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Created using remix-ide: Realtime Ethereum Contract Compiler and Runtime. Load this file by pasting this gists URL or ID at https://remix.ethereum.org/#version=soljson-v0.8.18+commit.87f61d96.js&optimize=false&runs=200&gist=
// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
pragma solidity >=0.7.0 <0.9.0;
interface IAuthentication {
/**
* @dev Returns the action identifier associated with the external function described by `selector`.
*/
function getActionId(bytes4 selector) external view returns (bytes32);
}
// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
pragma solidity >=0.7.0 <0.9.0;
/**
* @dev Interface for the SignatureValidator helper, used to support meta-transactions.
*/
interface ISignaturesValidator {
/**
* @dev Returns the EIP712 domain separator.
*/
function getDomainSeparator() external view returns (bytes32);
/**
* @dev Returns the next nonce used by an address to sign messages.
*/
function getNextNonce(address user) external view returns (uint256);
}
// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
pragma solidity >=0.7.0 <0.9.0;
/**
* @dev Interface for the TemporarilyPausable helper.
*/
interface ITemporarilyPausable {
/**
* @dev Emitted every time the pause state changes by `_setPaused`.
*/
event PausedStateChanged(bool paused);
/**
* @dev Returns the current paused state.
*/
function getPausedState()
external
view
returns (
bool paused,
uint256 pauseWindowEndTime,
uint256 bufferPeriodEndTime
);
}
// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
pragma solidity >=0.7.0 <0.9.0;
import "../openzeppelin/IERC20.sol";
/**
* @dev Interface for WETH9.
* See https://github.com/gnosis/canonical-weth/blob/0dd1ea3e295eef916d0c6223ec63141137d22d67/contracts/WETH9.sol
*/
interface IWETH is IERC20 {
function deposit() external payable;
function withdraw(uint256 amount) external;
}
// SPDX-License-Identifier: MIT
pragma solidity >=0.7.0 <0.9.0;
/**
* @dev Interface of the ERC20 standard as defined in the EIP.
*/
interface IERC20 {
/**
* @dev Returns the amount of tokens in existence.
*/
function totalSupply() external view returns (uint256);
/**
* @dev Returns the amount of tokens owned by `account`.
*/
function balanceOf(address account) external view returns (uint256);
/**
* @dev Moves `amount` tokens from the caller's account to `recipient`.
*
* Returns a boolean value indicating whether the operation succeeded.
*
* Emits a {Transfer} event.
*/
function transfer(address recipient, uint256 amount) external returns (bool);
/**
* @dev Returns the remaining number of tokens that `spender` will be
* allowed to spend on behalf of `owner` through {transferFrom}. This is
* zero by default.
*
* This value changes when {approve} or {transferFrom} are called.
*/
function allowance(address owner, address spender) external view returns (uint256);
/**
* @dev Sets `amount` as the allowance of `spender` over the caller's tokens.
*
* Returns a boolean value indicating whether the operation succeeded.
*
* IMPORTANT: Beware that changing an allowance with this method brings the risk
* that someone may use both the old and the new allowance by unfortunate
* transaction ordering. One possible solution to mitigate this race
* condition is to first reduce the spender's allowance to 0 and set the
* desired value afterwards:
* https://github.com/ethereum/EIPs/issues/20#issuecomment-263524729
*
* Emits an {Approval} event.
*/
function approve(address spender, uint256 amount) external returns (bool);
/**
* @dev Moves `amount` tokens from `sender` to `recipient` using the
* allowance mechanism. `amount` is then deducted from the caller's
* allowance.
*
* Returns a boolean value indicating whether the operation succeeded.
*
* Emits a {Transfer} event.
*/
function transferFrom(
address sender,
address recipient,
uint256 amount
) external returns (bool);
/**
* @dev Emitted when `value` tokens are moved from one account (`from`) to
* another (`to`).
*
* Note that `value` may be zero.
*/
event Transfer(address indexed from, address indexed to, uint256 value);
/**
* @dev Emitted when the allowance of a `spender` for an `owner` is set by
* a call to {approve}. `value` is the new allowance.
*/
event Approval(address indexed owner, address indexed spender, uint256 value);
}
// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
pragma solidity >=0.7.0 <0.9.0;
/**
* @dev This is an empty interface used to represent either ERC20-conforming token contracts or ETH (using the zero
* address sentinel value). We're just relying on the fact that `interface` can be used to declare new address-like
* types.
*
* This concept is unrelated to a Pool's Asset Managers.
*/
interface IAsset {
// solhint-disable-previous-line no-empty-blocks
}
// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
pragma solidity >=0.7.0 <0.9.0;
interface IAuthorizer {
/**
* @dev Returns true if `account` can perform the action described by `actionId` in the contract `where`.
*/
function canPerform(
bytes32 actionId,
address account,
address where
) external view returns (bool);
}
// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
pragma solidity >=0.7.0 <0.9.0;
// Inspired by Aave Protocol's IFlashLoanReceiver.
import "../solidity-utils/openzeppelin/IERC20.sol";
interface IFlashLoanRecipient {
/**
* @dev When `flashLoan` is called on the Vault, it invokes the `receiveFlashLoan` hook on the recipient.
*
* At the time of the call, the Vault will have transferred `amounts` for `tokens` to the recipient. Before this
* call returns, the recipient must have transferred `amounts` plus `feeAmounts` for each token back to the
* Vault, or else the entire flash loan will revert.
*
* `userData` is the same value passed in the `IVault.flashLoan` call.
*/
function receiveFlashLoan(
IERC20[] memory tokens,
uint256[] memory amounts,
uint256[] memory feeAmounts,
bytes memory userData
) external;
}
// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
pragma solidity >=0.7.0 <0.9.0;
pragma experimental ABIEncoderV2;
import "../solidity-utils/openzeppelin/IERC20.sol";
import "./IVault.sol";
import "./IAuthorizer.sol";
interface IProtocolFeesCollector {
event SwapFeePercentageChanged(uint256 newSwapFeePercentage);
event FlashLoanFeePercentageChanged(uint256 newFlashLoanFeePercentage);
function withdrawCollectedFees(
IERC20[] calldata tokens,
uint256[] calldata amounts,
address recipient
) external;
function setSwapFeePercentage(uint256 newSwapFeePercentage) external;
function setFlashLoanFeePercentage(uint256 newFlashLoanFeePercentage) external;
function getSwapFeePercentage() external view returns (uint256);
function getFlashLoanFeePercentage() external view returns (uint256);
function getCollectedFeeAmounts(IERC20[] memory tokens) external view returns (uint256[] memory feeAmounts);
function getAuthorizer() external view returns (IAuthorizer);
function vault() external view returns (IVault);
}
// SPDX-License-Identifier: GPL-3.0-or-later
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
pragma experimental ABIEncoderV2;
import "../solidity-utils/openzeppelin/IERC20.sol";
import "../solidity-utils/helpers/IAuthentication.sol";
import "../solidity-utils/helpers/ISignaturesValidator.sol";
import "../solidity-utils/helpers/ITemporarilyPausable.sol";
import "../solidity-utils/misc/IWETH.sol";
import "./IAsset.sol";
import "./IAuthorizer.sol";
import "./IFlashLoanRecipient.sol";
import "./IProtocolFeesCollector.sol";
pragma solidity >=0.7.0 <0.9.0;
/**
* @dev Full external interface for the Vault core contract - no external or public methods exist in the contract that
* don't override one of these declarations.
*/
interface IVault is ISignaturesValidator, ITemporarilyPausable, IAuthentication {
// Generalities about the Vault:
//
// - Whenever documentation refers to 'tokens', it strictly refers to ERC20-compliant token contracts. Tokens are
// transferred out of the Vault by calling the `IERC20.transfer` function, and transferred in by calling
// `IERC20.transferFrom`. In these cases, the sender must have previously allowed the Vault to use their tokens by
// calling `IERC20.approve`. The only deviation from the ERC20 standard that is supported is functions not returning
// a boolean value: in these scenarios, a non-reverting call is assumed to be successful.
//
// - All non-view functions in the Vault are non-reentrant: calling them while another one is mid-execution (e.g.
// while execution control is transferred to a token contract during a swap) will result in a revert. View
// functions can be called in a re-reentrant way, but doing so might cause them to return inconsistent results.
// Contracts calling view functions in the Vault must make sure the Vault has not already been entered.
//
// - View functions revert if referring to either unregistered Pools, or unregistered tokens for registered Pools.
// Authorizer
//
// Some system actions are permissioned, like setting and collecting protocol fees. This permissioning system exists
// outside of the Vault in the Authorizer contract: the Vault simply calls the Authorizer to check if the caller
// can perform a given action.
/**
* @dev Returns the Vault's Authorizer.
*/
function getAuthorizer() external view returns (IAuthorizer);
/**
* @dev Sets a new Authorizer for the Vault. The caller must be allowed by the current Authorizer to do this.
*
* Emits an `AuthorizerChanged` event.
*/
function setAuthorizer(IAuthorizer newAuthorizer) external;
/**
* @dev Emitted when a new authorizer is set by `setAuthorizer`.
*/
event AuthorizerChanged(IAuthorizer indexed newAuthorizer);
// Relayers
//
// Additionally, it is possible for an account to perform certain actions on behalf of another one, using their
// Vault ERC20 allowance and Internal Balance. These accounts are said to be 'relayers' for these Vault functions,
// and are expected to be smart contracts with sound authentication mechanisms. For an account to be able to wield
// this power, two things must occur:
// - The Authorizer must grant the account the permission to be a relayer for the relevant Vault function. This
// means that Balancer governance must approve each individual contract to act as a relayer for the intended
// functions.
// - Each user must approve the relayer to act on their behalf.
// This double protection means users cannot be tricked into approving malicious relayers (because they will not
// have been allowed by the Authorizer via governance), nor can malicious relayers approved by a compromised
// Authorizer or governance drain user funds, since they would also need to be approved by each individual user.
/**
* @dev Returns true if `user` has approved `relayer` to act as a relayer for them.
*/
function hasApprovedRelayer(address user, address relayer) external view returns (bool);
/**
* @dev Allows `relayer` to act as a relayer for `sender` if `approved` is true, and disallows it otherwise.
*
* Emits a `RelayerApprovalChanged` event.
*/
function setRelayerApproval(
address sender,
address relayer,
bool approved
) external;
/**
* @dev Emitted every time a relayer is approved or disapproved by `setRelayerApproval`.
*/
event RelayerApprovalChanged(address indexed relayer, address indexed sender, bool approved);
// Internal Balance
//
// Users can deposit tokens into the Vault, where they are allocated to their Internal Balance, and later
// transferred or withdrawn. It can also be used as a source of tokens when joining Pools, as a destination
// when exiting them, and as either when performing swaps. This usage of Internal Balance results in greatly reduced
// gas costs when compared to relying on plain ERC20 transfers, leading to large savings for frequent users.
//
// Internal Balance management features batching, which means a single contract call can be used to perform multiple
// operations of different kinds, with different senders and recipients, at once.
/**
* @dev Returns `user`'s Internal Balance for a set of tokens.
*/
function getInternalBalance(address user, IERC20[] memory tokens) external view returns (uint256[] memory);
/**
* @dev Performs a set of user balance operations, which involve Internal Balance (deposit, withdraw or transfer)
* and plain ERC20 transfers using the Vault's allowance. This last feature is particularly useful for relayers, as
* it lets integrators reuse a user's Vault allowance.
*
* For each operation, if the caller is not `sender`, it must be an authorized relayer for them.
*/
function manageUserBalance(UserBalanceOp[] memory ops) external payable;
/**
* @dev Data for `manageUserBalance` operations, which include the possibility for ETH to be sent and received
without manual WETH wrapping or unwrapping.
*/
struct UserBalanceOp {
UserBalanceOpKind kind;
IAsset asset;
uint256 amount;
address sender;
address payable recipient;
}
// There are four possible operations in `manageUserBalance`:
//
// - DEPOSIT_INTERNAL
// Increases the Internal Balance of the `recipient` account by transferring tokens from the corresponding
// `sender`. The sender must have allowed the Vault to use their tokens via `IERC20.approve()`.
//
// ETH can be used by passing the ETH sentinel value as the asset and forwarding ETH in the call: it will be wrapped
