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Merge branch 'master' of github.com:aave/protocol-v2 into polygon-verifier

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This commit is contained in:
David Racero 2021-03-12 16:26:50 +01:00
commit 264385a839
12 changed files with 148 additions and 52 deletions
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16
contracts/interfaces/IReserveInterestRateStrategy.sol
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@ -11,6 +11,22 @@ interface IReserveInterestRateStrategy {
function getMaxVariableBorrowRate() external view returns (uint256);
function calculateInterestRates(
address reserve,
uint256 availableLiquidity,
uint256 totalStableDebt,
uint256 totalVariableDebt,
uint256 averageStableBorrowRate,
uint256 reserveFactor
)
external
view
returns (
uint256,
uint256,
uint256
);
function calculateInterestRates(
address reserve,
address aToken,

68
contracts/protocol/lendingpool/DefaultReserveInterestRateStrategy.sol
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@ -98,15 +98,6 @@ contract DefaultReserveInterestRateStrategy is IReserveInterestRateStrategy {
return _baseVariableBorrowRate.add(_variableRateSlope1).add(_variableRateSlope2);
}
struct CalcInterestRatesLocalVars {
uint256 totalDebt;
uint256 currentVariableBorrowRate;
uint256 currentStableBorrowRate;
uint256 currentLiquidityRate;
uint256 utilizationRate;
uint256 availableLiquidity;
}
/**
* @dev Calculates the interest rates depending on the reserve's state and configurations
* @param reserve The address of the reserve
@ -136,6 +127,58 @@ contract DefaultReserveInterestRateStrategy is IReserveInterestRateStrategy {
uint256,
uint256
)
{
uint256 availableLiquidity = IERC20(reserve).balanceOf(aToken);
//avoid stack too deep
availableLiquidity = availableLiquidity.add(liquidityAdded).sub(liquidityTaken);
return
calculateInterestRates(
reserve,
availableLiquidity,
totalStableDebt,
totalVariableDebt,
averageStableBorrowRate,
reserveFactor
);
}
struct CalcInterestRatesLocalVars {
uint256 totalDebt;
uint256 currentVariableBorrowRate;
uint256 currentStableBorrowRate;
uint256 currentLiquidityRate;
uint256 utilizationRate;
}
/**
* @dev Calculates the interest rates depending on the reserve's state and configurations.
* NOTE This function is kept for compatibility with the previous DefaultInterestRateStrategy interface.
* New protocol implementation uses the new calculateInterestRates() interface
* @param reserve The address of the reserve
* @param availableLiquidity The liquidity available in the corresponding aToken
* @param totalStableDebt The total borrowed from the reserve a stable rate
* @param totalVariableDebt The total borrowed from the reserve at a variable rate
* @param averageStableBorrowRate The weighted average of all the stable rate loans
* @param reserveFactor The reserve portion of the interest that goes to the treasury of the market
* @return The liquidity rate, the stable borrow rate and the variable borrow rate
**/
function calculateInterestRates(
address reserve,
uint256 availableLiquidity,
uint256 totalStableDebt,
uint256 totalVariableDebt,
uint256 averageStableBorrowRate,
uint256 reserveFactor
)
public
view
override
returns (
uint256,
uint256,
uint256
)
{
CalcInterestRatesLocalVars memory vars;
@ -143,11 +186,10 @@ contract DefaultReserveInterestRateStrategy is IReserveInterestRateStrategy {
vars.currentVariableBorrowRate = 0;
vars.currentStableBorrowRate = 0;
vars.currentLiquidityRate = 0;
vars.availableLiquidity = IERC20(reserve).balanceOf(aToken);
vars.availableLiquidity = vars.availableLiquidity.add(liquidityAdded).sub(liquidityTaken);
vars.utilizationRate =
vars.totalDebt == 0 ? 0 : vars.totalDebt.rayDiv(vars.availableLiquidity.add(vars.totalDebt));
vars.utilizationRate = vars.totalDebt == 0
? 0
: vars.totalDebt.rayDiv(availableLiquidity.add(vars.totalDebt));
vars.currentStableBorrowRate = ILendingRateOracle(addressesProvider.getLendingRateOracle())
.getMarketBorrowRate(reserve);

