Tags: ampleforth/spot
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Release V5.0.0 (#244) * Bump coverallsapp/github-action from 2.3.0 to 2.3.3 (#228) Bumps [coverallsapp/github-action](https://github.com/coverallsapp/github-action) from 2.3.0 to 2.3.3. - [Release notes](https://github.com/coverallsapp/github-action/releases) - [Commits](coverallsapp/github-action@v2.3.0...v2.3.3) --- updated-dependencies: - dependency-name: coverallsapp/github-action dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] <[email protected]> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * updated cdr pricer (#229) * Deployed v4.1.0 implementations * Bump coverallsapp/github-action from 2.3.3 to 2.3.4 (#230) Bumps [coverallsapp/github-action](https://github.com/coverallsapp/github-action) from 2.3.3 to 2.3.4. - [Release notes](https://github.com/coverallsapp/github-action/releases) - [Commits](coverallsapp/github-action@v2.3.3...v2.3.4) --- updated-dependencies: - dependency-name: coverallsapp/github-action dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] <[email protected]> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * updated spot subgraph to keep track of vault swap volume * Vault Refactor & Meta Oracle (#224) * removed pricing strategies in favor of meta oracle * Bill broker refactor, using new meta oracle * Charm vault refactor, using new meta oracle * Updated Interfaces and Errors * updated unit tests * code review changes * Scalable usdc spot strategy (#231) Apply suggestions from code review Co-authored-by: Brandon Iles <[email protected]> review fix caching bool instead of prev deviation * billy subgraph (#234) * Deployed new oracle contract and managers (#233) * deployed new oracle and managers * updated readme * Staking subgraph (#235) * staking subgraph, refreshing store on rebase * charm wampl vault subgraph * adds timestamp to swap events subgraph (#236) * adds timestamp to swap events subgraph Signed-off-by: nms-7 <[email protected]> * linting Signed-off-by: nms-7 <[email protected]> * fixed null swap creation with 0 timestamp Signed-off-by: nms-7 <[email protected]> --------- Signed-off-by: nms-7 <[email protected]> * Bump coverallsapp/github-action from 2.3.4 to 2.3.6 (#238) Bumps [coverallsapp/github-action](https://github.com/coverallsapp/github-action) from 2.3.4 to 2.3.6. - [Release notes](https://github.com/coverallsapp/github-action/releases) - [Commits](coverallsapp/github-action@v2.3.4...v2.3.6) --- updated-dependencies: - dependency-name: coverallsapp/github-action dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] <[email protected]> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * Bill broker fee curve change (#237) * using fee factor instead of percentages to support -ve fees * unit tests * code review * convergent fee curve * updated charm fee yield logic (#239) * Fee curve update (#232) * fee curve update * code review fixes * Rollover fee curve update (#240) * rollover fee handles undersubscribed vault * bumped up hardhat * code review comments * DR based flash swap fees * comment updates * updated unit tests to use ethers v6, using custom mocking library * updated tasks and deps * updated perp mint fees to be paid to the vault * removed perp share of fees from flash swaps, all fees go to the vault * added configurable dr soft bounds (curve cutoff point) to flash swap fees * updated unit tests * removed rollover fees from perp * Daily Rebalance * updated unit tests * constant rate enrichment/debasement * mint2, redeem2 * added linked library to limit contract size * unit tests * melding perps immediately after rebalance * Apply suggestions from code review Suggestions Co-authored-by: Brandon Iles <[email protected]> * Update spot-contracts/contracts/FeePolicy.sol Co-authored-by: Brandon Iles <[email protected]> * code review fixes * code review fixes v2 * code review fixes v3 * code review v4 * during rebalance, vault pays perps by transferring tranches into perp's reserve * rebalance eql * configurable rebalance freq * code review v5 * Apply suggestions from code review Co-authored-by: Brandon Iles <[email protected]> * code review fixes * Code review fixes Co-authored-by: Brandon Iles <[email protected]> * bill broker single sided deposit fix (#253) * Dev Audit Changes (#252) * fee policy restructure * updated perp fee and rebalance handling, audit cleanup * updated vault fee and rebalance handling, audit cleanup * interface and lib updates * updated unit tests * code review fixes #1 * code review fixes #2 * code review fix #3 * Removed subscription ratio for a global vault:perp tvl (or system ratio) (#254) * Using a system ratio target * using system state to calculate fees * using system state for fees and removed subscription liquidity check * interface updates * unit test updates * rename * updated deps --------- Signed-off-by: dependabot[bot] <[email protected]> Signed-off-by: nms-7 <[email protected]> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> Co-authored-by: nms-7 <[email protected]> Co-authored-by: Brandon Iles <[email protected]>
