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feat(module): Notional Trade Module (#251)
1 parent 56cb46e commit 49bdf46

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+3691
-34
lines changed

‎.solhint.json

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"extends": "solhint:recommended",
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"rules": {
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"reason-string": ["warn", { "maxLength": 50 }],
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"compiler-version": ["error", "0.6.10"]
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"compiler-version": ["error", ">=0.6.10"]
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}
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}

‎.solhintignore

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contracts/mocks
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contracts/Migrations.sol
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contracts/external
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contracts/protocol/integration/wrap/notional

‎contracts/interfaces/IWrappedFCash.sol

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// SPDX-License-Identifier: GPL-3.0-only
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pragma solidity 0.6.10;
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pragma experimental "ABIEncoderV2";
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import "@openzeppelin/contracts/token/ERC20/IERC20.sol";
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/// @notice Different types of internal tokens
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/// - UnderlyingToken: underlying asset for a cToken (except for Ether)
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/// - cToken: Compound interest bearing token
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/// - cETH: Special handling for cETH tokens
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/// - Ether: the one and only
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/// - NonMintable: tokens that do not have an underlying (therefore not cTokens)
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enum TokenType {
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UnderlyingToken,
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cToken,
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cETH,
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Ether,
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NonMintable
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}
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interface IWrappedfCash {
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function initialize(uint16 currencyId, uint40 maturity) external;
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/// @notice Mints wrapped fCash ERC20 tokens
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function mintViaAsset(
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uint256 depositAmountExternal,
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uint88 fCashAmount,
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address receiver,
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uint32 minImpliedRate
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) external;
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function mintViaUnderlying(
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uint256 depositAmountExternal,
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uint88 fCashAmount,
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address receiver,
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uint32 minImpliedRate
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) external;
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function redeemToAsset(uint256 amount, address receiver, uint32 maxImpliedRate) external;
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function redeemToUnderlying(uint256 amount, address receiver, uint32 maxImpliedRate) external;
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/// @notice Returns the underlying fCash ID of the token
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function getfCashId() external view returns (uint256);
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/// @notice True if the fCash has matured, assets mature exactly on the block time
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function hasMatured() external view returns (bool);
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/// @notice Returns the components of the fCash idd
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function getDecodedID() external view returns (uint16 currencyId, uint40 maturity);
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/// @notice Returns the current market index for this fCash asset. If this returns
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/// zero that means it is idiosyncratic and cannot be traded.
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function getMarketIndex() external view returns (uint8);
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/// @notice Returns the token and precision of the token that this token settles
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/// to. For example, fUSDC will return the USDC token address and 1e6. The zero
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/// address will represent ETH.
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function getUnderlyingToken() external view returns (IERC20 underlyingToken, int256 underlyingPrecision);
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/// @notice Returns the asset token which the fCash settles to. This will be an interest
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/// bearing token like a cToken or aToken.
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function getAssetToken() external view returns (IERC20 assetToken, int256 assetPrecision, TokenType tokenType);
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function getToken(bool useUnderlying) external view returns (IERC20 token, bool isETH);
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}
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interface IWrappedfCashComplete is IWrappedfCash, IERC20 {}

‎contracts/interfaces/IWrappedFCashFactory.sol

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// SPDX-License-Identifier: GPL-3.0-only
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pragma solidity 0.6.10;
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interface IWrappedfCashFactory {
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function deployWrapper(uint16 currencyId, uint40 maturity) external returns(address);
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function computeAddress(uint16 currencyId, uint40 maturity) external view returns(address);
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}
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‎contracts/interfaces/external/ICErc20.sol

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function exchangeRateStored() external view returns (uint256);
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function underlying() external returns (address);
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function underlying() external view returns (address);
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/**
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* Sender supplies assets into the market and receives cTokens in exchange

‎contracts/interfaces/external/INotionalProxy.sol

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// SPDX-License-Identifier: MIT
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pragma solidity ^0.8.11;
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import { NotionalProxy } from "notional-solidity-sdk/interfaces/notional/NotionalProxy.sol";
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interface INotionalProxy is NotionalProxy {}

