Maker PSM integration [TKR-2] (#150)

* ADDS basic boilerplate for PSM bridge WIP * ADDS integrate the MakerPSM mixin and fix incorrect naming * fix: take into account PSM fee when buying USDC from PSM * feat: intial stab at a PSM sampler WIP * feat: integrate MakerPsm into AS WIP * refactor: get VAT contract address from PSM instead of passing it in * fix: hardcode PSM Gemtoken to USDC * fix: remove passing in authGem, get from PSM contract instead * fix: use constant modified to avoid using storage variables * fix: incorrect num decimals after multiplication in sampler * fix: PSM buy sampling * fix: use fillData to estimate gas schedule * Rebased on latest development * Guard and use latest Curve LiquidityProvider * `@0x/contract-addresses`: Redeploy FQT on mainnet and ropsten Co-authored-by: Jacob Evans <jacob@dekz.net> Co-authored-by: Lawrence Forman <lawrence@0xproject.com>
2021-04-01 21:45:06 +02:00
parent 164a5d44d9
commit 3adfcdffa8
24 changed files with 568 additions and 24 deletions
--- a/contracts/zero-ex/contracts/src/transformers/bridges/BridgeAdapter.sol
+++ b/contracts/zero-ex/contracts/src/transformers/bridges/BridgeAdapter.sol
@@ -30,6 +30,7 @@ import "./mixins/MixinCryptoCom.sol";
 import "./mixins/MixinDodo.sol";
 import "./mixins/MixinDodoV2.sol";
 import "./mixins/MixinKyber.sol";
+import "./mixins/MixinMakerPSM.sol";
 import "./mixins/MixinMooniswap.sol";
 import "./mixins/MixinMStable.sol";
 import "./mixins/MixinNerve.sol";
@@ -49,6 +50,7 @@ contract BridgeAdapter is
    MixinDodo,
    MixinDodoV2,
    MixinKyber,
+    MixinMakerPSM,
    MixinMooniswap,
    MixinMStable,
    MixinNerve,
@@ -68,6 +70,7 @@ contract BridgeAdapter is
        MixinDodo()
        MixinDodoV2()
        MixinKyber(weth)
+        MixinMakerPSM()
        MixinMooniswap(weth)
        MixinMStable()
        MixinNerve()
@@ -123,6 +126,13 @@ contract BridgeAdapter is
                sellAmount,
                order.bridgeData
            );
+        } else if (protocolId == BridgeProtocols.MAKERPSM) {
+            boughtAmount = _tradeMakerPsm(
+                sellToken,
+                buyToken,
+                sellAmount,
+                order.bridgeData
+            );
        } else if (protocolId == BridgeProtocols.MOONISWAP) {
            boughtAmount = _tradeMooniswap(
                sellToken,
--- a/contracts/zero-ex/contracts/src/transformers/bridges/BridgeProtocols.sol
+++ b/contracts/zero-ex/contracts/src/transformers/bridges/BridgeProtocols.sol
@@ -43,4 +43,5 @@ library BridgeProtocols {
    uint128 internal constant BANCOR      = 13;
    uint128 internal constant COFIX       = 14;
    uint128 internal constant NERVE       = 15;
+    uint128 internal constant MAKERPSM    = 16;
 }
--- a/contracts/zero-ex/contracts/src/transformers/bridges/mixins/MixinMakerPSM.sol
+++ b/contracts/zero-ex/contracts/src/transformers/bridges/mixins/MixinMakerPSM.sol
@@ -0,0 +1,114 @@
+// SPDX-License-Identifier: Apache-2.0
+/*
+
+  Copyright 2021 ZeroEx Intl.
+
+  Licensed under the Apache License, Version 2.0 (the "License");
+  you may not use this file except in compliance with the License.
+  You may obtain a copy of the License at
+
+    http://www.apache.org/licenses/LICENSE-2.0
+
+  Unless required by applicable law or agreed to in writing, software
+  distributed under the License is distributed on an "AS IS" BASIS,
+  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+  See the License for the specific language governing permissions and
+  limitations under the License.