v4.0.0 (#211) * spot subgraph update (#207) * Removed fixed per-tranche mint cap (#206) * updated per-tranche mint cap * removed redundant constant * added dr to the spot and vault interface * added mintedSupplyPerTranche cleanup * updated rounding * updated unit test * renamed constants in rollover vault to keep consistant with perp * Bill broker (#203) * bill broker * BB Internal audit fixes (#210) * internal audit fixes * code review fixes * Update spot-vaults/contracts/_interfaces/BillBrokerErrors.sol Co-authored-by: Brandon Iles <[email protected]> --------- Co-authored-by: Brandon Iles <[email protected]> --------- Co-authored-by: Brandon Iles <[email protected]> * updated yarn lock * bumped up ci version --------- Co-authored-by: Brandon Iles <[email protected]> * ci config update * Peck audit changes (#212) * pve001 * pve002 * using msg.sender instead of _msgSender * Perp upgrade and bill-broker deployment (#213) * perp min-cap upgrade deployed to testnet * mock contracts for testnet * tasks to interact with bb * oz testnet deployment * updated yarn lock * removed todo comment * upgraded perp on mainnet * bb mainnet deployment * minor task updates * Delete spot-contracts/notes.txt deleted unused file --------- Co-authored-by: Brandon Iles <[email protected]>
V3.0.0 (#193) * Added perp redemption to vault recovery flow (#159) * added perp redemption to vault recovery flow * perp external functions returning ops data * added natspec comments and renamed rollover preview struct * refactors bond and tranche helpers, added a new method to compute proportional tranche balances Signed-off-by: aalavandhann <[email protected]> * meld method on rollover vault Signed-off-by: aalavandhann <[email protected]> * added todos Signed-off-by: aalavandhann <[email protected]> * Apply suggestions from code review Co-authored-by: Brandon Iles <[email protected]> Signed-off-by: aalavandhann <[email protected]> * removed duplicate implementation Signed-off-by: aalavandhann <[email protected]> * unit tests for meld Signed-off-by: aalavandhann <[email protected]> * moved unused contracts to folder Signed-off-by: aalavandhann <[email protected]> * imported sigmoid utility Signed-off-by: aalavandhann <[email protected]> * Fee strategy 2.0 Signed-off-by: aalavandhann <[email protected]> * perp changes for fee strategy 2.0 Signed-off-by: aalavandhann <[email protected]> * updated unit tests with the new fee scheme Signed-off-by: aalavandhann <[email protected]> * Apply suggestions from code review Co-authored-by: Brandon Iles <[email protected]> Co-authored-by: nms-7 <[email protected]> Signed-off-by: aalavandhann <[email protected]> * updated fee strategy Signed-off-by: aalavandhann <[email protected]> * using a normalized factor to compute sigmoid, rather than using a different target Signed-off-by: aalavandhann <[email protected]> * Update spot-contracts/contracts/strategies/FeeStrategy.sol Signed-off-by: aalavandhann <[email protected]> * using explicit cast instead of abs Signed-off-by: aalavandhann <[email protected]> * removed holding pen and discount math from perp Signed-off-by: aalavandhann <[email protected]> * perp cleanups, removed unused revert paramters Signed-off-by: aalavandhann <[email protected]> * updated peripheral contracts with the new fee mechanism and rollover scheme Signed-off-by: aalavandhann <[email protected]> * updated fee strategy to compute tranche ratios based on senior most tranche, rather than using discount adjusted ratios Signed-off-by: aalavandhann <[email protected]> * updated unit test suite Signed-off-by: aalavandhann <[email protected]> * removed deprecated fee strategy interface functions Signed-off-by: aalavandhann <[email protected]> * deleted deprecated contracts Signed-off-by: aalavandhann <[email protected]> * Apply suggestions from code review Co-authored-by: Brandon Iles <[email protected]> Signed-off-by: aalavandhann <[email protected]> * updated rollover math condition Signed-off-by: aalavandhann <[email protected]> * removed dirty diff from rebase Signed-off-by: aalavandhann <[email protected]> * deleted