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UMA Reserve Currency Disputer
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UMA
• version 1.0.0
dispute
finance
utility
Audited

UMA Reserve Currency Disputer

Audited

Helper contract to enable a disputer to hold one reserver currency and dispute against any number of financial contracts. Is assumed to be called by a DSProxy which holds reserve currency.

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Version

1.0.0

Creator

UMA

Last Publish

11/5/2022
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Documentation
Source Code
ReserveCurrencyDisputer.sol
// SPDX-License-Identifier: AGPL-3.0-only pragma solidity ^0.8.0; pragma abicoder v2; import "@openzeppelin/contracts/utils/math/SafeMath.sol"; import "@openzeppelin/contracts/token/ERC20/IERC20.sol"; import "@uniswap/lib/contracts/libraries/TransferHelper.sol"; import "@uniswap/v2-periphery/contracts/interfaces/IUniswapV2Router01.sol"; import "../../common/implementation/FixedPoint.sol"; /** * @title ReserveCurrencyDisputer * @notice Helper contract to enable a disputer to hold one reserver currency and dispute against any number of * financial contracts. Is assumed to be called by a DSProxy which holds reserve currency. */ contract ReserveCurrencyDisputer { using SafeMath for uint256; using FixedPoint for FixedPoint.Unsigned; /** * @notice Swaps required amount of reserve currency to collateral currency which is then used to dispute a liquidation. * @dev Any collateral the contract has will be used before anything is purchased on Uniswap. * @param uniswapRouter address of the uniswap router used to facilitate trades. * @param financialContract address of the financial contract on which the liquidation is occurring. * @param reserveCurrency address of the token to swap for collateral. This is the common currency held by the DSProxy. * @param sponsor address of the sponsor who's liquidation is disputed. * @param liquidationId index of the liquidation for the given sponsor. * @param maxReserveTokenSpent maximum number of reserve tokens to spend in the trade. Bounds slippage. * @param deadline abort the trade and dispute if the transaction is mined after this timestamp. **/ function swapDispute( address uniswapRouter, address financialContract, address reserveCurrency, uint256 liquidationId, address sponsor, uint256 maxReserveTokenSpent, uint256 deadline ) public { IFinancialContract fc = IFinancialContract(financialContract); // 1. Fetch information about the liquidation from the financial contract. IFinancialContract.LiquidationData memory liquidationData = fc.liquidations(sponsor, liquidationId); // 2. Fetch the disputeBondPercentage from the financial contract. FixedPoint.Unsigned memory disputeBondPercentage = fc.disputeBondPercentage(); // 3. Compute the disputeBondAmount. Multiply by the unit collateral so the dispute bond is a percentage of the // locked collateral after fees. To add fees we simply multiply the rawUnitCollateral by the cumulativeFeeMultiplier. FixedPoint.Unsigned memory disputeBondAmount = liquidationData.lockedCollateral.mul(disputeBondPercentage).mul( (liquidationData.rawUnitCollateral).mul(fc.cumulativeFeeMultiplier()) ); // 4. Calculate required collateral. Cost of a dispute is the dispute bond + the final fee. FixedPoint.Unsigned memory totalCollateralRequired = disputeBondAmount.add(liquidationData.finalFee); // 5. Compute the collateral shortfall. This considers and collateral that is current in the contract. FixedPoint.Unsigned memory collateralToBePurchased = subOrZero(totalCollateralRequired, getCollateralBalance(fc)); // 6. If there is collateral to be purchased, buy it on uniswap with the reserve currency. if (collateralToBePurchased.isGreaterThan(0) && reserveCurrency != fc.collateralCurrency()) { IUniswapV2Router01 router = IUniswapV2Router01(uniswapRouter); address[] memory path = new address[](2); path[0] = reserveCurrency; path[1] = fc.collateralCurrency(); TransferHelper.safeApprove(reserveCurrency, address(router), maxReserveTokenSpent); router.swapTokensForExactTokens( collateralToBePurchased.rawValue, maxReserveTokenSpent, path, address(this), deadline ); } // 7. Finally, submit the dispute. TransferHelper.safeApprove(fc.collateralCurrency(), address(fc), totalCollateralRequired.rawValue); fc.dispute(liquidationId, sponsor); } // Helper method to work around subtraction overflow in the case of: a - b with b > a. function subOrZero(FixedPoint.Unsigned memory a, FixedPoint.Unsigned memory b) internal pure returns (FixedPoint.Unsigned memory) { return b.isGreaterThanOrEqual(a) ? FixedPoint.fromUnscaledUint(0) : a.sub(b); } // Helper method to return the collateral balance of this contract. function getCollateralBalance(IFinancialContract fc) internal view returns (FixedPoint.Unsigned memory) { return FixedPoint.Unsigned(IERC20(fc.collateralCurrency()).balanceOf(address(this))); } } // Define some simple interfaces for dealing with UMA contracts. interface IFinancialContract { enum Status { Uninitialized, NotDisputed, Disputed, DisputeSucceeded, DisputeFailed } struct LiquidationData { address sponsor; address liquidator; Status