// and deposited as WETH. Any ETH amount remaining will be sent back to the caller (not the sender, which is
// relevant for relayers).
//
// Emits an `InternalBalanceChanged` event.
//
//
// - WITHDRAW_INTERNAL
// Decreases the Internal Balance of the `sender` account by transferring tokens to the `recipient`.
//
// ETH can be used by passing the ETH sentinel value as the asset. This will deduct WETH instead, unwrap it and send
// it to the recipient as ETH.
//
// Emits an `InternalBalanceChanged` event.
//
//
// - TRANSFER_INTERNAL
// Transfers tokens from the Internal Balance of the `sender` account to the Internal Balance of `recipient`.
//
// Reverts if the ETH sentinel value is passed.
//
// Emits an `InternalBalanceChanged` event.
//
//
// - TRANSFER_EXTERNAL
// Transfers tokens from `sender` to `recipient`, using the Vault's ERC20 allowance. This is typically used by
// relayers, as it lets them reuse a user's Vault allowance.
//
// Reverts if the ETH sentinel value is passed.
//
// Emits an `ExternalBalanceTransfer` event.
enum UserBalanceOpKind { DEPOSIT_INTERNAL, WITHDRAW_INTERNAL, TRANSFER_INTERNAL, TRANSFER_EXTERNAL }
/**
* @dev Emitted when a user's Internal Balance changes, either from calls to `manageUserBalance`, or through
* interacting with Pools using Internal Balance.
*
* Because Internal Balance works exclusively with ERC20 tokens, ETH deposits and withdrawals will use the WETH
* address.
*/
event InternalBalanceChanged(address indexed user, IERC20 indexed token, int256 delta);
/**
* @dev Emitted when a user's Vault ERC20 allowance is used by the Vault to transfer tokens to an external account.
*/
event ExternalBalanceTransfer(IERC20 indexed token, address indexed sender, address recipient, uint256 amount);
// Pools
//
// There are three specialization settings for Pools, which allow for cheaper swaps at the cost of reduced
// functionality:
//
// - General: no specialization, suited for all Pools. IGeneralPool is used for swap request callbacks, passing the
// balance of all tokens in the Pool. These Pools have the largest swap costs (because of the extra storage reads),
// which increase with the number of registered tokens.
//
// - Minimal Swap Info: IMinimalSwapInfoPool is used instead of IGeneralPool, which saves gas by only passing the
// balance of the two tokens involved in the swap. This is suitable for some pricing algorithms, like the weighted
// constant product one popularized by Balancer V1. Swap costs are smaller compared to general Pools, and are
// independent of the number of registered tokens.
//
// - Two Token: only allows two tokens to be registered. This achieves the lowest possible swap gas cost. Like
// minimal swap info Pools, these are called via IMinimalSwapInfoPool.
enum PoolSpecialization { GENERAL, MINIMAL_SWAP_INFO, TWO_TOKEN }
/**
* @dev Registers the caller account as a Pool with a given specialization setting. Returns the Pool's ID, which
* is used in all Pool-related functions. Pools cannot be deregistered, nor can the Pool's specialization be
* changed.
*
* The caller is expected to be a smart contract that implements either `IGeneralPool` or `IMinimalSwapInfoPool`,
* depending on the chosen specialization setting. This contract is known as the Pool's contract.
*
* Note that the same contract may register itself as multiple Pools with unique Pool IDs, or in other words,
* multiple Pools may share the same contract.
*
* Emits a `PoolRegistered` event.
*/
function registerPool(PoolSpecialization specialization) external returns (bytes32);
/**
* @dev Emitted when a Pool is registered by calling `registerPool`.
*/
event PoolRegistered(bytes32 indexed poolId, address indexed poolAddress, PoolSpecialization specialization);
/**
* @dev Returns a Pool's contract address and specialization setting.
*/
function getPool(bytes32 poolId) external view returns (address, PoolSpecialization);
/**
* @dev Registers `tokens` for the `poolId` Pool. Must be called by the Pool's contract.
*
* Pools can only interact with tokens they have registered. Users join a Pool by transferring registered tokens,
* exit by receiving registered tokens, and can only swap registered tokens.
*
* Each token can only be registered once. For Pools with the Two Token specialization, `tokens` must have a length
* of two, that is, both tokens must be registered in the same `registerTokens` call, and they must be sorted in
* ascending order.
*
* The `tokens` and `assetManagers` arrays must have the same length, and each entry in these indicates the Asset
* Manager for the corresponding token. Asset Managers can manage a Pool's tokens via `managePoolBalance`,
* depositing and withdrawing them directly, and can even set their balance to arbitrary amounts. They are therefore
* expected to be highly secured smart contracts with sound design principles, and the decision to register an
* Asset Manager should not be made lightly.
*
* Pools can choose not to assign an Asset Manager to a given token by passing in the zero address. Once an Asset
* Manager is set, it cannot be changed except by deregistering the associated token and registering again with a
* different Asset Manager.
*
* Emits a `TokensRegistered` event.
*/
function registerTokens(
bytes32 poolId,
IERC20[] memory tokens,
address[] memory assetManagers
) external;
/**
* @dev Emitted when a Pool registers tokens by calling `registerTokens`.
*/
event TokensRegistered(bytes32 indexed poolId, IERC20[] tokens, address[] assetManagers);
/**
* @dev Deregisters `tokens` for the `poolId` Pool. Must be called by the Pool's contract.
*
* Only registered tokens (via `registerTokens`) can be deregistered. Additionally, they must have zero total
* balance. For Pools with the Two Token specialization, `tokens` must have a length of two, that is, both tokens
* must be deregistered in the same `deregisterTokens` call.
*
* A deregistered token can be re-registered later on, possibly with a different Asset Manager.
*
* Emits a `TokensDeregistered` event.
*/
function deregisterTokens(bytes32 poolId, IERC20[] memory tokens) external;
/**
* @dev Emitted when a Pool deregisters tokens by calling `deregisterTokens`.
*/
event TokensDeregistered(bytes32 indexed poolId, IERC20[] tokens);
/**
* @dev Returns detailed information for a Pool's registered token.
*
* `cash` is the number of tokens the Vault currently holds for the Pool. `managed` is the number of tokens
* withdrawn and held outside the Vault by the Pool's token Asset Manager. The Pool's total balance for `token`
* equals the sum of `cash` and `managed`.
*
* Internally, `cash` and `managed` are stored using 112 bits. No action can ever cause a Pool's token `cash`,
* `managed` or `total` balance to be greater than 2^112 - 1.
*
* `lastChangeBlock` is the number of the block in which `token`'s total balance was last modified (via either a
* join, exit, swap, or Asset Manager update). This value is useful to avoid so-called 'sandwich attacks', for
* example when developing price oracles. A change of zero (e.g. caused by a swap with amount zero) is considered a
* change for this purpose, and will update `lastChangeBlock`.
*
* `assetManager` is the Pool's token Asset Manager.
*/
function getPoolTokenInfo(bytes32 poolId, IERC20 token)
external
view
returns (
uint256 cash,
uint256 managed,
uint256 lastChangeBlock,
address assetManager
);
/**
* @dev Returns a Pool's registered tokens, the total balance for each, and the latest block when *any* of
* the tokens' `balances` changed.
*
* The order of the `tokens` array is the same order that will be used in `joinPool`, `exitPool`, as well as in all
* Pool hooks (where applicable). Calls to `registerTokens` and `deregisterTokens` may change this order.
*
* If a Pool only registers tokens once, and these are sorted in ascending order, they will be stored in the same
* order as passed to `registerTokens`.
*
* Total balances include both tokens held by the Vault and those withdrawn by the Pool's Asset Managers. These are
* the amounts used by joins, exits and swaps. For a detailed breakdown of token balances, use `getPoolTokenInfo`
* instead.
*/
function getPoolTokens(bytes32 poolId)
external
view
returns (
IERC20[] memory tokens,
uint256[] memory balances,
uint256 lastChangeBlock
);
/**
* @dev Called by users to join a Pool, which transfers tokens from `sender` into the Pool's balance. This will
* trigger custom Pool behavior, which will typically grant something in return to `recipient` - often tokenized
* Pool shares.
*
* If the caller is not `sender`, it must be an authorized relayer for them.
*
* The `assets` and `maxAmountsIn` arrays must have the same length, and each entry indicates the maximum amount
* to send for each asset. The amounts to send are decided by the Pool and not the Vault: it just enforces
* these maximums.
*
* If joining a Pool that holds WETH, it is possible to send ETH directly: the Vault will do the wrapping. To enable
* this mechanism, the IAsset sentinel value (the zero address) must be passed in the `assets` array instead of the
* WETH address. Note that it is not possible to combine ETH and WETH in the same join. Any excess ETH will be sent
* back to the caller (not the sender, which is important for relayers).
*
* `assets` must have the same length and order as the array returned by `getPoolTokens`. This prevents issues when
* interacting with Pools that register and deregister tokens frequently. If sending ETH however, the array must be
* sorted *before* replacing the WETH address with the ETH sentinel value (the zero address), which means the final
* `assets` array might not be sorted. Pools with no registered tokens cannot be joined.
*
* If `fromInternalBalance` is true, the caller's Internal Balance will be preferred: ERC20 transfers will only
* be made for the difference between the requested amount and Internal Balance (if any). Note that ETH cannot be
* withdrawn from Internal Balance: attempting to do so will trigger a revert.
*
* This causes the Vault to call the `IBasePool.onJoinPool` hook on the Pool's contract, where Pools implement
* their own custom logic. This typically requires additional information from the user (such as the expected number
* of Pool shares). This can be encoded in the `userData` argument, which is ignored by the Vault and passed
* directly to the Pool's contract, as is `recipient`.
*
* Emits a `PoolBalanceChanged` event.
*/
function joinPool(
bytes32 poolId,
address sender,
address recipient,
JoinPoolRequest memory request
) external payable;
struct JoinPoolRequest {
IAsset[] assets;
uint256[] maxAmountsIn;
bytes userData;
bool fromInternalBalance;
}
/**
* @dev Called by users to exit a Pool, which transfers tokens from the Pool's balance to `recipient`. This will
* trigger custom Pool behavior, which will typically ask for something in return from `sender` - often tokenized
* Pool shares. The amount of tokens that can be withdrawn is limited by the Pool's `cash` balance (see
* `getPoolTokenInfo`).
*
* If the caller is not `sender`, it must be an authorized relayer for them.
*
* The `tokens` and `minAmountsOut` arrays must have the same length, and each entry in these indicates the minimum
* token amount to receive for each token contract. The amounts to send are decided by the Pool and not the Vault:
* it just enforces these minimums.
*
* If exiting a Pool that holds WETH, it is possible to receive ETH directly: the Vault will do the unwrapping. To
* enable this mechanism, the IAsset sentinel value (the zero address) must be passed in the `assets` array instead
* of the WETH address. Note that it is not possible to combine ETH and WETH in the same exit.
*
* `assets` must have the same length and order as the array returned by `getPoolTokens`. This prevents issues when
* interacting with Pools that register and deregister tokens frequently. If receiving ETH however, the array must
* be sorted *before* replacing the WETH address with the ETH sentinel value (the zero address), which means the
* final `assets` array might not be sorted. Pools with no registered tokens cannot be exited.
*
* If `toInternalBalance` is true, the tokens will be deposited to `recipient`'s Internal Balance. Otherwise,
* an ERC20 transfer will be performed. Note that ETH cannot be deposited to Internal Balance: attempting to
* do so will trigger a revert.
*
* `minAmountsOut` is the minimum amount of tokens the user expects to get out of the Pool, for each token in the
* `tokens` array. This array must match the Pool's registered tokens.
*
* This causes the Vault to call the `IBasePool.onExitPool` hook on the Pool's contract, where Pools implement
* their own custom logic. This typically requires additional information from the user (such as the expected number
* of Pool shares to return). This can be encoded in the `userData` argument, which is ignored by the Vault and
* passed directly to the Pool's contract.
*
* Emits a `PoolBalanceChanged` event.
*/
function exitPool(
bytes32 poolId,
address sender,
address payable recipient,
ExitPoolRequest memory request
) external;
struct ExitPoolRequest {
IAsset[] assets;
uint256[] minAmountsOut;
bytes userData;
bool toInternalBalance;
}
/**
