// This contract is part of Zellic’s smart contract dataset, which is a collection of publicly available contract code gathered as of March 2023. // SPDX-License-Identifier: AGPL-3.0 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: 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: 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: uniswap.sol interface IUniswapV2Router01 { function factory() external pure returns (address); function WETH() external pure returns (address); function addLiquidity( address tokenA, address tokenB, uint256 amountADesired, uint256 amountBDesired, uint256 amountAMin, uint256 amountBMin, address to, uint256 deadline ) external returns ( uint256 amountA, uint256 amountB, uint256 liquidity ); function addLiquidityETH( address token, uint256 amountTokenDesired, uint256 amountTokenMin, uint256 amountETHMin, address to, uint256 deadline ) external payable returns ( uint256 amountToken, uint256 amountETH, uint256 liquidity ); function removeLiquidity( address tokenA, address tokenB, uint256 liquidity, uint256 amountAMin, uint256 amountBMin, address to, uint256 deadline ) external returns (uint256 amountA, uint256 amountB); function removeLiquidityETH( address token, uint256 liquidity, uint256 amountTokenMin, uint256 amountETHMin, address to, uint256 deadline ) external returns (uint256 amountToken, uint256 amountETH); function removeLiquidityWithPermit( address tokenA, address tokenB, uint256 liquidity, uint256 amountAMin, uint256 amountBMin, address to, uint256 deadline, bool approveMax, uint8 v, bytes32 r, bytes32 s ) external returns (uint256 amountA, uint256 amountB); function removeLiquidityETHWithPermit( address token, uint256 liquidity, uint256 amountTokenMin, uint256 amountETHMin, address to, uint256 deadline, bool approveMax, uint8 v, bytes32 r, bytes32 s ) external returns (uint256 amountToken, uint256 amountETH); function swapExactTokensForTokens( uint256 amountIn, uint256 amountOutMin, address[] calldata path, address to, uint256 deadline ) external returns (uint256[] memory amounts); function swapTokensForExactTokens( uint256 amountOut, uint256 amountInMax, address[] calldata path, address to, uint256 deadline ) external returns (uint256[] memory amounts); function swapExactETHForTokens( uint256 amountOutMin, address[] calldata path, address to, uint256 deadline ) external payable returns (uint256[] memory amounts); function swapTokensForExactETH( uint256 amountOut, uint256 amountInMax, address[] calldata path, address to, uint256 deadline ) external returns (uint256[] memory amounts); function swapExactTokensForETH( uint256 amountIn, uint256 amountOutMin, address[] calldata path, address to, uint256 deadline ) external returns (uint256[] memory amounts); function swapETHForExactTokens( uint256 amountOut, address[] calldata path, address to, uint256 deadline ) external payable returns (uint256[] memory amounts); function quote( uint256 amountA, uint256 reserveA, uint256 reserveB ) external pure returns (uint256 amountB); function getAmountOut( uint256 amountIn, uint256 reserveIn, uint256 reserveOut ) external pure returns (uint256 amountOut); function getAmountIn( uint256 amountOut, uint256 reserveIn, uint256 reserveOut ) external pure returns (uint256 amountIn); function getAmountsOut(uint256 amountIn, address[] calldata path) external view returns (uint256[] memory amounts); function getAmountsIn(uint256 amountOut, address[] calldata path) external view returns (uint256[] memory amounts); } interface IUniswapV2Router02 is IUniswapV2Router01 { function removeLiquidityETHSupportingFeeOnTransferTokens( address token, uint256 liquidity, uint256 amountTokenMin, uint256 amountETHMin, address to, uint256 deadline ) external returns (uint256 amountETH); function removeLiquidityETHWithPermitSupportingFeeOnTransferTokens( address token, uint256 liquidity, uint256 amountTokenMin, uint256 amountETHMin, address to, uint256 deadline, bool approveMax, uint8 v, bytes32 r, bytes32 s ) external returns (uint256 amountETH); function swapExactTokensForTokensSupportingFeeOnTransferTokens( uint256 amountIn, uint256 amountOutMin, address[] calldata path, address to, uint256 deadline ) external; function swapExactETHForTokensSupportingFeeOnTransferTokens( uint256 amountOutMin, address[] calldata path, address to, uint256 deadline ) external payable; function swapExactTokensForETHSupportingFeeOnTransferTokens( uint256 amountIn, uint256 amountOutMin, address[] calldata path, address to, uint256 deadline ) external; } // 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); event