// This contract is part of Zellic’s smart contract dataset, which is a collection of publicly available contract code gathered as of March 2023. // File: .deps/Strategy.sol pragma solidity 0.6.12; pragma experimental ABIEncoderV2; // File: Address.sol /** * @dev Collection of functions related to the address type */ library Address { /** * @dev Returns true if `account` is a contract. * * [IMPORTANT] * ==== * It is unsafe to assume that an address for which this function returns * false is an externally-owned account (EOA) and not a contract. * * Among others, `isContract` will return false for the following * types of addresses: * * - an externally-owned account * - a contract in construction * - an address where a contract will be created * - an address where a contract lived, but was destroyed * ==== */ function isContract(address account) internal view returns (bool) { // According to EIP-1052, 0x0 is the value returned for not-yet created accounts // and 0xc5d2460186f7233c927e7db2dcc703c0e500b653ca82273b7bfad8045d85a470 is returned // for accounts without code, i.e. `keccak256('')` bytes32 codehash; bytes32 accountHash = 0xc5d2460186f7233c927e7db2dcc703c0e500b653ca82273b7bfad8045d85a470; // solhint-disable-next-line no-inline-assembly assembly { codehash := extcodehash(account) } return (codehash != accountHash && codehash != 0x0); } /** * @dev Replacement for Solidity's `transfer`: sends `amount` wei to * `recipient`, forwarding all available gas and reverting on errors. * * https://eips.ethereum.org/EIPS/eip-1884[EIP1884] increases the gas cost * of certain opcodes, possibly making contracts go over the 2300 gas limit * imposed by `transfer`, making them unable to receive funds via * `transfer`. {sendValue} removes this limitation. * * https://diligence.consensys.net/posts/2019/09/stop-using-soliditys-transfer-now/[Learn more]. * * IMPORTANT: because control is transferred to `recipient`, care must be * taken to not create reentrancy vulnerabilities. Consider using * {ReentrancyGuard} or the * https://solidity.readthedocs.io/en/v0.5.11/security-considerations.html#use-the-checks-effects-interactions-pattern[checks-effects-interactions pattern]. */ function sendValue(address payable recipient, uint256 amount) internal { require(address(this).balance >= amount, "Address: insufficient balance"); // solhint-disable-next-line avoid-low-level-calls, avoid-call-value (bool success, ) = recipient.call{ value: amount }(""); require(success, "Address: unable to send value, recipient may have reverted"); } /** * @dev Performs a Solidity function call using a low level `call`. A * plain`call` is an unsafe replacement for a function call: use this * function instead. * * If `target` reverts with a revert reason, it is bubbled up by this * function (like regular Solidity function calls). * * Returns the raw returned data. To convert to the expected return value, * use https://solidity.readthedocs.io/en/latest/units-and-global-variables.html?highlight=abi.decode#abi-encoding-and-decoding-functions[`abi.decode`]. * * Requirements: * * - `target` must be a contract. * - calling `target` with `data` must not revert. * * _Available since v3.1._ */ function functionCall(address target, bytes memory data) internal returns (bytes memory) { return functionCall(target, data, "Address: low-level call failed"); } /** * @dev Same as {xref-Address-functionCall-address-bytes-}[`functionCall`], but with * `errorMessage` as a fallback revert reason when `target` reverts. * * _Available since v3.1._ */ function functionCall(address target, bytes memory data, string memory errorMessage) internal returns (bytes memory) { return _functionCallWithValue(target, data, 0, errorMessage); } /** * @dev Same as {xref-Address-functionCall-address-bytes-}[`functionCall`], * but also transferring `value` wei to `target`. * * Requirements: * * - the calling contract must have an ETH balance of at least `value`. * - the called Solidity function must be `payable`. * * _Available since v3.1._ */ function functionCallWithValue(address target, bytes memory data, uint256 value) internal returns (bytes memory) { return functionCallWithValue(target, data, value, "Address: low-level call with value failed"); } /** * @dev Same as {xref-Address-functionCallWithValue-address-bytes-uint256-}[`functionCallWithValue`], but * with `errorMessage` as a fallback revert reason when `target` reverts. * * _Available since v3.1._ */ function functionCallWithValue(address target, bytes memory data, uint256 value, string memory errorMessage) internal returns (bytes memory) { require(address(this).balance >= value, "Address: insufficient balance for call"); return _functionCallWithValue(target, data, value, errorMessage); } function _functionCallWithValue(address target, bytes memory data, uint256 weiValue, string memory errorMessage) private returns (bytes memory) { require(isContract(target), "Address: call to non-contract"); // solhint-disable-next-line avoid-low-level-calls (bool success, bytes memory returndata) = target.call{ value: weiValue }(data); if (success) { return returndata; } else { // Look for revert reason and bubble it up if present if (returndata.length > 0) { // The easiest way to bubble the revert reason is using memory via assembly // solhint-disable-next-line no-inline-assembly assembly { let returndata_size := mload(returndata) revert(add(32, returndata), returndata_size) } } else { revert(errorMessage); } } } } // File: IAsset.sol interface IAsset { // solhint-disable-previous-line no-empty-blocks } // File: IERC20.sol /** * @dev Interface of the ERC20 standard as defined in the EIP. */ interface IERC20 { /** * @dev Returns the amount of tokens in existence. */ function totalSupply() external view returns (uint256); /** * @dev Returns the amount of tokens owned by `account`. */ function balanceOf(address account) external view returns (uint256); /** * @dev Moves `amount` tokens from the caller's account to `recipient`. * * Returns a boolean value indicating whether the operation succeeded. * * Emits a {Transfer} event. */ function transfer(address recipient, uint256 amount) external returns (bool); /** * @dev Returns the remaining number of tokens that `spender` will be * allowed to spend on behalf of `owner` through {transferFrom}. This is * zero by default. * * This value changes when {approve} or {transferFrom} are called. */ function allowance(address owner, address spender) external view returns (uint256); /** * @dev Sets `amount` as the allowance of `spender` over the caller's tokens. * * Returns a boolean value indicating whether the operation succeeded. * * IMPORTANT: Beware that changing an allowance with this method brings the risk * that someone may use both the old and the new allowance by unfortunate * transaction ordering. One possible solution to mitigate this race * condition is to first reduce the spender's allowance to 0 and set the * desired value afterwards: * https://github.com/ethereum/EIPs/issues/20#issuecomment-263524729 * * Emits an {Approval} event. */ function approve(address spender, uint256 amount) external returns (bool); /** * @dev Moves `amount` tokens from `sender` to `recipient` using the * allowance mechanism. `amount` is then deducted from the caller's * allowance. * * Returns a boolean value indicating whether the operation succeeded. * * Emits a {Transfer} event. */ function transferFrom(address sender, address recipient, uint256 amount) external returns (bool); /** * @dev Emitted when `value` tokens are moved from one account (`from`) to * another (`to`). * * Note that `value` may be zero. */ event Transfer(address indexed from, address indexed to, uint256 value); /** * @dev Emitted when the allowance of a `spender` for an `owner` is set by * a call to {approve}. `value` is the new allowance. */ event Approval(address indexed owner, address indexed spender, uint256 value); } // File: ITradeFactory.sol // Feel free to change the license, but this is what we use interface ITradeFactory { function enable(address, address) external; function disable(address, address) external; function grantRole(bytes32 role, address account) external; function STRATEGY() external view returns (bytes32); } // File: Math.sol /** * @dev Standard math utilities missing in the Solidity language. */ library Math { /** * @dev Returns the largest of two numbers. */ function max(uint256 a, uint256 b) internal pure returns (uint256) { return a >= b ? a : b; } /** * @dev Returns the smallest of two numbers. */ function min(uint256 a, uint256 b) internal pure returns (uint256) { return a < b ? a : b; } /** * @dev Returns the average of two numbers. The result is rounded towards * zero. */ function average(uint256 a, uint256 b) internal pure returns (uint256) { // (a + b) / 2 can overflow, so we distribute return (a / 2) + (b / 2) + ((a % 2 + b % 2) / 2); } } // File: SafeMath.sol /** * @dev Wrappers over Solidity's arithmetic operations with added overflow * checks. * * Arithmetic operations in Solidity wrap on overflow. This can easily result * in bugs, because programmers usually assume that an overflow raises an * error, which is the standard behavior in high level programming languages. * `SafeMath` restores this intuition by reverting the transaction when an * operation overflows. * * Using this library instead of the unchecked operations eliminates an entire * class of bugs, so it's recommended to use it always. */ library SafeMath { /** * @dev Returns the addition of two unsigned integers, reverting on * overflow. * * Counterpart to Solidity's `+` operator. * * Requirements: * * - Addition cannot overflow. */ function add(uint256 a, uint256 b) internal pure returns (uint256) { uint256 c = a + b; require(c >= a, "SafeMath: addition overflow"); return c; } /** * @dev Returns the subtraction of two unsigned integers, reverting on * overflow (when the result is negative). * * Counterpart to Solidity's `-` operator. * * Requirements: * * - Subtraction cannot overflow. */ function sub(uint256 a, uint256 b) internal pure returns (uint256) { return sub(a, b, "SafeMath: subtraction overflow"); } /** * @dev Returns the subtraction of two unsigned integers, reverting with custom message on * overflow (when the result is negative). * * Counterpart to Solidity's `-` operator. * * Requirements: * * - Subtraction cannot overflow. */ function sub(uint256 a, uint256 b, string memory errorMessage) internal pure returns (uint256) { require(b <= a, errorMessage); uint256 c = a - b; return c; } /** * @dev Returns the multiplication of two unsigned integers, reverting on * overflow. * * Counterpart to Solidity's `*` operator. * * Requirements: * * - Multiplication cannot overflow. */ function mul(uint256 a, uint256 b) internal pure returns (uint256) { // Gas optimization: this is cheaper than requiring 'a' not being zero, but the // benefit is lost if 'b' is also tested. // See: https://github.com/OpenZeppelin/openzeppelin-contracts/pull/522 if (a == 0) { return 0; } uint256 c = a * b; require(c / a == b, "SafeMath: multiplication overflow"); return c; } /** * @dev Returns the integer division of two unsigned integers. Reverts on * division by zero. The result is rounded towards zero. * * Counterpart to Solidity's `/` operator. Note: this function uses a * `revert` opcode (which leaves remaining gas untouched) while Solidity * uses an invalid opcode to revert (consuming all remaining gas). * * Requirements: * * - The divisor cannot be zero. */ function div(uint256 a, uint256 b) internal pure returns (uint256) { return div(a, b, "SafeMath: division by zero"); } /** * @dev Returns the integer division of two unsigned integers. Reverts with custom message on * division by zero. The result is rounded towards zero. * * Counterpart to Solidity's `/` operator. Note: this function uses a * `revert` opcode (which leaves remaining gas untouched) while Solidity * uses an invalid opcode to revert (consuming all remaining gas). * * Requirements: * * - The divisor cannot be zero. */ function div(uint256 a, uint256 b, string memory errorMessage) internal pure returns (uint256) { require(b > 0, errorMessage); uint256 c = a / b; // assert(a == b * c + a % b); // There is no case in which this doesn't hold return c; } /** * @dev Returns the remainder of dividing two unsigned integers. (unsigned integer modulo), * Reverts when dividing by zero. * * Counterpart to Solidity's `%` operator. This function uses a `revert` * opcode (which leaves remaining gas untouched) while Solidity uses an * invalid opcode to revert (consuming all remaining gas). * * Requirements: * * - The divisor cannot be zero. */ function mod(uint256 a, uint256 b) internal pure returns (uint256) { return mod(a, b, "SafeMath: modulo by zero"); } /** * @dev Returns the remainder of dividing two unsigned integers. (unsigned integer modulo), * Reverts with custom message when dividing by zero. * * Counterpart to Solidity's `%` operator. This function uses a `revert` * opcode (which leaves remaining gas untouched) while Solidity uses an * invalid opcode to revert (consuming all remaining gas). * * Requirements: * * - The divisor cannot be zero. */ function mod(uint256 a, uint256 b, string memory errorMessage) internal pure returns (uint256) { require(b != 0, errorMessage); return a % b; } } // File: IBalancerPool.sol interface IBalancerPool is IERC20 { enum SwapKind {GIVEN_IN, GIVEN_OUT} struct SwapRequest { SwapKind kind; IERC20 tokenIn; IERC20 tokenOut; uint256 amount; // Misc data bytes32 poolId; uint256 lastChangeBlock; address from; address to; bytes userData; } // virtual price of bpt function getRate() external view returns (uint); function getPoolId() external view returns (bytes32 poolId); function symbol() external view returns (string memory s); function getMainToken() external view returns(address); function onSwap( SwapRequest memory swapRequest, uint256[] memory balances, uint256 indexIn, uint256 indexOut ) external view returns (uint256 amount); } // File: IBalancerVault.sol interface IBalancerVault { enum PoolSpecialization {GENERAL, MINIMAL_SWAP_INFO, TWO_TOKEN} enum JoinKind {INIT, EXACT_TOKENS_IN_FOR_BPT_OUT, TOKEN_IN_FOR_EXACT_BPT_OUT, ALL_TOKENS_IN_FOR_EXACT_BPT_OUT} enum ExitKind {EXACT_BPT_IN_FOR_ONE_TOKEN_OUT, EXACT_BPT_IN_FOR_TOKENS_OUT, BPT_IN_FOR_EXACT_TOKENS_OUT} enum SwapKind {GIVEN_IN, GIVEN_OUT} /** * @dev Data for each individual swap executed by `batchSwap`. The asset in and out fields are indexes into the * `assets` array passed to that function, and ETH assets are converted to WETH. * * If `amount` is zero, the multihop mechanism is used to determine the actual amount based on the amount in/out * from the previous swap, depending on the swap kind. * * The `userData` field is ignored by the Vault, but forwarded to the Pool in the `onSwap` hook, and may be * used to extend swap behavior. */ struct BatchSwapStep { bytes32 poolId; uint256 assetInIndex; uint256 assetOutIndex; uint256 amount; bytes userData; } /** * @dev All tokens in a swap are either sent from the `sender` account to the Vault, or from the Vault to the * `recipient` account. * * If the caller is not `sender`, it must be an authorized relayer for them. * * If `fromInternalBalance` is true, the `sender`'s Internal Balance will be preferred, performing an ERC20 * transfer for the difference between the requested amount and the User's Internal Balance (if any). The `sender` * must have allowed the Vault to use their tokens via `IERC20.approve()`. This matches the behavior of * `joinPool`. * * If `toInternalBalance` is true, tokens will be deposited to `recipient`'s internal balance instead of * transferred. This matches the behavior of `exitPool`. * * Note that ETH cannot be deposited to or withdrawn from Internal Balance: attempting to do so will trigger a * revert. */ struct FundManagement { address sender; bool fromInternalBalance; address payable recipient; bool toInternalBalance; } /** * @dev Data for a single swap executed by `swap`. `amount` is either `amountIn` or `amountOut` depending on * the `kind` value. * * `assetIn` and `assetOut` are either token addresses, or the IAsset sentinel value for ETH (the zero address). * Note that Pools never interact with ETH directly: it will be wrapped to or unwrapped from WETH by the Vault. * * The `userData` field is ignored by the Vault, but forwarded to the Pool in the `onSwap` hook, and may be * used to extend swap behavior. */ struct SingleSwap { bytes32 poolId; SwapKind kind; IAsset assetIn; IAsset assetOut; uint256 amount; bytes userData; } // enconding formats https://github.com/balancer-labs/balancer-v2-monorepo/blob/master/pkg/balancer-js/src/pool-weighted/encoder.ts struct JoinPoolRequest { IAsset[] assets; uint256[] maxAmountsIn; bytes userData; bool fromInternalBalance; } struct ExitPoolRequest { IAsset[] assets; uint256[] minAmountsOut; bytes userData; bool toInternalBalance; } function joinPool( bytes32 poolId, address sender, address recipient, JoinPoolRequest memory request ) external payable; function exitPool( bytes32 poolId, address sender, address payable recipient, ExitPoolRequest calldata request ) external; function getPool(bytes32 poolId) external view returns (address poolAddress, PoolSpecialization); function getPoolTokenInfo(bytes32 poolId, IERC20 token) external view returns ( uint256 cash, uint256 managed, uint256 lastChangeBlock, address assetManager ); function getPoolTokens(bytes32 poolId) external view returns ( IERC20[] calldata tokens, uint256[] calldata balances, uint256 lastChangeBlock ); /** * @dev Performs a swap with a single Pool. * * If the swap is 'given in' (the number of tokens to send to the Pool is known), it returns the amount of tokens * taken from the Pool, which must be greater than or equal to `limit`. * * If the swap is 'given out' (the number of tokens to take from the Pool is known), it returns the amount of tokens * sent to the Pool, which must be less than or equal to `limit`. * * Internal Balance usage and the recipient are determined by the `funds` struct. * * Emits a `Swap` event. */ function swap( SingleSwap memory singleSwap, FundManagement memory funds, uint256 limit, uint256 deadline ) external returns (uint256 amountCalculated); /** * @dev Performs a series of swaps with one or multiple Pools. In each individual swap, the caller determines either * the amount of tokens sent to or received from the Pool, depending on the `kind` value. * * Returns an array with the net Vault asset balance deltas. Positive amounts represent tokens (or ETH) sent to the * Vault, and negative amounts represent tokens (or ETH) sent by the Vault. Each delta corresponds to the asset at * the same index in the `assets` array. * * Swaps are executed sequentially, in the order specified by the `swaps` array. Each array element describes a * Pool, the token to be sent to this Pool, the token to receive