* @dev Emitted when a user joins or exits a Pool by calling `joinPool` or `exitPool`, respectively.
*/
event PoolBalanceChanged(
bytes32 indexed poolId,
address indexed liquidityProvider,
IERC20[] tokens,
int256[] deltas,
uint256[] protocolFeeAmounts
);
enum PoolBalanceChangeKind { JOIN, EXIT }
// Swaps
//
// Users can swap tokens with Pools by calling the `swap` and `batchSwap` functions. To do this,
// they need not trust Pool contracts in any way: all security checks are made by the Vault. They must however be
// aware of the Pools' pricing algorithms in order to estimate the prices Pools will quote.
//
// The `swap` function executes a single swap, while `batchSwap` can perform multiple swaps in sequence.
// In each individual swap, tokens of one kind are sent from the sender to the Pool (this is the 'token in'),
// and tokens of another kind are sent from the Pool to the recipient in exchange (this is the 'token out').
// More complex swaps, such as one token in to multiple tokens out can be achieved by batching together
// individual swaps.
//
// There are two swap kinds:
// - 'given in' swaps, where the amount of tokens in (sent to the Pool) is known, and the Pool determines (via the
// `onSwap` hook) the amount of tokens out (to send to the recipient).
// - 'given out' swaps, where the amount of tokens out (received from the Pool) is known, and the Pool determines
// (via the `onSwap` hook) the amount of tokens in (to receive from the sender).
//
// Additionally, it is possible to chain swaps using a placeholder input amount, which the Vault replaces with
// the calculated output of the previous swap. If the previous swap was 'given in', this will be the calculated
// tokenOut amount. If the previous swap was 'given out', it will use the calculated tokenIn amount. These extended
// swaps are known as 'multihop' swaps, since they 'hop' through a number of intermediate tokens before arriving at
// the final intended token.
//
// In all cases, tokens are only transferred in and out of the Vault (or withdrawn from and deposited into Internal
// Balance) after all individual swaps have been completed, and the net token balance change computed. This makes
// certain swap patterns, such as multihops, or swaps that interact with the same token pair in multiple Pools, cost
// much less gas than they would otherwise.
//
// It also means that under certain conditions it is possible to perform arbitrage by swapping with multiple
// Pools in a way that results in net token movement out of the Vault (profit), with no tokens being sent in (only
// updating the Pool's internal accounting).
//
// To protect users from front-running or the market changing rapidly, they supply a list of 'limits' for each token
// involved in the swap, where either the maximum number of tokens to send (by passing a positive value) or the
// minimum amount of tokens to receive (by passing a negative value) is specified.
//
// Additionally, a 'deadline' timestamp can also be provided, forcing the swap to fail if it occurs after
// this point in time (e.g. if the transaction failed to be included in a block promptly).
//
// If interacting with Pools that hold WETH, it is possible to both send and receive ETH directly: the Vault will do
// the wrapping and unwrapping. To enable this mechanism, the IAsset sentinel value (the zero address) must be
// passed in the `assets` array instead of the WETH address. Note that it is possible to combine ETH and WETH in the
// same swap. Any excess ETH will be sent back to the caller (not the sender, which is relevant for relayers).
//
// Finally, Internal Balance can be used when either sending or receiving tokens.
enum SwapKind { GIVEN_IN, GIVEN_OUT }
/**
* @dev Performs a swap with a single Pool.
*
* If the swap is 'given in' (the number of tokens to send to the Pool is known), it returns the amount of tokens
* taken from the Pool, which must be greater than or equal to `limit`.
*
* If the swap is 'given out' (the number of tokens to take from the Pool is known), it returns the amount of tokens
* sent to the Pool, which must be less than or equal to `limit`.
*
* Internal Balance usage and the recipient are determined by the `funds` struct.
*
* Emits a `Swap` event.
*/
function swap(
SingleSwap memory singleSwap,
FundManagement memory funds,
uint256 limit,
uint256 deadline
) external payable returns (uint256);
/**
* @dev Data for a single swap executed by `swap`. `amount` is either `amountIn` or `amountOut` depending on
* the `kind` value.
*
* `assetIn` and `assetOut` are either token addresses, or the IAsset sentinel value for ETH (the zero address).
* Note that Pools never interact with ETH directly: it will be wrapped to or unwrapped from WETH by the Vault.
*
* The `userData` field is ignored by the Vault, but forwarded to the Pool in the `onSwap` hook, and may be
* used to extend swap behavior.
*/
struct SingleSwap {
bytes32 poolId;
SwapKind kind;
IAsset assetIn;
IAsset assetOut;
uint256 amount;
bytes userData;
}
/**
* @dev Performs a series of swaps with one or multiple Pools. In each individual swap, the caller determines either
* the amount of tokens sent to or received from the Pool, depending on the `kind` value.
*
* Returns an array with the net Vault asset balance deltas. Positive amounts represent tokens (or ETH) sent to the
* Vault, and negative amounts represent tokens (or ETH) sent by the Vault. Each delta corresponds to the asset at
* the same index in the `assets` array.
*
* Swaps are executed sequentially, in the order specified by the `swaps` array. Each array element describes a
* Pool, the token to be sent to this Pool, the token to receive from it, and an amount that is either `amountIn` or
* `amountOut` depending on the swap kind.
*
* Multihop swaps can be executed by passing an `amount` value of zero for a swap. This will cause the amount in/out
* of the previous swap to be used as the amount in for the current one. In a 'given in' swap, 'tokenIn' must equal
* the previous swap's `tokenOut`. For a 'given out' swap, `tokenOut` must equal the previous swap's `tokenIn`.
*
* The `assets` array contains the addresses of all assets involved in the swaps. These are either token addresses,
* or the IAsset sentinel value for ETH (the zero address). Each entry in the `swaps` array specifies tokens in and
* out by referencing an index in `assets`. Note that Pools never interact with ETH directly: it will be wrapped to
* or unwrapped from WETH by the Vault.
*
* Internal Balance usage, sender, and recipient are determined by the `funds` struct. The `limits` array specifies
* the minimum or maximum amount of each token the vault is allowed to transfer.
*
* `batchSwap` can be used to make a single swap, like `swap` does, but doing so requires more gas than the
* equivalent `swap` call.
*
* Emits `Swap` events.
*/
function batchSwap(
SwapKind kind,
BatchSwapStep[] memory swaps,
IAsset[] memory assets,
FundManagement memory funds,
int256[] memory limits,
uint256 deadline
) external payable returns (int256[] memory);
/**
* @dev Data for each individual swap executed by `batchSwap`. The asset in and out fields are indexes into the
* `assets` array passed to that function, and ETH assets are converted to WETH.
*
* If `amount` is zero, the multihop mechanism is used to determine the actual amount based on the amount in/out
* from the previous swap, depending on the swap kind.
*
* The `userData` field is ignored by the Vault, but forwarded to the Pool in the `onSwap` hook, and may be
* used to extend swap behavior.
*/
struct BatchSwapStep {
bytes32 poolId;
uint256 assetInIndex;
uint256 assetOutIndex;
uint256 amount;
bytes userData;
}
/**
* @dev Emitted for each individual swap performed by `swap` or `batchSwap`.
*/
event Swap(
bytes32 indexed poolId,
IERC20 indexed tokenIn,
IERC20 indexed tokenOut,
uint256 amountIn,
uint256 amountOut
);
/**
* @dev All tokens in a swap are either sent from the `sender` account to the Vault, or from the Vault to the
* `recipient` account.
*
* If the caller is not `sender`, it must be an authorized relayer for them.
*
* If `fromInternalBalance` is true, the `sender`'s Internal Balance will be preferred, performing an ERC20
* transfer for the difference between the requested amount and the User's Internal Balance (if any). The `sender`
* must have allowed the Vault to use their tokens via `IERC20.approve()`. This matches the behavior of
* `joinPool`.
*
* If `toInternalBalance` is true, tokens will be deposited to `recipient`'s internal balance instead of
* transferred. This matches the behavior of `exitPool`.
*
* Note that ETH cannot be deposited to or withdrawn from Internal Balance: attempting to do so will trigger a
* revert.
*/
struct FundManagement {
address sender;
bool fromInternalBalance;
address payable recipient;
bool toInternalBalance;
}
/**
* @dev Simulates a call to `batchSwap`, returning an array of Vault asset deltas. Calls to `swap` cannot be
* simulated directly, but an equivalent `batchSwap` call can and will yield the exact same result.
*
* Each element in the array corresponds to the asset at the same index, and indicates the number of tokens (or ETH)
* the Vault would take from the sender (if positive) or send to the recipient (if negative). The arguments it
* receives are the same that an equivalent `batchSwap` call would receive.
*
* Unlike `batchSwap`, this function performs no checks on the sender or recipient field in the `funds` struct.
* This makes it suitable to be called by off-chain applications via eth_call without needing to hold tokens,
* approve them for the Vault, or even know a user's address.
*
* Note that this function is not 'view' (due to implementation details): the client code must explicitly execute
* eth_call instead of eth_sendTransaction.
*/
function queryBatchSwap(
SwapKind kind,
BatchSwapStep[] memory swaps,
IAsset[] memory assets,
FundManagement memory funds
) external returns (int256[] memory assetDeltas);
// Flash Loans
/**
* @dev Performs a 'flash loan', sending tokens to `recipient`, executing the `receiveFlashLoan` hook on it,
* and then reverting unless the tokens plus a proportional protocol fee have been returned.
*
* The `tokens` and `amounts` arrays must have the same length, and each entry in these indicates the loan amount
* for each token contract. `tokens` must be sorted in ascending order.
*
* The 'userData' field is ignored by the Vault, and forwarded as-is to `recipient` as part of the
* `receiveFlashLoan` call.
*
* Emits `FlashLoan` events.
*/
function flashLoan(
IFlashLoanRecipient recipient,
IERC20[] memory tokens,
uint256[] memory amounts,
bytes memory userData
) external;
/**
* @dev Emitted for each individual flash loan performed by `flashLoan`.
*/
event FlashLoan(IFlashLoanRecipient indexed recipient, IERC20 indexed token, uint256 amount, uint256 feeAmount);
// Asset Management
//
// Each token registered for a Pool can be assigned an Asset Manager, which is able to freely withdraw the Pool's
// tokens from the Vault, deposit them, or assign arbitrary values to its `managed` balance (see
// `getPoolTokenInfo`). This makes them extremely powerful and dangerous. Even if an Asset Manager only directly
// controls one of the tokens in a Pool, a malicious manager could set that token's balance to manipulate the
// prices of the other tokens, and then drain the Pool with swaps. The risk of using Asset Managers is therefore
// not constrained to the tokens they are managing, but extends to the entire Pool's holdings.
//
// However, a properly designed Asset Manager smart contract can be safely used for the Pool's benefit,
// for example by lending unused tokens out for interest, or using them to participate in voting protocols.
//
// This concept is unrelated to the IAsset interface.
/**
* @dev Performs a set of Pool balance operations, which may be either withdrawals, deposits or updates.
*
* Pool Balance management features batching, which means a single contract call can be used to perform multiple
* operations of different kinds, with different Pools and tokens, at once.
*
* For each operation, the caller must be registered as the Asset Manager for `token` in `poolId`.
*/
function managePoolBalance(PoolBalanceOp[] memory ops) external;
struct PoolBalanceOp {
PoolBalanceOpKind kind;
bytes32 poolId;
IERC20 token;
uint256 amount;
}
/**
* Withdrawals decrease the Pool's cash, but increase its managed balance, leaving the total balance unchanged.
*
* Deposits increase the Pool's cash, but decrease its managed balance, leaving the total balance unchanged.
*
* Updates don't affect the Pool's cash balance, but because the managed balance changes, it does alter the total.
* The external amount can be either increased or decreased by this call (i.e., reporting a gain or a loss).
*/
enum PoolBalanceOpKind { WITHDRAW, DEPOSIT, UPDATE }
/**
* @dev Emitted when a Pool's token Asset Manager alters its balance via `managePoolBalance`.
*/
event PoolBalanceManaged(
bytes32 indexed poolId,
address indexed assetManager,
IERC20 indexed token,
int256 cashDelta,
int256 managedDelta
);
// Protocol Fees
//
// Some operations cause the Vault to collect tokens in the form of protocol fees, which can then be withdrawn by