state; uint256 liquidationTime; FixedPoint.Unsigned tokensOutstanding; FixedPoint.Unsigned lockedCollateral; FixedPoint.Unsigned liquidatedCollateral; FixedPoint.Unsigned rawUnitCollateral; address disputer; FixedPoint.Unsigned settlementPrice; FixedPoint.Unsigned finalFee; } function liquidations(address sponsor, uint256 liquidationId) external view returns (LiquidationData memory); function disputeBondPercentage() external view returns (FixedPoint.Unsigned memory); function disputerDisputeRewardPct() external view returns (FixedPoint.Unsigned memory); function cumulativeFeeMultiplier() external view returns (FixedPoint.Unsigned memory); function collateralCurrency() external view returns (address); function dispute(uint256 liquidationId, address sponsor) external returns (FixedPoint.Unsigned memory totalPaid); }
SafeMath.sol
// SPDX-License-Identifier: MIT // OpenZeppelin Contracts (last updated v4.6.0) (utils/math/SafeMath.sol) pragma solidity ^0.8.0; // CAUTION // This version of SafeMath should only be used with Solidity 0.8 or later, // because it relies on the compiler's built in overflow checks. /** * @dev Wrappers over Solidity's arithmetic operations. * * NOTE: `SafeMath` is generally not needed starting with Solidity 0.8, since the compiler * now has built in overflow checking. */ library SafeMath { /** * @dev Returns the addition of two unsigned integers, with an overflow flag. * * _Available since v3.4._ */ function tryAdd(uint256 a, uint256 b) internal pure returns (bool, uint256) { unchecked { uint256 c = a + b; if (c < a) return (false, 0); return (true, c); } } /** * @dev Returns the subtraction of two unsigned integers, with an overflow flag. * * _Available since v3.4._ */ function trySub(uint256 a, uint256 b) internal pure returns (bool, uint256) { unchecked { if (b > a) return (false, 0); return (true, a - b); } } /** * @dev Returns the multiplication of two unsigned integers, with an overflow flag. * * _Available since v3.4._ */ function tryMul(uint256 a, uint256 b) internal pure returns (bool, uint256) { unchecked { // 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 (true, 0); uint256 c = a * b; if (c / a != b) return (false, 0); return (true, c); } } /** * @dev Returns the division of two unsigned integers, with a division by zero flag. * * _Available since v3.4._ */ function tryDiv(uint256 a, uint256 b) internal pure returns (bool, uint256) { unchecked { if (b == 0) return (false, 0); return (true, a / b); } } /** * @dev Returns the remainder of dividing two unsigned integers, with a division by zero flag. * * _Available since v3.4._ */ function tryMod(uint256 a, uint256 b) internal pure returns (bool, uint256) { unchecked { if (b == 0) return (false, 0); return (true, a % b); } } /** * @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) { return a + b; } /** * @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 a - b; } /** * @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) { return a * b; } /** * @dev Returns the integer division of two unsigned integers, reverting on * division by zero. The result is rounded towards zero. * * Counterpart to Solidity's `/` operator. * * Requirements: * * - The divisor cannot be zero. */ function div(uint256 a, uint256 b) internal pure returns (uint256) { return a / b; } /** * @dev Returns the remainder of dividing two unsigned integers. (unsigned integer modulo), * reverting 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 a % b; } /** * @dev Returns the subtraction of two unsigned integers, reverting with custom message on * overflow (when the result is negative). * * CAUTION: This function is deprecated because it requires allocating memory for the error * message unnecessarily. For custom revert reasons use {trySub}. * * Counterpart to Solidity's `-` operator. * * Requirements: * * - Subtraction cannot overflow. */ function sub( uint256 a, uint256 b, string memory errorMessage ) internal pure returns (uint256) { unchecked { require(b <= a, errorMessage); return a - b; } } /** * @dev Returns the integer division of two unsigned integers, reverting 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) { unchecked { require(b > 0, errorMessage); return a / b; } } /** * @dev Returns the remainder of dividing two unsigned integers. (unsigned integer modulo), * reverting with custom message when dividing by zero. * * CAUTION: This function is deprecated because it requires allocating memory for the error * message unnecessarily. For custom revert reasons use {tryMod}. * * 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) { unchecked { require(b > 0, errorMessage); return a % b; } } }
IERC20.sol
// SPDX-License-Identifier: MIT // OpenZeppelin Contracts (last updated v4.6.0) (token/ERC20/IERC20.sol) pragma solidity ^0.8.0; /** * @dev Interface of the ERC20 standard as defined in the EIP. */ interface IERC20 { /** * @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); /** * @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 `to`. * * Returns a boolean value indicating whether the operation succeeded. * * Emits a {Transfer} event. */ function transfer(address to, 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 `from` to `to` 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 from, address to, uint256 amount ) external returns (bool); }
