenceUUpperBound64x64.mul(convFHighU64x64)
)
);
}
/**
* @notice calculate the exponential decay coefficient for a given interval
* @param oldTimestamp timestamp of previous update
* @param newTimestamp current timestamp
* @return 64x64 fixed point representation of exponential decay coefficient
*/
function _decay(uint256 oldTimestamp, uint256 newTimestamp)
internal
pure
returns (int128)
{
return
ONE_64x64.sub(
(-ABDKMath64x64.divu(newTimestamp - oldTimestamp, 7 days)).exp()
);
}
/**
* @notice calculate Choudhury’s approximation of the Black-Scholes CDF
* @param input64x64 64x64 fixed point representation of random variable
* @return 64x64 fixed point representation of the approximated CDF of x
*/
function _N(int128 input64x64) internal pure returns (int128) {
// squaring via mul is cheaper than via pow
int128 inputSquared64x64 = input64x64.mul(input64x64);
int128 value64x64 = (-inputSquared64x64 >> 1).exp().div(
CDF_CONST_0.add(CDF_CONST_1.mul(input64x64.abs())).add(
CDF_CONST_2.mul(inputSquared64x64.add(THREE_64x64).sqrt())
)
);
return input64x64 > 0 ? ONE_64x64.sub(value64x64) : value64x64;
}
/**
* @notice calculate the price of an option using the Black-Scholes model
* @param varianceAnnualized64x64 64x64 fixed point representation of annualized variance
* @param strike64x64 64x64 fixed point representation of strike price
* @param spot64x64 64x64 fixed point representation of spot price
* @param timeToMaturity64x64 64x64 fixed point representation of duration of option contract (in years)
* @param isCall whether to price "call" or "put" option
* @return 64x64 fixed point representation of Black-Scholes option price
*/
function _blackScholesPrice(
int128 varianceAnnualized64x64,
int128 strike64x64,
int128 spot64x64,
int128 timeToMaturity64x64,
bool isCall
) internal pure returns (int128) {
int128 cumulativeVariance64x64 = timeToMaturity64x64.mul(
varianceAnnualized64x64
);
int128 cumulativeVarianceSqrt64x64 = cumulativeVariance64x64.sqrt();
int128 d1_64x64 = spot64x64
.div(strike64x64)
.ln()
.add(cumulativeVariance64x64 >> 1)
.div(cumulativeVarianceSqrt64x64);
int128 d2_64x64 = d1_64x64.sub(cumulativeVarianceSqrt64x64);
if (isCall) {
return
spot64x64.mul(_N(d1_64x64)).sub(strike64x64.mul(_N(d2_64x64)));
} else {
return
-spot64x64.mul(_N(-d1_64x64)).sub(
strike64x64.mul(_N(-d2_64x64))
);
}
}
}// SPDX-License-Identifier: MIT
pragma solidity ^0.8.0;
/**
* @title Set implementation with enumeration functions
* @dev derived from https://github.com/OpenZeppelin/openzeppelin-contracts (MIT license)
*/
library EnumerableSet {
struct Set {
bytes32[] _values;
// 1-indexed to allow 0 to signify nonexistence
mapping(bytes32 => uint256) _indexes;
}
struct Bytes32Set {
Set _inner;
}
struct AddressSet {
Set _inner;
}
struct UintSet {
Set _inner;
}
function at(Bytes32Set storage set, uint256 index)
internal
view
returns (bytes32)
{
return _at(set._inner, index);
}
function at(AddressSet storage set, uint256 index)
internal
view
returns (address)
{
return address(uint160(uint256(_at(set._inner, index))));
}
function at(UintSet storage set, uint256 index)
internal
view
returns (uint256)
{
return uint256(_at(set._inner, index));
}
function contains(Bytes32Set storage set, bytes32 value)
internal
view
returns (bool)
{
return _contains(set._inner, value);
}
function contains(AddressSet storage set, address value)
internal
view
returns (bool)
{
return _contains(set._inner, bytes32(uint256(uint160(value))));
}
function contains(UintSet storage set, uint256 value)
internal
view
returns (bool)
{
return _contains(set._inner, bytes32(value));
}
function indexOf(Bytes32Set storage set, bytes32 value)
internal
view
returns (uint256)
{
return _indexOf(set._inner, value);
}
function indexOf(AddressSet storage set, address value)
internal
view
returns (uint256)
{
return _indexOf(set._inner, bytes32(uint256(uint160(value))));
