File size: 15,018 Bytes
f998fcd
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
{
  "language": "Solidity",
  "settings": {
    "evmVersion": "london",
    "libraries": {},
    "metadata": {
      "bytecodeHash": "ipfs",
      "useLiteralContent": true
    },
    "optimizer": {
      "enabled": true,
      "runs": 200
    },
    "remappings": [],
    "outputSelection": {
      "*": {
        "*": [
          "evm.bytecode",
          "evm.deployedBytecode",
          "devdoc",
          "userdoc",
          "metadata",
          "abi"
        ]
      }
    }
  },
  "sources": {
    "@openzeppelin/contracts/utils/math/SafeMath.sol": {
      "content": "// SPDX-License-Identifier: MIT\n// OpenZeppelin Contracts (last updated v4.6.0) (utils/math/SafeMath.sol)\n\npragma solidity ^0.8.0;\n\n// CAUTION\n// This version of SafeMath should only be used with Solidity 0.8 or later,\n// because it relies on the compiler's built in overflow checks.\n\n/**\n * @dev Wrappers over Solidity's arithmetic operations.\n *\n * NOTE: `SafeMath` is generally not needed starting with Solidity 0.8, since the compiler\n * now has built in overflow checking.\n */\nlibrary SafeMath {\n    /**\n     * @dev Returns the addition of two unsigned integers, with an overflow flag.\n     *\n     * _Available since v3.4._\n     */\n    function tryAdd(uint256 a, uint256 b) internal pure returns (bool, uint256) {\n        unchecked {\n            uint256 c = a + b;\n            if (c < a) return (false, 0);\n            return (true, c);\n        }\n    }\n\n    /**\n     * @dev Returns the subtraction of two unsigned integers, with an overflow flag.\n     *\n     * _Available since v3.4._\n     */\n    function trySub(uint256 a, uint256 b) internal pure returns (bool, uint256) {\n        unchecked {\n            if (b > a) return (false, 0);\n            return (true, a - b);\n        }\n    }\n\n    /**\n     * @dev Returns the multiplication of two unsigned integers, with an overflow flag.\n     *\n     * _Available since v3.4._\n     */\n    function tryMul(uint256 a, uint256 b) internal pure returns (bool, uint256) {\n        unchecked {\n            // Gas optimization: this is cheaper than requiring 'a' not being zero, but the\n            // benefit is lost if 'b' is also tested.\n            // See: https://github.com/OpenZeppelin/openzeppelin-contracts/pull/522\n            if (a == 0) return (true, 0);\n            uint256 c = a * b;\n            if (c / a != b) return (false, 0);\n            return (true, c);\n        }\n    }\n\n    /**\n     * @dev Returns the division of two unsigned integers, with a division by zero flag.\n     *\n     * _Available since v3.4._\n     */\n    function tryDiv(uint256 a, uint256 b) internal pure returns (bool, uint256) {\n        unchecked {\n            if (b == 0) return (false, 0);\n            return (true, a / b);\n        }\n    }\n\n    /**\n     * @dev Returns the remainder of dividing two unsigned integers, with a division by zero flag.\n     *\n     * _Available since v3.4._\n     */\n    function tryMod(uint256 a, uint256 b) internal pure returns (bool, uint256) {\n        unchecked {\n            if (b == 0) return (false, 0);\n            return (true, a % b);\n        }\n    }\n\n    /**\n     * @dev Returns the addition of two unsigned integers, reverting on\n     * overflow.\n     *\n     * Counterpart to Solidity's `+` operator.\n     *\n     * Requirements:\n     *\n     * - Addition cannot overflow.\n     */\n    function add(uint256 a, uint256 b) internal pure returns (uint256) {\n        return a + b;\n    }\n\n    /**\n     * @dev Returns the subtraction of two unsigned integers, reverting on\n     * overflow (when the result is negative).\n     *\n     * Counterpart to Solidity's `-` operator.\n     *\n     * Requirements:\n     *\n     * - Subtraction cannot overflow.\n     */\n    function sub(uint256 a, uint256 b) internal pure returns (uint256) {\n        return a - b;\n    }\n\n    /**\n     * @dev Returns the multiplication of two unsigned integers, reverting on\n     * overflow.\n     *\n     * Counterpart to Solidity's `*` operator.\n     *\n     * Requirements:\n     *\n     * - Multiplication cannot overflow.\n     */\n    function mul(uint256 a, uint256 b) internal pure returns (uint256) {\n        return a * b;\n    }\n\n    /**\n     * @dev Returns the integer division of two unsigned integers, reverting on\n     * division by zero. The result is rounded towards zero.\n     *\n     * Counterpart to Solidity's `/` operator.\n     *\n     * Requirements:\n     *\n     * - The divisor cannot be zero.\n     */\n    function div(uint256 a, uint256 b) internal pure returns (uint256) {\n        return a / b;\n    }\n\n    /**\n     * @dev Returns the remainder of dividing two unsigned integers. (unsigned integer modulo),\n     * reverting when dividing by zero.\n     *\n     * Counterpart to Solidity's `%` operator. This function uses a `revert`\n     * opcode (which leaves remaining gas untouched) while Solidity uses an\n     * invalid opcode to revert (consuming all remaining gas).