TransferHelper.sol
pragma solidity >=0.6.0; // helper methods for interacting with ERC20 tokens and sending ETH that do not consistently return true/false library TransferHelper { function safeApprove(address token, address to, uint value) internal { // bytes4(keccak256(bytes('approve(address,uint256)'))); (bool success, bytes memory data) = token.call(abi.encodeWithSelector(0x095ea7b3, to, value)); require(success && (data.length == 0 || abi.decode(data, (bool))), 'TransferHelper: APPROVE_FAILED'); } function safeTransfer(address token, address to, uint value) internal { // bytes4(keccak256(bytes('transfer(address,uint256)'))); (bool success, bytes memory data) = token.call(abi.encodeWithSelector(0xa9059cbb, to, value)); require(success && (data.length == 0 || abi.decode(data, (bool))), 'TransferHelper: TRANSFER_FAILED'); } function safeTransferFrom(address token, address from, address to, uint value) internal { // bytes4(keccak256(bytes('transferFrom(address,address,uint256)'))); (bool success, bytes memory data) = token.call(abi.encodeWithSelector(0x23b872dd, from, to, value)); require(success && (data.length == 0 || abi.decode(data, (bool))), 'TransferHelper: TRANSFER_FROM_FAILED'); } function safeTransferETH(address to, uint value) internal { (bool success,) = to.call{value:value}(new bytes(0)); require(success, 'TransferHelper: ETH_TRANSFER_FAILED'); } }
IUniswapV2Router01.sol
pragma solidity >=0.6.2; interface IUniswapV2Router01 { function factory() external pure returns (address); function WETH() external pure returns (address); function addLiquidity( address tokenA, address tokenB, uint amountADesired, uint amountBDesired, uint amountAMin, uint amountBMin, address to, uint deadline ) external returns (uint amountA, uint amountB, uint liquidity); function addLiquidityETH( address token, uint amountTokenDesired, uint amountTokenMin, uint amountETHMin, address to, uint deadline ) external payable returns (uint amountToken, uint amountETH, uint liquidity); function removeLiquidity( address tokenA, address tokenB, uint liquidity, uint amountAMin, uint amountBMin, address to, uint deadline ) external returns (uint amountA, uint amountB); function removeLiquidityETH( address token, uint liquidity, uint amountTokenMin, uint amountETHMin, address to, uint deadline ) external returns (uint amountToken, uint amountETH); function removeLiquidityWithPermit( address tokenA, address tokenB, uint liquidity, uint amountAMin, uint amountBMin, address to, uint deadline, bool approveMax, uint8 v, bytes32 r, bytes32 s ) external returns (uint amountA, uint amountB); function removeLiquidityETHWithPermit( address token, uint liquidity, uint amountTokenMin, uint amountETHMin, address to, uint deadline, bool approveMax, uint8 v, bytes32 r, bytes32 s ) external returns (uint amountToken, uint amountETH); function swapExactTokensForTokens( uint amountIn, uint amountOutMin, address[] calldata path, address to, uint deadline ) external returns (uint[] memory amounts); function swapTokensForExactTokens( uint amountOut, uint amountInMax, address[] calldata path, address to, uint deadline ) external returns (uint[] memory amounts); function swapExactETHForTokens(uint amountOutMin, address[] calldata path, address to, uint deadline) external payable returns (uint[] memory amounts); function swapTokensForExactETH(uint amountOut, uint amountInMax, address[] calldata path, address to, uint deadline) external returns (uint[] memory amounts); function swapExactTokensForETH(uint amountIn, uint amountOutMin, address[] calldata path, address to, uint deadline) external returns (uint[] memory amounts); function swapETHForExactTokens(uint amountOut, address[] calldata path, address to, uint deadline) external payable returns (uint[] memory amounts); function quote(uint amountA, uint reserveA, uint reserveB) external pure returns (uint amountB); function getAmountOut(uint amountIn, uint reserveIn, uint reserveOut) external pure returns (uint amountOut); function getAmountIn(uint amountOut, uint reserveIn, uint reserveOut) external pure returns (uint amountIn); function getAmountsOut(uint amountIn, address[] calldata path) external view returns (uint[] memory amounts); function getAmountsIn(uint amountOut, address[] calldata path) external view returns (uint[] memory amounts); }
FixedPoint.sol