from it, and an amount that is either `amountIn` or * `amountOut` depending on the swap kind. * * Multihop swaps can be executed by passing an `amount` value of zero for a swap. This will cause the amount in/out * of the previous swap to be used as the amount in for the current one. In a 'given in' swap, 'tokenIn' must equal * the previous swap's `tokenOut`. For a 'given out' swap, `tokenOut` must equal the previous swap's `tokenIn`. * * The `assets` array contains the addresses of all assets involved in the swaps. These are either token addresses, * or the IAsset sentinel value for ETH (the zero address). Each entry in the `swaps` array specifies tokens in and * out by referencing an index in `assets`. Note that Pools never interact with ETH directly: it will be wrapped to * or unwrapped from WETH by the Vault. * * Internal Balance usage, sender, and recipient are determined by the `funds` struct. The `limits` array specifies * the minimum or maximum amount of each token the vault is allowed to transfer. * * `batchSwap` can be used to make a single swap, like `swap` does, but doing so requires more gas than the * equivalent `swap` call. * * Emits `Swap` events. */ function batchSwap( SwapKind kind, BatchSwapStep[] memory swaps, IAsset[] memory assets, FundManagement memory funds, int256[] memory limits, uint256 deadline ) external payable returns (int256[] memory); } // File: SafeERC20.sol /** * @title SafeERC20 * @dev Wrappers around ERC20 operations that throw on failure (when the token * contract returns false). Tokens that return no value (and instead revert or * throw on failure) are also supported, non-reverting calls are assumed to be * successful. * To use this library you can add a `using SafeERC20 for IERC20;` statement to your contract, * which allows you to call the safe operations as `token.safeTransfer(...)`, etc. */ library SafeERC20 { using SafeMath for uint256; using Address for address; function safeTransfer(IERC20 token, address to, uint256 value) internal { _callOptionalReturn(token, abi.encodeWithSelector(token.transfer.selector, to, value)); } function safeTransferFrom(IERC20 token, address from, address to, uint256 value) internal { _callOptionalReturn(token, abi.encodeWithSelector(token.transferFrom.selector, from, to, value)); } /** * @dev Deprecated. This function has issues similar to the ones found in * {IERC20-approve}, and its usage is discouraged. * * Whenever possible, use {safeIncreaseAllowance} and * {safeDecreaseAllowance} instead. */ function safeApprove(IERC20 token, address spender, uint256 value) internal { // safeApprove should only be called when setting an initial allowance, // or when resetting it to zero. To increase and decrease it, use // 'safeIncreaseAllowance' and 'safeDecreaseAllowance' // solhint-disable-next-line max-line-length require((value == 0) || (token.allowance(address(this), spender) == 0), "SafeERC20: approve from non-zero to non-zero allowance" ); _callOptionalReturn(token, abi.encodeWithSelector(token.approve.selector, spender, value)); } function safeIncreaseAllowance(IERC20 token, address spender, uint256 value) internal { uint256 newAllowance = token.allowance(address(this), spender).add(value); _callOptionalReturn(token, abi.encodeWithSelector(token.approve.selector, spender, newAllowance)); } function safeDecreaseAllowance(IERC20 token, address spender, uint256 value) internal { uint256 newAllowance = token.allowance(address(this), spender).sub(value, "SafeERC20: decreased allowance below zero"); _callOptionalReturn(token, abi.encodeWithSelector(token.approve.selector, spender, newAllowance)); } /** * @dev Imitates a Solidity high-level call (i.e. a regular function call to a contract), relaxing the requirement * on the return value: the return value is optional (but if data is returned, it must not be false). * @param token The token targeted by the call. * @param data The call data (encoded using abi.encode or one of its variants). */ function _callOptionalReturn(IERC20 token, bytes memory data) private { // We need to perform a low level call here, to bypass Solidity's return data size checking mechanism, since // we're implementing it ourselves. We use {Address.functionCall} to perform this call, which verifies that // the target address contains contract code and also asserts for success in the low-level call. bytes memory returndata = address(token).functionCall(data, "SafeERC20: low-level call failed"); if (returndata.length > 0) { // Return data is optional // solhint-disable-next-line max-line-length require(abi.decode(returndata, (bool)), "SafeERC20: ERC20 operation did not succeed"); } } } // File: BaseStrategy.sol struct StrategyParams { uint256 performanceFee; uint256 activation; uint256 debtRatio; uint256 minDebtPerHarvest; uint256 maxDebtPerHarvest; uint256 lastReport; uint256 totalDebt; uint256 totalGain; uint256 totalLoss; } interface VaultAPI is IERC20 { function name() external view returns (string calldata); function symbol() external view returns (string calldata); function decimals() external view returns (uint256); function apiVersion() external pure returns (string memory); function permit( address owner, address spender, uint256 amount, uint256 expiry, bytes calldata signature ) external returns (bool); // NOTE: Vyper produces multiple signatures for a given function with "default" args function deposit() external returns (uint256); function deposit(uint256 amount) external returns (uint256); function deposit(uint256 amount, address recipient) external returns (uint256); // NOTE: Vyper produces multiple signatures for a given function with "default" args function withdraw() external returns (uint256); function withdraw(uint256 maxShares) external returns (uint256); function withdraw(uint256 maxShares, address recipient) external returns (uint256); function token() external view returns (address); function strategies(address _strategy) external view returns (StrategyParams memory); function pricePerShare() external view returns (uint256); function totalAssets() external view returns (uint256); function depositLimit() external view returns (uint256); function maxAvailableShares() external view returns (uint256); /** * View how much the Vault would increase this Strategy's borrow limit, * based on its present performance (since its last report). Can be used to * determine expectedReturn in your Strategy. */ function creditAvailable() external view returns (uint256); /** * View how much the Vault would like to pull back from the Strategy, * based on its present performance (since its last report). Can be used to * determine expectedReturn in your Strategy. */ function debtOutstanding() external view returns (uint256); /** * View how much the Vault expect this Strategy to return at the current * block, based on its present performance (since its last report). Can be * used to determine expectedReturn in your Strategy. */ function expectedReturn() external view returns (uint256); /** * This is the main contact point where the Strategy interacts with the * Vault. It is critical that this call is handled as intended by the * Strategy. Therefore, this function will be called by BaseStrategy to * make sure the integration is correct. */ function report( uint256 _gain, uint256 _loss, uint256 _debtPayment ) external returns (uint256); /** * This function should only be used in the scenario where the Strategy is * being retired but no migration of the positions are possible, or in the * extreme scenario that the Strategy needs to be put into "Emergency Exit" * mode in order for it to exit as quickly as possible. The latter scenario * could be for any reason that is considered "critical" that the Strategy * exits its position as fast as possible, such as a sudden change in * market conditions leading to losses, or an imminent failure in an * external dependency. */ function revokeStrategy() external; /** * View the governance address of the Vault to assert privileged functions * can only be called by governance. The Strategy serves the Vault, so it * is subject to governance defined by the Vault. */ function governance() external view returns (address); /** * View the management address of the Vault to assert privileged functions * can only be called by management. The Strategy serves the Vault, so it * is subject to management defined by the Vault. */ function management() external view returns (address); /** * View the guardian address of the Vault to assert privileged functions * can only be called by guardian. The Strategy serves the Vault, so it * is subject to guardian defined by the Vault. */ function guardian() external view returns (address); } /** * This interface is here for the keeper bot to use. */ interface StrategyAPI { function name() external view returns (string memory); function vault() external view returns (address); function want() external view returns (address); function apiVersion() external pure returns (string memory); function keeper() external view returns (address); function isActive() external view returns (bool); function delegatedAssets() external view returns (uint256); function estimatedTotalAssets() external view returns (uint256); function tendTrigger(uint256 callCost) external view returns (bool); function tend() external; function harvestTrigger(uint256 callCost) external view returns (bool); function harvest() external; event Harvested(uint256 profit, uint256 loss, uint256 