SPOT Appraiser update

spot-vaults/contracts/_interfaces/IMetaOracle.sol

@@ -0,0 +1,46 @@
+// SPDX-License-Identifier: BUSL-1.1
+
+/// @notice Oracle adapter for AMPL and its family of assets.
+// solhint-disable-next-line compiler-version
+interface IMetaOracle {
+    /// @return Number of decimals representing the prices returned.
+    function decimals() external pure returns (uint8);
+
+    /// @notice Computes the deviation between SPOT's market price and FMV price.
+    /// @return deviation The computed deviation factor.
+    /// @return isValid True if the returned deviation is valid.
+    function spotPriceDeviation() external returns (uint256 deviation, bool isValid);
+
+    /// @notice Computes the deviation between AMPL's market price and price target.
+    /// @return deviation The computed deviation factor.
+    /// @return isValid True if the returned deviation is valid.
+    function amplPriceDeviation() external returns (uint256 deviation, bool isValid);
+
+    /// @return price The price of SPOT in dollars.
+    /// @return isValid True if the returned price is valid.
+    function spotUsdPrice() external returns (uint256 price, bool isValid);
+
+    /// @return price The price of AMPL in dollars.
+    /// @return isValid True if the returned price is valid.
+    function amplUsdPrice() external returns (uint256 price, bool isValid);
+
+    /// @return price The SPOT FMV price in dollars.
+    /// @return isValid True if the returned price is valid.
+    function spotFmvUsdPrice() external returns (uint256 price, bool isValid);
+
+    /// @return price The AMPL target price in dollars.
+    /// @return isValid True if the returned price is valid.
+    function amplTargetUsdPrice() external returns (uint256 price, bool isValid);
+
+    /// @return price The WAMPL price in dollars.
+    /// @return isValid True if the returned price is valid.
+    function wamplUsdPrice() external returns (uint256 price, bool isValid);
+
+    /// @return price The ETH price in dollars.
+    /// @return isValid True if the returned price is valid.
+    function ethUsdPrice() external returns (uint256 price, bool isValid);
+
+    /// @return price The price of USDC tokens in dollars.
+    /// @return isValid True if the returned price is valid.
+    function usdcUsdPrice() external returns (uint256 price, bool isValid);
+}

spot-vaults/contracts/_interfaces/IPerpPricer.sol

@@ -0,0 +1,28 @@
+// SPDX-License-Identifier: BUSL-1.1
+
+/// @notice Oracle contract to price perps and its underlying token.
+// solhint-disable-next-line compiler-version
+interface IPerpPricer {
+    /// @return Number of decimals representing the prices returned.
+    function decimals() external pure returns (uint8);
+
+    /// @return price The price of reference USD tokens in dollars.
+    /// @return isValid True if the returned price is valid.
+    function usdPrice() external returns (uint256 price, bool isValid);
+
+    /// @return price The price of perp tokens in dollars.
+    /// @return isValid True if the returned price is valid.
+    function perpUsdPrice() external returns (uint256 price, bool isValid);
+
+    /// @return price The price of underlying tokens (which back perp) in dollars.
+    /// @return isValid True if the returned price is valid.
+    function underlyingUsdPrice() external returns (uint256 price, bool isValid);
+
+    /// @return price Perp's fmv price in dollars.
+    /// @return isValid True if the returned price is valid.
+    function perpFmvUsdPrice() external returns (uint256 price, bool isValid);
+
+    /// @return beta Perp's volatility measure.
+    /// @return isValid True if the returned measure is valid.
+    function perpBeta() external returns (uint256, bool);
+}

spot-vaults/contracts/_interfaces/errors/BillBrokerErrors.sol

@@ -0,0 +1,8 @@
+// SPDX-License-Identifier: BUSL-1.1
+pragma solidity ^0.8.24;
+
+/// @notice Expect AR lower bound to be under the upper bound.
+error InvalidARBound();
+
+/// @notice Expected pre and post swap AR delta to be non-increasing or non-decreasing.
+error UnexpectedARDelta();

spot-vaults/contracts/_interfaces/BillBrokerErrors.sol → spot-vaults/contracts/_interfaces/errors/CommonErrors.sol

@@ -1,4 +1,4 @@
-// SPDX-License-Identifier: BUSL-1.1
+/// SPDX-License-Identifier: BUSL-1.1
 pragma solidity ^0.8.24;
 
 /// @notice Expected contract call to be triggered by authorized caller.
@@ -10,15 +10,6 @@ error UnexpectedDecimals();
 /// @notice Expected perc value to be at most (1 * 10**DECIMALS), i.e) 1.0 or 100%.
 error InvalidPerc();
 