// permissioned accounts.
//
// There are two kinds of protocol fees:
//
// - flash loan fees: charged on all flash loans, as a percentage of the amounts lent.
//
// - swap fees: a percentage of the fees charged by Pools when performing swaps. For a number of reasons, including
// swap gas costs and interface simplicity, protocol swap fees are not charged on each individual swap. Rather,
// Pools are expected to keep track of how much they have charged in swap fees, and pay any outstanding debts to the
// Vault when they are joined or exited. This prevents users from joining a Pool with unpaid debt, as well as
// exiting a Pool in debt without first paying their share.
/**
* @dev Returns the current protocol fee module.
*/
function getProtocolFeesCollector() external view returns (IProtocolFeesCollector);
/**
* @dev Safety mechanism to pause most Vault operations in the event of an emergency - typically detection of an
* error in some part of the system.
*
* The Vault can only be paused during an initial time period, after which pausing is forever disabled.
*
* While the contract is paused, the following features are disabled:
* - depositing and transferring internal balance
* - transferring external balance (using the Vault's allowance)
* - swaps
* - joining Pools
* - Asset Manager interactions
*
* Internal Balance can still be withdrawn, and Pools exited.
*/
function setPaused(bool paused) external;
/**
* @dev Returns the Vault's WETH instance.
*/
function WETH() external view returns (IWETH);
// solhint-disable-previous-line func-name-mixedcase
}
// SPDX-License-Identifier: GPL-2.0-or-later
pragma solidity >=0.5.0;
/// @title Callback for IUniswapV3PoolActions#swap
/// @notice Any contract that calls IUniswapV3PoolActions#swap must implement this interface
interface IUniswapV3SwapCallback {
/// @notice Called to `msg.sender` after executing a swap via IUniswapV3Pool#swap.
/// @dev In the implementation you must pay the pool tokens owed for the swap.
/// The caller of this method must be checked to be a UniswapV3Pool deployed by the canonical UniswapV3Factory.
/// amount0Delta and amount1Delta can both be 0 if no tokens were swapped.
/// @param amount0Delta The amount of token0 that was sent (negative) or must be received (positive) by the pool by
/// the end of the swap. If positive, the callback must send that amount of token0 to the pool.
/// @param amount1Delta The amount of token1 that was sent (negative) or must be received (positive) by the pool by
/// the end of the swap. If positive, the callback must send that amount of token1 to the pool.
/// @param data Any data passed through by the caller via the IUniswapV3PoolActions#swap call
function uniswapV3SwapCallback(
int256 amount0Delta,
int256 amount1Delta,
bytes calldata data
) external;
}
// SPDX-License-Identifier: GPL-2.0-or-later
pragma solidity >=0.7.5;
pragma abicoder v2;
import '@uniswap/v3-core/contracts/interfaces/callback/IUniswapV3SwapCallback.sol';
/// @title Router token swapping functionality
/// @notice Functions for swapping tokens via Uniswap V3
interface ISwapRouter is IUniswapV3SwapCallback {
struct ExactInputSingleParams {
address tokenIn;
address tokenOut;
uint24 fee;
address recipient;
uint256 deadline;
uint256 amountIn;
uint256 amountOutMinimum;
uint160 sqrtPriceLimitX96;
}
/// @notice Swaps `amountIn` of one token for as much as possible of another token
/// @param params The parameters necessary for the swap, encoded as `ExactInputSingleParams` in calldata
/// @return amountOut The amount of the received token
function exactInputSingle(ExactInputSingleParams calldata params) external payable returns (uint256 amountOut);
struct ExactInputParams {
bytes path;
address recipient;
uint256 deadline;
uint256 amountIn;
uint256 amountOutMinimum;
}
/// @notice Swaps `amountIn` of one token for as much as possible of another along the specified path
/// @param params The parameters necessary for the multi-hop swap, encoded as `ExactInputParams` in calldata
/// @return amountOut The amount of the received token
function exactInput(ExactInputParams calldata params) external payable returns (uint256 amountOut);
struct ExactOutputSingleParams {
address tokenIn;
address tokenOut;
uint24 fee;
address recipient;
uint256 deadline;
uint256 amountOut;
uint256 amountInMaximum;
uint160 sqrtPriceLimitX96;
}
/// @notice Swaps as little as possible of one token for `amountOut` of another token
/// @param params The parameters necessary for the swap, encoded as `ExactOutputSingleParams` in calldata
/// @return amountIn The amount of the input token
function exactOutputSingle(ExactOutputSingleParams calldata params) external payable returns (uint256 amountIn);
struct ExactOutputParams {
bytes path;
address recipient;
uint256 deadline;
uint256 amountOut;
uint256 amountInMaximum;
}
/// @notice Swaps as little as possible of one token for `amountOut` of another along the specified path (reversed)
/// @param params The parameters necessary for the multi-hop swap, encoded as `ExactOutputParams` in calldata
/// @return amountIn The amount of the input token
function exactOutput(ExactOutputParams calldata params) external payable returns (uint256 amountIn);
}
// SPDX-License-Identifier: GPL-3.0
pragma solidity >=0.4.22 <0.9.0;
library TestsAccounts {
function getAccount(uint index) pure public returns (address) {
address[15] memory accounts;
accounts[0] = 0x5B38Da6a701c568545dCfcB03FcB875f56beddC4;
accounts[1] = 0xAb8483F64d9C6d1EcF9b849Ae677dD3315835cb2;
accounts[2] = 0x4B20993Bc481177ec7E8f571ceCaE8A9e22C02db;
accounts[3] = 0x78731D3Ca6b7E34aC0F824c42a7cC18A495cabaB;
accounts[4] = 0x617F2E2fD72FD9D5503197092aC168c91465E7f2;
accounts[5] = 0x17F6AD8Ef982297579C203069C1DbfFE4348c372;
accounts[6] = 0x5c6B0f7Bf3E7ce046039Bd8FABdfD3f9F5021678;
accounts[7] = 0x03C6FcED478cBbC9a4FAB34eF9f40767739D1Ff7;
accounts[8] = 0x1aE0EA34a72D944a8C7603FfB3eC30a6669E454C;
accounts[9] = 0x0A098Eda01Ce92ff4A4CCb7A4fFFb5A43EBC70DC;
accounts[10] = 0xCA35b7d915458EF540aDe6068dFe2F44E8fa733c;
accounts[11] = 0x14723A09ACff6D2A60DcdF7aA4AFf308FDDC160C;
accounts[12] = 0x4B0897b0513fdC7C541B6d9D7E929C4e5364D2dB;
accounts[13] = 0x583031D1113aD414F02576BD6afaBfb302140225;
accounts[14] = 0xdD870fA1b7C4700F2BD7f44238821C26f7392148;
return accounts[index];
}
}
// SPDX-License-Identifier: GPL-3.0
pragma solidity >=0.4.22 <0.9.0;
library Assert {
event AssertionEvent(
bool passed,
string message,
string methodName
);
event AssertionEventUint(
bool passed,
string message,
string methodName,
uint256 returned,
uint256 expected
);
event AssertionEventInt(
bool passed,
string message,
string methodName,
int256 returned,
int256 expected
);
event AssertionEventBool(
bool passed,
string message,
string methodName,
bool returned,
bool expected
);
event AssertionEventAddress(
bool passed,
string message,
string methodName,
address returned,
address expected
);
event AssertionEventBytes32(
bool passed,
string message,
string methodName,
bytes32 returned,
bytes32 expected
);
event AssertionEventString(
bool passed,
string message,
string methodName,
string returned,
string expected
);
event AssertionEventUintInt(
bool passed,
string message,
string methodName,
uint256 returned,
int256 expected
);
event AssertionEventIntUint(
bool passed,
string message,
string methodName,
int256 returned,
uint256 expected
);
function ok(bool a, string memory message) public returns (bool result) {
result = a;
emit AssertionEvent(result, message, "ok");
}
function equal(uint256 a, uint256 b, string memory message) public returns (bool result) {
result = (a == b);
emit AssertionEventUint(result, message, "equal", a, b);
}
function equal(int256 a, int256 b, string memory message) public returns (bool result) {
result = (a == b);
emit AssertionEventInt(result, message, "equal", a, b);
}
function equal(bool a, bool b, string memory message) public returns (bool result) {
result = (a == b);
emit AssertionEventBool(result, message, "equal", a, b);
}
// TODO: only for certain versions of solc
//function equal(fixed a, fixed b, string message) public returns (bool result) {
// result = (a == b);
// emit AssertionEvent(result, message);
//}
// TODO: only for certain versions of solc
//function equal(ufixed a, ufixed b, string message) public returns (bool result) {
// result = (a == b);
// emit AssertionEvent(result, message);
//}
function equal(address a, address b, string memory message) public returns (bool result) {
result = (a == b);
emit AssertionEventAddress(result, message, "equal", a, b);
}
function equal(bytes32 a, bytes32 b, string memory message) public returns (bool result) {
result = (a == b);
emit AssertionEventBytes32(result, message, "equal", a, b);
}
function equal(string memory a, string memory b, string memory message) public returns (bool result) {
result = (keccak256(abi.encodePacked(a)) == keccak256(abi.encodePacked(b)));
emit AssertionEventString(result, message, "equal", a, b);
}
function notEqual(uint256 a, uint256 b, string memory message) public returns (bool result) {
result = (a != b);
emit AssertionEventUint(result, message, "notEqual", a, b);
}
function notEqual(int256 a, int256 b, string memory message) public returns (bool result) {
result = (a != b);
emit AssertionEventInt(result, message, "notEqual", a, b);
}
function notEqual(bool a, bool b, string memory message) public returns (bool result) {
result = (a != b);
emit AssertionEventBool(result, message, "notEqual", a, b);
}
// TODO: only for certain versions of solc
//function notEqual(fixed a, fixed b, string message) public returns (bool result) {
// result = (a != b);
// emit AssertionEvent(result, message);
//}
// TODO: only for certain versions of solc
//function notEqual(ufixed a, ufixed b, string message) public returns (bool result) {
// result = (a != b);
// emit AssertionEvent(result, message);
//}
function notEqual(address a, address b, string memory message) public returns (bool result) {
result = (a != b);
emit AssertionEventAddress(result, message, "notEqual", a, b);
}
function notEqual(bytes32 a, bytes32 b, string memory message) public returns (bool result) {
result = (a != b);
emit AssertionEventBytes32(result, message, "notEqual", a, b);
}
function notEqual(string memory a, string memory b, string memory message) public returns (bool result) {
result = (keccak256(abi.encodePacked(a)) != keccak256(abi.encodePacked(b)));
emit AssertionEventString(result, message, "notEqual", a, b);
}
/*----------------- Greater than --------------------*/
function greaterThan(uint256 a, uint256 b, string memory message) public returns (bool result) {
result = (a > b);
emit AssertionEventUint(result, message, "greaterThan", a, b);
}
function greaterThan(int256 a, int256 b, string memory message) public returns (bool result) {
result = (a > b);
emit AssertionEventInt(result, message, "greaterThan", a, b);
}
// TODO: safely compare between uint and int
function greaterThan(uint256 a, int256 b, string memory message) public returns (bool result) {
if(b < int(0)) {
// int is negative uint "a" always greater
result = true;
} else {
result = (a > uint(b));
}
emit AssertionEventUintInt(result, message, "greaterThan", a, b);
}
function greaterThan(int256 a, uint256 b, string memory message) public returns (bool result) {
if(a < int(0)) {
// int is negative uint "b" always greater
result = false;
} else {
result = (uint(a) > b);
}
emit AssertionEventIntUint(result, message, "greaterThan", a, b);
}
/*----------------- Lesser than --------------------*/
function lesserThan(uint256 a, uint256 b, string memory message) public returns (bool result) {
result = (a < b);
emit AssertionEventUint(result, message, "lesserThan", a, b);
}
function lesserThan(int256 a, int256 b, string memory message) public returns (bool result) {
result = (a < b);
emit AssertionEventInt(result, message, "lesserThan", a, b);
}
// TODO: safely compare between uint and int
function lesserThan(uint256 a, int256 b, string memory message) public returns (bool result) {
if(b < int(0)) {
// int is negative int "b" always lesser
result = false;
} else {
result = (a < uint(b));
}
emit AssertionEventUintInt(result, message, "lesserThan", a, b);
}
function lesserThan(int256 a, uint256 b, string memory message) public returns (bool result) {
if(a < int(0)) {
// int is negative int "a" always lesser
result = true;
} else {
result = (uint(a) < b);
}
emit AssertionEventIntUint(result, message, "lesserThan", a, b);
}
}
ALCHEMY_API_KEY="bHz1Ue2GPYnyY5iSxRTJqr9ztIlUj9jB"
PRIVATE_KEY="0xac0974bec39a17e36ba4a6b4d238ff944bacb478cbed5efcae784d7bf4f2ff80"
ALCHEMY_API_KEY=""
PRIVATE_KEY=""
[core]
repositoryformatversion = 0
filemode = false
bare = false
logallrefupdates = true
symlinks = false
ignorecase = true
[remote "origin"]
fetch = +refs/heads/*:refs/remotes/origin/*
url = https://github.com/CepIbp1950/arbitrage1st.git
[http]
corsProxy = https://corsproxy.remixproject.org/
[branch "main"]
merge = refs/heads/main
remote = origin
ref: refs/heads/main
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8abc68c0016f77f411096aa82c734bd24f6adbbe
8abc68c0016f77f411096aa82c734bd24f6adbbe
node_modules
.env
coverage
coverage.json
typechain
typechain-types
#Hardhat files
cache
artifacts