debtPayment, uint256 debtOutstanding); } interface HealthCheck { function check( uint256 profit, uint256 loss, uint256 debtPayment, uint256 debtOutstanding, uint256 totalDebt ) external view returns (bool); } /** * @title Yearn Base Strategy * @author yearn.finance * @notice * BaseStrategy implements all of the required functionality to interoperate * closely with the Vault contract. This contract should be inherited and the * abstract methods implemented to adapt the Strategy to the particular needs * it has to create a return. * * Of special interest is the relationship between `harvest()` and * `vault.report()'. `harvest()` may be called simply because enough time has * elapsed since the last report, and not because any funds need to be moved * or positions adjusted. This is critical so that the Vault may maintain an * accurate picture of the Strategy's performance. See `vault.report()`, * `harvest()`, and `harvestTrigger()` for further details. */ abstract contract BaseStrategy { using SafeMath for uint256; using SafeERC20 for IERC20; string public metadataURI; // health checks bool public doHealthCheck; address public healthCheck; /** * @notice * Used to track which version of `StrategyAPI` this Strategy * implements. * @dev The Strategy's version must match the Vault's `API_VERSION`. * @return A string which holds the current API version of this contract. */ function apiVersion() public pure returns (string memory) { return "0.4.3"; } /** * @notice This Strategy's name. * @dev * You can use this field to manage the "version" of this Strategy, e.g. * `StrategySomethingOrOtherV1`. However, "API Version" is managed by * `apiVersion()` function above. * @return This Strategy's name. */ function name() external view virtual returns (string memory); /** * @notice * The amount (priced in want) of the total assets managed by this strategy should not count * towards Yearn's TVL calculations. * @dev * You can override this field to set it to a non-zero value if some of the assets of this * Strategy is somehow delegated inside another part of of Yearn's ecosystem e.g. another Vault. * Note that this value must be strictly less than or equal to the amount provided by * `estimatedTotalAssets()` below, as the TVL calc will be total assets minus delegated assets. * Also note that this value is used to determine the total assets under management by this * strategy, for the purposes of computing the management fee in `Vault` * @return * The amount of assets this strategy manages that should not be included in Yearn's Total Value * Locked (TVL) calculation across it's ecosystem. */ function delegatedAssets() external view virtual returns (uint256) { return 0; } VaultAPI public vault; address public strategist; address public rewards; address public keeper; IERC20 public want; // So indexers can keep track of this event Harvested(uint256 profit, uint256 loss, uint256 debtPayment, uint256 debtOutstanding); event UpdatedStrategist(address newStrategist); event UpdatedKeeper(address newKeeper); event UpdatedRewards(address rewards); event UpdatedMinReportDelay(uint256 delay); event UpdatedMaxReportDelay(uint256 delay); event UpdatedProfitFactor(uint256 profitFactor); event UpdatedDebtThreshold(uint256 debtThreshold); event EmergencyExitEnabled(); event UpdatedMetadataURI(string metadataURI); // The minimum number of seconds between harvest calls. See // `setMinReportDelay()` for more details. uint256 public minReportDelay; // The maximum number of seconds between harvest calls. See // `setMaxReportDelay()` for more details. uint256 public maxReportDelay; // The minimum multiple that `callCost` must be above the credit/profit to // be "justifiable". See `setProfitFactor()` for more details. uint256 public profitFactor; // Use this to adjust the threshold at which running a debt causes a // harvest trigger. See `setDebtThreshold()` for more details. uint256 public debtThreshold; // See note on `setEmergencyExit()`. bool public emergencyExit; // modifiers modifier onlyAuthorized() { require(msg.sender == strategist || msg.sender == governance(), "!authorized"); _; } modifier onlyEmergencyAuthorized() { require( msg.sender == strategist || msg.sender == governance() || msg.sender == vault.guardian() || msg.sender == vault.management(), "!authorized" ); _; } modifier onlyStrategist() { require(msg.sender == strategist, "!strategist"); _; } modifier onlyGovernance() { require(msg.sender == governance(), "!authorized"); _; } modifier onlyKeepers() { require( msg.sender == keeper || msg.sender == strategist || msg.sender == governance() || msg.sender == vault.guardian() || msg.sender == vault.management(), "!authorized" ); _; } modifier onlyVaultManagers() { require(msg.sender == vault.management() || msg.sender == governance(), "!authorized"); _; } constructor(address _vault) public { _initialize(_vault, msg.sender, msg.sender, msg.sender); } /** * @notice * Initializes the Strategy, this is called only once, when the * contract is deployed. * @dev `_vault` should implement `VaultAPI`. * @param _vault The address of the Vault responsible for this Strategy. * @param _strategist The address to assign as `strategist`. * The strategist is able to change the reward address * @param _rewards The address to use for pulling rewards. * @param _keeper The adddress of the _keeper. _keeper * can harvest and tend a strategy. */ function _initialize( address _vault, address _strategist, address _rewards, address _keeper ) internal { require(address(want) == address(0), "Strategy already initialized"); vault = VaultAPI(_vault); want = IERC20(vault.token()); want.safeApprove(_vault, uint256(-1)); // Give Vault unlimited access (might save gas) strategist = _strategist; rewards = _rewards; keeper = _keeper; // initialize variables minReportDelay = 0; maxReportDelay = 86400; profitFactor = 100; debtThreshold = 0; vault.approve(rewards, uint256(-1)); // Allow rewards to be pulled } function setHealthCheck(address _healthCheck) external onlyVaultManagers { healthCheck = _healthCheck; } function setDoHealthCheck(bool _doHealthCheck) external onlyVaultManagers { doHealthCheck = _doHealthCheck; } /** * @notice * Used to change `strategist`. * * This may only be called by governance or the existing strategist. * @param _strategist The new address to assign as `strategist`. */ function setStrategist(address _strategist) external onlyAuthorized { require(_strategist != address(0)); strategist = _strategist; emit UpdatedStrategist(_strategist); } /** * @notice * Used to change `keeper`. * * `keeper` is the only address that may call `tend()` or `harvest()`, * other than `governance()` or `strategist`. However, unlike * `governance()` or `strategist`, `keeper` may *only* call `tend()` * and `harvest()`, and no other authorized functions, following the * principle of least privilege. * * This may only be called by governance or the strategist. * @param _keeper The new address to assign as `keeper`. */ function setKeeper(address _keeper) external onlyAuthorized { require(_keeper != address(0)); keeper = _keeper; emit UpdatedKeeper(_keeper); } /** * @notice * Used to change `rewards`. EOA or smart contract which has the permission * to pull rewards from the vault. * * This may only be called by the strategist. * @param _rewards The address to use for pulling rewards. */ function setRewards(address _rewards) external onlyStrategist { require(_rewards != address(0)); vault.approve(rewards, 0); rewards = _rewards; vault.approve(rewards, uint256(-1)); emit UpdatedRewards(_rewards); } /** * @notice * Used to change `minReportDelay`. `minReportDelay` is the minimum number * of blocks that should pass for `harvest()` to be called. * * For external keepers (such as the Keep3r network), this is the minimum * time between jobs to wait. (see `harvestTrigger()` * for more details.) * * This may only be called by governance or the strategist. * @param _delay The minimum number of seconds to wait between harvests. */ function setMinReportDelay(uint256 _delay) external onlyAuthorized { minReportDelay = _delay; emit UpdatedMinReportDelay(_delay); } /** * @notice * Used to change `maxReportDelay`. `maxReportDelay` is the maximum number * of blocks that should pass for `harvest()` to be called. * * For external keepers (such as the Keep3r network), this is the maximum * time between jobs to wait. (see `harvestTrigger()` * for more details.) * * This may only be called by governance or the strategist. * @param _delay The maximum number of seconds to wait between harvests. */ function setMaxReportDelay(uint256 _delay) external onlyAuthorized { maxReportDelay = _delay; emit UpdatedMaxReportDelay(_delay); } /** * @notice * Used to change `profitFactor`. `profitFactor` is used to determine * if it's worthwhile to harvest, given gas costs. (See `harvestTrigger()` * for more details.) * * This may only be called by governance or the strategist. * @param _profitFactor A ratio to multiply anticipated * `harvest()` gas cost against. */ function setProfitFactor(uint256 _profitFactor) external onlyAuthorized { profitFactor = _profitFactor; emit UpdatedProfitFactor(_profitFactor); } /** * @notice * Sets how far the Strategy can go into loss without a harvest and report * being required. * * By default this is 0, meaning any losses would cause a harvest which * will subsequently report the loss to the Vault for tracking. (See * `harvestTrigger()` for more details.) * * This