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MetaImplementationUSD.vy
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MetaImplementationUSD.vy
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# @version 0.2.8
"""
@title StableSwap
@author Curve.Fi
@license Copyright (c) Curve.Fi, 2021 - all rights reserved
@notice 3pool metapool implementation contract
"""
interface ERC20:
def transfer(_receiver: address, _amount: uint256): nonpayable
def transferFrom(_sender: address, _receiver: address, _amount: uint256): nonpayable
def approve(_spender: address, _amount: uint256): nonpayable
def balanceOf(_owner: address) -> uint256: view
interface Curve:
def coins(i: uint256) -> address: view
def get_virtual_price() -> uint256: view
def calc_token_amount(amounts: uint256[BASE_N_COINS], deposit: bool) -> uint256: view
def calc_withdraw_one_coin(_token_amount: uint256, i: int128) -> uint256: view
def fee() -> uint256: view
def get_dy(i: int128, j: int128, dx: uint256) -> uint256: view
def exchange(i: int128, j: int128, dx: uint256, min_dy: uint256): nonpayable
def add_liquidity(amounts: uint256[BASE_N_COINS], min_mint_amount: uint256): nonpayable
def remove_liquidity_one_coin(_token_amount: uint256, i: int128, min_amount: uint256): nonpayable
interface Factory:
def convert_fees() -> bool: nonpayable
def fee_receiver(_base_pool: address) -> address: view
event Transfer:
sender: indexed(address)
receiver: indexed(address)
value: uint256
event Approval:
owner: indexed(address)
spender: indexed(address)
value: uint256
event TokenExchange:
buyer: indexed(address)
sold_id: int128
tokens_sold: uint256
bought_id: int128
tokens_bought: uint256
event TokenExchangeUnderlying:
buyer: indexed(address)
sold_id: int128
tokens_sold: uint256
bought_id: int128
tokens_bought: uint256
event AddLiquidity:
provider: indexed(address)
token_amounts: uint256[N_COINS]
fees: uint256[N_COINS]
invariant: uint256
token_supply: uint256
event RemoveLiquidity:
provider: indexed(address)
token_amounts: uint256[N_COINS]
fees: uint256[N_COINS]
token_supply: uint256
event RemoveLiquidityOne:
provider: indexed(address)
token_amount: uint256
coin_amount: uint256
token_supply: uint256
event RemoveLiquidityImbalance:
provider: indexed(address)
token_amounts: uint256[N_COINS]
fees: uint256[N_COINS]
invariant: uint256
token_supply: uint256
event CommitNewAdmin:
deadline: indexed(uint256)
admin: indexed(address)
event NewAdmin:
admin: indexed(address)
event CommitNewFee:
deadline: indexed(uint256)
fee: uint256
admin_fee: uint256
event NewFee:
fee: uint256
admin_fee: uint256
event RampA:
old_A: uint256
new_A: uint256
initial_time: uint256
future_time: uint256
event StopRampA:
A: uint256
t: uint256
BASE_POOL: constant(address) = 0xbEbc44782C7dB0a1A60Cb6fe97d0b483032FF1C7
BASE_COINS: constant(address[3]) = [
0x6B175474E89094C44Da98b954EedeAC495271d0F, # DAI
0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48, # USDC
0xdAC17F958D2ee523a2206206994597C13D831ec7, # USDT
]
N_COINS: constant(int128) = 2
MAX_COIN: constant(int128) = N_COINS - 1
BASE_N_COINS: constant(int128) = 3