Trading Bot Demo

Technology Stack & Tools

Requirements For Initial Setup

  • Install NodeJS. We recommend using the latest LTS (Long-Term-Support) version, and preferably installing NodeJS via NVM.
  • Create an Alchemy account, you'll need to create an app for the Ethereum chain, on the mainnet network

Setting Up

1. Clone/Download the Repository

2. Install Dependencies:

npm install

3. Create and Setup .env

Before running any scripts, you'll want to create a .env file with the following values (see .env.example):

  • ALCHEMY_API_KEY=""
  • PRIVATE_KEY="" (Private key of the account to recieve profit/execute arbitrage contract)

4. Start Hardhat Node:

In your terminal run: npx hardhat node

Once you've started the hardhat node, copy the private key of the first account as you'll need to paste it in your .env file in the next step.

As a reminder, do NOT use or fund the accounts/keys provided by the hardhat node in a real production setting, they are to be only used in your local testing!

5. Add Private Key to .env

Copy the private key of the first account provided from the hardhat node, and paste in the value for the PRIVATE_KEY variable in your .env file

6. Deploy Smart Contract

In a separate terminal run: npx hardhat run scripts/deploy.js --network localhost

Sometimes the deployed address may be different when testing, and therefore you'll need to update the ARBITRAGE_ADDRESS inside of the config.json

7. Start the Bot

node bot.js

8. Manipulate Price

In another terminal run: npx hardhat run scripts/manipulate.js --network localhost

About config.json

PROJECT_SETTINGS

Inside the config.json file, under the PROJECT_SETTINGS object, there are 2 keys that hold a boolean value:

  • isLocal
  • isDeployed

Both options depend on how you wish to test the bot. By default both values are set to true. If you set isLocal to false, and then run the bot this will allow the bot to monitor swap events on the actual mainnet, instead of locally.

isDeployed's value can be set on whether you wish for the abritrage contract to be called if a potential trade is found. By default isDeployed is set to true for local testing. Ideally this is helpful if you want to monitor swaps on mainnet and you don't have a contract deployed. This will allow you to still experiment with finding potential abitrage opportunites.

Some other variables under PROJECT_SETTINGS are:

  • ARBITRAGE_ADDRESS (Address of the Arbitrage contract)
  • PRICE_UNITS (How many decimals to display when logging price)
  • PRICE_DIFFERENCE (Minimum price difference required for continuing execution, if lower, just continue monitoring for new swaps)
  • GAS_LIMIT (Gas limit estimate for estimating gas fee. Not actually used in submitting a transaction)
  • GAS_PRICE (Hardcoded gas price for estimating gas fee. Not actually used in submitting a transaction)

TOKENS

If you are looking to test different ERC20 tokens and pools, you'll want to update the TOKENS object, specifically:

  • ARB_FOR (Address of the token you are arbitraging for)
  • ARB_AGAINST (Address of the token you are arbitraging against)
  • POOL_FEE

UNISWAP & PANCAKESWAP

For the example exchanges used, there are generally 3 contracts you'll want to interact with for a Uniswap V3 like exchange:

  • QUOTER_V3 (QuoterV2 Contract address for simulating swaps and estimating input/output)
  • FACTORY_V3 (UniswapV3Factory & PancakeV3Factory Contract for finding token pools)
  • ROUTER_V3 (SwapRouter Contract for performing actual swaps)

Note that for Uniswap V3 exchanges, they may have a Quoter and a QuoterV2 contract. The bot by default uses QuoterV2. Note that for Uniswap V3 exchanges, they may have a SwapRouter and a SwapRouter02 contract. The bot by default uses SwapRouter.

Be sure to look at Uniswap documentation for learning more about their V3 exchanges.

Testing Bot on Mainnet

For monitoring prices and detecting potential arbitrage opportunities, you do not need to deploy the contract.

1. Edit config.json

Inside the config.json file, set isDeployed to false and isLocal to false.

2. Create and Setup .env

See step #4 in Setting Up

3. Run the bot

node bot.js

Keep in mind you'll need to wait for an actual swap event to be triggered before it checks the price.

Anatomy of bot.js

The bot is essentially composed of 5 functions.

  • main()
  • checkPrice()
  • determineDirection()
  • determineProfitability()
  • executeTrade()

The main() function monitors swap events from both Uniswap V3 & Pancakeswap V3.

When a swap event occurs, the eventHandler() will be called. Inside of the eventHandler() it calls checkPrice(), this function will log the current price of the assets on both Uniswap & Pancakeswap, and return the priceDifference

Then determineDirection() is called, this will determine the direction of the trades, where to buy first, then where to sell. This function will return an array called exchangePath in main(). The array contains Uniswap & Pancakeswap objects that were created in initialization.js. If no array is returned, this means the priceDifference returned earlier is not higher than difference

If exchangePath is not null, then execution moves into determineProfitability(). This is where you can set some of your conditions on whether there is a potential arbitrage or not. This function returns either true or false.

If true is returned from determineProfitability(), then it calls executeTrade() where it makes the call to the arbitrage contract to perform the trade. Afterwards a report is logged, and the bot resumes to monitoring for swap events.

Modifying & Testing the Scripts

Both the manipulate.js and bot.js has been setup to easily make some modifications easy. Before the main() function in manipulate.js, there will be a comment: // -- CONFIGURE VALUES HERE -- //. Below that will be some constants you'll be able to modify such as the unlocked account, and the amount of tokens you'll want that account to spent in order to manipulate price (You'll need to adjust this if you are looking to test different pairs).

For bot.js, you'd want to take a look at the function near line 132 called determineProfitability(). Inside this function you can set your conditions and do your calculations to determine whether you may have a potential profitable trade on your hands. The idea is that the function is to return an object with 2 keys:

  • isProfitable (Boolean)
  • amount (BigInt)

isProfitable should be set to true if a profitable trade is possible, and false if not.

Note if you are doing an arbitrage for a different ERC20 token than the one in the provided example (WETH), then you may also need to adjust profitability reporting in the executeTrade() function.

Keep in mind, after running the scripts, specifically manipulate.js, you may need to restart your hardhat node, and re-deploy contracts to properly retest.