2
hardhat.config.ts
View File

@ -58,7 +58,7 @@ const getCommonNetworkConfig = (networkName: eNetwork, networkId: number) => ({
const mainnetFork = MAINNET_FORK
? {
blockNumber: 11739065,
blockNumber: 12012081,
url: NETWORKS_RPC_URL['main'],
}
: undefined;

1
helpers/constants.ts
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@ -68,5 +68,6 @@ export const MOCK_CHAINLINK_AGGREGATORS_PRICES = {
BptBALWETH: oneEther.multipliedBy('22.407436').toFixed(),
WMATIC: oneEther.multipliedBy('0.003620948469').toFixed(),
STAKE: oneEther.multipliedBy('0.003620948469').toFixed(),
xSUSHI: oneEther.multipliedBy('0.00913428586').toFixed(),
USD: '5848466240000000',
};

3
helpers/oracles-helpers.ts
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@ -72,6 +72,9 @@ export const setInitialAssetPricesInOracle = async (
priceOracleInstance: PriceOracle
) => {
for (const [assetSymbol, price] of Object.entries(prices) as [string, string][]) {
console.log("Trying for ", assetsAddresses, assetSymbol);
const assetAddressIndex = Object.keys(assetsAddresses).findIndex(
(value) => value === assetSymbol
);

3
helpers/types.ts
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@ -238,6 +238,7 @@ export interface iAssetBase<T> {
BptBALWETH: T;
WMATIC: T;
STAKE: T;
xSUSHI: T;
}
export type iAssetsWithoutETH<T> = Omit<iAssetBase<T>, 'ETH'>;
@ -266,6 +267,7 @@ export type iAavePoolAssets<T> = Pick<
| 'UNI'
| 'REN'
| 'ENJ'
| 'xSUSHI'
>;
export type iLpPoolAssets<T> = Pick<
@ -349,6 +351,7 @@ export enum TokenContractId {
BptBALWETH = 'BptBALWETH',
WMATIC = 'WMATIC',
STAKE = 'STAKE',
xSUSHI = 'xSUSHI'
}
export interface IReserveParams extends IReserveBorrowParams, IReserveCollateralParams {

4
markets/aave/index.ts
View File

@ -22,6 +22,7 @@ import {
strategyWBTC,
strategyWETH,
strategyYFI,
strategyXSUSHI,
} from './reservesConfigs';
// ----------------
@ -53,6 +54,7 @@ export const AaveConfig: IAaveConfiguration = {
WETH: strategyWETH,
YFI: strategyYFI,
ZRX: strategyZRX,
xSUSHI: strategyXSUSHI,
},
ReserveAssets: {
[eEthereumNetwork.buidlerevm]: {},
@ -123,6 +125,7 @@ export const AaveConfig: IAaveConfiguration = {
WETH: '0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2',
YFI: '0x0bc529c00C6401aEF6D220BE8C6Ea1667F6Ad93e',
ZRX: '0xE41d2489571d322189246DaFA5ebDe1F4699F498',
xSUSHI: '0x8798249c2E607446EfB7Ad49eC89dD1865Ff4272',
},
[eEthereumNetwork.tenderlyMain]: {
AAVE: '0x7Fc66500c84A76Ad7e9c93437bFc5Ac33E2DDaE9',
@ -145,6 +148,7 @@ export const AaveConfig: IAaveConfiguration = {
WETH: '0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2',
YFI: '0x0bc529c00C6401aEF6D220BE8C6Ea1667F6Ad93e',
ZRX: '0xE41d2489571d322189246DaFA5ebDe1F4699F498',
xSUSHI: '0x8798249c2E607446EfB7Ad49eC89dD1865Ff4272',
},
},
};