\n     *\n     * Requirements:\n     *\n     * - The divisor cannot be zero.\n     */\n    function mod(uint256 a, uint256 b) internal pure returns (uint256) {\n        return a % b;\n    }\n\n    /**\n     * @dev Returns the subtraction of two unsigned integers, reverting with custom message on\n     * overflow (when the result is negative).\n     *\n     * CAUTION: This function is deprecated because it requires allocating memory for the error\n     * message unnecessarily. For custom revert reasons use {trySub}.\n     *\n     * Counterpart to Solidity's `-` operator.\n     *\n     * Requirements:\n     *\n     * - Subtraction cannot overflow.\n     */\n    function sub(\n        uint256 a,\n        uint256 b,\n        string memory errorMessage\n    ) internal pure returns (uint256) {\n        unchecked {\n            require(b <= a, errorMessage);\n            return a - b;\n        }\n    }\n\n    /**\n     * @dev Returns the integer division of two unsigned integers, reverting with custom message on\n     * division by zero. The result is rounded towards zero.\n     *\n     * Counterpart to Solidity's `/` operator. Note: this function uses a\n     * `revert` opcode (which leaves remaining gas untouched) while Solidity\n     * uses an invalid opcode to revert (consuming all remaining gas).\n     *\n     * Requirements:\n     *\n     * - The divisor cannot be zero.\n     */\n    function div(\n        uint256 a,\n        uint256 b,\n        string memory errorMessage\n    ) internal pure returns (uint256) {\n        unchecked {\n            require(b > 0, errorMessage);\n            return a / b;\n        }\n    }\n\n    /**\n     * @dev Returns the remainder of dividing two unsigned integers. (unsigned integer modulo),\n     * reverting with custom message when dividing by zero.\n     *\n     * CAUTION: This function is deprecated because it requires allocating memory for the error\n     * message unnecessarily. For custom revert reasons use {tryMod}.\n     *\n     * Counterpart to Solidity's `%` operator. This function uses a `revert`\n     * opcode (which leaves remaining gas untouched) while Solidity uses an\n     * invalid opcode to revert (consuming all remaining gas).\n     *\n     * Requirements:\n     *\n     * - The divisor cannot be zero.\n     */\n    function mod(\n        uint256 a,\n        uint256 b,\n        string memory errorMessage\n    ) internal pure returns (uint256) {\n        unchecked {\n            require(b > 0, errorMessage);\n            return a % b;\n        }\n    }\n}\n"
    },
    "contracts/neuron-option-strategy/libraries/ShareMath.sol": {
      "content": "// SPDX-License-Identifier: GPL-3.0\npragma solidity 0.8.9;\n\nimport { SafeMath } from \"@openzeppelin/contracts/utils/math/SafeMath.sol\";\nimport { Vault } from \"./Vault.sol\";\n\nlibrary ShareMath {\n    using SafeMath for uint256;\n\n    uint256 internal constant PLACEHOLDER_UINT = 1;\n\n    function assetToShares(\n        uint256 assetAmount,\n        uint256 assetPerShare,\n        uint256 decimals\n    ) internal pure returns (uint256) {\n        // If this throws, it means that vault's roundPricePerShare[currentRound] has not been set yet\n        // which should never happen.\n        // Has to be larger than 1 because `1` is used in `initRoundPricePerShares` to prevent cold writes.\n        require(assetPerShare > PLACEHOLDER_UINT, \"Invalid assetPerShare\");\n\n        return assetAmount.mul(10**decimals).div(assetPerShare);\n    }\n\n    function sharesToAsset(\n        uint256 shares,\n        uint256 assetPerShare,\n        uint256 decimals\n    ) internal pure returns (uint256) {\n        // If this throws, it means that vault's roundPricePerShare[currentRound] has not been set yet\n        // which should never happen.\n        // Has to be larger than 1 because `1` is used in `initRoundPricePerShares` to prevent cold writes.\n        require(assetPerShare > PLACEHOLDER_UINT, \"Invalid assetPerShare\");\n\n        return shares.mul(assetPerShare).div(10**decimals);\n    }\n\n    /**\n     * @notice Returns the shares unredeemed by the user given their DepositReceipt\n     * @param depositReceipt is the user's deposit receipt\n     * @param currentRound is the `round` stored on the vault\n     * @param assetPerShare is the price in asset per share\n     * @param decimals is the number of decimals the asset/shares use\n     * @return unredeemedShares is the user's virtual balance of shares that are owed\n     */\n    function getSharesFromReceipt(\n        Vault.DepositReceipt memory depositReceipt,\n        uint256 currentRound,\n        uint256 assetPerShare,\n        uint256 decimals\n    ) internal pure returns (uint256 unredeemedShares) {\n        if (depositReceipt.round > 0 && depositReceipt.round < currentRound) {\n            uint256 sharesFromRound = assetToShares(depositReceipt.amount, assetPerShare, decimals);\n\n            