Additional Information

The bot.js script uses helper functions for fetching token pool addresses, calculating price of assets, and fetching liqudity. These functions can be found in the helper.js file inside of the helper folder.

The helper folder also has server.js which is responsible for spinning up a local server, and initialization.js which is responsible for setting up the blockchain connection, configuring Uniswap/Pancakeswap contracts, etc.

As you customize parts of the script it's best to refer to Uniswap documentation for a more detail rundown on the protocol and interacting with the V3 exchange.

Using other EVM chains

If you are looking to test on an EVM compatible chain, you can follow these steps:

1. Update config.json TOKENS fields

  • ARB_FOR=""
  • ARB_AGAINST=""
  • POOL_FEE=""

Token addresses will be different on different chains, you'll want to reference blockchain explorers such as Polyscan for Polygon for token addresses you want to test.

2. Update config.json exchange addresses

  • QUOTER_V3=""
  • FACTORY_V3=""
  • ROUTER_V3=""

You'll want to update the quoter, router and factory addresses inside of the config.json file with the V3 exchanges you want to use. Based on the exchange you want to use, refer to the documentation for it's address.

3. Change RPC URL

Inside of initialization.js, you'll want to update the websocket RPC URL. Example of Polygon:

provider = new ethers.WebSocketProvider(`wss://polygon-mainnet.g.alchemy.com/v2/${process.env.ALCHEMY_API_KEY}`)

Inside of hardhat.config.js, you'll want to update the forking URL. Example of Polygon:

url: `https://polygon-mainnet.g.alchemy.com/v2/${process.env.ALCHEMY_API_KEY}`,

4. Changing Arbitrage.sol

You may also need to change the flashloan provider used in the contract to one that is available on your chain of choice. Currently Balancer seems to support the following chains:

  • Ethereum Mainnet
  • Arbitrum
  • Optimism
  • Polygon
  • Gnosis
  • Avalanche
  • Goerli (Testnet)
  • Sepolia (Testnet)

Be sure to check their documentation for latest updates regarding their contracts and deployment addresses:

Additional Notes

  • If testing out the manipulate.js script, you'll also want to update the UNLOCKED_ACCOUNT variable and adjust AMOUNT as needed.
// -- HANDLE INITIAL SETUP -- //
require("dotenv").config()
require('./helpers/server')
const Big = require('big.js')
const ethers = require("ethers")
const config = require('./config.json')
const { getTokenAndContract, getPoolContract, getPoolLiquidity, calculatePrice } = require('./helpers/helpers')
const { provider, uniswap, pancakeswap, arbitrage } = require('./helpers/initialization')
// -- CONFIGURATION VALUES HERE -- //
const ARB_FOR = config.TOKENS.ARB_FOR
const ARB_AGAINST = config.TOKENS.ARB_AGAINST
const POOL_FEE = config.TOKENS.POOL_FEE
const UNITS = config.PROJECT_SETTINGS.PRICE_UNITS
const PRICE_DIFFERENCE = config.PROJECT_SETTINGS.PRICE_DIFFERENCE
const GAS_LIMIT = config.PROJECT_SETTINGS.GAS_LIMIT
const GAS_PRICE = config.PROJECT_SETTINGS.GAS_PRICE
let isExecuting = false
const main = async () => {
const { token0, token1 } = await getTokenAndContract(ARB_FOR, ARB_AGAINST, provider)
const uPool = await getPoolContract(uniswap, token0.address, token1.address, POOL_FEE, provider)
const pPool = await getPoolContract(pancakeswap, token0.address, token1.address, POOL_FEE, provider)
console.log(`Using ${token1.symbol}/${token0.symbol}\n`)
console.log(`Uniswap Pool Address: ${await uPool.getAddress()}`)
console.log(`Pancakeswap Pool Address: ${await pPool.getAddress()}\n`)
uPool.on('Swap', () => eventHandler(uPool, pPool, token0, token1))
pPool.on('Swap', () => eventHandler(uPool, pPool, token0, token1))
console.log("Waiting for swap event...\n")
}
const eventHandler = async (_uPool, _pPool, _token0, _token1) => {
if (!isExecuting) {
isExecuting = true
const priceDifference = await checkPrice([_uPool, _pPool], _token0, _token1)
const exchangePath = await determineDirection(priceDifference)
if (!exchangePath) {
console.log(`No Arbitrage Currently Available\n`)
console.log(`-----------------------------------------\n`)
isExecuting = false
return
}
const { isProfitable, amount } = await determineProfitability(exchangePath, _token0, _token1)
if (!isProfitable) {
console.log(`No Arbitrage Currently Available\n`)
console.log(`-----------------------------------------\n`)
isExecuting = false
return
}
const receipt = await executeTrade(exchangePath, _token0, _token1, amount)
isExecuting = false
console.log("\nWaiting for swap event...\n")
}
}
const checkPrice = async (_pools, _token0, _token1) => {
isExecuting = true
console.log(`Swap Detected, Checking Price...\n`)
const currentBlock = await provider.getBlockNumber()
const uPrice = await calculatePrice(_pools[0], _token0, _token1)
const pPrice = await calculatePrice(_pools[1], _token0, _token1)
const uFPrice = Number(uPrice).toFixed(UNITS)
const pFPrice = Number(pPrice).toFixed(UNITS)
const priceDifference = (((uFPrice - pFPrice) / pFPrice) * 100).toFixed(2)
console.log(`Current Block: ${currentBlock}`)
console.log(`-----------------------------------------`)
console.log(`UNISWAP | ${_token1.symbol}/${_token0.symbol}\t | ${uFPrice}`)
console.log(`PANCAKESWAP | ${_token1.symbol}/${_token0.symbol}\t | ${pFPrice}\n`)
console.log(`Percentage Difference: ${priceDifference}%\n`)
return priceDifference
}
const determineDirection = async (_priceDifference) => {
console.log(`Determining Direction...\n`)
if (_priceDifference >= PRICE_DIFFERENCE) {
console.log(`Potential Arbitrage Direction:\n`)
console.log(`Buy\t -->\t ${uniswap.name}`)
console.log(`Sell\t -->\t ${pancakeswap.name}\n`)
return [uniswap, pancakeswap]
} else if (_priceDifference <= -(PRICE_DIFFERENCE)) {
console.log(`Potential Arbitrage Direction:\n`)
console.log(`Buy\t -->\t ${pancakeswap.name}`)
console.log(`Sell\t -->\t ${uniswap.name}\n`)
return [pancakeswap, uniswap]
} else {
return null
}
}
const determineProfitability = async (_exchangePath, _token0, _token1) => {
console.log(`Determining Profitability...\n`)
// This is where you can customize your conditions on whether a profitable trade is possible...
/**
* The helper file has quite a few functions that come in handy
* for performing specifc tasks.
*/
try {
// Fetch liquidity off of the exchange to buy token1 from
const liquidity = await getPoolLiquidity(_exchangePath[0].factory, _token0, _token1, POOL_FEE, provider)
// An example of using a percentage of the liquidity
// BigInt doesn't like decimals, so we use Big.js here
const percentage = Big(0.5)
const minAmount = Big(liquidity[1]).mul(percentage)
// Figure out how much token0 needed for X amount of token1...
const quoteExactOutputSingleParams = {
tokenIn: _token0.address,
tokenOut: _token1.address,
fee: POOL_FEE,
amount: BigInt(minAmount.round().toFixed(0)),
sqrtPriceLimitX96: 0
}
const [token0Needed] = await _exchangePath[0].quoter.quoteExactOutputSingle.staticCall(
quoteExactOutputSingleParams
)
// Figure out how much token0 returned after swapping X amount of token1
const quoteExactInputSingleParams = {
tokenIn: _token1.address,
tokenOut: _token0.address,
fee: POOL_FEE,
amountIn: BigInt(minAmount.round().toFixed(0)),
sqrtPriceLimitX96: 0
}
const [token0Returned] = await _exchangePath[1].quoter.quoteExactInputSingle.staticCall(
quoteExactInputSingleParams
)
const amountIn = ethers.formatUnits(token0Needed, _token0.decimals)
const amountOut = ethers.formatUnits(token0Returned, _token0.decimals)
console.log(`Estimated amount of ${_token0.symbol} needed to buy ${_token1.symbol} on ${_exchangePath[0].name}: ${amountIn}`)
console.log(`Estimated amount of ${_token0.symbol} returned after swapping ${_token1.symbol} on ${_exchangePath[1].name}: ${amountOut}\n`)
const amountDifference = amountOut - amountIn
const estimatedGasCost = GAS_LIMIT * GAS_PRICE
// Fetch account
const account = new ethers.Wallet(process.env.PRIVATE_KEY, provider)
const ethBalanceBefore = ethers.formatUnits(await provider.getBalance(account.address), 18)
const ethBalanceAfter = ethBalanceBefore - estimatedGasCost
const wethBalanceBefore = Number(ethers.formatUnits(await _token0.contract.balanceOf(account.address), _token0.decimals))
const wethBalanceAfter = amountDifference + wethBalanceBefore
const wethBalanceDifference = wethBalanceAfter - wethBalanceBefore
const data = {
'ETH Balance Before': ethBalanceBefore,
'ETH Balance After': ethBalanceAfter,
'ETH Spent (gas)': estimatedGasCost,
'-': {},
'WETH Balance BEFORE': wethBalanceBefore,
'WETH Balance AFTER': wethBalanceAfter,
'WETH Gained/Lost': wethBalanceDifference,
'-': {},
'Total Gained/Lost': wethBalanceDifference - estimatedGasCost
}
console.table(data)
console.log()
// Setup conditions...
if (Number(amountOut) < Number(amountIn)) {
throw new Error("Not enough to pay back flash loan")
}
if (Number(ethBalanceAfter) < 0) {
throw new Error("Not enough ETH for gas fee")
}
return { isProfitable: true, amount: ethers.parseUnits(amountIn, _token0.decimals) }
} catch (error) {
console.log(error)
console.log("")
return { isProfitable: false, amount: 0 }
}
}
const executeTrade = async (_exchangePath, _token0, _token1, _amount) => {
console.log(`Attempting Arbitrage...\n`)
const routerPath = [
await _exchangePath[0].router.getAddress(),
await _exchangePath[1].router.getAddress()
]
const tokenPath = [
_token0.address,
_token1.address
]
// Create Signer
const account = new ethers.Wallet(process.env.PRIVATE_KEY, provider)
// Fetch token balances before
const tokenBalanceBefore = await _token0.contract.balanceOf(account.address)
const ethBalanceBefore = await provider.getBalance(account.address)
if (config.PROJECT_SETTINGS.isDeployed) {
const transaction = await arbitrage.connect(account).executeTrade(
routerPath,
tokenPath,
POOL_FEE,
_amount
)
const receipt = await transaction.wait(0)
}
console.log(`Trade Complete:\n`)
// Fetch token balances after
const tokenBalanceAfter = await _token0.contract.balanceOf(account.address)
const ethBalanceAfter = await provider.getBalance(account.address)
const tokenBalanceDifference = tokenBalanceAfter - tokenBalanceBefore
const ethBalanceDifference = ethBalanceBefore - ethBalanceAfter
const data = {
'ETH Balance Before': ethers.formatUnits(ethBalanceBefore, 18),
'ETH Balance After': ethers.formatUnits(ethBalanceAfter, 18),
'ETH Spent (gas)': ethers.formatUnits(ethBalanceDifference.toString(), 18),
'-': {},
'WETH Balance BEFORE': ethers.formatUnits(tokenBalanceBefore, _token0.decimals),
'WETH Balance AFTER': ethers.formatUnits(tokenBalanceAfter, _token0.decimals),
'WETH Gained/Lost': ethers.formatUnits(tokenBalanceDifference.toString(), _token0.decimals),
'-': {},
'Total Gained/Lost': `${ethers.formatUnits((tokenBalanceDifference - ethBalanceDifference).toString(), _token0.decimals)}`
}
console.table(data)
}
main()
{
"PROJECT_SETTINGS": {
"isLocal": true,
"isDeployed": true,
"ARBITRAGE_ADDRESS": "bHz1Ue2GPYnyY5iSxRTJqr9ztIlUj9jB",
"PRICE_UNITS": 0,
"PRICE_DIFFERENCE": 0.5,
"GAS_LIMIT": 600000,
"GAS_PRICE": 0.00000001
},
"TOKENS": {
"ARB_FOR": "0x82aF49447D8a07e3bd95BD0d56f35241523fBab1",
"ARB_AGAINST": "0x912CE59144191C1204E64559FE8253a0e49E6548",
"POOL_FEE": 500
},
"UNISWAP": {
"QUOTER_V3": "0x61fFE014bA17989E743c5F6cB21bF9697530B21e",
"FACTORY_V3": "0x1F98431c8aD98523631AE4a59f267346ea31F984",
"ROUTER_V3": "0xE592427A0AEce92De3Edee1F18E0157C05861564"
},
"PANCAKESWAP": {
"QUOTER_V3": "0xB048Bbc1Ee6b733FFfCFb9e9CeF7375518e25997",
"FACTORY_V3": "0x0BFbCF9fa4f9C56B0F40a671Ad40E0805A091865",
"ROUTER_V3": "0x1b81D678ffb9C0263b24A97847620C99d213eB14"
}
}
// SPDX-License-Identifier: UNLICENSED
pragma solidity 0.8.18;
import "@balancer-labs/v2-interfaces/contracts/vault/IVault.sol";
import "@balancer-labs/v2-interfaces/contracts/vault/IFlashLoanRecipient.sol";
import {ISwapRouter} from "@uniswap/v3-periphery/contracts/interfaces/ISwapRouter.sol";
contract Arbitrage is IFlashLoanRecipient {
IVault private constant vault =
IVault(0xBA12222222228d8Ba445958a75a0704d566BF2C8);
address public owner;
struct Trade {
address[] routerPath;
address[] tokenPath;
uint24 fee;
}
constructor() {
owner = msg.sender;
}
function executeTrade(
address[] memory _routerPath,
address[] memory _tokenPath,
uint24 _fee,
uint256 _flashAmount
) external {
bytes memory data = abi.encode(
Trade({routerPath: _routerPath, tokenPath: _tokenPath, fee: _fee})
);
// Token to flash loan, by default we are flash loaning 1 token.
IERC20[] memory tokens = new IERC20[](1);
tokens[0] = IERC20(_tokenPath[0]);
// Flash loan amount.
uint256[] memory amounts = new uint256[](1);
amounts[0] = _flashAmount;
vault.flashLoan(this, tokens, amounts, data);
}
function receiveFlashLoan(
IERC20[] memory tokens,
uint256[] memory amounts,
uint256[] memory feeAmounts,
bytes memory userData
) external override {
require(msg.sender == address(vault));
// Decode our swap data so we can use it
Trade memory trade = abi.decode(userData, (Trade));
uint256 flashAmount = amounts[0];
// Since balancer called this function, we should have funds to begin swapping...
// We perform the 1st swap.
// We swap the flashAmount of token0 and expect to get X amount of token1
_swapOnV3(
trade.routerPath[0],
trade.tokenPath[0],
flashAmount,
trade.tokenPath[1],
0,
trade.fee
);
// We perform the 2nd swap.
// We swap the contract balance of token1 and
// expect to at least get the flashAmount of token0
_swapOnV3(
trade.routerPath[1],
trade.tokenPath[1],
IERC20(trade.tokenPath[1]).balanceOf(address(this)),
trade.tokenPath[0],
flashAmount,
trade.fee
);
// Transfer back what we flash loaned
IERC20(trade.tokenPath[0]).transfer(address(vault), flashAmount);
// Transfer any excess tokens [i.e. profits] to owner
IERC20(trade.tokenPath[0]).transfer(
owner,
IERC20(trade.tokenPath[0]).balanceOf(address(this))
);
}
// -- INTERNAL FUNCTIONS -- //
function _swapOnV3(
address _router,
address _tokenIn,
uint256 _amountIn,
address _tokenOut,
uint256 _amountOut,
uint24 _fee
) internal {
// Approve token to swap
IERC20(_tokenIn).approve(_router, _amountIn);
// Setup swap parameters
ISwapRouter.ExactInputSingleParams memory params = ISwapRouter
.ExactInputSingleParams({
tokenIn: _tokenIn,
tokenOut: _tokenOut,
fee: _fee,
recipient: address(this),
deadline: block.timestamp,
amountIn: _amountIn,
amountOutMinimum: _amountOut,
sqrtPriceLimitX96: 0
});
// Perform swap
ISwapRouter(_router).exactInputSingle(params);
}
}
require("dotenv").config()
require("@nomicfoundation/hardhat-toolbox")
const privateKey = process.env.PRIVATE_KEY || ""
/** @type import('hardhat/config').HardhatUserConfig */
module.exports = {
solidity: "0.8.18",
networks: {
hardhat: {
forking: {
url: `https://arb-mainnet.g.alchemy.com/v2/${bHz1Ue2GPYnyY5iSxRTJqr9ztIlUj9jB}`,
blockNumber: 223528000
},
}
}
};
// Helpers for exporting ABIs
// Uniswap V3
const IUniswapV3Pool = require("@uniswap/v3-core/artifacts/contracts/interfaces/IUniswapV3Pool.sol/IUniswapV3Pool.json")
// Pancakeswap V3
// We use a custom ABI here as Pancakeswap V3 pools has a different swap event emitted
const IPancakeswapV3Pool = [
{
"anonymous": false, "inputs":
[
{ "indexed": true, "internalType": "address", "name": "sender", "type": "address" },
{ "indexed": true, "internalType": "address", "name": "recipient", "type": "address" },
{ "indexed": false, "internalType": "int256", "name": "amount0", "type": "int256" },
{ "indexed": false, "internalType": "int256", "name": "amount1", "type": "int256" },
{ "indexed": false, "internalType": "uint160", "name": "sqrtPriceX96", "type": "uint160" },
{ "indexed": false, "internalType": "uint128", "name": "liquidity", "type": "uint128" },