-/// @notice Expected Senior CDR bound to be more than 1.0 or 100%.
-error InvalidSeniorCDRBound();
-
-/// @notice Expect AR lower bound to be under the upper bound.
-error InvalidARBound();
-
-/// @notice Expected pre and post swap AR delta to be non-increasing or non-decreasing.
-error UnexpectedARDelta();
-
 /// @notice Slippage higher than tolerance requested by user.
 error SlippageTooHigh();
 

spot-vaults/contracts/_interfaces/external/IBondController.sol

@@ -0,0 +1,5 @@
+// SPDX-License-Identifier: GPL-3.0-or-later
+// solhint-disable-next-line compiler-version
+interface IBondController {
+    function collateralBalance() external view returns (uint256);
+}

spot-vaults/contracts/_interfaces/external/IERC20.sol

@@ -0,0 +1,14 @@
+// SPDX-License-Identifier: GPL-3.0-or-later
+// solhint-disable-next-line compiler-version
+interface IERC20 {
+    function totalSupply() external view returns (uint256);
+    function balanceOf(address account) external view returns (uint256);
+    function transfer(address to, uint256 value) external returns (bool);
+    function allowance(address owner, address spender) external view returns (uint256);
+    function approve(address spender, uint256 value) external returns (bool);
+    function transferFrom(
+        address from,
+        address to,
+        uint256 value
+    ) external returns (bool);
+}

spot-vaults/contracts/_interfaces/external/IPerpFeePolicy.sol

@@ -0,0 +1,7 @@
+// SPDX-License-Identifier: GPL-3.0-or-later
+// solhint-disable-next-line compiler-version
+interface IPerpFeePolicy {
+    function decimals() external returns (uint8);
+    function deviationRatio() external returns (uint256);
+    function computePerpRolloverFeePerc(uint256 dr) external returns (int256);
+}

spot-vaults/contracts/_interfaces/external/IPerpetualTranche.sol

@@ -0,0 +1,13 @@
+// SPDX-License-Identifier: GPL-3.0-or-later
+// solhint-disable-next-line compiler-version
+interface IPerpetualTranche {
+    function underlying() external view returns (address);
+    function getTVL() external returns (uint256);
+    function totalSupply() external returns (uint256);
+    function getReserveCount() external returns (uint256);
+    function getReserveAt(uint256 index) external returns (address);
+    function deviationRatio() external returns (uint256);
+    function getReserveTokenValue(address t) external returns (uint256);
+    function getReserveTokenBalance(address t) external returns (uint256);
+    function feePolicy() external returns (address);
+}

spot-vaults/contracts/_interfaces/external/ITranche.sol

@@ -0,0 +1,6 @@
+// SPDX-License-Identifier: GPL-3.0-or-later
+// solhint-disable-next-line compiler-version
+interface ITranche {
+    function bond() external view returns (address);
+    function totalSupply() external view returns (uint256);
+}

spot-vaults/contracts/_interfaces/external/IWAMPL.sol

@@ -1,7 +1,5 @@
 // SPDX-License-Identifier: GPL-3.0-or-later
 // solhint-disable-next-line compiler-version
-pragma solidity ^0.7.6;
-
 interface IWAMPL {
     function wrapperToUnderlying(uint256 wamples) external view returns (uint256);
 }

spot-vaults/contracts/_interfaces/BillBrokerTypes.sol → spot-vaults/contracts/_interfaces/types/BillBrokerTypes.sol

@@ -1,25 +1,7 @@
 // SPDX-License-Identifier: BUSL-1.1
 pragma solidity ^0.8.24;
 
-/// @notice A data structure to define a geometric Line with two points.
-struct Line {
-    /// @notice x-coordinate of the first point.
-    uint256 x1;
-    /// @notice y-coordinate of the first point.
-    uint256 y1;
-    /// @notice x-coordinate of the second point.
-    uint256 x2;
-    /// @notice y-coordinate of the second point.
-    uint256 y2;
-}
-
-/// @notice A data structure to define a numeric Range.
-struct Range {
-    /// @notice Lower bound of the range.
-    uint256 lower;
-    /// @notice Upper bound of the range.
-    uint256 upper;
-}
+import { Range } from "./CommonTypes.sol";
 
 /// @notice A data structure to store various fees associated with BillBroker operations.
 struct BillBrokerFees {

spot-vaults/contracts/_interfaces/types/CommonTypes.sol

@@ -0,0 +1,22 @@
+// SPDX-License-Identifier: BUSL-1.1
+pragma solidity ^0.8.24;
+
+/// @notice A data structure to define a geometric Line with two points.
+struct Line {
+    // @dev x-coordinate of the first point.
+    uint256 x1;
+    // @dev y-coordinate of the first point.
+    uint256 y1;
+    // @dev x-coordinate of the second point.
+    uint256 x2;
+    // @dev y-coordinate of the second point.
+    uint256 y2;
+}
+
+/// @notice A data structure to define a numeric Range.
+struct Range {
+    // @dev Lower bound of the range.
+    uint256 lower;
+    // @dev Upper bound of the range.
+    uint256 upper;
+}