+
+*/
+
+pragma solidity ^0.6.5;
+pragma experimental ABIEncoderV2;
+
+import "@0x/contracts-erc20/contracts/src/v06/LibERC20TokenV06.sol";
+import "@0x/contracts-erc20/contracts/src/v06/IERC20TokenV06.sol";
+import "@0x/contracts-utils/contracts/src/v06/LibSafeMathV06.sol";
+
+interface IPSM {
+    // @dev Get the fee for selling USDC to DAI in PSM
+    // @return tin toll in [wad]
+    function tin() external view returns (uint256);
+    // @dev Get the fee for selling DAI to USDC in PSM
+    // @return tout toll out [wad]
+    function tout() external view returns (uint256);
+
+    // @dev Get the address of the PSM state Vat
+    // @return address of the Vat
+    function vat() external view returns (address);
+
+    // @dev Get the address of the underlying vault powering PSM
+    // @return address of gemJoin contract
+    function gemJoin() external view returns (address);
+
+    // @dev Sell USDC for DAI
+    // @param usr The address of the account trading USDC for DAI.
+    // @param gemAmt The amount of USDC to sell in USDC base units
+    function sellGem(
+        address usr,
+        uint256 gemAmt
+    ) external;
+    // @dev Buy USDC for DAI
+    // @param usr The address of the account trading DAI for USDC
+    // @param gemAmt The amount of USDC to buy in USDC base units
+    function buyGem(
+        address usr,
+        uint256 gemAmt
+    ) external;
+}
+
+contract MixinMakerPSM {
+
+    using LibERC20TokenV06 for IERC20TokenV06;
+    using LibSafeMathV06 for uint256;
+
+    struct MakerPsmBridgeData {
+        address psmAddress;
+        address gemTokenAddres;
+    }
+
+    // Maker units
+    // wad: fixed point decimal with 18 decimals (for basic quantities, e.g. balances)
+    uint256 constant private WAD = 10 ** 18;
+    // ray: fixed point decimal with 27 decimals (for precise quantites, e.g. ratios)
+    uint256 constant private RAY = 10 ** 27;
+    // rad: fixed point decimal with 45 decimals (result of integer multiplication with a wad and a ray)
+    uint256 constant private RAD = 10 ** 45;
+    // See https://github.com/makerdao/dss/blob/master/DEVELOPING.md
+
+    function _tradeMakerPsm(
+        IERC20TokenV06 sellToken,
+        IERC20TokenV06 buyToken,
+        uint256 sellAmount,
+        bytes memory bridgeData
+    )
+        internal
+        returns (uint256 boughtAmount)
+    {
+        // Decode the bridge data.
+        MakerPsmBridgeData memory data = abi.decode(bridgeData, (MakerPsmBridgeData));
+        uint256 beforeBalance = buyToken.balanceOf(address(this));
+
+        IPSM psm = IPSM(data.psmAddress);
+
+        if (address(sellToken) == data.gemTokenAddres) {
+            sellToken.approveIfBelow(
+                psm.gemJoin(),
+                sellAmount
+            );
+
+            psm.sellGem(address(this), sellAmount);
+        } else if (address(buyToken) == data.gemTokenAddres) {
+            uint256 feeDivisor = WAD.safeAdd(psm.tout()); // eg. 1.001 * 10 ** 18 with 0.1% fee [tout is in wad];
+            uint256 buyTokenBaseUnit = uint256(10) ** uint256(buyToken.decimals());
+            uint256 gemAmount =  sellAmount.safeMul(buyTokenBaseUnit).safeDiv(feeDivisor);
+
+            sellToken.approveIfBelow(
+                data.psmAddress,
+                sellAmount
+            );
+            psm.buyGem(address(this), gemAmount);
+        }
+
+        return buyToken.balanceOf(address(this)).safeSub(beforeBalance);
+    }
+}
--- a/contracts/zero-ex/package.json
+++ b/contracts/zero-ex/package.json
@@ -43,7 +43,7 @@
    "config": {