unused contracts Signed-off-by: aalavandhann <[email protected]> * updated sigmoid utility, imported two pow code Signed-off-by: aalavandhann <[email protected]> * replaced == 0 conditions with <= 0 Signed-off-by: aalavandhann <[email protected]> * reverted exp val snapping Signed-off-by: aalavandhann <[email protected]> * imported two pow tests Signed-off-by: aalavandhann <[email protected]> * handling zero vault deposit/redeem Signed-off-by: aalavandhann <[email protected]> * cleaned up error codes Signed-off-by: aalavandhann <[email protected]> * updated fee (monetary) policy for spot Signed-off-by: aalavandhann <[email protected]> * updated bond issuer Signed-off-by: aalavandhann <[email protected]> * updated perp Signed-off-by: aalavandhann <[email protected]> * removed meld from rollover vault Signed-off-by: aalavandhann <[email protected]> * vault code cleanup and private fn refactor Signed-off-by: aalavandhann <[email protected]> * vault v2 storage update, mint redeem and deployment fees Signed-off-by: aalavandhann <[email protected]> * moved rollover vault to parent dir Signed-off-by: aalavandhann <[email protected]> * Apply suggestions from code review Co-authored-by: Brandon Iles <[email protected]> Signed-off-by: aalavandhann <[email protected]> * fee policy terminology updates and review fixes Signed-off-by: aalavandhann <[email protected]> * review pass, removed annualized rollover fees, comment and naming updates Signed-off-by: aalavandhann <[email protected]> * code review updates Signed-off-by: aalavandhann <[email protected]> * vault allows 2-way swap between perps and underlying Signed-off-by: aalavandhann <[email protected]> * subscription aware fee policy for swapping, using minting bond as the source of truth for tranche ratios Signed-off-by: aalavandhann <[email protected]> * removed unused interface fn from bond issuer Signed-off-by: aalavandhann <[email protected]> * fee policy updates for perp, skipping fees when used by vault, reverting to only one authorized roller ie vault Signed-off-by: aalavandhann <[email protected]> * utility to calculate ampl required to create x perps Signed-off-by: aalavandhann <[email protected]> * error and comment cleanup Signed-off-by: aalavandhann <[email protected]> * updated swap fee logic Signed-off-by: aalavandhann <[email protected]> * code review fixes Signed-off-by: aalavandhann <[email protected]> * Apply suggestions from code review Co-authored-by: Brandon Iles <[email protected]> Signed-off-by: aalavandhann <[email protected]> * code review fixes Signed-off-by: aalavandhann <[email protected]> * removed perp as a vault asset, and redeeming perps only on swaps Signed-off-by: aalavandhann <[email protected]> * simplified fee policy interface, accepts sr instead of computing it Signed-off-by: aalavandhann <[email protected]> * Perp removed external pricing strategy and optimized tranche value computation Signed-off-by: aalavandhann <[email protected]> * Vault clean up, function reorg and optimized tvl comp Signed-off-by: aalavandhann <[email protected]> * Assuming that incoming tranches withold no fees, thus removing all bw fee related math Signed-off-by: aalavandhann <[email protected]> * interface cleanup Signed-off-by: aalavandhann <[email protected]> * fee policy: code review fixes Signed-off-by: aalavandhann <[email protected]> * perp: code review fixes Signed-off-by: aalavandhann <[email protected]> * vault: code review fixes Signed-off-by: aalavandhann <[email protected]> * interface: code review fixes Signed-off-by: aalavandhann <[email protected]> * removed string require errors infavor of custom errors Signed-off-by: aalavandhann <[email protected]> * feePolicy: updated fee policy interface Signed-off-by: aalavandhann <[email protected]> * perp: new fee policy interface, view methods regorg, skipping update state when paused, optimized cdr Signed-off-by: aalavandhann <[email protected]> * vault: handling dust Signed-off-by: aalavandhann <[email protected]> * vault: new fee policy interface, variable caching and tvl optimization, recoverAndRedeem and view methods reorg Signed-off-by: aalavandhann <[email protected]> * unit tests Signed-off-by: aalavandhann <[email protected]> * fee policy: code review fix Signed-off-by: aalavandhann <[email protected]> * perp: code review fix Signed-off-by: aalavandhann <[email protected]> * fee policy: updated dr condition Signed-off-by: aalavandhann <[email protected]> * vault : code review fix Signed-off-by: aalavandhann <[email protected]> * code review fix: unit-tests, perp expects valid vault