// SPDX-License-Identifier: AGPL-3.0-only pragma solidity ^0.8.0; import "@openzeppelin/contracts/utils/math/SafeMath.sol"; import "@openzeppelin/contracts/utils/math/SignedSafeMath.sol"; /** * @title Library for fixed point arithmetic on uints */ library FixedPoint { using SafeMath for uint256; using SignedSafeMath for int256; // Supports 18 decimals. E.g., 1e18 represents "1", 5e17 represents "0.5". // For unsigned values: // This can represent a value up to (2^256 - 1)/10^18 = ~10^59. 10^59 will be stored internally as uint256 10^77. uint256 private constant FP_SCALING_FACTOR = 10**18; // --------------------------------------- UNSIGNED ----------------------------------------------------------------------------- struct Unsigned { uint256 rawValue; } /** * @notice Constructs an `Unsigned` from an unscaled uint, e.g., `b=5` gets stored internally as `5*(10**18)`. * @param a uint to convert into a FixedPoint. * @return the converted FixedPoint. */ function fromUnscaledUint(uint256 a) internal pure returns (Unsigned memory) { return Unsigned(a.mul(FP_SCALING_FACTOR)); } /** * @notice Whether `a` is equal to `b`. * @param a a FixedPoint. * @param b a uint256. * @return True if equal, or False. */ function isEqual(Unsigned memory a, uint256 b) internal pure returns (bool) { return a.rawValue == fromUnscaledUint(b).rawValue; } /** * @notice Whether `a` is equal to `b`. * @param a a FixedPoint. * @param b a FixedPoint. * @return True if equal, or False. */ function isEqual(Unsigned memory a, Unsigned memory b) internal pure returns (bool) { return a.rawValue == b.rawValue; } /** * @notice Whether `a` is greater than `b`. * @param a a FixedPoint. * @param b a FixedPoint. * @return True if `a > b`, or False. */ function isGreaterThan(Unsigned memory a, Unsigned memory b) internal pure returns (bool) { return a.rawValue > b.rawValue; } /** * @notice Whether `a` is greater than `b`. * @param a a FixedPoint. * @param b a uint256. * @return True if `a > b`, or False. */ function isGreaterThan(Unsigned memory a, uint256 b) internal pure returns (bool) { return a.rawValue > fromUnscaledUint(b).rawValue; } /** * @notice Whether `a` is greater than `b`. * @param a a uint256. * @param b a FixedPoint. * @return True if `a > b`, or False. */ function isGreaterThan(uint256 a, Unsigned memory b) internal pure returns (bool) { return fromUnscaledUint(a).rawValue > b.rawValue; } /** * @notice Whether `a` is greater than or equal to `b`. * @param a a FixedPoint. * @param b a FixedPoint. * @return True if `a >= b`, or False. */ function isGreaterThanOrEqual(Unsigned memory a, Unsigned memory b) internal pure returns (bool) { return a.rawValue >= b.rawValue; } /** * @notice Whether `a` is greater than or equal to `b`. * @param a a FixedPoint. * @param b a uint256. * @return True if `a >= b`, or False. */ function isGreaterThanOrEqual(Unsigned memory a, uint256 b) internal pure returns (bool) { return a.rawValue >= fromUnscaledUint(b).rawValue; } /** * @notice Whether `a` is greater than or equal to `b`. * @param a a uint256. * @param b a FixedPoint. * @return True if `a >= b`, or False. */ function isGreaterThanOrEqual(uint256 a, Unsigned memory b) internal pure returns (bool) { return fromUnscaledUint(a).rawValue >= b.rawValue; } /** * @notice Whether `a` is less than `b`. * @param a a FixedPoint. * @param b a FixedPoint. * @return True if `a < b`, or False. */ function isLessThan(Unsigned memory a, Unsigned memory b) internal pure returns (bool) { return a.rawValue < b.rawValue; } /** * @notice Whether `a` is less than `b`. * @param a a FixedPoint. * @param b a uint256. * @return True if `a < b`, or False. */ function isLessThan(Unsigned memory a, uint256 b) internal pure returns (bool) { return a.rawValue < fromUnscaledUint(b).rawValue; } /** * @notice Whether `a` is less than `b`. * @param a a uint256. * @param b a FixedPoint. * @return True if `a < b`, or False. */ function isLessThan(uint256 a, Unsigned memory b) internal pure returns (bool) { return fromUnscaledUint(a).rawValue < b.rawValue; } /** * @notice Whether `a` is less than or equal to `b`. * @param a a FixedPoint. * @param b a FixedPoint. * @return True if `a <= b`, or False. */ function isLessThanOrEqual(Unsigned memory a, Unsigned memory b) internal pure returns (bool) { return a.rawValue <= b.rawValue; } /** * @notice Whether `a` is less than or equal to `b`. * @param a a FixedPoint. * @param b a uint256. * @return True if `a <= b`, or False. */ function isLessThanOrEqual(Unsigned memory a, uint256 b) internal pure returns (bool) { return a.rawValue <= fromUnscaledUint(b).rawValue; } /** * @notice Whether `a` is less than or equal to `b`. * @param a a uint256. * @param b a FixedPoint. * @return True if `a <= b`, or False. */ function isLessThanOrEqual(uint256 a, Unsigned memory b) internal pure returns (bool) { return fromUnscaledUint(a).rawValue <= b.rawValue; } /** * @notice The minimum of `a` and `b`. * @param a a FixedPoint. * @param b a FixedPoint. * @return the minimum of `a` and `b`. */ function min(Unsigned memory a, Unsigned memory b) internal pure returns (Unsigned memory) { return a.rawValue < b.rawValue ? a : b; } /** * @notice The maximum of `a` and `b`. * @param a a FixedPoint. * @param b a FixedPoint. * @return the maximum of `a` and `b`. */ function max(Unsigned memory a, Unsigned memory b) internal pure returns (Unsigned memory) { return a.rawValue > b.rawValue ? a : b; } /** * @notice Adds two `Unsigned`s, reverting on overflow. * @param a a FixedPoint. * @param b a FixedPoint. * @return the sum of `a` and `b`. */ function add(Unsigned memory a, Unsigned memory b) internal pure returns (Unsigned memory) { return Unsigned(a.rawValue.add(b.rawValue)); } /** * @notice Adds an `Unsigned` to an unscaled uint, reverting on overflow. * @param a a FixedPoint. * @param b a uint256. * @return the sum of `a` and `b`. */ function add(Unsigned memory a, uint256 b) internal pure returns (Unsigned memory) { return add(a, fromUnscaledUint(b)); } /** * @notice Subtracts two `Unsigned`s, reverting on overflow. * @param a a FixedPoint. * @param b a FixedPoint. * @return the difference of `a` and `b`. */ function sub(Unsigned memory a, Unsigned memory b) internal pure returns (Unsigned memory) { return Unsigned(a.rawValue.sub(b.rawValue)); } /** * @notice Subtracts an unscaled uint256 from an `Unsigned`, reverting on overflow. * @param a a FixedPoint. * @param b a uint256. * @return the difference of `a` and `b`. */ function sub(Unsigned memory a, uint256 b) internal pure returns (Unsigned memory) { return sub(a, fromUnscaledUint(b)); } /** * @notice Subtracts an `Unsigned` from an unscaled uint256, reverting on overflow. * @param a a uint256. * @param b a FixedPoint. * @return the difference of `a` and `b`. */ function sub(uint256 a, Unsigned memory b) internal pure returns (Unsigned memory) { return sub(fromUnscaledUint(a), b); } /** * @notice Multiplies two `Unsigned`s, reverting on overflow. * @dev This will "floor" the product. * @param a a FixedPoint. * @param b a FixedPoint. * @return the product of `a` and `b`. */ function mul(Unsigned memory a, Unsigned memory b) internal pure returns (Unsigned memory) { // There are two caveats with this computation: // 1. Max output for the represented number is ~10^41, otherwise an intermediate value overflows. 10^41 is // stored internally as a uint256 ~10^59. // 2. Results that can't be represented exactly are truncated not rounded. E.g., 1.4 * 2e-18 = 2.8e-18, which // would round to 3, but this computation produces the result 2. // No need to use SafeMath because FP_SCALING_FACTOR != 0. return Unsigned(a.rawValue.mul(b.rawValue) / FP_SCALING_FACTOR); } /** * @notice Multiplies an `Unsigned` and an unscaled uint256, reverting on overflow. * @dev This will "floor" the product. * @param a a FixedPoint. * @param b a uint256. * @return the product of `a` and `b`. */ function mul(Unsigned memory a, uint256 b) internal pure returns (Unsigned memory) { return Unsigned(a.rawValue.mul(b)); } /** * @notice Multiplies two `Unsigned`s and "ceil's" the product, reverting on overflow. * @param a a FixedPoint. * @param b a FixedPoint. * @return the product of `a` and `b`. */ function mulCeil(Unsigned memory a, Unsigned memory b) internal pure returns (Unsigned memory) { uint256 mulRaw = a.rawValue.mul(b.rawValue); uint256 mulFloor = mulRaw / FP_SCALING_FACTOR; uint256 mod = mulRaw.mod(FP_SCALING_FACTOR); if (mod != 0) { return Unsigned(mulFloor.add(1)); } else { return Unsigned(mulFloor); } } /** * @notice Multiplies an `Unsigned` and an unscaled uint256 and "ceil's" the product, reverting on overflow. * @param a a FixedPoint. * @param b a FixedPoint. * @return the product of `a` and `b`. */ function mulCeil(Unsigned memory a, uint256 b) internal pure returns (Unsigned memory) { // Since b is an uint, there is no risk of truncation and we can just mul it normally return Unsigned(a.rawValue.mul(b)); } /** * @notice Divides one `Unsigned` by an `Unsigned`, reverting on overflow or division by 0. * @dev This will "floor" the quotient. * @param a a FixedPoint numerator. * @param b a FixedPoint denominator. * @return the quotient of `a` divided by `b`. */ function div(Unsigned memory a, Unsigned memory b) internal pure returns (Unsigned memory) { // There are two caveats with this computation: // 1. Max value for the number dividend `a` represents is ~10^41, otherwise an intermediate value overflows. // 10^41 is stored internally as a uint256 10^59. // 2. Results that can't be represented exactly are truncated not rounded. E.g., 2 / 3 = 0.6 repeating, which // would round to 0.666666666666666667, but this computation produces the result 0.666666666666666666. return Unsigned(a.rawValue.mul(FP_SCALING_FACTOR).div(b.rawValue)); } /** * @notice Divides one `Unsigned` by an unscaled uint256, reverting on overflow or division by 0. * @dev This will "floor" the quotient. * @param a a FixedPoint numerator. * @param b a uint256 denominator. * @return the quotient of `a` divided by `b`. */ function div(Unsigned memory a, uint256 b) internal pure returns (Unsigned memory) { return Unsigned(a.rawValue.div(b)); } /** * @notice Divides one unscaled uint256 by an `Unsigned`, reverting on overflow or division by 0. * @dev This will "floor" the quotient. * @param a a uint256 numerator. * @param b a FixedPoint denominator. * @return the quotient of `a` divided by `b`. */ function div(uint256 a, Unsigned memory b) internal pure returns (Unsigned memory) { return div(fromUnscaledUint(a), b); } /** * @notice Divides one `Unsigned` by an `Unsigned` and "ceil's" the quotient, reverting on overflow or division by 0. * @param a a FixedPoint numerator. * @param b a FixedPoint denominator. * @return the quotient of `a` divided by `b`. */ function divCeil(Unsigned memory a, Unsigned memory b) internal pure returns (Unsigned memory) { uint256 aScaled = a.rawValue.mul(FP_SCALING_FACTOR); uint256 divFloor = aScaled.div(b.rawValue); uint256 mod = aScaled.mod(b.rawValue); if (mod != 0) { return