SetHealthCheck(address); event SetDoHealthCheck(bool); // 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 { emit SetHealthCheck(_healthCheck); healthCheck = _healthCheck; } function setDoHealthCheck(bool _doHealthCheck) external onlyVaultManagers { emit SetDoHealthCheck(_doHealthCheck); 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 { emit SetDoHealthCheck(true); 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: curve.sol interface IGauge { function deposit(uint256) external; function balanceOf(address) external view returns (uint256); function claim_rewards() external; function claimable_tokens(address) external view returns (uint256); function claimable_reward(address _addressToCheck, address _rewardToken) external view returns (uint256); function withdraw(uint256) external; } interface ICurveFi { function get_virtual_price() external view returns (uint256); function add_liquidity( // EURt uint256[2] calldata amounts, uint256 min_mint_amount ) external payable; function add_liquidity( // Compound, sAave uint256[2] calldata amounts, uint256 min_mint_amount, bool _use_underlying ) external payable returns (uint256); function add_liquidity( // Iron Bank, Aave uint256[3] calldata amounts, uint256 min_mint_amount, bool _use_underlying ) external payable returns (uint256); function add_liquidity( // 3Crv Metapools address pool, uint256[4] calldata amounts, uint256 min_mint_amount ) external; function add_liquidity( // Y and yBUSD uint256[4] calldata amounts, uint256 min_mint_amount, bool _use_underlying ) external payable returns (uint256); function add_liquidity( // 3pool uint256[3] calldata amounts, uint256 min_mint_amount ) external payable; function add_liquidity( // sUSD uint256[4] calldata amounts, uint256 min_mint_amount ) external payable; function remove_liquidity_imbalance( uint256[2] calldata amounts, uint256 max_burn_amount ) external; function remove_liquidity(uint256 _amount, uint256[2] calldata amounts) external; function remove_liquidity_one_coin( uint256 _token_amount, int128 i, uint256 min_amount ) external; function exchange( // CRV-ETH and CVX-ETH uint256 from, uint256 to, uint256 _from_amount, uint256 _min_to_amount, bool use_eth ) external; function exchange( // sETH int128 from, int128 to, uint256 _from_amount, uint256 _min_to_amount ) external payable returns (uint256); function balances(uint256) external view returns (uint256); function price_oracle() external view returns (uint256); function get_dy( int128 from, int128 to, uint256 _from_amount ) external view returns (uint256); // EURt function calc_token_amount(uint256[2] calldata _amounts, bool _is_deposit) external view returns (uint256); // 3Crv Metapools function calc_token_amount( address _pool, uint256[4] calldata _amounts, bool _is_deposit ) external view returns (uint256); // sUSD, Y pool, etc function calc_token_amount(uint256[4] calldata _amounts, bool _is_deposit) external view returns (uint256); // 3pool, Iron Bank, etc function calc_token_amount(uint256[3] calldata _amounts, bool _is_deposit) external view returns (uint256); function calc_withdraw_one_coin(uint256 amount, int128 i) external view returns (uint256); } interface ICrvV3 is IERC20 { function minter() external view returns (address); } interface IMinter { function mint(address) external; } // File: StrategyConvexsBTCMetapoolsOldClonable.sol // These are the core Yearn libraries interface IBaseFee { function isCurrentBaseFeeAcceptable() external view returns (bool); } interface IOracle { function latestAnswer() external view returns (uint256); } interface IUniV3 { struct ExactInputParams { bytes path; address recipient; uint256 deadline; uint256 amountIn; uint256 amountOutMinimum; } function exactInput(ExactInputParams calldata params) external payable returns (uint256 amountOut); } interface IConvexRewards { // strategy's staked balance in the synthetix staking contract function balanceOf(address account) external view returns (uint256); // read how much claimable CRV a strategy has function earned(address account) external view returns (uint256); // stake a convex tokenized deposit function stake(uint256 _amount) external returns (bool); // withdraw to a convex tokenized deposit, probably never need to use this function withdraw(uint256 _amount, bool _claim) external returns (bool); // withdraw directly to curve LP 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 IConvexDeposit { // deposit into convex, 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 (Convex deposit tokens) to receive curve 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 