}
function indexOf(UintSet storage set, uint256 value)
internal
view
returns (uint256)
{
return _indexOf(set._inner, bytes32(value));
}
function length(Bytes32Set storage set) internal view returns (uint256) {
return _length(set._inner);
}
function length(AddressSet storage set) internal view returns (uint256) {
return _length(set._inner);
}
function length(UintSet storage set) internal view returns (uint256) {
return _length(set._inner);
}
function add(Bytes32Set storage set, bytes32 value)
internal
returns (bool)
{
return _add(set._inner, value);
}
function add(AddressSet storage set, address value)
internal
returns (bool)
{
return _add(set._inner, bytes32(uint256(uint160(value))));
}
function add(UintSet storage set, uint256 value) internal returns (bool) {
return _add(set._inner, bytes32(value));
}
function remove(Bytes32Set storage set, bytes32 value)
internal
returns (bool)
{
return _remove(set._inner, value);
}
function remove(AddressSet storage set, address value)
internal
returns (bool)
{
return _remove(set._inner, bytes32(uint256(uint160(value))));
}
function remove(UintSet storage set, uint256 value)
internal
returns (bool)
{
return _remove(set._inner, bytes32(value));
}
function _at(Set storage set, uint256 index)
private
view
returns (bytes32)
{
require(
set._values.length > index,
'EnumerableSet: index out of bounds'
);
return set._values[index];
}
function _contains(Set storage set, bytes32 value)
private
view
returns (bool)
{
return set._indexes[value] != 0;
}
function _indexOf(Set storage set, bytes32 value)
private
view
returns (uint256)
{
unchecked {
return set._indexes[value] - 1;
}
}
function _length(Set storage set) private view returns (uint256) {
return set._values.length;
}
function _add(Set storage set, bytes32 value) private returns (bool) {
if (!_contains(set, value)) {
set._values.push(value);
set._indexes[value] = set._values.length;
return true;
} else {
return false;
}
}
function _remove(Set storage set, bytes32 value) private returns (bool) {
uint256 valueIndex = set._indexes[value];
if (valueIndex != 0) {
uint256 index = valueIndex - 1;
bytes32 last = set._values[set._values.length - 1];
// move last value to now-vacant index
set._values[index] = last;
set._indexes[last] = index + 1;
// clear last index
set._values.pop();
delete set._indexes[value];
return true;
} else {
return false;
}
}
}{
"optimizer": {
"enabled": true,
"runs": 200
},
"outputSelection": {
"*": {
"*": [
"evm.bytecode",
"evm.deployedBytecode",
"devdoc",
"userdoc",
"metadata",
"abi"
]
}
},
"libraries": {}
}Contract Security Audit
- No Contract Security Audit Submitted- Submit Audit Here
Contract ABI
API[{"inputs":[{"internalType":"address","name":"diamond","type":"address"},{"internalType":"address","name":"base","type":"address"},{"internalType":"address","name":"underlying","type":"address"},{"internalType":"address","name":"baseOracle","type":"address"},{"internalType":"address","name":"underlyingOracle","type":"address"},{"internalType":"int128","name":"baseMinimum64x64","type":"int128"},{"internalType":"int128","name":"underlyingMinimum64x64","type":"int128"},{"internalType":"int128","name":"basePoolCap64x64","type":"int128"},{"internalType":"int128","name":"underlyingPoolCap64x64","type":"int128"},{"internalType":"int128","name":"initialCLevel64x64","type":"int128"},{"internalType":"int128","name":"initialSteepness64x64","type":"int128"}],"stateMutability":"nonpayable","type":"constructor"},{"stateMutability":"payable","type":"fallback"}]Contract Creation Code
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Deployed Bytecode
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A contract address hosts a smart contract, which is a set of code stored on the blockchain that runs when predetermined conditions are met. Learn more about addresses in our Knowledge Base.