14
markets/aave/rateStrategies.ts
View File

@ -89,3 +89,17 @@ export const rateStrategyVolatileThree: IInterestRateStrategyParams = {
stableRateSlope1: new BigNumber(0.1).multipliedBy(oneRay).toFixed(),
stableRateSlope2: new BigNumber(3).multipliedBy(oneRay).toFixed(),
}
export const rateStrategyVolatileFour: IInterestRateStrategyParams = {
name: "rateStrategyVolatileFour",
optimalUtilizationRate: new BigNumber(0.45).multipliedBy(oneRay).toFixed(),
baseVariableBorrowRate: '0',
variableRateSlope1: new BigNumber(0.07).multipliedBy(oneRay).toFixed(),
variableRateSlope2: new BigNumber(3).multipliedBy(oneRay).toFixed(),
stableRateSlope1: '0',
stableRateSlope2: '0',
}

16
markets/aave/reservesConfigs.ts
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@ -1,6 +1,5 @@
// import BigNumber from 'bignumber.js';
// import { oneRay } from '../../helpers/constants';
import { eContractid, IReserveParams } from '../../helpers/types';
import {
rateStrategyStableOne,
rateStrategyStableTwo,
@ -10,6 +9,7 @@ import {
rateStrategyVolatileOne,
rateStrategyVolatileTwo,
rateStrategyVolatileThree,
rateStrategyVolatileFour,
} from './rateStrategies';
export const strategyBUSD: IReserveParams = {
@ -251,4 +251,16 @@ export const strategyZRX: IReserveParams = {
reserveDecimals: '18',
aTokenImpl: eContractid.AToken,
reserveFactor: '2000'
};
export const strategyXSUSHI: IReserveParams = {
strategy: rateStrategyVolatileFour,
baseLTVAsCollateral: '2500',
liquidationThreshold: '4500',
liquidationBonus: '11500',
borrowingEnabled: true,
stableBorrowRateEnabled: false,
reserveDecimals: '18',
aTokenImpl: eContractid.AToken,
reserveFactor: '3500',
};