StrategyConvexBase is BaseStrategy { using Address for address; /* ========== STATE VARIABLES ========== */ // these should stay the same across different wants. // convex stuff address internal constant depositContract = 0xF403C135812408BFbE8713b5A23a04b3D48AAE31; // this is the deposit contract that all pools use, aka booster IConvexRewards public rewardsContract; // This is unique to each curve pool address public virtualRewardsPool; // This is only if we have bonus rewards uint256 public pid; // this is unique to each pool // keepCRV stuff uint256 public keepCRV; // the percentage of CRV we re-lock for boost (in basis points) uint256 public keepCVX; // the percentage of CVX we keep for boosting yield (in basis points) address public keepCVXDestination; // where we send the CVX we are keeping address internal constant voter = 0xF147b8125d2ef93FB6965Db97D6746952a133934; // Yearn's veCRV voter, we send some extra CRV here uint256 internal constant FEE_DENOMINATOR = 10000; // this means all of our fee values are in basis points // Swap stuff address internal constant sushiswap = 0xd9e1cE17f2641f24aE83637ab66a2cca9C378B9F; // we use this to sell our bonus token mostly address internal constant uniswapV2 = 0x7a250d5630B4cF539739dF2C5dAcb4c659F2488D; // use this for weird tokens with more liquidity on UniV2 address public router; // the router selected to sell our bonus token IERC20 internal constant crv = IERC20(0xD533a949740bb3306d119CC777fa900bA034cd52); IERC20 internal constant convexToken = IERC20(0x4e3FBD56CD56c3e72c1403e103b45Db9da5B9D2B); 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; // convex-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 Convex 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 CRV 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 Curve pool tokens to be deposited uint256 _toInvest = balanceOfWant(); // deposit into convex and stake immediately (but only if we have something to invest) if (_toInvest > 0) { IConvexDeposit(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 convex deposit token, this will allow us to do that // make sure to check claimRewards before this step if needed // plan to have gov sweep convex 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 cvx 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 CRV to be locked in Yearn's veCRV voter from each harvest. Default is 10%. Option to keep CVX as well. function setKeep( uint256 _keepCRV, uint256 _keepCVX, address _keepCVXDestination ) external onlyGovernance { require(_keepCRV <= 10_000 && _keepCVX <= 10_000); keepCRV = _keepCRV; keepCVX = _keepCVX; keepCVXDestination = _keepCVXDestination; } // 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 StrategyConvexsBTCMetapoolsOldClonable is StrategyConvexBase { /* ========== STATE VARIABLES ========== */ // these will likely change across different wants. // Curve stuff ICurveFi public curve; // Curve Pool, this is our pool specific to this vault bool public checkEarmark; // this determines if we should check if we need to earmark rewards before harvesting // use Curve to sell our CVX and CRV rewards to WETH ICurveFi internal constant crveth = ICurveFi(0x8301AE4fc9c624d1D396cbDAa1ed877821D7C511); // use curve's new CRV-ETH crypto pool to sell our CRV ICurveFi internal constant cvxeth = ICurveFi(0xB576491F1E6e5E62f1d8F26062Ee822B40B0E0d4); // use curve's new CVX-ETH crypto pool to sell our CVX // we use these to deposit to our curve pool address internal constant uniswapv3 = 0xE592427A0AEce92De3Edee1F18E0157C05861564; IERC20 internal constant usdt = IERC20(0xdAC17F958D2ee523a2206206994597C13D831ec7); IERC20 internal constant wbtc = IERC20(0x2260FAC5E5542a773Aa44fBCfeDf7C193bc2C599); uint24 public uniWbtcFee; // this is equal to 0.05%, can change this later if a different path becomes more optimal // rewards token info. we can have more than 1 reward token but this is rare, so we don't include this in the template IERC20 public rewardsToken; bool public hasRewards; address[] internal rewardsPath; // check for cloning bool internal isOriginal = true; /* ========== CONSTRUCTOR ========== */ constructor( address _vault, uint256 _pid, address _curvePool, string memory _name ) public StrategyConvexBase(_vault) { _initializeStrat(_pid, _curvePool, _name); } /* ========== CLONING ========== */ event Cloned(address indexed clone); // we use this to clone our original strategy to other vaults function cloneConvexSBTCOld( address _vault, address _strategist, address _rewards, address _keeper, uint256 _pid, address _curvePool, 