PRECISION: constant(uint256) = 10 ** 18
FEE_DENOMINATOR: constant(uint256) = 10 ** 10
ADMIN_FEE: constant(uint256) = 5000000000
A_PRECISION: constant(uint256) = 100
MAX_A: constant(uint256) = 10 ** 6
MAX_A_CHANGE: constant(uint256) = 10
MIN_RAMP_TIME: constant(uint256) = 86400
admin: public(address)
factory: address
coins: public(address[N_COINS])
balances: public(uint256[N_COINS])
fee: public(uint256) # fee * 1e10
previous_balances: uint256[N_COINS]
price_cumulative_last: uint256[N_COINS]
block_timestamp_last: public(uint256)
initial_A: public(uint256)
future_A: public(uint256)
initial_A_time: public(uint256)
future_A_time: public(uint256)
rate_multiplier: uint256
name: public(String[64])
symbol: public(String[32])
balanceOf: public(HashMap[address, uint256])
allowance: public(HashMap[address, HashMap[address, uint256]])
totalSupply: public(uint256)
@external
def __init__():
# we do this to prevent the implementation contract from being used as a pool
self.fee = 31337
@external
def initialize(
_name: String[32],
_symbol: String[10],
_coin: address,
_decimals: uint256,
_A: uint256,
_fee: uint256,
_admin: address,
):
"""
@notice Contract initializer
@param _name Name of the new pool
@param _symbol Token symbol
@param _coin Addresses of ERC20 conracts of coins
@param _decimals Number of decimals in `_coin`
@param _A Amplification coefficient multiplied by n * (n - 1)
@param _fee Fee to charge for exchanges
@param _admin Admin address
"""
# # things break if a token has >18 decimals
assert _decimals < 19
# fee must be between 0.04% and 1%
assert _fee >= 4000000
assert _fee <= 100000000
# check if fee was already set to prevent initializing contract twice
assert self.fee == 0
A: uint256 = _A * A_PRECISION
self.coins = [_coin, 0x6c3F90f043a72FA612cbac8115EE7e52BDe6E490]
self.rate_multiplier = 10 ** (36 - _decimals)
self.initial_A = A
self.future_A = A
self.fee = _fee
self.admin = _admin
self.factory = msg.sender
self.name = concat("Curve.fi Factory USD Metapool: ", _name)
self.symbol = concat(_symbol, "3CRV-f")
for coin in BASE_COINS:
ERC20(coin).approve(BASE_POOL, MAX_UINT256)
# fire a transfer event so block explorers identify the contract as an ERC20
log Transfer(ZERO_ADDRESS, self, 0)
### ERC20 Functionality ###
@view
@external
def decimals() -> uint256:
"""
@notice Get the number of decimals for this token
@dev Implemented as a view method to reduce gas costs
@return uint256 decimal places
"""
return 18
@internal
def _transfer(_from: address, _to: address, _value: uint256):
# # NOTE: vyper does not allow underflows
# # so the following subtraction would revert on insufficient balance
self.balanceOf[_from] -= _value
self.balanceOf[_to] += _value
log Transfer(_from, _to, _value)
@external
def transfer(_to : address, _value : uint256) -> bool:
"""
@dev Transfer token for a specified address
@param _to The address to transfer to.
@param _value The amount to be transferred.
"""
self._transfer(msg.sender, _to, _value)
return True
@external
def transferFrom(_from : address, _to : address, _value : uint256) -> bool:
"""
@dev Transfer tokens from one address to another.
