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]>

LICENSE

@@ -15,7 +15,7 @@ Licensed Work:        Ampleforth Spot
 Additional Use Grant: Any uses listed and defined at
                       spot-license-grants.ampleforthorg.eth
 
-Change Date:          The earlier of 2025-01-01 or a date specified at
+Change Date:          The earlier of 2027-01-01 or a date specified at
                       spot-license-date.ampleforthorg.eth
 
 Change License:       GNU General Public License v3.0 or later

spot-contracts/.eslintrc.js

@@ -5,7 +5,7 @@ module.exports = {
     mocha: true,
     node: true,
   },
-  plugins: ["@typescript-eslint", "no-only-tests"],
+  plugins: ["@typescript-eslint", "no-only-tests", "unused-imports"],
   extends: ["standard", "plugin:prettier/recommended", "plugin:node/recommended"],
   parser: "@typescript-eslint/parser",
   parserOptions: {
@@ -27,5 +27,7 @@ module.exports = {
       },
     ],
     "no-only-tests/no-only-tests": "error",
+    "unused-imports/no-unused-imports": "error",
+    "unused-imports/no-unused-vars": ["warn", { vars: "all" }],
   },
 };