        "publicInterfaceContracts": "IZeroEx,ZeroEx,FullMigration,InitialMigration,IFlashWallet,IERC20Transformer,IOwnableFeature,ISimpleFunctionRegistryFeature,ITransformERC20Feature,FillQuoteTransformer,PayTakerTransformer,PositiveSlippageFeeTransformer,WethTransformer,OwnableFeature,SimpleFunctionRegistryFeature,TransformERC20Feature,AffiliateFeeTransformer,MetaTransactionsFeature,LogMetadataTransformer,BridgeAdapter,LiquidityProviderFeature,ILiquidityProviderFeature,NativeOrdersFeature,INativeOrdersFeature,FeeCollectorController,FeeCollector,CurveLiquidityProvider,BatchFillNativeOrdersFeature,IBatchFillNativeOrdersFeature,MultiplexFeature,IMultiplexFeature",
        "abis:comment": "This list is auto-generated by contracts-gen. Don't edit manually.",
-        "abis": "./test/generated-artifacts/@(AffiliateFeeTransformer|BatchFillNativeOrdersFeature|BootstrapFeature|BridgeAdapter|BridgeProtocols|CurveLiquidityProvider|FeeCollector|FeeCollectorController|FillQuoteTransformer|FixinCommon|FixinEIP712|FixinProtocolFees|FixinReentrancyGuard|FixinTokenSpender|FlashWallet|FullMigration|IBatchFillNativeOrdersFeature|IBootstrapFeature|IBridgeAdapter|IERC20Bridge|IERC20Transformer|IFeature|IFlashWallet|ILiquidityProvider|ILiquidityProviderFeature|ILiquidityProviderSandbox|IMetaTransactionsFeature|IMooniswapPool|IMultiplexFeature|INativeOrdersEvents|INativeOrdersFeature|IOwnableFeature|IPancakeSwapFeature|ISimpleFunctionRegistryFeature|IStaking|ITestSimpleFunctionRegistryFeature|ITokenSpenderFeature|ITransformERC20Feature|IUniswapFeature|IUniswapV2Pair|IZeroEx|InitialMigration|LibBootstrap|LibCommonRichErrors|LibERC20Transformer|LibFeeCollector|LibLiquidityProviderRichErrors|LibMetaTransactionsRichErrors|LibMetaTransactionsStorage|LibMigrate|LibNativeOrder|LibNativeOrdersRichErrors|LibNativeOrdersStorage|LibOwnableRichErrors|LibOwnableStorage|LibProxyRichErrors|LibProxyStorage|LibReentrancyGuardStorage|LibSignature|LibSignatureRichErrors|LibSimpleFunctionRegistryRichErrors|LibSimpleFunctionRegistryStorage|LibStorage|LibTransformERC20RichErrors|LibTransformERC20Storage|LibWalletRichErrors|LiquidityProviderFeature|LiquidityProviderSandbox|LogMetadataTransformer|MetaTransactionsFeature|MixinBalancer|MixinBancor|MixinCoFiX|MixinCryptoCom|MixinCurve|MixinDodo|MixinDodoV2|MixinKyber|MixinMStable|MixinMooniswap|MixinNerve|MixinOasis|MixinShell|MixinUniswap|MixinUniswapV2|MixinZeroExBridge|MooniswapLiquidityProvider|MultiplexFeature|NativeOrdersCancellation|NativeOrdersFeature|NativeOrdersInfo|NativeOrdersProtocolFees|NativeOrdersSettlement|OwnableFeature|PancakeSwapFeature|PayTakerTransformer|PermissionlessTransformerDeployer|PositiveSlippageFeeTransformer|SimpleFunctionRegistryFeature|TestBridge|TestCallTarget|TestCurve|TestDelegateCaller|TestFeeCollectorController|TestFillQuoteTransformerBridge|TestFillQuoteTransformerExchange|TestFillQuoteTransformerHost|TestFixinProtocolFees|TestFixinTokenSpender|TestFullMigration|TestInitialMigration|TestLibNativeOrder|TestLibSignature|TestLiquidityProvider|TestMetaTransactionsNativeOrdersFeature|TestMetaTransactionsTransformERC20Feature|TestMigrator|TestMintTokenERC20Transformer|TestMintableERC20Token|TestMooniswap|TestNativeOrdersFeature|TestPermissionlessTransformerDeployerSuicidal|TestPermissionlessTransformerDeployerTransformer|TestRfqOriginRegistration|TestSimpleFunctionRegistryFeatureImpl1|TestSimpleFunctionRegistryFeatureImpl2|TestStaking|TestTokenSpenderERC20Token|TestTransformERC20|TestTransformerBase|TestTransformerDeployerTransformer|TestTransformerHost|TestWeth|TestWethTransformerHost|TestZeroExFeature|TransformERC20Feature|Transformer|TransformerDeployer|UniswapFeature|WethTransformer|ZeroEx|ZeroExOptimized).json"