Signed-off-by: aalavandhann <[email protected]> * reorg return data Signed-off-by: aalavandhann <[email protected]> * redemption amt calc optimization, assuming bond has only 2 tranches Signed-off-by: aalavandhann <[email protected]> * code review fix for commit 1&2 Signed-off-by: aalavandhann <[email protected]> * updated lisc Signed-off-by: aalavandhann <[email protected]> * Renamed fee variable Signed-off-by: aalavandhann <[email protected]> * moved keeper only methods to its own section Signed-off-by: aalavandhann <[email protected]> * moved rollover vault Signed-off-by: aalavandhann <[email protected]> * ran linter Signed-off-by: aalavandhann <[email protected]> * bumped up solidity version to 0.8.20 Signed-off-by: aalavandhann <[email protected]> * updated hyper-param methods, removed logs & zero checks Signed-off-by: aalavandhann <[email protected]> * comment fix Signed-off-by: aalavandhann <[email protected]> * nonReentrant updateState Signed-off-by: aalavandhann <[email protected]> * set keeper in init method Signed-off-by: aalavandhann <[email protected]> * comment update Signed-off-by: aalavandhann <[email protected]> * made transfer fn nonReentrant Signed-off-by: aalavandhann <[email protected]> * returning instead of reverting in deposit,redeem and rollover Signed-off-by: aalavandhann <[email protected]> * moved value fn into perp Signed-off-by: aalavandhann <[email protected]> * removed perp supply zero check on burn computation Signed-off-by: aalavandhann <[email protected]> * Removed reserve count method Signed-off-by: aalavandhann <[email protected]> * removed multiple reads Signed-off-by: aalavandhann <[email protected]> * refactored rollover condition Signed-off-by: aalavandhann <[email protected]> * removed paramter from rollover amt Signed-off-by: aalavandhann <[email protected]> * removed one time use variable Signed-off-by: aalavandhann <[email protected]> * removed zero price check Signed-off-by: aalavandhann <[email protected]> * added comment Signed-off-by: aalavandhann <[email protected]> * removed zero check Signed-off-by: aalavandhann <[email protected]> * added else if Signed-off-by: aalavandhann <[email protected]> * flipped rollover condition Signed-off-by: aalavandhann <[email protected]> * moved perp supply call into compute redemption amt method Signed-off-by: aalavandhann <[email protected]> * Renamed fee policy variable Signed-off-by: aalavandhann <[email protected]> * added fee initiailzier Signed-off-by: aalavandhann <[email protected]> * router preview deposit update return struct Signed-off-by: aalavandhann <[email protected]> * removed approve 0 Signed-off-by: aalavandhann <[email protected]> * added back perp rollover zero price check for safety Signed-off-by: aalavandhann <[email protected]> * router assumming bond has only 2 tranches Signed-off-by: aalavandhann <[email protected]> * fee policy update, dr bounds Signed-off-by: aalavandhann <[email protected]> * moved rollover vault Signed-off-by: aalavandhann <[email protected]> * vault init cleanup Signed-off-by: aalavandhann <[email protected]> * minUnderlyingBal check Signed-off-by: aalavandhann <[email protected]> * removed address(0) check in updateFeePolicy Signed-off-by: aalavandhann <[email protected]> * non-reentrant transferERC20 Signed-off-by: aalavandhann <[email protected]> * removed virtual updateKeeper Signed-off-by: aalavandhann <[email protected]> * removed deployedAmt from deploy Signed-off-by: aalavandhann <[email protected]> * rollover typo fix Signed-off-by: aalavandhann <[email protected]> * vault sync refactor Signed-off-by: aalavandhann <[email protected]> * rollover gas optimizaiton, removed storage read for Signed-off-by: aalavandhann <[email protected]> * rollover performs tranche cleanup Signed-off-by: aalavandhann <[email protected]> * made MAX_DEPLOYED_COUNT uint8 Signed-off-by: aalavandhann <[email protected]> * recover comment fix Signed-off-by: aalavandhann <[email protected]> * vault deposit/redeem return zero instead of reverting Signed-off-by: aalavandhann <[email protected]> * renamed totalSupply_ to noteSupply Signed-off-by: aalavandhann <[email protected]> * removed whenNotPaused from recover and redeem Signed-off-by: aalavandhann <[email protected]> * using safeTransfer for transfer Signed-off-by: aalavandhann <[email protected]> * removed _enforceVaultComposition Signed-off-by: aalavandhann <[email protected]> * removed MIN_SWAP_UNITS check Signed-off-by: aalavandhann <[email protected]> * min underlying perc in vault Signed-off-by: aalavandhann <[email protected]> * renamed perp and