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) } StrategyConvexsBTCMetapoolsOldClonable(newStrategy).initialize( _vault, _strategist, _rewards, _keeper, _pid, _curvePool, _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, address _curvePool, string memory _name ) public { _initialize(_vault, _strategist, _rewards, _keeper); _initializeStrat(_pid, _curvePool, _name); } // this is called by our original strategy, as well as any clones function _initializeStrat( uint256 _pid, address _curvePool, string memory _name ) internal { // make sure that we haven't initialized this before require(address(curve) == address(0)); // already initialized. // You can set these parameters on deployment to whatever you want maxReportDelay = 100 days; // 21 days in seconds, if we hit this then harvestTrigger = True healthCheck = 0xDDCea799fF1699e98EDF118e0629A974Df7DF012; // health.ychad.eth harvestProfitMin = 10000e6; harvestProfitMax = 120000e6; creditThreshold = 10 * 1e18; // 10 BTC keepCRV = 1000; // default of 10% keepCVXDestination = 0x93A62dA5a14C80f265DAbC077fCEE437B1a0Efde; // default to treasury // want = Curve LP want.approve(address(depositContract), type(uint256).max); convexToken.approve(address(cvxeth), type(uint256).max); crv.approve(address(crveth), type(uint256).max); weth.approve(uniswapv3, type(uint256).max); // this is the pool specific to this vault curve = ICurveFi(_curvePool); // setup our rewards contract pid = _pid; // this is the pool ID on convex, we use this to determine what the reweardsContract address is (address lptoken, , , address _rewardsContract, , ) = IConvexDeposit(depositContract).poolInfo(_pid); // set up our rewardsContract rewardsContract = IConvexRewards(_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; // these are our approvals and path specific to this contract wbtc.approve(address(curve), type(uint256).max); // set our uniswap pool fees uniWbtcFee = 500; } /* ========== MUTATIVE FUNCTIONS ========== */ function prepareReturn(uint256 _debtOutstanding) internal override returns ( uint256 _profit, uint256 _loss, uint256 _debtPayment ) { // this claims our CRV, CVX, 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 crvBalance = crv.balanceOf(address(this)); uint256 convexBalance = convexToken.balanceOf(address(this)); uint256 _sendToVoter = crvBalance.mul(keepCRV).div(FEE_DENOMINATOR); if (_sendToVoter > 0) { crv.safeTransfer(voter, _sendToVoter); crvBalance = crv.balanceOf(address(this)); } uint256 _cvxToKeep = convexBalance.mul(keepCVX).div(FEE_DENOMINATOR); if (_cvxToKeep > 0) { convexToken.safeTransfer(keepCVXDestination, _cvxToKeep); convexBalance = convexToken.balanceOf(address(this)); } // claim and sell our rewards if we have them if (hasRewards) { uint256 _rewardsBalance = IERC20(rewardsToken).balanceOf(address(this)); if (_rewardsBalance > 0) { _sellRewards(_rewardsBalance); } } // do this even if we have zero balances so we can sell WETH from rewards _sellCrvAndCvx(crvBalance, convexBalance); // deposit our balance to Curve if we have any uint256 _wbtcBalance = wbtc.balanceOf(address(this)); if (_wbtcBalance > 0) { curve.add_liquidity([0, 0, _wbtcBalance, 0], 0); } // 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 Curve 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 CRV or CVX 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); } crv.safeTransfer(_newStrategy, crv.balanceOf(address(this))); convexToken.safeTransfer( _newStrategy, convexToken.balanceOf(address(this)) ); } // Sells our CRV and CVX on Curve, then WETH -> WBTC together on UniV3 function _sellCrvAndCvx(uint256 _crvAmount, uint256 _convexAmount) internal { if (_convexAmount > 1e17) { // don't want to swap dust or we might revert cvxeth.exchange(1, 0, _convexAmount, 0, false); } if (_crvAmount > 1e17) { // don't want to swap dust or we might revert crveth.exchange(1, 0, _crvAmount, 0, false); } uint256 _wethBalance = weth.balanceOf(address(this)); if (_wethBalance > 1e15) { // don't want to swap dust or we might revert IUniV3(uniswapv3).exactInput( IUniV3.ExactInputParams( abi.encodePacked( address(weth), uint24(uniWbtcFee), address(wbtc) ), address(this), block.timestamp, _wethBalance, uint256(1) ) ); } } // Sells our harvested reward token into the selected output. function _sellRewards(uint256 _amount) internal { IUniswapV2Router02(router).swapExactTokensForTokens( _amount, uint256(0), rewardsPath, address(this), 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 convex 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; } /// @notice The value in dollars that our claimable rewards are worth (in