+        "abis": "./test/generated-artifacts/@(AffiliateFeeTransformer|BatchFillNativeOrdersFeature|BootstrapFeature|BridgeAdapter|BridgeProtocols|CurveLiquidityProvider|FeeCollector|FeeCollectorController|FillQuoteTransformer|FixinCommon|FixinEIP712|FixinProtocolFees|FixinReentrancyGuard|FixinTokenSpender|FlashWallet|FullMigration|IBatchFillNativeOrdersFeature|IBootstrapFeature|IBridgeAdapter|IERC20Bridge|IERC20Transformer|IFeature|IFlashWallet|ILiquidityProvider|ILiquidityProviderFeature|ILiquidityProviderSandbox|IMetaTransactionsFeature|IMooniswapPool|IMultiplexFeature|INativeOrdersEvents|INativeOrdersFeature|IOwnableFeature|IPancakeSwapFeature|ISimpleFunctionRegistryFeature|IStaking|ITestSimpleFunctionRegistryFeature|ITokenSpenderFeature|ITransformERC20Feature|IUniswapFeature|IUniswapV2Pair|IZeroEx|InitialMigration|LibBootstrap|LibCommonRichErrors|LibERC20Transformer|LibFeeCollector|LibLiquidityProviderRichErrors|LibMetaTransactionsRichErrors|LibMetaTransactionsStorage|LibMigrate|LibNativeOrder|LibNativeOrdersRichErrors|LibNativeOrdersStorage|LibOwnableRichErrors|LibOwnableStorage|LibProxyRichErrors|LibProxyStorage|LibReentrancyGuardStorage|LibSignature|LibSignatureRichErrors|LibSimpleFunctionRegistryRichErrors|LibSimpleFunctionRegistryStorage|LibStorage|LibTransformERC20RichErrors|LibTransformERC20Storage|LibWalletRichErrors|LiquidityProviderFeature|LiquidityProviderSandbox|LogMetadataTransformer|MetaTransactionsFeature|MixinBalancer|MixinBancor|MixinCoFiX|MixinCryptoCom|MixinCurve|MixinDodo|MixinDodoV2|MixinKyber|MixinMStable|MixinMakerPSM|MixinMooniswap|MixinNerve|MixinOasis|MixinShell|MixinUniswap|MixinUniswapV2|MixinZeroExBridge|MooniswapLiquidityProvider|MultiplexFeature|NativeOrdersCancellation|NativeOrdersFeature|NativeOrdersInfo|NativeOrdersProtocolFees|NativeOrdersSettlement|OwnableFeature|PancakeSwapFeature|PayTakerTransformer|PermissionlessTransformerDeployer|PositiveSlippageFeeTransformer|SimpleFunctionRegistryFeature|TestBridge|TestCallTarget|TestCurve|TestDelegateCaller|TestFeeCollectorController|TestFillQuoteTransformerBridge|TestFillQuoteTransformerExchange|TestFillQuoteTransformerHost|TestFixinProtocolFees|TestFixinTokenSpender|TestFullMigration|TestInitialMigration|TestLibNativeOrder|TestLibSignature|TestLiquidityProvider|TestMetaTransactionsNativeOrdersFeature|TestMetaTransactionsTransformERC20Feature|TestMigrator|TestMintTokenERC20Transformer|TestMintableERC20Token|TestMooniswap|TestNativeOrdersFeature|TestPermissionlessTransformerDeployerSuicidal|TestPermissionlessTransformerDeployerTransformer|TestRfqOriginRegistration|TestSimpleFunctionRegistryFeatureImpl1|TestSimpleFunctionRegistryFeatureImpl2|TestStaking|TestTokenSpenderERC20Token|TestTransformERC20|TestTransformerBase|TestTransformerDeployerTransformer|TestTransformerHost|TestWeth|TestWethTransformerHost|TestZeroExFeature|TransformERC20Feature|Transformer|TransformerDeployer|UniswapFeature|WethTransformer|ZeroEx|ZeroExOptimized).json"
    },
    "repository": {
        "type": "git",
--- a/contracts/zero-ex/src/artifacts.ts
+++ b/contracts/zero-ex/src/artifacts.ts
@@ -13,7 +13,6 @@ import * as FeeCollector from '../generated-artifacts/FeeCollector.json';
 import * as FeeCollectorController from '../generated-artifacts/FeeCollectorController.json';
 import * as FillQuoteTransformer from '../generated-artifacts/FillQuoteTransformer.json';
 import * as FullMigration from '../generated-artifacts/FullMigration.json';
-import * as IAllowanceTarget from '../generated-artifacts/IAllowanceTarget.json';
 import * as IBatchFillNativeOrdersFeature from '../generated-artifacts/IBatchFillNativeOrdersFeature.json';
 import * as IERC20Transformer from '../generated-artifacts/IERC20Transformer.json';