Unsigned(divFloor.add(1)); } else { return Unsigned(divFloor); } } /** * @notice Divides one `Unsigned` by an unscaled uint256 and "ceil's" the quotient, reverting on overflow or division by 0. * @param a a FixedPoint numerator. * @param b a uint256 denominator. * @return the quotient of `a` divided by `b`. */ function divCeil(Unsigned memory a, uint256 b) internal pure returns (Unsigned memory) { // Because it is possible that a quotient gets truncated, we can't just call "Unsigned(a.rawValue.div(b))" // similarly to mulCeil with a uint256 as the second parameter. Therefore we need to convert b into an Unsigned. // This creates the possibility of overflow if b is very large. return divCeil(a, fromUnscaledUint(b)); } /** * @notice Raises an `Unsigned` to the power of an unscaled uint256, reverting on overflow. E.g., `b=2` squares `a`. * @dev This will "floor" the result. * @param a a FixedPoint numerator. * @param b a uint256 denominator. * @return output is `a` to the power of `b`. */ function pow(Unsigned memory a, uint256 b) internal pure returns (Unsigned memory output) { output = fromUnscaledUint(1); for (uint256 i = 0; i < b; i = i.add(1)) { output = mul(output, a); } } // ------------------------------------------------- SIGNED ------------------------------------------------------------- // Supports 18 decimals. E.g., 1e18 represents "1", 5e17 represents "0.5". // For signed values: // This can represent a value up (or down) to +-(2^255 - 1)/10^18 = ~10^58. 10^58 will be stored internally as int256 10^76. int256 private constant SFP_SCALING_FACTOR = 10**18; struct Signed { int256 rawValue; } function fromSigned(Signed memory a) internal pure returns (Unsigned memory) { require(a.rawValue >= 0, "Negative value provided"); return Unsigned(uint256(a.rawValue)); } function fromUnsigned(Unsigned memory a) internal pure returns (Signed memory) { require(a.rawValue <= uint256(type(int256).max), "Unsigned too large"); return Signed(int256(a.rawValue)); } /** * @notice Constructs a `Signed` from an unscaled int, e.g., `b=5` gets stored internally as `5*(10**18)`. * @param a int to convert into a FixedPoint.Signed. * @return the converted FixedPoint.Signed. */ function fromUnscaledInt(int256 a) internal pure returns (Signed memory) { return Signed(a.mul(SFP_SCALING_FACTOR)); } /** * @notice Whether `a` is equal to `b`. * @param a a FixedPoint.Signed. * @param b a int256. * @return True if equal, or False. */ function isEqual(Signed memory a, int256 b) internal pure returns (bool) { return a.rawValue == fromUnscaledInt(b).rawValue; } /** * @notice Whether `a` is equal to `b`. * @param a a FixedPoint.Signed. * @param b a FixedPoint.Signed. * @return True if equal, or False. */ function isEqual(Signed memory a, Signed memory b) internal pure returns (bool) { return a.rawValue == b.rawValue; } /** * @notice Whether `a` is greater than `b`. * @param a a FixedPoint.Signed. * @param b a FixedPoint.Signed. * @return True if `a > b`, or False. */ function isGreaterThan(Signed memory a, Signed memory b) internal pure returns (bool) { return a.rawValue > b.rawValue; } /** * @notice Whether `a` is greater than `b`. * @param a a FixedPoint.Signed. * @param b an int256. * @return True if `a > b`, or False. */ function isGreaterThan(Signed memory a, int256 b) internal pure returns (bool) { return a.rawValue > fromUnscaledInt(b).rawValue; } /** * @notice Whether `a` is greater than `b`. * @param a an int256. * @param b a FixedPoint.Signed. * @return True if `a > b`, or False. */ function isGreaterThan(int256 a, Signed memory b) internal pure returns (bool) { return fromUnscaledInt(a).rawValue > b.rawValue; } /** * @notice Whether `a` is greater than or equal to `b`. * @param a a FixedPoint.Signed. * @param b a FixedPoint.Signed. * @return True if `a >= b`, or False. */ function isGreaterThanOrEqual(Signed memory a, Signed memory b) internal pure returns (bool) { return a.rawValue >= b.rawValue; } /** * @notice Whether `a` is greater than or equal to `b`. * @param a a FixedPoint.Signed. * @param b an int256. * @return True if `a >= b`, or False. */ function isGreaterThanOrEqual(Signed memory a, int256 b) internal pure returns (bool) { return a.rawValue >= fromUnscaledInt(b).rawValue; } /** * @notice Whether `a` is greater than or equal to `b`. * @param a an int256. * @param b a FixedPoint.Signed. * @return True if `a >= b`, or False. */ function isGreaterThanOrEqual(int256 a, Signed memory b) internal pure returns (bool) { return fromUnscaledInt(a).rawValue >= b.rawValue; } /** * @notice Whether `a` is less than `b`. * @param a a FixedPoint.Signed. * @param b a FixedPoint.Signed. * @return True if `a < b`, or False. */ function isLessThan(Signed memory a, Signed memory b) internal pure returns (bool) { return a.rawValue < b.rawValue; } /** * @notice Whether `a` is less than `b`. * @param a a FixedPoint.Signed. * @param b an int256. * @return True if `a < b`, or False. */ function isLessThan(Signed memory a, int256 b) internal pure returns (bool) { return a.rawValue < fromUnscaledInt(b).rawValue; } /** * @notice Whether `a` is less than `b`. * @param a an int256. * @param b a FixedPoint.Signed. * @return True if `a < b`, or False. */ function isLessThan(int256 a, Signed memory b) internal pure returns (bool) { return fromUnscaledInt(a).rawValue < b.rawValue; } /** * @notice Whether `a` is less than or equal to `b`. * @param a a FixedPoint.Signed. * @param b a FixedPoint.Signed. * @return True if `a <= b`, or False. */ function isLessThanOrEqual(Signed memory a, Signed memory b) internal pure returns (bool) { return a.rawValue <= b.rawValue; } /** * @notice Whether `a` is less than or equal to `b`. * @param a a FixedPoint.Signed. * @param b an int256. * @return True if `a <= b`, or False. */ function isLessThanOrEqual(Signed memory a, int256 b) internal pure returns (bool) { return a.rawValue <= fromUnscaledInt(b).rawValue; } /** * @notice Whether `a` is less than or equal to `b`. * @param a an int256. * @param b a FixedPoint.Signed. * @return True if `a <= b`, or False. */ function isLessThanOrEqual(int256 a, Signed memory b) internal pure returns (bool) { return fromUnscaledInt(a).rawValue <= b.rawValue; } /** * @notice The minimum of `a` and `b`. * @param a a FixedPoint.Signed. * @param b a FixedPoint.Signed. * @return the minimum of `a` and `b`. */ function min(Signed memory a, Signed memory b) internal pure returns (Signed memory) { return a.rawValue < b.rawValue ? a : b; } /** * @notice The maximum of `a` and `b`. * @param a a FixedPoint.Signed. * @param b a FixedPoint.Signed. * @return the maximum of `a` and `b`. */ function max(Signed memory a, Signed memory b) internal pure returns (Signed memory) { return a.rawValue > b.rawValue ? a : b; } /** * @notice Adds two `Signed`s, reverting on overflow. * @param a a FixedPoint.Signed. * @param b a FixedPoint.Signed. * @return the sum of `a` and `b`. */ function add(Signed memory a, Signed memory b) internal pure returns (Signed memory) { return Signed(a.rawValue.add(b.rawValue)); } /** * @notice Adds an `Signed` to an unscaled int, reverting on overflow. * @param a a FixedPoint.Signed. * @param b an int256. * @return the sum of `a` and `b`. */ function add(Signed memory a, int256 b) internal pure returns (Signed memory) { return add(a, fromUnscaledInt(b)); } /** * @notice Subtracts two `Signed`s, reverting on overflow. * @param a a FixedPoint.Signed. * @param b a FixedPoint.Signed. * @return the difference of `a` and `b`. */ function sub(Signed memory a, Signed memory b) internal pure returns (Signed memory) { return Signed(a.rawValue.sub(b.rawValue)); } /** * @notice Subtracts an unscaled int256 from an `Signed`, reverting on overflow. * @param a a FixedPoint.Signed. * @param b an int256. * @return the difference of `a` and `b`. */ function sub(Signed memory a, int256 b) internal pure returns (Signed memory) { return sub(a, fromUnscaledInt(b)); } /** * @notice Subtracts an `Signed` from an unscaled int256, reverting on overflow. * @param a an int256. * @param b a FixedPoint.Signed. * @return the difference of `a` and `b`. */ function sub(int256 a, Signed memory b) internal pure returns (Signed memory) { return sub(fromUnscaledInt(a), b); } /** * @notice Multiplies two `Signed`s, reverting on overflow. * @dev This will "floor" the product. * @param a a FixedPoint.Signed. * @param b a FixedPoint.Signed. * @return the product of `a` and `b`. */ function mul(Signed memory a, Signed memory b) internal pure returns (Signed memory) { // There are two caveats with this computation: // 1. Max output for the represented number is ~10^41, otherwise an intermediate value overflows. 10^41 is // stored internally as an int256 ~10^59. // 2. Results that can't be represented exactly are truncated not rounded. E.g., 1.4 * 2e-18 = 2.8e-18, which // would round to 3, but this computation produces the result 2. // No need to use SafeMath because SFP_SCALING_FACTOR != 0. return Signed(a.rawValue.mul(b.rawValue) / SFP_SCALING_FACTOR); } /** * @notice Multiplies an `Signed` and an unscaled int256, reverting on overflow. * @dev This will "floor" the product. * @param a a FixedPoint.Signed. * @param b an int256. * @return the product of `a` and `b`. */ function mul(Signed memory a, int256 b) internal pure returns (Signed memory) { return Signed(a.rawValue.mul(b)); } /** * @notice Multiplies two `Signed`s and "ceil's" the product, reverting on overflow. * @param a a FixedPoint.Signed. * @param b a FixedPoint.Signed. * @return the product of `a` and `b`. */ function mulAwayFromZero(Signed memory a, Signed memory b) internal pure returns (Signed memory) { int256 mulRaw = a.rawValue.mul(b.rawValue); int256 mulTowardsZero = mulRaw / SFP_SCALING_FACTOR; // Manual mod because SignedSafeMath doesn't support it. int256 mod = mulRaw % SFP_SCALING_FACTOR; if (mod != 0) { bool isResultPositive = isLessThan(a, 0) == isLessThan(b, 0); int256 valueToAdd = isResultPositive ? int256(1) : int256(-1); return Signed(mulTowardsZero.add(valueToAdd)); } else { return Signed(mulTowardsZero); } } /** * @notice Multiplies an `Signed` and an unscaled int256 and "ceil's" the product, reverting on overflow. * @param a a FixedPoint.Signed. * @param b a FixedPoint.Signed. * @return the product of `a` and `b`. */ function mulAwayFromZero(Signed memory a, int256 b) internal pure returns (Signed memory) { // Since