‎contracts/mocks/WrappedfCashFactoryMock.sol

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/*
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Copyright 2022 Set Labs Inc.
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Licensed under the Apache License, Version 2.0 (the "License");
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you may not use this file except in compliance with the License.
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You may obtain a copy of the License at
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http://www.apache.org/licenses/LICENSE-2.0
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Unless required by applicable law or agreed to in writing, software
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distributed under the License is distributed on an "AS IS" BASIS,
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WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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See the License for the specific language governing permissions and
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limitations under the License.
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SPDX-License-Identifier: Apache License, Version 2.0
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*/
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pragma solidity 0.6.10;
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pragma experimental "ABIEncoderV2";
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import { IWrappedfCashFactory } from "../interfaces/IWrappedFCashFactory.sol";
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import { WrappedfCashMock } from "./WrappedfCashMock.sol";
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// mock class using BasicToken
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contract WrappedfCashFactoryMock is IWrappedfCashFactory {
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mapping(uint16 => mapping(uint40 => address)) paramsToAddress;
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bool private revertComputeAddress;
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function registerWrapper(uint16 _currencyId, uint40 _maturity, address _fCashWrapper) external {
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paramsToAddress[_currencyId][_maturity] = _fCashWrapper;
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}
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function deployWrapper(uint16 _currencyId, uint40 _maturity) external override returns(address) {
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return computeAddress(_currencyId, _maturity);
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}
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function computeAddress(uint16 _currencyId, uint40 _maturity) public view override returns(address) {
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require(!revertComputeAddress, "Test revertion ComputeAddress");
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return paramsToAddress[_currencyId][_maturity];
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}
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function setRevertComputeAddress(bool _revertComputeAddress) external{
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revertComputeAddress = _revertComputeAddress;
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}
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}