 import * as IFlashWallet from '../generated-artifacts/IFlashWallet.json';
@@ -43,7 +42,6 @@ export const artifacts = {
    FullMigration: FullMigration as ContractArtifact,
    InitialMigration: InitialMigration as ContractArtifact,
    IFlashWallet: IFlashWallet as ContractArtifact,
-    IAllowanceTarget: IAllowanceTarget as ContractArtifact,
    IERC20Transformer: IERC20Transformer as ContractArtifact,
    IOwnableFeature: IOwnableFeature as ContractArtifact,
    ISimpleFunctionRegistryFeature: ISimpleFunctionRegistryFeature as ContractArtifact,
--- a/contracts/zero-ex/src/wrappers.ts
+++ b/contracts/zero-ex/src/wrappers.ts
@@ -11,7 +11,6 @@ export * from '../generated-wrappers/fee_collector';
 export * from '../generated-wrappers/fee_collector_controller';
 export * from '../generated-wrappers/fill_quote_transformer';
 export * from '../generated-wrappers/full_migration';
-export * from '../generated-wrappers/i_allowance_target';
 export * from '../generated-wrappers/i_batch_fill_native_orders_feature';
 export * from '../generated-wrappers/i_erc20_transformer';
 export * from '../generated-wrappers/i_flash_wallet';
--- a/contracts/zero-ex/test/artifacts.ts
+++ b/contracts/zero-ex/test/artifacts.ts
@@ -83,6 +83,7 @@ import * as MixinCurve from '../test/generated-artifacts/MixinCurve.json';
 import * as MixinDodo from '../test/generated-artifacts/MixinDodo.json';
 import * as MixinDodoV2 from '../test/generated-artifacts/MixinDodoV2.json';
 import * as MixinKyber from '../test/generated-artifacts/MixinKyber.json';
+import * as MixinMakerPSM from '../test/generated-artifacts/MixinMakerPSM.json';
 import * as MixinMooniswap from '../test/generated-artifacts/MixinMooniswap.json';
 import * as MixinMStable from '../test/generated-artifacts/MixinMStable.json';
 import * as MixinNerve from '../test/generated-artifacts/MixinNerve.json';
@@ -241,6 +242,7 @@ export const artifacts = {
    MixinDodoV2: MixinDodoV2 as ContractArtifact,
    MixinKyber: MixinKyber as ContractArtifact,
    MixinMStable: MixinMStable as ContractArtifact,
+    MixinMakerPSM: MixinMakerPSM as ContractArtifact,
    MixinMooniswap: MixinMooniswap as ContractArtifact,
    MixinNerve: MixinNerve as ContractArtifact,
    MixinOasis: MixinOasis as ContractArtifact,
--- a/contracts/zero-ex/test/wrappers.ts
+++ b/contracts/zero-ex/test/wrappers.ts
@@ -82,6 +82,7 @@ export * from '../test/generated-wrappers/mixin_dodo';
 export * from '../test/generated-wrappers/mixin_dodo_v2';
 export * from '../test/generated-wrappers/mixin_kyber';
 export * from '../test/generated-wrappers/mixin_m_stable';
+export * from '../test/generated-wrappers/mixin_maker_p_s_m';
 export * from '../test/generated-wrappers/mixin_mooniswap';
 export * from '../test/generated-wrappers/mixin_nerve';
 export * from '../test/generated-wrappers/mixin_oasis';
--- a/contracts/zero-ex/tsconfig.json
+++ b/contracts/zero-ex/tsconfig.json
@@ -11,7 +11,6 @@
        "generated-artifacts/FeeCollectorController.json",
        "generated-artifacts/FillQuoteTransformer.json",
        "generated-artifacts/FullMigration.json",
-        "generated-artifacts/IAllowanceTarget.json",
        "generated-artifacts/IBatchFillNativeOrdersFeature.json",
        "generated-artifacts/IERC20Transformer.json",
        "generated-artifacts/IFlashWallet.json",
@@ -114,6 +113,7 @@
        "test/generated-artifacts/MixinDodoV2.json",
        "test/generated-artifacts/MixinKyber.json",
        "test/generated-artifacts/MixinMStable.json",
+        "test/generated-artifacts/MixinMakerPSM.json",
        "test/generated-artifacts/MixinMooniswap.json",
        "test/generated-artifacts/MixinNerve.json",
        "test/generated-artifacts/MixinOasis.json",