64
markets/amm/commons.ts
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@ -253,22 +253,22 @@ export const CommonsConfig: ICommonConfiguration = {
WBTC: '0xdeb288F737066589598e9214E782fa5A8eD689e8',
USDC: '0x986b5E1e1755e3C2440e960477f25201B0a8bbD4',
DAI: '0x773616E4d11A78F511299002da57A0a94577F1f4',
UniDAIWETH: '0xf4071801C4421Db7e63DaC15B9432e50C44a7F42',
UniWBTCWETH: '0x55EF7F1226507cFd846DE009C2f097c2211b6Fb8',
UniAAVEWETH: '0x5671387d56eAB334A2D65d6D0BB4D907898C7abA',
UniBATWETH: '0xA61ca04DF33B72b235a8A28CfB535bb7A5271B70',
UniDAIUSDC: '0xFd8dFc92B030e6BA957336e9f08C2a711e19069A',
UniCRVWETH: '0xd4D344D076256Fdf806375983b2cab2Db52FD506',
UniLINKWETH: '0x8C0e5df19B998F06e57A1Db1a38232F7590abe4b',
UniMKRWETH: '0x92f2A28fE33E0b6Ea218057EEe004E3B2B6de45d',
UniRENWETH: '0xFc0398b247107138dB494395600fB0d075b72C9A',
UniSNXWETH: '0xF5CB13c859383B5fb070bd111Cae7a900c00BA07',
UniUNIWETH: '0xE50e47E37DCF55dE1c5F2c32d346BB52064f7CE6',
UniUSDCWETH: '0xBE6ac123799572c98eFdE48895465AB392534AFD',
UniWBTCUSDC: '0xd6b8b08a0d13994A5f4a1949F4870DE57e9B40d9',
UniYFIWETH: '0x94daB35789f05f54224F6851921160DE21318072',
BptWBTCWETH: '0x4a2731c9f3B4355922c676f9b538278D79C299C5',
BptBALWETH: '0xD9400999f38E1877a6dDDb0090A327F19257f9AE',
UniDAIWETH: '0x66a6b87a18db78086acda75b7720dc47cdabcc05',
UniWBTCWETH: '0x7004BB6F2013F13C54899309cCa029B49707E547',
UniAAVEWETH: '0xB525547968610395B60085bDc8033FFeaEaa5F64',
UniBATWETH: '0xB394D8a1CE721630Cbea8Ec110DCEf0D283EDE3a',
UniDAIUSDC: '0x3B148Fa5E8297DB64262442052b227328730EA81',
UniCRVWETH: '0x10F7078e2f29802D2AC78045F61A69aE0883535A',
UniLINKWETH: '0x30adCEfA5d483284FD79E1eFd54ED3e0A8eaA632',
UniMKRWETH: '0xEBF4A448ff3D835F8FA883941a3E9D5E74B40B5E',
UniRENWETH: '0xe2f7C06906A9dB063C28EB5c71B6Ab454e5222dD',
UniSNXWETH: '0x29bfee7E90572Abf1088a58a145a10D051b78E46',
UniUNIWETH: '0xC2E93e8121237A885A00627975eB06C7BF9808d6',
UniUSDCWETH: '0x71c4a2173CE3620982DC8A7D870297533360Da4E',
UniWBTCUSDC: '0x11f4ba2227F21Dc2A9F0b0e6Ea740369d580a212',
UniYFIWETH: '0x664223b8Bb0934aE0970e601F452f75AaCe9Aa2A',
BptWBTCWETH: '0x4CA8D8fC2b4fCe8A2dcB71Da884bba042d48E067',
BptBALWETH: '0x2e4e78936b100be6Ef85BCEf7FB25bC770B02B85',
USD: '0x9326BFA02ADD2366b30bacB125260Af641031331',
},
[eEthereumNetwork.tenderlyMain]: {
@ -276,22 +276,22 @@ export const CommonsConfig: ICommonConfiguration = {
WBTC: '0xdeb288F737066589598e9214E782fa5A8eD689e8',
USDC: '0x986b5E1e1755e3C2440e960477f25201B0a8bbD4',
DAI: '0x773616E4d11A78F511299002da57A0a94577F1f4',
UniDAIWETH: '0xf4071801C4421Db7e63DaC15B9432e50C44a7F42',
UniWBTCWETH: '0x55EF7F1226507cFd846DE009C2f097c2211b6Fb8',
UniAAVEWETH: '0x5671387d56eAB334A2D65d6D0BB4D907898C7abA',
UniBATWETH: '0xA61ca04DF33B72b235a8A28CfB535bb7A5271B70',
UniDAIUSDC: '0xFd8dFc92B030e6BA957336e9f08C2a711e19069A',
UniCRVWETH: '0xd4D344D076256Fdf806375983b2cab2Db52FD506',
UniLINKWETH: '0x8C0e5df19B998F06e57A1Db1a38232F7590abe4b',
UniMKRWETH: '0x92f2A28fE33E0b6Ea218057EEe004E3B2B6de45d',
UniRENWETH: '0xFc0398b247107138dB494395600fB0d075b72C9A',
UniSNXWETH: '0xF5CB13c859383B5fb070bd111Cae7a900c00BA07',
UniUNIWETH: '0xE50e47E37DCF55dE1c5F2c32d346BB52064f7CE6',
UniUSDCWETH: '0xBE6ac123799572c98eFdE48895465AB392534AFD',
UniWBTCUSDC: '0xd6b8b08a0d13994A5f4a1949F4870DE57e9B40d9',
UniYFIWETH: '0x94daB35789f05f54224F6851921160DE21318072',
BptWBTCWETH: '0x4a2731c9f3B4355922c676f9b538278D79C299C5',
BptBALWETH: '0xD9400999f38E1877a6dDDb0090A327F19257f9AE',
UniDAIWETH: '0x66a6b87a18db78086acda75b7720dc47cdabcc05',
UniWBTCWETH: '0x7004BB6F2013F13C54899309cCa029B49707E547',
UniAAVEWETH: '0xB525547968610395B60085bDc8033FFeaEaa5F64',
UniBATWETH: '0xB394D8a1CE721630Cbea8Ec110DCEf0D283EDE3a',
UniDAIUSDC: '0x3B148Fa5E8297DB64262442052b227328730EA81',
UniCRVWETH: '0x10F7078e2f29802D2AC78045F61A69aE0883535A',
UniLINKWETH: '0x30adCEfA5d483284FD79E1eFd54ED3e0A8eaA632',
UniMKRWETH: '0xEBF4A448ff3D835F8FA883941a3E9D5E74B40B5E',
UniRENWETH: '0xe2f7C06906A9dB063C28EB5c71B6Ab454e5222dD',
UniSNXWETH: '0x29bfee7E90572Abf1088a58a145a10D051b78E46',
UniUNIWETH: '0xC2E93e8121237A885A00627975eB06C7BF9808d6',
UniUSDCWETH: '0x71c4a2173CE3620982DC8A7D870297533360Da4E',
UniWBTCUSDC: '0x11f4ba2227F21Dc2A9F0b0e6Ea740369d580a212',
UniYFIWETH: '0x664223b8Bb0934aE0970e601F452f75AaCe9Aa2A',
BptWBTCWETH: '0x4CA8D8fC2b4fCe8A2dcB71Da884bba042d48E067',
BptBALWETH: '0x2e4e78936b100be6Ef85BCEf7FB25bC770B02B85',
USD: '0x9326BFA02ADD2366b30bacB125260Af641031331',
},
},