‎contracts/mocks/WrappedfCashMock.sol

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/*
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Copyright 2022 Set Labs Inc.
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Licensed under the Apache License, Version 2.0 (the "License");
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you may not use this file except in compliance with the License.
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You may obtain a copy of the License at
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http://www.apache.org/licenses/LICENSE-2.0
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Unless required by applicable law or agreed to in writing, software
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distributed under the License is distributed on an "AS IS" BASIS,
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WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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See the License for the specific language governing permissions and
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limitations under the License.
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SPDX-License-Identifier: Apache License, Version 2.0
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*/
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pragma solidity 0.6.10;
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pragma experimental "ABIEncoderV2";
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import "@openzeppelin/contracts/token/ERC20/ERC20.sol";
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import "@openzeppelin/contracts/token/ERC20/IERC20.sol";
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import { TokenType, IWrappedfCash } from "../interfaces/IWrappedFCash.sol";
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// mock class using BasicToken
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contract WrappedfCashMock is ERC20, IWrappedfCash {
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uint256 private fCashId;
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uint40 private maturity;
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bool private matured;
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uint16 private currencyId;
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uint8 private marketIndex;
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IERC20 private underlyingToken;
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int256 private underlyingPrecision;
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IERC20 private assetToken;
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int256 private assetPrecision;
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TokenType private tokenType;
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IERC20 private weth;
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bool private revertDecodedID;
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uint256 public redeemTokenReturned;
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uint256 public mintTokenSpent;
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address internal constant ETH_ADDRESS = address(0);
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constructor (IERC20 _assetToken, IERC20 _underlyingToken, IERC20 _weth) public ERC20("FCashMock", "FCM") {
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assetToken = _assetToken;
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underlyingToken = _underlyingToken;
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weth = _weth;
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}
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function initialize(uint16 _currencyId, uint40 _maturity) external override {
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currencyId = _currencyId;
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maturity = _maturity;
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}
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/// @notice Mints wrapped fCash ERC20 tokens
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function mintViaAsset(
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uint256 depositAmountExternal,
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uint88 fCashAmount,
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address receiver,
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uint32 /* minImpliedRate */
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) external override{
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uint256 assetTokenAmount = mintTokenSpent == 0 ? depositAmountExternal : mintTokenSpent;
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require(assetToken.transferFrom(msg.sender, address(this), assetTokenAmount), "WrappedfCashMock: Transfer failed");
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_mint(receiver, fCashAmount);
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}
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function mintViaUnderlying(
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uint256 depositAmountExternal,
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uint88 fCashAmount,
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address receiver,
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uint32 /* minImpliedRate */
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) external override{
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uint256 underlyingTokenAmount = mintTokenSpent == 0 ? depositAmountExternal : mintTokenSpent;
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bool transferSuccess;
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if(address(underlyingToken) == ETH_ADDRESS) {
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transferSuccess = weth.transferFrom(msg.sender, address(this), underlyingTokenAmount);
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} else {
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transferSuccess = underlyingToken.transferFrom(msg.sender, address(this), underlyingTokenAmount);
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}
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require(transferSuccess, "WrappedfCashMock: Transfer failed");
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_mint(receiver, fCashAmount);
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}
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function redeemToAsset(
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uint256 amount,
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address receiver,
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uint32 /* maxImpliedRate */
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) external override {
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_burn(msg.sender, amount);
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uint256 assetTokenAmount = redeemTokenReturned == 0 ? amount : redeemTokenReturned;
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require(assetToken.transfer(receiver, assetTokenAmount), "WrappedfCashMock: Transfer failed");
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}
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function redeemToUnderlying(
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uint256 amount,
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address receiver,
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uint32 /* maxImpliedRate */
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) external override {
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_burn(msg.sender, amount);
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uint256 underlyingTokenAmount = redeemTokenReturned == 0 ? amount : redeemTokenReturned;
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if(address(underlyingToken) == ETH_ADDRESS) {
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weth.transfer(receiver, underlyingTokenAmount);
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} else {
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underlyingToken.transfer(receiver, underlyingTokenAmount);
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}
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}
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/// @notice Returns the underlying fCash ID of the token
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function getfCashId() external override view returns (uint256) {
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return fCashId;
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}
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/// @notice True if the fCash has matured, assets mature exactly on the block time
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function hasMatured() external override view returns (bool) {
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return matured;
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}
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/// @notice Returns the components of the fCash idd
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function getDecodedID() external override view returns (uint16, uint40) {
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require(!revertDecodedID, "Test revertion DecodedID");
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return (currencyId, maturity);
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}
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/// @notice Returns the current market index for this fCash asset. If this returns
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/// zero that means it is idiosyncratic and cannot be traded.
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function getMarketIndex() external override view returns (uint8) {
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return marketIndex;
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}
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/// @notice Returns the token and precision of the token that this token settles
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/// to. For example, fUSDC will return the USDC token address and 1e6. The zero
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/// address will represent ETH.
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function getUnderlyingToken() public override view returns (IERC20, int256) {
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return (underlyingToken, underlyingPrecision);
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}
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/// @notice Returns the asset token which the fCash settles to. This will be an interest
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/// bearing token like a cToken or aToken.
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function getAssetToken() public override view returns (IERC20, int256, TokenType) {
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return (assetToken, assetPrecision, tokenType);
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}
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function setMatured(bool _matured) external{
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matured = _matured;
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}
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function setRedeemTokenReturned(uint256 _redeemTokenReturned) external{
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redeemTokenReturned = _redeemTokenReturned;
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}
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function setMintTokenSpent(uint256 _mintTokenSpent) external{
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mintTokenSpent = _mintTokenSpent;
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}
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function setRevertDecodedID(bool _revertDecodedID) external{
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revertDecodedID = _revertDecodedID;
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}
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function getToken(bool useUnderlying) public view override returns (IERC20 token, bool isETH) {
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if (useUnderlying) {
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(token, /* */) = getUnderlyingToken();
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} else {
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(token, /* */, /* */) = getAssetToken();
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}
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isETH = address(token) == ETH_ADDRESS;
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}
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}

‎contracts/protocol/integration/wrap/notional/WrappedfCash.sol

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// SPDX-License-Identifier: MIT
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pragma solidity 0.8.11;
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import { wfCashERC4626 } from "wrapped-fcash/contracts/wfCashERC4626.sol";
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import { INotionalV2 } from "wrapped-fcash/interfaces/notional/INotionalV2.sol";
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import { IWETH9 } from "wrapped-fcash/interfaces/IWETH9.sol";
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contract WrappedfCash is wfCashERC4626 {
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constructor(INotionalV2 _notionalProxy, IWETH9 _weth) wfCashERC4626(_notionalProxy, _weth){
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}
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}

‎contracts/protocol/integration/wrap/notional/WrappedfCashFactory.sol

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// SPDX-License-Identifier: MIT
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pragma solidity 0.8.11;
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import { WrappedfCashFactory as WrappedfCashFactoryBase } from "wrapped-fcash/contracts/proxy/WrappedfCashFactory.sol";
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contract WrappedfCashFactory is WrappedfCashFactoryBase {
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constructor(address _beacon) WrappedfCashFactoryBase(_beacon){
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}
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}

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