@param _from address The address which you want to send tokens from
@param _to address The address which you want to transfer to
@param _value uint256 the amount of tokens to be transferred
"""
self._transfer(_from, _to, _value)
_allowance: uint256 = self.allowance[_from][msg.sender]
if _allowance != MAX_UINT256:
self.allowance[_from][msg.sender] = _allowance - _value
return True
@external
def approve(_spender : address, _value : uint256) -> bool:
"""
@notice Approve the passed address to transfer the specified amount of
tokens on behalf of msg.sender
@dev Beware that changing an allowance via this method brings the risk that
someone may use both the old and new allowance by unfortunate transaction
ordering: https://github.com/ethereum/EIPs/issues/20#issuecomment-263524729
@param _spender The address which will transfer the funds
@param _value The amount of tokens that may be transferred
@return bool success
"""
self.allowance[msg.sender][_spender] = _value
log Approval(msg.sender, _spender, _value)
return True
### StableSwap Functionality ###
@view
@external
def get_previous_balances() -> uint256[N_COINS]:
return self.previous_balances
@view
@external
def get_balances() -> uint256[N_COINS]:
return self.balances
@view
@external
def get_twap_balances(_first_balances: uint256[N_COINS], _last_balances: uint256[N_COINS], _time_elapsed: uint256) -> uint256[N_COINS]:
balances: uint256[N_COINS] = empty(uint256[N_COINS])
for x in range(N_COINS):
balances[x] = (_last_balances[x] - _first_balances[x]) / _time_elapsed
return balances
@view
@external
def get_price_cumulative_last() -> uint256[N_COINS]:
return self.price_cumulative_last
@view
@internal
def _A() -> uint256:
"""
Handle ramping A up or down
"""
t1: uint256 = self.future_A_time
A1: uint256 = self.future_A
if block.timestamp < t1:
A0: uint256 = self.initial_A
t0: uint256 = self.initial_A_time
# Expressions in uint256 cannot have negative numbers, thus "if"
if A1 > A0:
return A0 + (A1 - A0) * (block.timestamp - t0) / (t1 - t0)
else:
return A0 - (A0 - A1) * (block.timestamp - t0) / (t1 - t0)
else: # when t1 == 0 or block.timestamp >= t1
return A1
@internal
def _update():
"""
Commits pre-change balances for the previous block
Can be used to compare against current values for flash loan checks
"""
elapsed_time: uint256 = block.timestamp - self.block_timestamp_last
if elapsed_time > 0:
for i in range(N_COINS):
_balance: uint256 = self.balances[i]
self.price_cumulative_last[i] += _balance * elapsed_time
self.previous_balances[i] = _balance
self.block_timestamp_last = block.timestamp
@view
@external
def admin_fee() -> uint256:
return ADMIN_FEE
@view
@external
def A() -> uint256:
return self._A() / A_PRECISION
@view
@external
def A_precise() -> uint256:
return self._A()
@pure
@internal
def _xp_mem(_rates: uint256[N_COINS], _balances: uint256[N_COINS]) -> uint256[N_COINS]:
result: uint256[N_COINS] = empty(uint256[N_COINS])
for i in range(N_COINS):
result[i] = _rates[i] * _balances[i] / PRECISION
return result
@pure
@internal
def get_D(_xp: uint256[N_COINS], _amp: uint256) -> uint256:
S: uint256 = 0
Dprev: uint256 = 0
for x in _xp:
S += x
if S == 0:
return 0
D: uint256 = S
Ann: uint256 = _amp * N_COINS
for i in range(255):
D_P: uint256 = D
for x in _xp:
D_P = D_P * D / (x * N_COINS) # If division by 0, this will be borked: only withdrawal will work. And that is good
Dprev = D
D = (Ann * S / A_PRECISION + D_P * N_COINS) * D / ((Ann - A_PRECISION) * D / A_PRECISION + (N_COINS + 1) * D_P)
# Equality with the precision of 1
if D > Dprev:
if D - Dprev <= 1:
return D
else:
if Dprev - D <= 1:
return D
# convergence typically occurs in 4 rounds or less, this should be unreachable!
# if it does happen the pool is borked and LPs can withdraw via `remove_liquidity`
raise
@view
@internal
def get_D_mem(_rates: uint256[N_COINS], _balances: uint256[N_COINS], _amp: uint256) -> uint256:
xp: uint256[N_COINS] = self._xp_mem(_rates, _balances)
return self.get_D(xp, _amp)
@view
@external
def get_virtual_price() -> uint256:
"""
@notice The current virtual price of the pool LP token
@dev Useful for calculating profits
@return LP token virtual price normalized to 1e18
"""
amp: uint256 = self._A()
rates: uint256[N_COINS] = [self.rate_multiplier, Curve(BASE_POOL).get_virtual_price()]
xp: uint256[N_COINS] = self._xp_mem(rates, self.balances)
D: uint256 = self.get_D(xp, amp)
# D is in the units similar to DAI (e.g. converted to precision 1e18)
# When balanced, D = n * x_u - total virtual value of the portfolio
return D * PRECISION / self.totalSupply
@view
@external
def calc_token_amount(_amounts: uint256[N_COINS], _is_deposit: bool, _previous: bool = False) -> uint256:
"""
@notice Calculate addition or reduction in token supply from a deposit or withdrawal
@dev This calculation accounts for slippage, but not fees.