b is an int, there is no risk of truncation and we can just mul it normally return Signed(a.rawValue.mul(b)); } /** * @notice Divides one `Signed` by an `Signed`, reverting on overflow or division by 0. * @dev This will "floor" the quotient. * @param a a FixedPoint numerator. * @param b a FixedPoint denominator. * @return the quotient of `a` divided by `b`. */ function div(Signed memory a, Signed memory b) internal pure returns (Signed memory) { // There are two caveats with this computation: // 1. Max value for the number dividend `a` represents is ~10^41, otherwise an intermediate value overflows. // 10^41 is stored internally as an int256 10^59. // 2. Results that can't be represented exactly are truncated not rounded. E.g., 2 / 3 = 0.6 repeating, which // would round to 0.666666666666666667, but this computation produces the result 0.666666666666666666. return Signed(a.rawValue.mul(SFP_SCALING_FACTOR).div(b.rawValue)); } /** * @notice Divides one `Signed` by an unscaled int256, reverting on overflow or division by 0. * @dev This will "floor" the quotient. * @param a a FixedPoint numerator. * @param b an int256 denominator. * @return the quotient of `a` divided by `b`. */ function div(Signed memory a, int256 b) internal pure returns (Signed memory) { return Signed(a.rawValue.div(b)); } /** * @notice Divides one unscaled int256 by an `Signed`, reverting on overflow or division by 0. * @dev This will "floor" the quotient. * @param a an int256 numerator. * @param b a FixedPoint denominator. * @return the quotient of `a` divided by `b`. */ function div(int256 a, Signed memory b) internal pure returns (Signed memory) { return div(fromUnscaledInt(a), b); } /** * @notice Divides one `Signed` by an `Signed` and "ceil's" the quotient, reverting on overflow or division by 0. * @param a a FixedPoint numerator. * @param b a FixedPoint denominator. * @return the quotient of `a` divided by `b`. */ function divAwayFromZero(Signed memory a, Signed memory b) internal pure returns (Signed memory) { int256 aScaled = a.rawValue.mul(SFP_SCALING_FACTOR); int256 divTowardsZero = aScaled.div(b.rawValue); // Manual mod because SignedSafeMath doesn't support it. int256 mod = aScaled % b.rawValue; if (mod != 0) { bool isResultPositive = isLessThan(a, 0) == isLessThan(b, 0); int256 valueToAdd = isResultPositive ? int256(1) : int256(-1); return Signed(divTowardsZero.add(valueToAdd)); } else { return Signed(divTowardsZero); } } /** * @notice Divides one `Signed` by an unscaled int256 and "ceil's" the quotient, reverting on overflow or division by 0. * @param a a FixedPoint numerator. * @param b an int256 denominator. * @return the quotient of `a` divided by `b`. */ function divAwayFromZero(Signed memory a, int256 b) internal pure returns (Signed memory) { // Because it is possible that a quotient gets truncated, we can't just call "Signed(a.rawValue.div(b))" // similarly to mulCeil with an int256 as the second parameter. Therefore we need to convert b into an Signed. // This creates the possibility of overflow if b is very large. return divAwayFromZero(a, fromUnscaledInt(b)); } /** * @notice Raises an `Signed` to the power of an unscaled uint256, reverting on overflow. E.g., `b=2` squares `a`. * @dev This will "floor" the result. * @param a a FixedPoint.Signed. * @param b a uint256 (negative exponents are not allowed). * @return output is `a` to the power of `b`. */ function pow(Signed memory a, uint256 b) internal pure returns (Signed memory output) { output = fromUnscaledInt(1); for (uint256 i = 0; i < b; i = i.add(1)) { output = mul(output, a); } } }
SignedSafeMath.sol
// SPDX-License-Identifier: MIT // OpenZeppelin Contracts v4.4.1 (utils/math/SignedSafeMath.sol) pragma solidity ^0.8.0; /** * @dev Wrappers over Solidity's arithmetic operations. * * NOTE: `SignedSafeMath` is no longer needed starting with Solidity 0.8. The compiler * now has built in overflow checking. */ library SignedSafeMath { /** * @dev Returns the multiplication of two signed integers, reverting on * overflow. * * Counterpart to Solidity's `*` operator. * * Requirements: * * - Multiplication cannot overflow. */ function mul(int256 a, int256 b) internal pure returns (int256) { return a * b; } /** * @dev Returns the integer division of two signed integers. Reverts on * division by zero. The result is rounded towards zero. * * Counterpart to Solidity's `/` operator. * * Requirements: * * - The divisor cannot be zero. */ function div(int256 a, int256 b) internal pure returns (int256) { return a / b; } /** * @dev Returns the subtraction of two signed integers, reverting on * overflow. * * Counterpart to Solidity's `-` operator. * * Requirements: * * - Subtraction cannot overflow. */ function sub(int256 a, int256 b) internal pure returns (int256) { return a - b; } /** * @dev Returns the addition of two signed integers, reverting on * overflow. * * Counterpart to Solidity's `+` operator. * * Requirements: * * - Addition cannot overflow. */ function add(int256 a, int256 b) internal pure returns (int256) { return a + b; } }

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11/5/2022

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