may only be called by governance or the strategist. * @param _debtThreshold How big of a loss this Strategy may carry without * being required to report to the Vault. */ function setDebtThreshold(uint256 _debtThreshold) external onlyAuthorized { debtThreshold = _debtThreshold; emit UpdatedDebtThreshold(_debtThreshold); } /** * @notice * Used to change `metadataURI`. `metadataURI` is used to store the URI * of the file describing the strategy. * * This may only be called by governance or the strategist. * @param _metadataURI The URI that describe the strategy. */ function setMetadataURI(string calldata _metadataURI) external onlyAuthorized { metadataURI = _metadataURI; emit UpdatedMetadataURI(_metadataURI); } /** * Resolve governance address from Vault contract, used to make assertions * on protected functions in the Strategy. */ function governance() internal view returns (address) { return vault.governance(); } /** * @notice * Provide an accurate conversion from `_amtInWei` (denominated in wei) * to `want` (using the native decimal characteristics of `want`). * @dev * Care must be taken when working with decimals to assure that the conversion * is compatible. As an example: * * given 1e17 wei (0.1 ETH) as input, and want is USDC (6 decimals), * with USDC/ETH = 1800, this should give back 1800000000 (180 USDC) * * @param _amtInWei The amount (in wei/1e-18 ETH) to convert to `want` * @return The amount in `want` of `_amtInEth` converted to `want` **/ function ethToWant(uint256 _amtInWei) public view virtual returns (uint256); /** * @notice * Provide an accurate estimate for the total amount of assets * (principle + return) that this Strategy is currently managing, * denominated in terms of `want` tokens. * * This total should be "realizable" e.g. the total value that could * *actually* be obtained from this Strategy if it were to divest its * entire position based on current on-chain conditions. * @dev * Care must be taken in using this function, since it relies on external * systems, which could be manipulated by the attacker to give an inflated * (or reduced) value produced by this function, based on current on-chain * conditions (e.g. this function is possible to influence through * flashloan attacks, oracle manipulations, or other DeFi attack * mechanisms). * * It is up to governance to use this function to correctly order this * Strategy relative to its peers in the withdrawal queue to minimize * losses for the Vault based on sudden withdrawals. This value should be * higher than the total debt of the Strategy and higher than its expected * value to be "safe". * @return The estimated total assets in this Strategy. */ function estimatedTotalAssets() public view virtual returns (uint256); /* * @notice * Provide an indication of whether this strategy is currently "active" * in that it is managing an active position, or will manage a position in * the future. This should correlate to `harvest()` activity, so that Harvest * events can be tracked externally by indexing agents. * @return True if the strategy is actively managing a position. */ function isActive() public view returns (bool) { return vault.strategies(address(this)).debtRatio > 0 || estimatedTotalAssets() > 0; } /** * Perform any Strategy unwinding or other calls necessary to capture the * "free return" this Strategy has generated since the last time its core * position(s) were adjusted. Examples include unwrapping extra rewards. * This call is only used during "normal operation" of a Strategy, and * should be optimized to minimize losses as much as possible. * * This method returns any realized profits and/or realized losses * incurred, and should return the total amounts of profits/losses/debt * payments (in `want` tokens) for the Vault's accounting (e.g. * `want.balanceOf(this) >= _debtPayment + _profit`). * * `_debtOutstanding` will be 0 if the Strategy is not past the configured * debt limit, otherwise its value will be how far past the debt limit * the Strategy is. The Strategy's debt limit is configured in the Vault. * * NOTE: `_debtPayment` should be less than or equal to `_debtOutstanding`. * It is okay for it to be less than `_debtOutstanding`, as that * should only used as a guide for how much is left to pay back. * Payments should be made to minimize loss from slippage, debt, * withdrawal fees, etc. * * See `vault.debtOutstanding()`. */ function prepareReturn(uint256 _debtOutstanding) internal virtual returns ( uint256 _profit, uint256 _loss, uint256 _debtPayment ); /** * Perform any adjustments to the core position(s) of this Strategy given * what change the Vault made in the "investable capital" available to the * Strategy. Note that all "free capital" in the Strategy after the report * was made is available for reinvestment. Also note that this number * could be 0, and you should handle that scenario accordingly. * * See comments regarding `_debtOutstanding` on `prepareReturn()`. */ function adjustPosition(uint256 _debtOutstanding) internal virtual; /** * Liquidate up to `_amountNeeded` of `want` of this strategy's positions, * irregardless of slippage. Any excess will be re-invested with `adjustPosition()`. * This function should return the amount of `want` tokens made available by the * liquidation. If there is a difference between them, `_loss` indicates whether the * difference is due to a realized loss, or if there is some other sitution at play * (e.g. locked funds) where the amount made available is less than what is needed. * * NOTE: The invariant `_liquidatedAmount + _loss <= _amountNeeded` should always be maintained */ function liquidatePosition(uint256 _amountNeeded) internal virtual returns (uint256 _liquidatedAmount, uint256 _loss); /** * Liquidate everything and returns the amount that got freed. * This function is used during emergency exit instead of `prepareReturn()` to * liquidate all of the Strategy's positions back to the Vault. */ function liquidateAllPositions() internal virtual returns (uint256 _amountFreed); /** * @notice * Provide a signal to the keeper that `tend()` should be called. The * keeper will provide the estimated gas cost that they would pay to call * `tend()`, and this function should use that estimate to make a * determination if calling it is "worth it" for the keeper. This is not * the only consideration into issuing this trigger, for example if the * position would be negatively affected if `tend()` is not called * shortly, then this can return `true` even if the keeper might be * "at a loss" (keepers are always reimbursed by Yearn). * @dev * `callCostInWei` must be priced in terms of `wei` (1e-18 ETH). * * This call and `harvestTrigger()` should never return `true` at the same * time. * @param callCostInWei The keeper's estimated gas cost to call `tend()` (in wei). * @return `true` if `tend()` should be called, `false` otherwise. */ function tendTrigger(uint256 callCostInWei) public view virtual returns (bool) { // We usually don't need tend, but if there are positions that need // active maintainence, overriding this function is how you would // signal for that. // If your implementation uses the cost of the call in want, you can // use uint256 callCost = ethToWant(callCostInWei); return false; } /** * @notice * Adjust the Strategy's position. The purpose of tending isn't to * realize gains, but to maximize yield by reinvesting any returns. * * See comments on `adjustPosition()`. * * This may only be called by governance, the strategist, or the keeper. */ function tend() external onlyKeepers { // Don't take profits with this call, but adjust for better gains adjustPosition(vault.debtOutstanding()); } /** * @notice * Provide a signal to the keeper that `harvest()` should be called. The * keeper will provide the estimated gas cost that they would pay to call * `harvest()`, and this function should use that estimate to make a * determination if calling it is "worth it" for the keeper. This is not * the only consideration into issuing this trigger, for example if the * position would be negatively affected if `harvest()` is not called * shortly, then this can return `true` even if the keeper might be "at a * loss" (keepers are always reimbursed by Yearn). * @dev * `callCostInWei` must be priced in terms of `wei` (1e-18 ETH). * * This call and `tendTrigger` should never return `true` at the * same time. * * See `min/maxReportDelay`, `profitFactor`, `debtThreshold` to adjust the * strategist-controlled parameters that will influence whether this call * returns `true` or not. These parameters will be used in conjunction * with the parameters reported to the Vault (see `params`) to determine * if calling `harvest()` is merited. * * It is expected that an external system will check `harvestTrigger()`. * This could be a script run off a desktop or cloud bot (e.g. * https://github.com/iearn-finance/yearn-vaults/blob/main/scripts/keep.py), * or via an integration with the Keep3r network (e.g. * https://github.com/Macarse/GenericKeep3rV2/blob/master/contracts/keep3r/GenericKeep3rV2.sol). * @param callCostInWei The keeper's estimated gas cost to call `harvest()` (in wei). * @return `true` if `harvest()` should be called, `false` otherwise. */ function harvestTrigger(uint256 callCostInWei) public view virtual returns (bool) { uint256 callCost = ethToWant(callCostInWei); StrategyParams memory params = vault.strategies(address(this)); // Should not trigger if Strategy is not activated