1
test-suites/test-aave/__setup.spec.ts
View File

@ -191,6 +191,7 @@ const buildTestEnv = async (deployer: Signer, secondaryWallet: Signer) => {
WMATIC: mockTokens.WMATIC.address,
USD: USD_ADDRESS,
STAKE: mockTokens.STAKE.address,
xSUSHI: mockTokens.xSUSHI.address
},
fallbackOracle
);

8
test-suites/test-aave/rate-strategy.spec.ts
View File

@ -42,7 +42,7 @@ makeSuite('Interest rate strategy tests', (testEnv: TestEnv) => {
0: currentLiquidityRate,
1: currentStableBorrowRate,
2: currentVariableBorrowRate,
} = await strategyInstance.calculateInterestRates(
} = await strategyInstance['calculateInterestRates(address,address,uint256,uint256,uint256,uint256,uint256,uint256)'](
dai.address,
aDai.address,
0,
@ -69,7 +69,7 @@ makeSuite('Interest rate strategy tests', (testEnv: TestEnv) => {
0: currentLiquidityRate,
1: currentStableBorrowRate,
2: currentVariableBorrowRate,
} = await strategyInstance.calculateInterestRates(
} = await strategyInstance['calculateInterestRates(address,address,uint256,uint256,uint256,uint256,uint256,uint256)'](
dai.address,
aDai.address,
'200000000000000000',
@ -108,7 +108,7 @@ makeSuite('Interest rate strategy tests', (testEnv: TestEnv) => {
0: currentLiquidityRate,
1: currentStableBorrowRate,
2: currentVariableBorrowRate,
} = await strategyInstance.calculateInterestRates(
} = await strategyInstance['calculateInterestRates(address,address,uint256,uint256,uint256,uint256,uint256,uint256)'](
dai.address,
aDai.address,
'0',
@ -150,7 +150,7 @@ makeSuite('Interest rate strategy tests', (testEnv: TestEnv) => {
0: currentLiquidityRate,
1: currentStableBorrowRate,
2: currentVariableBorrowRate,
} = await strategyInstance.calculateInterestRates(
} = await strategyInstance['calculateInterestRates(address,address,uint256,uint256,uint256,uint256,uint256,uint256)'](
dai.address,
aDai.address,
'0',