Needed to prevent front-running, not for precise calculations!
@param _amounts Amount of each coin being deposited
@param _is_deposit set True for deposits, False for withdrawals
@param _previous use previous_balances or self.balances
@return Expected amount of LP tokens received
"""
amp: uint256 = self._A()
rates: uint256[N_COINS] = [self.rate_multiplier, Curve(BASE_POOL).get_virtual_price()]
balances: uint256[N_COINS] = self.balances
if _previous:
balances = self.previous_balances
D0: uint256 = self.get_D_mem(rates, balances, amp)
for i in range(N_COINS):
amount: uint256 = _amounts[i]
if _is_deposit:
balances[i] += amount
else:
balances[i] -= amount
D1: uint256 = self.get_D_mem(rates, balances, amp)
diff: uint256 = 0
if _is_deposit:
diff = D1 - D0
else:
diff = D0 - D1
return diff * self.totalSupply / D0
@external
@nonreentrant('lock')
def add_liquidity(
_amounts: uint256[N_COINS],
_min_mint_amount: uint256,
_receiver: address = msg.sender
) -> uint256:
"""
@notice Deposit coins into the pool
@param _amounts List of amounts of coins to deposit
@param _min_mint_amount Minimum amount of LP tokens to mint from the deposit
@param _receiver Address that owns the minted LP tokens
@return Amount of LP tokens received by depositing
"""
self._update()
amp: uint256 = self._A()
rates: uint256[N_COINS] = [self.rate_multiplier, Curve(BASE_POOL).get_virtual_price()]
# Initial invariant
old_balances: uint256[N_COINS] = self.balances
D0: uint256 = self.get_D_mem(rates, old_balances, amp)
new_balances: uint256[N_COINS] = old_balances
total_supply: uint256 = self.totalSupply
for i in range(N_COINS):
amount: uint256 = _amounts[i]
if total_supply == 0:
assert amount > 0 # dev: initial deposit requires all coins
new_balances[i] += amount
# Invariant after change
D1: uint256 = self.get_D_mem(rates, new_balances, amp)
assert D1 > D0
# We need to recalculate the invariant accounting for fees
# to calculate fair user's share
fees: uint256[N_COINS] = empty(uint256[N_COINS])
mint_amount: uint256 = 0
if total_supply > 0:
# Only account for fees if we are not the first to deposit
base_fee: uint256 = self.fee * N_COINS / (4 * (N_COINS - 1))
for i in range(N_COINS):
ideal_balance: uint256 = D1 * old_balances[i] / D0
difference: uint256 = 0
new_balance: uint256 = new_balances[i]
if ideal_balance > new_balance:
difference = ideal_balance - new_balance
else:
difference = new_balance - ideal_balance
fees[i] = base_fee * difference / FEE_DENOMINATOR
self.balances[i] = new_balance - (fees[i] * ADMIN_FEE / FEE_DENOMINATOR)
new_balances[i] -= fees[i]
D2: uint256 = self.get_D_mem(rates, new_balances, amp)
mint_amount = total_supply * (D2 - D0) / D0
else:
self.balances = new_balances
mint_amount = D1 # Take the dust if there was any
assert mint_amount >= _min_mint_amount
# Take coins from the sender
for i in range(N_COINS):
amount: uint256 = _amounts[i]
if amount > 0:
ERC20(self.coins[i]).transferFrom(msg.sender, self, amount) # dev: failed transfer
# Mint pool tokens
total_supply += mint_amount
self.balanceOf[_receiver] += mint_amount
self.totalSupply = total_supply
log Transfer(ZERO_ADDRESS, _receiver, mint_amount)
log AddLiquidity(msg.sender, _amounts, fees, D1, total_supply)
return mint_amount
@view
@internal
def get_y(i: int128, j: int128, x: uint256, xp: uint256[N_COINS]) -> uint256:
# x in the input is converted to the same price/precision
assert i != j # dev: same coin
assert j >= 0 # dev: j below zero
assert j < N_COINS # dev: j above N_COINS
# should be unreachable, but good for safety
assert i >= 0
assert i < N_COINS
amp: uint256 = self._A()
D: uint256 = self.get_D(xp, amp)
S_: uint256 = 0
_x: uint256 = 0
y_prev: uint256 = 0
c: uint256 = D
Ann: uint256 = amp * N_COINS
for _i in range(N_COINS):
if _i == i:
_x = x
elif _i != j:
_x = xp[_i]
else:
continue
S_ += _x
c = c * D / (_x * N_COINS)
c = c * D * A_PRECISION / (Ann * N_COINS)
b: uint256 = S_ + D * A_PRECISION / Ann # - D
y: uint256 = D
for _i in range(255):
y_prev = y
y = (y*y + c) / (2 * y + b - D)
# Equality with the precision of 1
if y > y_prev:
if y - y_prev <= 1:
return y
else:
if y_prev - y <= 1:
return y
raise
@view
@external
def get_dy(i: int128, j: int128, dx: uint256, _balances: uint256[N_COINS] = [0,0]) -> uint256:
"""
@notice Calculate the current output dy given input dx
@dev Index values can be found via the `coins` public getter method
@param i Index value for the coin to send
@param j Index valie of the coin to recieve
@param dx Amount of `i` being exchanged
@param _balances which balance to use, current, previous, or twap
@return Amount of `j` predicted
"""
rates: uint256[N_COINS] = [self.rate_multiplier, Curve(BASE_POOL).get_virtual_price()]
xp: uint256[N_COINS] = _balances
if _balances[0] == 0:
xp = self.balances
xp = self._xp_mem(rates, xp)
x: uint256 = xp[i] + (dx * rates[i] / PRECISION)
y: uint256 = self.get_y(i, j, x, xp)
dy: uint256 = xp[j] - y - 1
fee: uint256 = self.fee * dy / FEE_DENOMINATOR
return (dy - fee) * PRECISION / rates[j]
@view
@external
def get_dy_underlying(i: int128, j: int128, dx: uint256, _balances: uint256[N_COINS] = [0,0]) -> uint256:
"""
@notice Calculate the current output dy given input dx on underlying
@dev Index values can be found via the `coins` public getter method
@param i Index value for the coin to send
@param j Index valie of the coin to recieve
@param dx Amount of `i` being exchanged
@param _balances which balance to use, current, previous, or twap
@return Amount of `j` predicted
"""
rates: uint256[N_COINS] = [self.rate_multiplier, Curve(BASE_POOL).get_virtual_price()]
xp: uint256[N_COINS] = _balances
if _balances[0] == 0:
xp = self.balances
xp = self._xp_mem(rates, xp)
base_pool: address = BASE_POOL
x: uint256 = 0
base_i: int128 = 0
base_j: int128 = 0
meta_i: int128 = 0
meta_j: int128 = 0
if i != 0:
base_i = i - MAX_COIN
meta_i = 1
if j != 0:
base_j = j - MAX_COIN
meta_j = 1
if i == 0:
x = xp[i] + dx * (rates[0] / 10**18)
else:
if j == 0:
# i is from BasePool
# At first, get the amount of pool tokens
base_inputs: uint256[BASE_N_COINS] = empty(uint256[BASE_N_COINS])
base_inputs[base_i] = dx
# Token amount transformed to underlying "dollars"
x = Curve(base_pool).calc_token_amount(base_inputs, True) * rates[1] / PRECISION
# Accounting for deposit/withdraw fees approximately
x -= x * Curve(base_pool).fee() / (2 * FEE_DENOMINATOR)
# Adding number of pool tokens
x += xp[MAX_COIN]
else:
# If both are from the base pool
return Curve(base_pool).get_dy(base_i, base_j, dx)
# This pool is involved only when in-pool assets are used
y: uint256 = self.get_y(meta_i, meta_j, x, xp)