if (params.activation == 0) return false; // Should not trigger if we haven't waited long enough since previous harvest if (block.timestamp.sub(params.lastReport) < minReportDelay) return false; // Should trigger if hasn't been called in a while if (block.timestamp.sub(params.lastReport) >= maxReportDelay) return true; // If some amount is owed, pay it back // NOTE: Since debt is based on deposits, it makes sense to guard against large // changes to the value from triggering a harvest directly through user // behavior. This should ensure reasonable resistance to manipulation // from user-initiated withdrawals as the outstanding debt fluctuates. uint256 outstanding = vault.debtOutstanding(); if (outstanding > debtThreshold) return true; // Check for profits and losses uint256 total = estimatedTotalAssets(); // Trigger if we have a loss to report if (total.add(debtThreshold) < params.totalDebt) return true; uint256 profit = 0; if (total > params.totalDebt) profit = total.sub(params.totalDebt); // We've earned a profit! // Otherwise, only trigger if it "makes sense" economically (gas cost // is debtOutstanding) { profit = amountFreed.sub(debtOutstanding); } debtPayment = debtOutstanding.sub(loss); } else { // Free up returns for Vault to pull (profit, loss, debtPayment) = prepareReturn(debtOutstanding); } // Allow Vault to take up to the "harvested" balance of this contract, // which is the amount it has earned since the last time it reported to // the Vault. uint256 totalDebt = vault.strategies(address(this)).totalDebt; debtOutstanding = vault.report(profit, loss, debtPayment); // Check if free returns are left, and re-invest them adjustPosition(debtOutstanding); // call healthCheck contract if (doHealthCheck && healthCheck != address(0)) { require(HealthCheck(healthCheck).check(profit, loss, debtPayment, debtOutstanding, totalDebt), "!healthcheck"); } else { doHealthCheck = true; } emit Harvested(profit, loss, debtPayment, debtOutstanding); } /** * @notice * Withdraws `_amountNeeded` to `vault`. * * This may only be called by the Vault. * @param _amountNeeded How much `want` to withdraw. * @return _loss Any realized losses */ function withdraw(uint256 _amountNeeded) external returns (uint256 _loss) { require(msg.sender == address(vault), "!vault"); // Liquidate as much as possible to `want`, up to `_amountNeeded` uint256 amountFreed; (amountFreed, _loss) = liquidatePosition(_amountNeeded); // Send it directly back (NOTE: Using `msg.sender` saves some gas here) want.safeTransfer(msg.sender, amountFreed); // NOTE: Reinvest anything leftover on next `tend`/`harvest` } /** * Do anything necessary to prepare this Strategy for migration, such as * transferring any reserve or LP tokens, CDPs, or other tokens or stores of * value. */ function prepareMigration(address _newStrategy) internal virtual; /** * @notice * Transfers all `want` from this Strategy to `_newStrategy`. * * This may only be called by the Vault. * @dev * The new Strategy's Vault must be the same as this Strategy's Vault. * The migration process should be carefully performed to make sure all * the assets are migrated to the new address, which should have never * interacted with the vault before. * @param _newStrategy The Strategy to migrate to. */ function migrate(address _newStrategy) external { require(msg.sender == address(vault)); require(BaseStrategy(_newStrategy).vault() == vault); prepareMigration(_newStrategy); want.safeTransfer(_newStrategy, want.balanceOf(address(this))); } /** * @notice * Activates emergency exit. Once activated, the Strategy will exit its * position upon the next harvest, depositing all funds into the Vault as * quickly as is reasonable given on-chain conditions. * * This may only be called by governance or the strategist. * @dev * See `vault.setEmergencyShutdown()` and `harvest()` for further details. */ function setEmergencyExit() external onlyEmergencyAuthorized { emergencyExit = true; vault.revokeStrategy(); emit EmergencyExitEnabled(); } /** * Override this to add all tokens/tokenized positions this contract * manages on a *persistent* basis (e.g. not just for swapping back to * want ephemerally). * * NOTE: Do *not* include `want`, already included in `sweep` below. * * Example: * ``` * function protectedTokens() internal override view returns (address[] memory) { * address[] memory protected = new address[](3); * protected[0] = tokenA; * protected[1] = tokenB; * protected[2] = tokenC; * return protected; * } * ``` */ function protectedTokens() internal view virtual returns (address[] memory); /** * @notice * Removes tokens from this Strategy that are not the type of tokens * managed by this Strategy. This may be used in case of accidentally * sending the wrong kind of token to this Strategy. * * Tokens will be sent to `governance()`. * * This will fail if an attempt is made to sweep `want`, or any tokens * that are protected by this Strategy. * * This may only be called by governance. * @dev * Implement `protectedTokens()` to specify any additional tokens that * should be protected from sweeping in addition to `want`. * @param _token The token to transfer out of this vault. */ function sweep(address _token) external onlyGovernance { require(_token != address(want), "!want"); require(_token != address(vault), "!shares"); address[] memory _protectedTokens = protectedTokens(); for (uint256 i; i < _protectedTokens.length; i++) require(_token != _protectedTokens[i], "!protected"); IERC20(_token).safeTransfer(governance(), IERC20(_token).balanceOf(address(this))); } } abstract contract BaseStrategyInitializable is BaseStrategy { bool public isOriginal = true; event Cloned(address indexed clone); constructor(address _vault) public BaseStrategy(_vault) {} function initialize( address _vault, address _strategist, address _rewards, address _keeper ) external virtual { _initialize(_vault, _strategist, _rewards, _keeper); } function clone(address _vault) external returns (address) { require(isOriginal, "!clone"); return this.clone(_vault, msg.sender, msg.sender, msg.sender); } function clone( address _vault, address _strategist, address _rewards, address _keeper ) external returns (address newStrategy) { // Copied from https://github.com/optionality/clone-factory/blob/master/contracts/CloneFactory.sol bytes20 addressBytes = bytes20(address(this)); assembly { // EIP-1167 bytecode let clone_code := mload(0x40) mstore(clone_code, 0x3d602d80600a3d3981f3363d3d373d3d3d363d73000000000000000000000000) mstore(add(clone_code, 0x14), addressBytes) mstore(add(clone_code, 0x28), 0x5af43d82803e903d91602b57fd5bf30000000000000000000000000000000000) newStrategy := create(0, clone_code, 0x37) } BaseStrategyInitializable(newStrategy).initialize(_vault, _strategist, _rewards, _keeper); emit Cloned(newStrategy); } } // File: StrategyAuraUSDClonable.sol // These are the core Yearn libraries interface IBaseFee { function isCurrentBaseFeeAcceptable() external view returns (bool); } interface IFeedRegistry { function getFeed(address, address) external view returns (address); function latestRoundData(address, address) external view returns ( uint80 roundId, int256 answer, uint256 startedAt, uint256 updatedAt, uint80 answeredInRound ); } interface IAuraRewards { // strategy's staked balance in the staking contract function balanceOf(address account) external view returns (uint256); // read how much claimable BAL a strategy has function earned(address account) external view returns (uint256); // stake a aura tokenized deposit function stake(uint256 _amount) external returns (bool); // withdraw to a aura tokenized deposit, probably never need to use this function withdraw(uint256 _amount, bool _claim) external returns (bool); // withdraw directly to bpt token, this is what we primarily use function withdrawAndUnwrap(uint256 _amount, bool _claim) external returns (bool); // claim rewards, with an option to claim extra rewards or not function getReward(address _account, bool _claimExtras) external returns (bool); // check if we have rewards on a pool function extraRewardsLength() external view returns (uint256); // if we have rewards, see what the address is function extraRewards(uint256 _reward) external view returns (address); // read our rewards token function rewardToken() external view returns (address); // check our reward period finish function periodFinish() external view returns (uint256); } interface IAuraDeposit { // deposit into Aura, receive a tokenized deposit. parameter to stake immediately (we always do this). function deposit( uint256 _pid, uint256 _amount, bool _stake ) external returns (bool); // burn a tokenized deposit (Aura deposit tokens) to receive Bal lp tokens back function withdraw(uint256 _pid, uint256 _amount) external returns (bool); // give us info about a pool based on its pid function poolInfo(uint256) external view returns ( address, address, address, address, address, bool ); } abstract contract StrategyAuraBase is BaseStrategy { using Address for address; /* ========== STATE VARIABLES ========== */ // these should stay the same across different wants. // Aura stuff address internal constant depositContract = 0x7818A1DA7BD1E64c199029E86Ba244a9798eEE10; // this is the deposit contract that all pools use, aka booster IAuraRewards public rewardsContract; // This is unique to each Balancer pool uint256 public pid; // this is unique to each pool // keepBAL stuff uint256 public keepBAL; // the percentage of BAL