{ "indexed": false, "internalType": "int24", "name": "tick", "type": "int24" },
{ "indexed": false, "internalType": "uint128", "name": "protocolFeesToken0", "type": "uint128" },
{ "indexed": false, "internalType": "uint128", "name": "protocolFeesToken1", "type": "uint128" }
],
"name": "Swap", "type": "event"
},
{
"inputs": [], "name": "slot0", "outputs":
[
{ "internalType": "uint160", "name": "sqrtPriceX96", "type": "uint160" },
{ "internalType": "int24", "name": "tick", "type": "int24" },
{ "internalType": "uint16", "name": "observationIndex", "type": "uint16" },
{ "internalType": "uint16", "name": "observationCardinality", "type": "uint16" },
{ "internalType": "uint16", "name": "observationCardinalityNext", "type": "uint16" },
{ "internalType": "uint32", "name": "feeProtocol", "type": "uint32" },
{ "internalType": "bool", "name": "unlocked", "type": "bool" }
],
"stateMutability": "view", "type": "function"
}
]
module.exports = {
IUniswapV3Pool: IUniswapV3Pool.abi,
IPancakeswapV3Pool
}
const ethers = require("ethers")
const Big = require('big.js')
/**
* This file could be used for adding functions you
* may need to call multiple times or as a way to
* abstract logic from bot.js. Feel free to add
* in your own functions you desire here!
*/
const { IUniswapV3Pool, IPancakeswapV3Pool } = require('./abi')
const IERC20 = require('@openzeppelin/contracts/build/contracts/ERC20.json')
async function getTokenAndContract(_token0Address, _token1Address, _provider) {
const token0Contract = new ethers.Contract(_token0Address, IERC20.abi, _provider)
const token1Contract = new ethers.Contract(_token1Address, IERC20.abi, _provider)
const token0 = {
contract: token0Contract,
address: _token0Address,
symbol: await token0Contract.symbol(),
decimals: await token0Contract.decimals(),
}
const token1 = {
contract: token1Contract,
address: _token1Address,
symbol: await token1Contract.symbol(),
decimals: await token1Contract.decimals(),
}
return { token0, token1 }
}
async function getPoolAddress(_factory, _token0, _token1, _fee) {
const poolAddress = await _factory.getPool(_token0, _token1, _fee)
return poolAddress
}
async function getPoolContract(_exchange, _token0, _token1, _fee, _provider) {
const poolAddress = await getPoolAddress(_exchange.factory, _token0, _token1, _fee)
const poolABI = _exchange.name === "Uniswap V3" ? IUniswapV3Pool : IPancakeswapV3Pool
const pool = new ethers.Contract(poolAddress, poolABI, _provider)
return pool
}
async function getPoolLiquidity(_factory, _token0, _token1, _fee, _provider) {
const poolAddress = await getPoolAddress(_factory, _token0.address, _token1.address, _fee)
const token0Balance = await _token0.contract.balanceOf(poolAddress)
const token1Balance = await _token1.contract.balanceOf(poolAddress)
return [token0Balance, token1Balance]
}
async function calculatePrice(_pool, _token0, _token1) {
// Understanding Uniswap V3 prices
// --> https://blog.uniswap.org/uniswap-v3-math-primer
// Get sqrtPriceX96...
const [sqrtPriceX96] = await _pool.slot0()
// Get decimalDifference if there is a difference...
const decimalDifference = Number(Big(_token0.decimals - _token1.decimals).abs())
const conversion = Big(10).pow(decimalDifference)
// Calculate rate and price...
const rate = Big((Big(sqrtPriceX96).div(Big(2 ** 96))) ** Big(2))
const price = Big(rate).div(Big(conversion)).toString()
if (price == 0) {
return Big(rate).mul(Big(conversion)).toString()
} else {
return price
}
}
async function calculateDifference(_uPrice, _sPrice) {
return (((_uPrice - _sPrice) / _sPrice) * 100).toFixed(2)
}
module.exports = {
getTokenAndContract,
getPoolAddress,
getPoolContract,
getPoolLiquidity,
calculatePrice,
calculateDifference,
}
require("dotenv").config()
const ethers = require('ethers')
/**
* This file could be used for initializing some
* of the main contracts such as the V3 router &
* factory. This is also where we initialize the
* main Arbitrage contract.
*/
const config = require('../config.json')
const IUniswapV3Factory = require('@uniswap/v3-core/artifacts/contracts/interfaces/IUniswapV3Factory.sol/IUniswapV3Factory.json')
const IQuoter = require('@uniswap/v3-periphery/artifacts/contracts/interfaces/IQuoterV2.sol/IQuoterV2.json')
const ISwapRouter = require('@uniswap/v3-periphery/artifacts/contracts/interfaces/ISwapRouter.sol/ISwapRouter.json')
let provider
if (config.PROJECT_SETTINGS.isLocal) {
provider = new ethers.WebSocketProvider(`ws://127.0.0.1:8545/`)
} else {
provider = new ethers.WebSocketProvider(`wss://arb-mainnet.g.alchemy.com/v2/${bHz1Ue2GPYnyY5iSxRTJqr9ztIlUj9jB}`)
}
// -- SETUP UNISWAP/PANCAKESWAP CONTRACTS -- //
const uniswap = {
name: "Uniswap V3",
factory: new ethers.Contract(config.UNISWAP.FACTORY_V3, IUniswapV3Factory.abi, provider),
quoter: new ethers.Contract(config.UNISWAP.QUOTER_V3, IQuoter.abi, provider),
router: new ethers.Contract(config.UNISWAP.ROUTER_V3, ISwapRouter.abi, provider)
}
const pancakeswap = {
name: "Pancakeswap V3",
factory: new ethers.Contract(config.PANCAKESWAP.FACTORY_V3, IUniswapV3Factory.abi, provider),
quoter: new ethers.Contract(config.PANCAKESWAP.QUOTER_V3, IQuoter.abi, provider),
router: new ethers.Contract(config.PANCAKESWAP.ROUTER_V3, ISwapRouter.abi, provider)
}
const IArbitrage = require('../artifacts/contracts/Arbitrage.sol/Arbitrage.json')
const arbitrage = new ethers.Contract(config.PROJECT_SETTINGS.ARBITRAGE_ADDRESS, IArbitrage.abi, provider)
module.exports = {
provider,
uniswap,
pancakeswap,
arbitrage
}
const express = require('express')
const path = require('path')
const http = require('http')
const cors = require('cors')
// SERVER CONFIG
const PORT = process.env.PORT || 5000
const app = express();
const server = http.createServer(app).listen(PORT, () => console.log(`Listening on ${PORT}\n`))
app.use(express.static(path.join(__dirname, 'public')))
app.use(cors({ credentials: true, origin: '*' }))
const hre = require("hardhat")
const config = require('../config.json')
// -- IMPORT HELPER FUNCTIONS & CONFIG -- //
const { getTokenAndContract, getPoolContract, calculatePrice } = require('../helpers/helpers')
const { provider, uniswap, pancakeswap } = require('../helpers/initialization.js')
// -- CONFIGURE VALUES HERE -- //
const EXCHANGE_TO_USE = pancakeswap
const UNLOCKED_ACCOUNT = '0xf39Fd6e51aad88F6F4ce6aB8827279cffFb92266' // Account to impersonate
const AMOUNT = '10000' // Amount of tokens to swap
async function main() {
// Fetch contracts
const {
token0: ARB_AGAINST,
token1: ARB_FOR
} = await getTokenAndContract(config.TOKENS.ARB_AGAINST, config.TOKENS.ARB_FOR, provider)
const pool = await getPoolContract(EXCHANGE_TO_USE, ARB_AGAINST.address, ARB_FOR.address, config.TOKENS.POOL_FEE, provider)
// Fetch price of SHIB/WETH before we execute the swap
const priceBefore = await calculatePrice(pool, ARB_AGAINST, ARB_FOR)
// Send ETH to account to ensure they have enough ETH to create the transaction
await (await hre.ethers.getSigners())[0].sendTransaction({
to: UNLOCKED_ACCOUNT,
value: hre.ethers.parseUnits('1', 18)
})
await manipulatePrice([ARB_AGAINST, ARB_FOR])
// Fetch price of SHIB/WETH after the swap
const priceAfter = await calculatePrice(pool, ARB_AGAINST, ARB_FOR)
const data = {
'Price Before': `1 ${ARB_FOR.symbol} = ${Number(priceBefore).toFixed(0)} ${ARB_AGAINST.symbol}`,
'Price After': `1 ${ARB_FOR.symbol} = ${Number(priceAfter).toFixed(0)} ${ARB_AGAINST.symbol}`,
}
console.table(data)
}
async function manipulatePrice(_path) {
console.log(`\nBeginning Swap...\n`)
console.log(`Input Token: ${_path[0].symbol}`)
console.log(`Output Token: ${_path[1].symbol}\n`)
const fee = config.TOKENS.POOL_FEE
const amount = hre.ethers.parseUnits(AMOUNT, _path[0].decimals)
const deadline = Math.floor(Date.now() / 1000) + 60 * 20 // 20 minutes
await hre.network.provider.request({
method: "hardhat_impersonateAccount",
params: [UNLOCKED_ACCOUNT],
})
const signer = await hre.ethers.getSigner(UNLOCKED_ACCOUNT)
const approval = await _path[0].contract.connect(signer).approve(await EXCHANGE_TO_USE.router.getAddress(), amount, { gasLimit: 125000 })
await approval.wait()
const ExactInputSingleParams = {
tokenIn: _path[0].address,
tokenOut: _path[1].address,
fee: fee,
recipient: signer.address,
deadline: deadline,
amountIn: amount,
amountOutMinimum: 0,
sqrtPriceLimitX96: 0
}
const swap = await EXCHANGE_TO_USE.router.connect(signer).exactInputSingle(
ExactInputSingleParams
);
await swap.wait()
console.log(`Swap Complete!\n`)
}
main().catch((error) => {
console.error(error);
process.exitCode = 1;
});
{
"name": "trading_bot_v3",
"version": "1.0.0",
"lockfileVersion": 3,
"requires": true,
"packages": {
"": {
"name": "trading_bot_v3",
"version": "1.0.0",
"dependencies": {
"big.js": "^6.2.1",
"cors": "^2.8.5",
"dotenv": "^16.0.3",
"express": "^4.18.2"
},
"devDependencies": {
"@balancer-labs/v2-interfaces": "0.4.0",
"@nomicfoundation/hardhat-toolbox": "5.0.0",
"@openzeppelin/contracts": "4.9.1",
"@uniswap/v3-periphery": "1.4.4",
"hardhat": "2.22.12"
}
},
"node_modules/@adraffy/ens-normalize": {
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{
"name": "trading_bot_v3",
"version": "1.0.0",
"description": "",
"scripts": {
"start": "node bot.js"
},
"dependencies": {
"big.js": "^6.2.1",
"cors": "^2.8.5",
"dotenv": "^16.0.3",
"express": "^4.18.2"
},
"devDependencies": {
"@balancer-labs/v2-interfaces": "0.4.0",
"@nomicfoundation/hardhat-toolbox": "5.0.0",
"@openzeppelin/contracts": "4.9.1",
"@uniswap/v3-periphery": "1.4.4",
"hardhat": "2.22.12"
}
}
// We require the Hardhat Runtime Environment explicitly here. This is optional
// but useful for running the script in a standalone fashion through `node <script>`.
//
// You can also run a script with `npx hardhat run <script>`. If you do that, Hardhat
// will compile your contracts, add the Hardhat Runtime Environment's members to the
// global scope, and execute the script.
const hre = require("hardhat")
const config = require("../config.json")
async function main() {
const arbitrage = await hre.ethers.deployContract("Arbitrage")
await arbitrage.waitForDeployment()
console.log(`Arbitrage contract deployed to ${await arbitrage.getAddress()}`)
}
// We recommend this pattern to be able to use async/await everywhere
// and properly handle errors.
main().catch((error) => {
console.error(error);
process.exitCode = 1;
});
const hre = require("hardhat")
const config = require('../config.json')
// -- IMPORT HELPER FUNCTIONS & CONFIG -- //
const { getTokenAndContract, getPoolContract, calculatePrice } = require('../helpers/helpers')
const { provider, uniswap, pancakeswap } = require('../helpers/initialization.js')
// -- CONFIGURE VALUES HERE -- //
const EXCHANGE_TO_USE = pancakeswap
const UNLOCKED_ACCOUNT = '0xB38e8c17e38363aF6EbdCb3dAE12e0243582891D' // Account to impersonate
const AMOUNT = '10000' // Amount of tokens to swap
async function main() {
// Fetch contracts
const {
token0: ARB_AGAINST,
token1: ARB_FOR
} = await getTokenAndContract(config.TOKENS.ARB_AGAINST, config.TOKENS.ARB_FOR, provider)
const pool = await getPoolContract(EXCHANGE_TO_USE, ARB_AGAINST.address, ARB_FOR.address, config.TOKENS.POOL_FEE, provider)
// Fetch price of SHIB/WETH before we execute the swap
const priceBefore = await calculatePrice(pool, ARB_AGAINST, ARB_FOR)
// Send ETH to account to ensure they have enough ETH to create the transaction
await (await hre.ethers.getSigners())[0].sendTransaction({
to: UNLOCKED_ACCOUNT,
value: hre.ethers.parseUnits('1', 18)
})
await manipulatePrice([ARB_AGAINST, ARB_FOR])
// Fetch price of SHIB/WETH after the swap
const priceAfter = await calculatePrice(pool, ARB_AGAINST, ARB_FOR)
const data = {
'Price Before': `1 ${ARB_FOR.symbol} = ${Number(priceBefore).toFixed(0)} ${ARB_AGAINST.symbol}`,
'Price After': `1 ${ARB_FOR.symbol} = ${Number(priceAfter).toFixed(0)} ${ARB_AGAINST.symbol}`,
}
console.table(data)
}
async function manipulatePrice(_path) {
console.log(`\nBeginning Swap...\n`)
console.log(`Input Token: ${_path[0].symbol}`)
console.log(`Output Token: ${_path[1].symbol}\n`)
const fee = config.TOKENS.POOL_FEE
const amount = hre.ethers.parseUnits(AMOUNT, _path[0].decimals)
const deadline = Math.floor(Date.now() / 1000) + 60 * 20 // 20 minutes
await hre.network.provider.request({
method: "hardhat_impersonateAccount",
params: [UNLOCKED_ACCOUNT],
})
const signer = await hre.ethers.getSigner(UNLOCKED_ACCOUNT)
const approval = await _path[0].contract.connect(signer).approve(await EXCHANGE_TO_USE.router.getAddress(), amount, { gasLimit: 125000 })
await approval.wait()
const ExactInputSingleParams = {
tokenIn: _path[0].address,
tokenOut: _path[1].address,
fee: fee,
recipient: signer.address,
deadline: deadline,
amountIn: amount,
amountOutMinimum: 0,
sqrtPriceLimitX96: 0
}
const swap = await EXCHANGE_TO_USE.router.connect(signer).exactInputSingle(
ExactInputSingleParams
);
await swap.wait()
console.log(`Swap Complete!\n`)
}
main().catch((error) => {
console.error(error);
process.exitCode = 1;
});
const { expect } = require("chai")
describe("Arbitrage", () => {
let owner
let arbitrage
beforeEach(async () => {
[owner] = await ethers.getSigners()
arbitrage = await hre.ethers.deployContract("Arbitrage")
await arbitrage.waitForDeployment()
})
describe("Deployment", () => {
it("Sets the owner", async () => {
expect(await arbitrage.owner()).to.equal(await owner.getAddress())
})
})
describe("Trading", () => {
/**
* Feel Free to customize and add in your own unit testing here.
*/
})
})
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