dy: uint256 = xp[meta_j] - y - 1
dy = (dy - self.fee * dy / FEE_DENOMINATOR)
# If output is going via the metapool
if j == 0:
dy /= (rates[0] / 10**18)
else:
# j is from BasePool
# The fee is already accounted for
dy = Curve(base_pool).calc_withdraw_one_coin(dy * PRECISION / rates[1], base_j)
return dy
@external
@nonreentrant('lock')
def exchange(
i: int128,
j: int128,
dx: uint256,
min_dy: uint256,
_receiver: address = msg.sender,
) -> uint256:
"""
@notice Perform an exchange between two coins
@dev Index values can be found via the `coins` public getter method
@param i Index value for the coin to send
@param j Index valie of the coin to recieve
@param dx Amount of `i` being exchanged
@param min_dy Minimum amount of `j` to receive
@param _receiver Address that receives `j`
@return Actual amount of `j` received
"""
self._update()
rates: uint256[N_COINS] = [self.rate_multiplier, Curve(BASE_POOL).get_virtual_price()]
old_balances: uint256[N_COINS] = self.balances
xp: uint256[N_COINS] = self._xp_mem(rates, old_balances)
x: uint256 = xp[i] + dx * rates[i] / PRECISION
y: uint256 = self.get_y(i, j, x, xp)
dy: uint256 = xp[j] - y - 1 # -1 just in case there were some rounding errors
dy_fee: uint256 = dy * self.fee / FEE_DENOMINATOR
# Convert all to real units
dy = (dy - dy_fee) * PRECISION / rates[j]
assert dy >= min_dy
dy_admin_fee: uint256 = dy_fee * ADMIN_FEE / FEE_DENOMINATOR
dy_admin_fee = dy_admin_fee * PRECISION / rates[j]
# Change balances exactly in same way as we change actual ERC20 coin amounts
self.balances[i] = old_balances[i] + dx
# When rounding errors happen, we undercharge admin fee in favor of LP
self.balances[j] = old_balances[j] - dy - dy_admin_fee
ERC20(self.coins[i]).transferFrom(msg.sender, self, dx)
ERC20(self.coins[j]).transfer(_receiver, dy)
log TokenExchange(msg.sender, i, dx, j, dy)
return dy
@external
@nonreentrant('lock')
def exchange_underlying(
i: int128,
j: int128,
dx: uint256,
min_dy: uint256,
_receiver: address = msg.sender,
) -> uint256:
"""
@notice Perform an exchange between two underlying coins
@dev Index values can be found via the `underlying_coins` public getter method
@param i Index value for the underlying coin to send
@param j Index valie of the underlying coin to recieve
@param dx Amount of `i` being exchanged
@param min_dy Minimum amount of `j` to receive
@param _receiver Address that receives `j`
@return Actual amount of `j` received
"""
self._update()
rates: uint256[N_COINS] = [self.rate_multiplier, Curve(BASE_POOL).get_virtual_price()]
old_balances: uint256[N_COINS] = self.balances
xp: uint256[N_COINS] = self._xp_mem(rates, old_balances)
base_pool: address = BASE_POOL
base_coins: address[3] = BASE_COINS
dy: uint256 = 0
base_i: int128 = 0
base_j: int128 = 0
meta_i: int128 = 0
meta_j: int128 = 0
x: uint256 = 0
input_coin: address = ZERO_ADDRESS
output_coin: address = ZERO_ADDRESS
if i == 0:
input_coin = self.coins[0]
else:
base_i = i - MAX_COIN
meta_i = 1
input_coin = base_coins[base_i]
if j == 0:
output_coin = self.coins[0]
else:
base_j = j - MAX_COIN
meta_j = 1
output_coin = base_coins[base_j]
# Handle potential Tether fees
dx_w_fee: uint256 = dx
if j == 3:
dx_w_fee = ERC20(input_coin).balanceOf(self)
ERC20(input_coin).transferFrom(msg.sender, self, dx)
# Handle potential Tether fees
if j == 3:
dx_w_fee = ERC20(input_coin).balanceOf(self) - dx_w_fee
if i == 0 or j == 0:
if i == 0:
x = xp[i] + dx_w_fee * rates[i] / PRECISION
else:
# i is from BasePool
# At first, get the amount of pool tokens
base_inputs: uint256[BASE_N_COINS] = empty(uint256[BASE_N_COINS])
base_inputs[base_i] = dx_w_fee
coin_i: address = self.coins[MAX_COIN]
# Deposit and measure delta
x = ERC20(coin_i).balanceOf(self)
Curve(base_pool).add_liquidity(base_inputs, 0)
# Need to convert pool token to "virtual" units using rates
# dx is also different now
dx_w_fee = ERC20(coin_i).balanceOf(self) - x
x = dx_w_fee * rates[MAX_COIN] / PRECISION
# Adding number of pool tokens
x += xp[MAX_COIN]
y: uint256 = self.get_y(meta_i, meta_j, x, xp)
# Either a real coin or token
dy = xp[meta_j] - y - 1 # -1 just in case there were some rounding errors
dy_fee: uint256 = dy * self.fee / FEE_DENOMINATOR
# Convert all to real units
# Works for both pool coins and real coins
dy = (dy - dy_fee) * PRECISION / rates[meta_j]
dy_admin_fee: uint256 = dy_fee * ADMIN_FEE / FEE_DENOMINATOR
dy_admin_fee = dy_admin_fee * PRECISION / rates[meta_j]
# Change balances exactly in same way as we change actual ERC20 coin amounts
self.balances[meta_i] = old_balances[meta_i] + dx_w_fee
# When rounding errors happen, we undercharge admin fee in favor of LP
self.balances[meta_j] = old_balances[meta_j] - dy - dy_admin_fee
# Withdraw from the base pool if needed
if j > 0:
out_amount: uint256 = ERC20(output_coin).balanceOf(self)
Curve(base_pool).remove_liquidity_one_coin(dy, base_j, 0)
dy = ERC20(output_coin).balanceOf(self) - out_amount
assert dy >= min_dy
else:
# If both are from the base pool
dy = ERC20(output_coin).balanceOf(self)
Curve(base_pool).exchange(base_i, base_j, dx_w_fee, min_dy)
dy = ERC20(output_coin).balanceOf(self) - dy
ERC20(output_coin).transfer(_receiver, dy)
log TokenExchangeUnderlying(msg.sender, i, dx, j, dy)
return dy
@external
@nonreentrant('lock')
def remove_liquidity(
_burn_amount: uint256,
_min_amounts: uint256[N_COINS],
_receiver: address = msg.sender
) -> uint256[N_COINS]:
"""
@notice Withdraw coins from the pool
@dev Withdrawal amounts are based on current deposit ratios
@param _burn_amount Quantity of LP tokens to burn in the withdrawal
@param _min_amounts Minimum amounts of underlying coins to receive
@param _receiver Address that receives the withdrawn coins
@return List of amounts of coins that were withdrawn
"""
self._update()
total_supply: uint256 = self.totalSupply
amounts: uint256[N_COINS] = empty(uint256[N_COINS])
for i in range(N_COINS):
old_balance: uint256 = self.balances[i]
value: uint256 = old_balance * _burn_amount / total_supply
assert value >= _min_amounts[i]
self.balances[i] = old_balance - value
amounts[i] = value
ERC20(self.coins[i]).transfer(_receiver, value)
total_supply -= _burn_amount
self.balanceOf[msg.sender] -= _burn_amount
self.totalSupply = total_supply
log Transfer(msg.sender, ZERO_ADDRESS, _burn_amount)
log RemoveLiquidity(msg.sender, amounts, empty(uint256[N_COINS]), total_supply)
return amounts
@external
@nonreentrant('lock')
def remove_liquidity_imbalance(
_amounts: uint256[N_COINS],
_max_burn_amount: uint256,
_receiver: address = msg.sender
) -> uint256:
"""
@notice Withdraw coins from the pool in an imbalanced amount