we re-lock for boost (in basis points) address internal constant voter = 0xc999dE72BFAFB936Cb399B94A8048D24a27eD1Ff; // Yearn's veBAL voter, we send some extra BAL here uint256 internal constant FEE_DENOMINATOR = 10000; // this means all of our fee values are in basis points // Swap stuff IERC20 internal constant bal = IERC20(0xba100000625a3754423978a60c9317c58a424e3D); IERC20 internal constant auraToken = IERC20(0xC0c293ce456fF0ED870ADd98a0828Dd4d2903DBF); IERC20 internal constant weth = IERC20(0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2); // keeper stuff uint256 public harvestProfitMin; // minimum size in USD (6 decimals) that we want to harvest uint256 public harvestProfitMax; // maximum size in USD (6 decimals) that we want to harvest uint256 public creditThreshold; // amount of credit in underlying tokens that will automatically trigger a harvest bool internal forceHarvestTriggerOnce; // only set this to true when we want to trigger our keepers to harvest for us string internal stratName; // aura-specific variables bool public claimRewards; // boolean if we should always claim rewards when withdrawing, usually via withdrawAndUnwrap (generally this should be false) /* ========== CONSTRUCTOR ========== */ constructor(address _vault) public BaseStrategy(_vault) {} /* ========== VIEWS ========== */ function name() external view override returns (string memory) { return stratName; } /// @notice How much want we have staked in Aura function stakedBalance() public view returns (uint256) { return rewardsContract.balanceOf(address(this)); } /// @notice Balance of want sitting in our strategy function balanceOfWant() public view returns (uint256) { return want.balanceOf(address(this)); } /// @notice How much bal we can claim from the staking contract function claimableBalance() public view returns (uint256) { return rewardsContract.earned(address(this)); } function estimatedTotalAssets() public view override returns (uint256) { return balanceOfWant().add(stakedBalance()); } /* ========== MUTATIVE FUNCTIONS ========== */ function adjustPosition(uint256 _debtOutstanding) internal override { if (emergencyExit) { return; } // Send all of our Bal pool tokens to be deposited uint256 _toInvest = balanceOfWant(); // deposit into Aura and stake immediately (but only if we have something to invest) if (_toInvest > 0) { IAuraDeposit(depositContract).deposit(pid, _toInvest, true); } } function liquidatePosition(uint256 _amountNeeded) internal override returns (uint256 _liquidatedAmount, uint256 _loss) { uint256 _wantBal = balanceOfWant(); if (_amountNeeded > _wantBal) { uint256 _stakedBal = stakedBalance(); if (_stakedBal > 0) { rewardsContract.withdrawAndUnwrap( Math.min(_stakedBal, _amountNeeded.sub(_wantBal)), claimRewards ); } uint256 _withdrawnBal = balanceOfWant(); _liquidatedAmount = Math.min(_amountNeeded, _withdrawnBal); _loss = _amountNeeded.sub(_liquidatedAmount); } else { // we have enough balance to cover the liquidation available return (_amountNeeded, 0); } } // fire sale, get rid of it all! function liquidateAllPositions() internal override returns (uint256) { uint256 _stakedBal = stakedBalance(); if (_stakedBal > 0) { // don't bother withdrawing zero rewardsContract.withdrawAndUnwrap(_stakedBal, claimRewards); } return balanceOfWant(); } // in case we need to exit into the aura deposit token, this will allow us to do that // make sure to check claimRewards before this step if needed // plan to have gov sweep aura deposit tokens from strategy after this function withdrawToConvexDepositTokens() external onlyVaultManagers { uint256 _stakedBal = stakedBalance(); if (_stakedBal > 0) { rewardsContract.withdraw(_stakedBal, claimRewards); } } // we don't want for these tokens to be swept out. We allow gov to sweep out AURA vault tokens; we would only be holding these if things were really, really rekt. function protectedTokens() internal view override returns (address[] memory) {} /* ========== SETTERS ========== */ // These functions are useful for setting parameters of the strategy that may need to be adjusted. // Set the amount of bal to be locked in Yearn's vebal voter from each harvest. Default is 10%. function setKeepBAL(uint256 _keepBAL) external onlyVaultManagers { require(_keepBAL <= 10_000); keepBAL = _keepBAL; } // We usually don't need to claim rewards on withdrawals, but might change our mind for migrations etc function setClaimRewards(bool _claimRewards) external onlyVaultManagers { claimRewards = _claimRewards; } // This allows us to manually harvest with our keeper as needed function setForceHarvestTriggerOnce(bool _forceHarvestTriggerOnce) external onlyVaultManagers { forceHarvestTriggerOnce = _forceHarvestTriggerOnce; } } contract StrategyAuraUSDClonable is StrategyAuraBase { /* ========== STATE VARIABLES ========== */ // these will likely change across different wants. bool public checkEarmark; // this determines if we should check if we need to earmark rewards before harvesting // Balancer stuff //The main Balancer vault IBalancerVault internal constant balancerVault = IBalancerVault(0xBA12222222228d8Ba445958a75a0704d566BF2C8); //Pools we use for swapping rewards bytes32 internal constant balEthPoolId = bytes32(0x5c6ee304399dbdb9c8ef030ab642b10820db8f56000200000000000000000014); bytes32 internal constant auraEthPoolId = bytes32(0xc29562b045d80fd77c69bec09541f5c16fe20d9d000200000000000000000251); bytes32 internal constant ethUsdcPoolId = bytes32(0x96646936b91d6b9d7d0c47c496afbf3d6ec7b6f8000200000000000000000019); bytes32 internal constant bbUSDCPoolId = bytes32(0x9210f1204b5a24742eba12f710636d76240df3d00000000000000000000000fc); //We will swap rewards to usdc to create new lp position on harvests due to higher liquidity IERC20 internal constant usdc = IERC20(0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48); address internal constant bbUSDCPool = 0x9210F1204b5a24742Eba12f710636D76240dF3d0; //The want Balancer Pool Id bytes32 internal poolId; //address of the trade factory to be used for extra rewards address public tradeFactory; // check for cloning bool internal isOriginal = true; /* ========== CONSTRUCTOR ========== */ constructor( address _vault, uint256 _pid, string memory _name ) public StrategyAuraBase(_vault) { _initializeStrat(_pid, _name); } /* ========== CLONING ========== */ event Cloned(address indexed clone); // we use this to clone our original strategy to other vaults function cloneStrategyAuraUSD( address _vault, address _strategist, address _rewards, address _keeper, uint256 _pid, string memory _name ) external returns (address newStrategy) { require(isOriginal); // Copied from https://github.com/optionality/clone-factory/blob/master/contracts/CloneFactory.sol bytes20 addressBytes = bytes20(address(this)); assembly { // EIP-1167 bytecode let clone_code := mload(0x40) mstore( clone_code, 0x3d602d80600a3d3981f3363d3d373d3d3d363d73000000000000000000000000 ) mstore(add(clone_code, 0x14), addressBytes) mstore( add(clone_code, 0x28), 0x5af43d82803e903d91602b57fd5bf30000000000000000000000000000000000 ) newStrategy := create(0, clone_code, 0x37) } StrategyAuraUSDClonable(newStrategy).initialize( _vault, _strategist, _rewards, _keeper, _pid, _name ); emit Cloned(newStrategy); } // this will only be called by the clone function above function initialize( address _vault, address _strategist, address _rewards, address _keeper, uint256 _pid, string memory _name ) public { _initialize(_vault, _strategist, _rewards, _keeper); _initializeStrat(_pid, _name); } // this is called by our original strategy, as well as any clones function _initializeStrat( uint256 _pid, string memory _name ) internal { // You can set these parameters on deployment to whatever you want maxReportDelay = 21 days; // 21 days in seconds, if we hit this then harvestTrigger = True healthCheck = 0xDDCea799fF1699e98EDF118e0629A974Df7DF012; // health.ychad.eth harvestProfitMin = 1_000e6; harvestProfitMax = 10_000e6; creditThreshold = 1e6 * 1e18; // want = Balancer LP want.approve(address(depositContract), type(uint256).max); auraToken.approve(address(balancerVault), type(uint256).max); bal.approve(address(balancerVault), type(uint256).max); usdc.approve(address(balancerVault), type(uint256).max); // this is the pool specific to this vault, but we only use it as an address poolId = IBalancerPool(address(want)).getPoolId(); // setup our rewards contract pid = _pid; // this is the pool ID on aura, we use this to determine what the reweardsContract address is (address lptoken, , , address _rewardsContract, , ) = IAuraDeposit(depositContract).poolInfo(_pid); // set up our rewardsContract rewardsContract = IAuraRewards(_rewardsContract); // check that our LP token based on our pid matches our want require(address(lptoken) == address(want)); // set our strategy's name stratName = _name; } /* ========== MUTATIVE FUNCTIONS ========== */ function prepareReturn(uint256 _debtOutstanding) internal override returns ( uint256 _profit, uint256 _loss, uint256 _debtPayment ) { // this claims our BAL, AURA, and any extra tokens like SNX or ANKR. no harm leaving this true even if no extra rewards currently. rewardsContract.getReward(address(this), true); uint256 balBalance = bal.balanceOf(address(this)); uint256 auraBalance = auraToken.balanceOf(address(this)); uint256 _sendToVoter = balBalance.mul(keepBAL).div(FEE_DENOMINATOR); if (_sendToVoter > 0) { bal.safeTransfer(voter, _sendToVoter); } // check our