return uint256(depositReceipt.unredeemedShares).add(sharesFromRound);\n        }\n        return depositReceipt.unredeemedShares;\n    }\n\n    function pricePerShare(\n        uint256 totalSupply,\n        uint256 totalBalance,\n        uint256 pendingAmount,\n        uint256 decimals\n    ) internal pure returns (uint256) {\n        uint256 singleShare = 10**decimals;\n        return totalSupply > 0 ? singleShare.mul(totalBalance.sub(pendingAmount)).div(totalSupply) : singleShare;\n    }\n\n    /************************************************\n     *  HELPERS\n     ***********************************************/\n\n    function assertUint104(uint256 num) internal pure {\n        require(num <= type(uint104).max, \"Overflow uint104\");\n    }\n\n    function assertUint128(uint256 num) internal pure {\n        require(num <= type(uint128).max, \"Overflow uint128\");\n    }\n}\n"
    },
    "contracts/neuron-option-strategy/libraries/Vault.sol": {
      "content": "// SPDX-License-Identifier: GPL-3.0\npragma solidity 0.8.9;\n\nlibrary Vault {\n    /************************************************\n     *  IMMUTABLES & CONSTANTS\n     ***********************************************/\n\n    // Fees are 6-decimal places. For example: 20 * 10**6 = 20%\n    uint256 internal constant FEE_MULTIPLIER = 10**6;\n\n    // Premium discount has 1-decimal place. For example: 80 * 10**1 = 80%. Which represents a 20% discount.\n    uint256 internal constant PREMIUM_DISCOUNT_MULTIPLIER = 10;\n\n    struct CollateralVaultParams {\n        // Option type the vault is selling\n        bool isPut;\n        // Token decimals for vault shares\n        uint8 decimals;\n        // Neuron pool address\n        address collateralAsset;\n        // Underlying asset of the options sold by vault\n        address underlying;\n        // Minimum supply of the vault shares issued, for ETH it's 10**10\n        uint56 minimumSupply;\n        // Vault cap\n        uint104 cap;\n    }\n\n    struct CollateralUpdate {\n        address[] newCollateralVaults;\n        address[] newCollateralAssets;\n    }\n\n    struct VaultParams {\n        // Option type the vault is selling\n        bool isPut;\n        // Asset used in Theta / Delta Vault\n        address[] collateralAssets;\n        // Underlying asset of the options sold by vault\n        address underlying;\n        // Addresses of collateral vaults for collateral assets\n        address[] collateralVaults;\n    }\n\n    struct AuctionParams {\n        // Auction duration\n        uint256 auctionDuration;\n        // Auction bid token address\n        address auctionBiddingToken;\n    }\n\n    struct OptionState {\n        // Option that the vault is shorting / longing in the next cycle\n        address nextOption;\n        // Option that the vault is currently shorting / longing\n        address currentOption;\n        // The timestamp when the `nextOption` can be used by the vault\n        uint32 nextOptionReadyAt;\n    }\n\n    struct CollateralVaultState {\n        // 32 byte slot 1\n        //  Current round number. `round` represents the number of `period`s elapsed.\n        uint16 round;\n        // Amount that is currently locked for selling options\n        uint104 lockedAmount;\n        // Amount that was locked for selling options in the previous round\n        // used for calculating performance fee deduction\n        uint104 lastLockedAmount;\n        // 32 byte slot 2\n        // Stores the total tally of how much of `asset` there is\n        // to be used to mint nTHETA tokens\n        uint128 totalPending;\n        // Amount locked for scheduled withdrawals;\n        uint128 queuedWithdrawShares;\n        bool isDisabled;\n    }\n\n    struct VaultState {\n        // 32 byte slot 1\n        //  Current round number. `round` represents the number of `period`s elapsed.\n        uint16 round;\n        // Amount that is currently locked for selling options\n        uint104 lockedValue;\n        // Amount that was locked for selling options in the previous round\n        // used for calculating performance fee deduction\n        uint104 lastLockedValue;\n    }\n\n    struct DepositReceipt {\n        // Maximum of 65535 rounds. Assuming 1 round is 7 days, maximum is 1256 years.\n        uint16 round;\n        // Deposit amount, max 20,282,409,603,651 or 20 trillion ETH deposit\n        uint104 amount;\n        // Unredeemed shares balance\n        uint128 unredeemedShares;\n    }\n\n    struct Withdrawal {\n        // Maximum of 65535 rounds. Assuming 1 round is 7 days, maximum is 1256 years.\n        uint16 round;\n        // Number of shares withdrawn\n        uint128 shares;\n    }\n\n    struct AuctionSellOrder {\n        // Amount of `asset` token offered in auction\n        uint96 sellAmount;\n        // Amount of onToken requested in auction\n        uint96 buyAmount;\n        // User Id of delta vault in latest gnosis auction\n        uint64 userId;\n    }\n}\n"
    }
  }
}