vault share fee variables Signed-off-by: aalavandhann <[email protected]> * vault get tvl cleanup Signed-off-by: aalavandhann <[email protected]> * tranche helpers cleanup Signed-off-by: aalavandhann <[email protected]> * removed deployed count and deployed at Signed-off-by: aalavandhann <[email protected]> * comment update Signed-off-by: aalavandhann <[email protected]> * assuming bond has only two tranches, thus bond-tranches data structure has fixed len arrays Signed-off-by: aalavandhann <[email protected]> * increased vault's dust amt Signed-off-by: aalavandhann <[email protected]> * meld perps style change Signed-off-by: aalavandhann <[email protected]> * vault comment fix Signed-off-by: aalavandhann <[email protected]> * removed comment vault n Signed-off-by: aalavandhann <[email protected]> * vault using cached variable Signed-off-by: aalavandhann <[email protected]> * cleaned up perp mint estimation, added comments Signed-off-by: aalavandhann <[email protected]> * sync asset made into online fn Signed-off-by: aalavandhann <[email protected]> * removed bond duration method Signed-off-by: aalavandhann <[email protected]> * bond helpers using return val for getSeniorTranche Signed-off-by: aalavandhann <[email protected]> * fixed sigmoid condition Signed-off-by: aalavandhann <[email protected]> * Ran linter Signed-off-by: aalavandhann <[email protected]> * removed bond/tranche double check in favor of one check for bond validity Signed-off-by: aalavandhann <[email protected]> * fixed bug, with underlying perc calc after swap Signed-off-by: aalavandhann <[email protected]> * using cached value of reserve count Signed-off-by: aalavandhann <[email protected]> * perp: renamed rollout condition and fixed order of checks in Signed-off-by: aalavandhann <[email protected]> * removed duplicate comment in bond helpers Signed-off-by: aalavandhann <[email protected]> * perp enforcing max len for reserve and using uint8 for reserve len, returning only tokens up for rollover Signed-off-by: aalavandhann <[email protected]> * fee policy cleanup Signed-off-by: aalavandhann <[email protected]> * perp defensive check on rollover Signed-off-by: aalavandhann <[email protected]> * vault enforcing liquidity constraints on both swap functions Signed-off-by: aalavandhann <[email protected]> * bond helper minor style fix Signed-off-by: aalavandhann <[email protected]> * updated testcases, back to full coverage Signed-off-by: aalavandhann <[email protected]> * vault: removed redundant sync with redeem tranches on meld and rollover Signed-off-by: aalavandhann <[email protected]> * fixed router bug, with undeployed bonds Signed-off-by: aalavandhann <[email protected]> * removed returns in bond helper Signed-off-by: aalavandhann <[email protected]> * Fee delta update Signed-off-by: aalavandhann <[email protected]> * updated variable name Signed-off-by: aalavandhann <[email protected]> * updated tasks with the new interface Signed-off-by: aalavandhann <[email protected]> * testnet deployment Signed-off-by: aalavandhann <[email protected]> * Pre release fixes (#199) * using fixed perc fees for ops * removed some unreachable code * added test case to check for dust recovery * removed vault deployment fee * pve002 router validation * pve004 preview deposit mature bond handling * Removed from paramters from asset transfer wrapper functions and using msg.sender directly, also using msg.sender instead of _msgSender * ran linter * updated unit tests * pve001 updating constructors * pve002-3 bond issuer tranche granularity check * Removed redundant computeDeviationRatio method from fee policy * openzeppelin defender report informational issues * Reverted pve002 * deployed to sepolia testnet (#201) Signed-off-by: aalavandhann <[email protected]> * fixed liner issue Signed-off-by: aalavandhann <[email protected]> * V2 final updates (#204) * updated sigmoid bound for 20% yearly rollover rate * updated LICENSE Signed-off-by: aalavandhann <[email protected]> * natspec comment updates for variable reanmes Signed-off-by: aalavandhann <[email protected]> * moved hyper paramter controls to keeper Signed-off-by: aalavandhann <[email protected]> * a few more unit tests to improve coverage Signed-off-by: aalavandhann <[email protected]> * upgrade tasks Signed-off-by: aalavandhann <[email protected]> * v2 deployment Signed-off-by: aalavandhann <[email protected]> --------- Signed-off-by: aalavandhann <[email protected]> Co-authored-by: Brandon Iles <[email protected]> Co-authored-by: nms-7 <[email protected]>
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