USDT, 6 decimals). function claimableProfitInUsdt() public view returns (uint256) { // calculations pulled directly from CVX's contract for minting CVX per CRV claimed uint256 totalCliffs = 1_000; uint256 maxSupply = 100 * 1_000_000 * 1e18; // 100mil uint256 reductionPerCliff = 100_000 * 1e18; // 100,000 uint256 supply = convexToken.totalSupply(); uint256 mintableCvx; uint256 cliff = supply.div(reductionPerCliff); uint256 _claimableBal = claimableBalance(); //mint if below total cliffs if (cliff < totalCliffs) { //for reduction% take inverse of current cliff uint256 reduction = totalCliffs.sub(cliff); //reduce mintableCvx = _claimableBal.mul(reduction).div(totalCliffs); //supply cap check uint256 amtTillMax = maxSupply.sub(supply); if (mintableCvx > amtTillMax) { mintableCvx = amtTillMax; } } // our chainlink oracle returns prices normalized to 8 decimals, we convert it to 6 IOracle ethOracle = IOracle(0x5f4eC3Df9cbd43714FE2740f5E3616155c5b8419); uint256 ethPrice = ethOracle.latestAnswer().div(1e2); // 1e8 div 1e2 = 1e6 uint256 crvPrice = crveth.price_oracle().mul(ethPrice).div(1e18); // 1e18 mul 1e6 div 1e18 = 1e6 uint256 cvxPrice = cvxeth.price_oracle().mul(ethPrice).div(1e18); // 1e18 mul 1e6 div 1e18 = 1e6 uint256 crvValue = crvPrice.mul(_claimableBal).div(1e18); // 1e6 mul 1e18 div 1e18 = 1e6 uint256 cvxValue = cvxPrice.mul(mintableCvx).div(1e18); // 1e6 mul 1e18 div 1e18 = 1e6 // get the value of our rewards token if we have one uint256 rewardsValue; if (hasRewards) { address[] memory usd_path = new address[](3); usd_path[0] = address(rewardsToken); usd_path[1] = address(weth); usd_path[2] = address(usdt); uint256 _claimableBonusBal = IConvexRewards(virtualRewardsPool).earned(address(this)); if (_claimableBonusBal > 0) { uint256[] memory rewardSwap = IUniswapV2Router02(router).getAmountsOut( _claimableBonusBal, usd_path ); rewardsValue = rewardSwap[rewardSwap.length - 1]; } } return crvValue.add(cvxValue).add(rewardsValue); } // 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 Convex before keepers harvest again function needsEarmarkReward() public view returns (bool needsEarmark) { // check if there is any CRV we need to earmark uint256 crvExpiry = rewardsContract.periodFinish(); if (crvExpiry < block.timestamp) { return true; } else if (hasRewards) { // check if there is any bonus reward we need to earmark uint256 rewardsExpiry = IConvexRewards(virtualRewardsPool).periodFinish(); return rewardsExpiry < block.timestamp; } } /* ========== SETTERS ========== */ // These functions are useful for setting parameters of the strategy that may need to be adjusted. /// @notice Use to add, update or remove rewards. function updateRewards( bool _hasRewards, uint256 _rewardsIndex, bool useSushi ) external onlyGovernance { if ( address(rewardsToken) != address(0) && address(rewardsToken) != address(convexToken) ) { rewardsToken.approve(router, uint256(0)); } if (_hasRewards == false) { hasRewards = false; rewardsToken = IERC20(address(0)); virtualRewardsPool = address(0); } else { // update with our new token. get this via our virtualRewardsPool virtualRewardsPool = rewardsContract.extraRewards(_rewardsIndex); address _rewardsToken = IConvexRewards(virtualRewardsPool).rewardToken(); rewardsToken = IERC20(_rewardsToken); // set which router we will be using if (useSushi) { router = sushiswap; } else { router = uniswapV2; } // approve, setup our path, and turn on rewards rewardsToken.approve(router, type(uint256).max); rewardsPath = [address(rewardsToken), address(weth)]; hasRewards = true; } } /** * @notice * Here we set various parameters to optimize our harvestTrigger. * @param _harvestProfitMin The amount of profit (in USDC, 6 decimals) * that will trigger a harvest if gas price is acceptable. * @param _harvestProfitMax The amount of profit in USDC that * will trigger a harvest regardless of gas price. * @param _creditThreshold The number of want tokens that will * automatically trigger a harvest once gas is cheap enough. * @param _checkEarmark Whether or not we should check Convex's * booster to see if we need to earmark before harvesting. */ function setHarvestTriggerParams( uint256 _harvestProfitMin, uint256 _harvestProfitMax, uint256 _creditThreshold, bool _checkEarmark ) external onlyVaultManagers { harvestProfitMin = _harvestProfitMin; harvestProfitMax = _harvestProfitMax; creditThreshold = _creditThreshold; checkEarmark = _checkEarmark; } /// @notice Set the fee pool we'd like to swap through on UniV3 (1% = 10_000) function setUniFees(uint24 _wbtcFee) external onlyVaultManagers { uniWbtcFee = _wbtcFee; } }