@param _amounts List of amounts of underlying coins to withdraw
@param _max_burn_amount Maximum amount of LP token to burn in the withdrawal
@param _receiver Address that receives the withdrawn coins
@return Actual amount of the LP token burned in the withdrawal
"""
self._update()
amp: uint256 = self._A()
rates: uint256[N_COINS] = [self.rate_multiplier, Curve(BASE_POOL).get_virtual_price()]
old_balances: uint256[N_COINS] = self.balances
D0: uint256 = self.get_D_mem(rates, old_balances, amp)
new_balances: uint256[N_COINS] = old_balances
for i in range(N_COINS):
new_balances[i] -= _amounts[i]
D1: uint256 = self.get_D_mem(rates, new_balances, amp)
fees: uint256[N_COINS] = empty(uint256[N_COINS])
base_fee: uint256 = self.fee * N_COINS / (4 * (N_COINS - 1))
for i in range(N_COINS):
ideal_balance: uint256 = D1 * old_balances[i] / D0
difference: uint256 = 0
new_balance: uint256 = new_balances[i]
if ideal_balance > new_balance:
difference = ideal_balance - new_balance
else:
difference = new_balance - ideal_balance
fees[i] = base_fee * difference / FEE_DENOMINATOR
self.balances[i] = new_balance - (fees[i] * ADMIN_FEE / FEE_DENOMINATOR)
new_balances[i] -= fees[i]
D2: uint256 = self.get_D_mem(rates, new_balances, amp)
total_supply: uint256 = self.totalSupply
burn_amount: uint256 = ((D0 - D2) * total_supply / D0) + 1
assert burn_amount > 1 # dev: zero tokens burned
assert burn_amount <= _max_burn_amount
total_supply -= burn_amount
self.totalSupply = total_supply
self.balanceOf[msg.sender] -= burn_amount
log Transfer(msg.sender, ZERO_ADDRESS, burn_amount)
for i in range(N_COINS):
amount: uint256 = _amounts[i]
if amount != 0:
ERC20(self.coins[i]).transfer(_receiver, amount)
log RemoveLiquidityImbalance(msg.sender, _amounts, fees, D1, total_supply)
return burn_amount
@view
@internal
def get_y_D(A: uint256, i: int128, xp: uint256[N_COINS], D: uint256) -> uint256:
"""
Calculate x[i] if one reduces D from being calculated for xp to D
Done by solving quadratic equation iteratively.
x_1**2 + x1 * (sum' - (A*n**n - 1) * D / (A * n**n)) = D ** (n + 1) / (n ** (2 * n) * prod' * A)
x_1**2 + b*x_1 = c
x_1 = (x_1**2 + c) / (2*x_1 + b)
"""
# x in the input is converted to the same price/precision
assert i >= 0 # dev: i below zero
assert i < N_COINS # dev: i above N_COINS
S_: uint256 = 0
_x: uint256 = 0
y_prev: uint256 = 0
c: uint256 = D
Ann: uint256 = A * N_COINS
for _i in range(N_COINS):
if _i != i:
_x = xp[_i]
else:
continue
S_ += _x
c = c * D / (_x * N_COINS)
c = c * D * A_PRECISION / (Ann * N_COINS)
b: uint256 = S_ + D * A_PRECISION / Ann
y: uint256 = D
for _i in range(255):
y_prev = y
y = (y*y + c) / (2 * y + b - D)
# Equality with the precision of 1
if y > y_prev:
if y - y_prev <= 1:
return y
else:
if y_prev - y <= 1:
return y
raise
@view
@internal
def _calc_withdraw_one_coin(_burn_amount: uint256, i: int128, _balances: uint256[N_COINS]) -> (uint256, uint256):
# First, need to calculate
# * Get current D
# * Solve Eqn against y_i for D - _token_amount
amp: uint256 = self._A()
rates: uint256[N_COINS] = [self.rate_multiplier, Curve(BASE_POOL).get_virtual_price()]
xp: uint256[N_COINS] = self._xp_mem(rates, _balances)
D0: uint256 = self.get_D(xp, amp)
total_supply: uint256 = self.totalSupply
D1: uint256 = D0 - _burn_amount * D0 / total_supply
new_y: uint256 = self.get_y_D(amp, i, xp, D1)