balance again after transferring some BAL to our voter balBalance = bal.balanceOf(address(this)); if (balBalance > 0 && auraBalance > 0) { _sellBalAndAura(balBalance, auraBalance); } createUSDCLP(); // debtOustanding will only be > 0 in the event of revoking or if we need to rebalance from a withdrawal or lowering the debtRatio if (_debtOutstanding > 0) { uint256 _stakedBal = stakedBalance(); if (_stakedBal > 0) { rewardsContract.withdrawAndUnwrap( Math.min(_stakedBal, _debtOutstanding), claimRewards ); } uint256 _withdrawnBal = balanceOfWant(); _debtPayment = Math.min(_debtOutstanding, _withdrawnBal); } // serious loss should never happen, but if it does (for instance, if Balancer is hacked), let's record it accurately uint256 assets = estimatedTotalAssets(); uint256 debt = vault.strategies(address(this)).totalDebt; // if assets are greater than debt, things are working great! if (assets > debt) { _profit = assets.sub(debt); uint256 _wantBal = balanceOfWant(); if (_profit.add(_debtPayment) > _wantBal) { // this should only be hit following donations to strategy liquidateAllPositions(); } } // if assets are less than debt, we are in trouble else { _loss = debt.sub(assets); } // we're done harvesting, so reset our trigger if we used it forceHarvestTriggerOnce = false; } // migrate our want token to a new strategy if needed, make sure to check claimRewards first // also send over any BAL or AURA that is claimed; for migrations we definitely want to claim function prepareMigration(address _newStrategy) internal override { uint256 _stakedBal = stakedBalance(); if (_stakedBal > 0) { rewardsContract.withdrawAndUnwrap(_stakedBal, claimRewards); } uint256 balBalance = bal.balanceOf(address(this)); uint256 auraBalance = auraToken.balanceOf(address(this)); if (balBalance > 0){ bal.transfer(_newStrategy, balBalance); } if (auraBalance > 0){ auraToken.transfer(_newStrategy, auraBalance); } } // Sells both BAL and AURA -> WETH -> USDC function _sellBalAndAura(uint256 _balAmount, uint256 _auraAmount) internal { IBalancerVault.BatchSwapStep[] memory swaps = new IBalancerVault.BatchSwapStep[](4); //Sell bal -> weth swaps[0] = IBalancerVault.BatchSwapStep( balEthPoolId, 0, 2, _balAmount, abi.encode(0) ); //Sell WETH -> USDC due to higher liquidity swaps[1] = IBalancerVault.BatchSwapStep( ethUsdcPoolId, 2, 3, 0, abi.encode(0) ); //Sell Aura -> Weth swaps[2] = IBalancerVault.BatchSwapStep( auraEthPoolId, 1, 2, _auraAmount, abi.encode(0) ); //Sell WETH -> USDC due to higher liquidity swaps[3] = IBalancerVault.BatchSwapStep( ethUsdcPoolId, 2, 3, 0, abi.encode(0) ); //Match the token address with the desired index for this trade IAsset[] memory assets = new IAsset[](4); assets[0] = IAsset(address(bal)); assets[1] = IAsset(address(auraToken)); assets[2] = IAsset(address(weth)); assets[3] = IAsset(address(usdc)); //Only min we need to set is for the balances going in int[] memory limits = new int[](4); limits[0] = int(_balAmount); limits[1] = int(_auraAmount); balancerVault.batchSwap( IBalancerVault.SwapKind.GIVEN_IN, swaps, assets, getFundManagement(), limits, block.timestamp ); } /* * @notice * Function available internally to create an lp during harvests * Will only use USDC since that is what is swapped to during harvests */ function createUSDCLP() internal { uint256 balance = IERC20(usdc).balanceOf(address(this)); if(balance == 0) return; IBalancerVault.BatchSwapStep[] memory swaps = new IBalancerVault.BatchSwapStep[](2); IAsset[] memory assets = new IAsset[](3); int[] memory limits = new int[](3); //Swap usdc -> bb-usdc swaps[0] = IBalancerVault.BatchSwapStep( bbUSDCPoolId, 0, 1, balance, abi.encode(0) ); //swap bb-usdc -> bb-USD swaps[1] = IBalancerVault.BatchSwapStep( poolId, 1, 2, 0, abi.encode(0) ); assets[0] = IAsset(address(usdc)); assets[1] = IAsset(bbUSDCPool); assets[2] = IAsset(address(want)); limits[0] = int(balance); balancerVault.batchSwap( IBalancerVault.SwapKind.GIVEN_IN, swaps, assets, getFundManagement(), limits, block.timestamp ); } /* ========== KEEP3RS ========== */ // use this to determine when to harvest function harvestTrigger(uint256 callCostinEth) public view override returns (bool) { // Should not trigger if strategy is not active (no assets and no debtRatio). This means we don't need to adjust keeper job. if (!isActive()) { return false; } // only check if we need to earmark on vaults we know are problematic if (checkEarmark) { // don't harvest if we need to earmark aura rewards if (needsEarmarkReward()) { return false; } } // harvest if we have a profit to claim at our upper limit without considering gas price uint256 claimableProfit = claimableProfitInUsdt(); if (claimableProfit > harvestProfitMax) { return true; } // check if the base fee gas price is higher than we allow. if it is, block harvests. if (!isBaseFeeAcceptable()) { return false; } // trigger if we want to manually harvest, but only if our gas price is acceptable if (forceHarvestTriggerOnce) { return true; } // harvest if we have a sufficient profit to claim, but only if our gas price is acceptable if (claimableProfit > harvestProfitMin) { return true; } StrategyParams memory params = vault.strategies(address(this)); // harvest no matter what once we reach our maxDelay if (block.timestamp.sub(params.lastReport) > maxReportDelay) { return true; } // harvest our credit if it's above our threshold if (vault.creditAvailable() > creditThreshold) { return true; } // otherwise, we don't harvest return false; } // only checks bal rewards. //Returns the expected value of the rewards in USDT, 1e6 function claimableProfitInUsdt() public view returns (uint256) { (, int256 balPrice,,,) = IFeedRegistry(0x47Fb2585D2C56Fe188D0E6ec628a38b74fCeeeDf).latestRoundData( address(bal), address(0x0000000000000000000000000000000000000348) // USD ); //Get the latest oracle price for bal * amount of bal / (1e18 + 1e2) to adjust oracle price that is 1e8 return uint256(balPrice).mul(claimableBalance()).div(1e20); } // convert our keeper's eth cost into want, we don't need this anymore since we don't use baseStrategy harvestTrigger function ethToWant(uint256 _ethAmount) public view override returns (uint256) {} // check if the current baseFee is below our external target function isBaseFeeAcceptable() internal view returns (bool) { return IBaseFee(0xb5e1CAcB567d98faaDB60a1fD4820720141f064F) .isCurrentBaseFeeAcceptable(); } /// @notice True if someone needs to earmark rewards on aura before keepers harvest again // check if someone needs to earmark rewards on aura before keepers harvest again function needsEarmarkReward() public view returns (bool needsEarmark) { // check if there is any BAL we need to earmark uint256 balExpiry = rewardsContract.periodFinish(); return balExpiry < block.timestamp; } // ---------------------- YSWAPS FUNCTIONS ----------------------\\ //Only use the yswaps for any "extra" tokens //If there are none, tradeFactory can stay set to address(0) function updateTradeFactory(address _newTradeFactory) external onlyGovernance { if (tradeFactory != address(0)) { _removeTradeFactoryPermissions(); } tradeFactory = _newTradeFactory; if (_newTradeFactory != address(0)) { _setUpTradeFactory(); } } // once this is called setupTradefactory must be called to get things working again function removeTradeFactoryPermissions() external onlyEmergencyAuthorized { _removeTradeFactoryPermissions(); } function _removeTradeFactoryPermissions() internal { address _tradeFactory = tradeFactory; if (_tradeFactory == address(0)) { return; } ITradeFactory tf = ITradeFactory(_tradeFactory); uint256 extraRewards = rewardsContract.extraRewardsLength(); for(uint256 i; i < extraRewards; i ++) { address virtualRewardsPool = rewardsContract.extraRewards(i); address _rewardsToken = IAuraRewards(virtualRewardsPool).rewardToken(); IERC20(_rewardsToken).safeApprove(tradeFactory, 0); tf.disable(_rewardsToken, address(want)); } tradeFactory = address(0); } function _setUpTradeFactory() internal { //approve and set up trade factory address _tradeFactory = tradeFactory; uint256 extraRewards = rewardsContract.extraRewardsLength(); //enable for all rewards tokens too for(uint256 i; i < extraRewards; i ++) { address virtualRewardsPool = rewardsContract.extraRewards(i); address _rewardsToken = IAuraRewards(virtualRewardsPool).rewardToken(); IERC20(_rewardsToken).safeApprove(_tradeFactory, type(uint256).max); ITradeFactory(_tradeFactory).enable(_rewardsToken, address(want)); } } /* ========== SETTERS ========== */ // These functions are useful for setting parameters of the strategy that may need to be adjusted. // Min profit to start checking for harvests if gas is good, max will harvest no matter gas (both in USDT, 6 decimals). Credit threshold is in want token, and will trigger a harvest if credit is large enough. check earmark to look at aura's booster. function setHarvestTriggerParams( uint256 _harvestProfitMin, uint256 _harvestProfitMax, uint256 _creditThreshold, bool _checkEarmark ) external onlyVaultManagers { harvestProfitMin = _harvestProfitMin; harvestProfitMax = _harvestProfitMax; creditThreshold = _creditThreshold; checkEarmark = _checkEarmark; } function manualClaimRewards() external onlyVaultManagers { rewardsContract.getReward(address(this), true); } function getFundManagement() internal view returns (IBalancerVault.FundManagement memory fundManagement) { fundManagement = IBalancerVault.FundManagement( address(this), false, payable(address(this)), false ); } }