Add uniswap adapters for liquidity swap and repay with collateral

This commit is contained in:
Gerardo Nardelli 2020-10-27 09:17:33 -03:00
parent cdcb5c7d31
commit 7c51597282
3 changed files with 349 additions and 0 deletions

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// SPDX-License-Identifier: agpl-3.0
pragma solidity ^0.6.8;
pragma experimental ABIEncoderV2;
import {PercentageMath} from '../libraries/math/PercentageMath.sol';
import {SafeMath} from '../dependencies/openzeppelin/contracts/SafeMath.sol';
import {IERC20} from '../dependencies/openzeppelin/contracts/IERC20.sol';
import {SafeERC20} from '../dependencies/openzeppelin/contracts/SafeERC20.sol';
import {ILendingPoolAddressesProvider} from '../interfaces/ILendingPoolAddressesProvider.sol';
import {ILendingPool} from '../interfaces/ILendingPool.sol';
import {ReserveLogic} from '../libraries/logic/ReserveLogic.sol';
import {ReserveConfiguration} from '../libraries/configuration/ReserveConfiguration.sol';
import {IUniswapV2Router02} from '../interfaces/IUniswapV2Router02.sol';
import {IPriceOracleGetter} from '../interfaces/IPriceOracleGetter.sol';
/**
* @title BaseUniswapAdapter
* @notice Implements the logic for performing assets swaps in Uniswap V2
* @author Aave
**/
contract BaseUniswapAdapter {
using SafeMath for uint256;
using PercentageMath for uint256;
using SafeERC20 for IERC20;
using ReserveConfiguration for ReserveConfiguration.Map;
// Max slippage percent allow by param
uint256 public constant MAX_SLIPPAGE_PERCENT = 3000; // 30%
// Min slippage percent allow by param
uint256 public constant MIN_SLIPPAGE_PERCENT = 10; // 0,1%
ILendingPoolAddressesProvider public immutable addressesProvider;
IUniswapV2Router02 public immutable uniswapRouter;
ILendingPool public immutable pool;
event Swapped(address fromAsset, address toAsset, uint256 fromAmount, uint256 receivedAmount);
constructor(ILendingPoolAddressesProvider _addressesProvider, IUniswapV2Router02 _uniswapRouter) public {
addressesProvider = _addressesProvider;
pool = ILendingPool(_addressesProvider.getLendingPool());
uniswapRouter = _uniswapRouter;
}
/**
* @dev Swaps an `amountToSwap` of an asset to another
* @param assetToSwapFrom Origin asset
* @param assetToSwapTo Destination asset
* @param amountToSwap Exact amount of `assetToSwapFrom` to be swapped
* @param slippage the max slippage percentage allowed for the swap
* @return the amount received from the swap
*/
function swapExactTokensForTokens(
address assetToSwapFrom,
address assetToSwapTo,
uint256 amountToSwap,
uint256 slippage
)
internal
returns (uint256)
{
uint256 fromAssetDecimals = getDecimals(assetToSwapFrom);
uint256 toAssetDecimals = getDecimals(assetToSwapTo);
(uint256 fromAssetPrice, uint256 toAssetPrice) = getPrices(assetToSwapFrom, assetToSwapTo);
uint256 amountOutMin = amountToSwap
.mul(fromAssetPrice.mul(10**toAssetDecimals))
.div(toAssetPrice.mul(10**fromAssetDecimals))
.percentMul(PercentageMath.PERCENTAGE_FACTOR.sub(slippage));
IERC20(assetToSwapFrom).approve(address(uniswapRouter), amountToSwap);
address[] memory path = new address[](2);
path[0] = assetToSwapFrom;
path[1] = assetToSwapTo;
uint256[] memory amounts = uniswapRouter.swapExactTokensForTokens(amountToSwap, amountOutMin, path, address(this), block.timestamp);
require(amounts[1] >= amountOutMin, 'INSUFFICIENT_OUTPUT_AMOUNT');
emit Swapped(assetToSwapFrom, assetToSwapTo, amounts[0], amounts[1]);
return amounts[1];
}
/**
* @dev Receive an exact amount `amountToReceive` of `assetToSwapTo` tokens for as few `assetToSwapFrom` tokens as
* possible.
* @param assetToSwapFrom Origin asset
* @param assetToSwapTo Destination asset
* @param maxAmountToSwap Max amount of `assetToSwapFrom` allowed to be swapped
* @param amountToReceive Exact amount of `assetToSwapTo` to receive
* @return the amount received from the swap
*/
function swapTokensForExactTokens(
address assetToSwapFrom,
address assetToSwapTo,
uint256 maxAmountToSwap,
uint256 amountToReceive
)
internal
returns (uint256)
{
uint256 fromAssetDecimals = getDecimals(assetToSwapFrom);
uint256 toAssetDecimals = getDecimals(assetToSwapTo);
(uint256 fromAssetPrice, uint256 toAssetPrice) = getPrices(assetToSwapFrom, assetToSwapTo);
uint256 expectedMaxAmountToSwap = amountToReceive
.mul(toAssetPrice.mul(10**fromAssetDecimals))
.div(fromAssetPrice.mul(10**toAssetDecimals))
.percentMul(PercentageMath.PERCENTAGE_FACTOR.add(MAX_SLIPPAGE_PERCENT));
require(maxAmountToSwap < expectedMaxAmountToSwap, 'maxAmountToSwap exceed max slippage');
IERC20(assetToSwapFrom).approve(address(uniswapRouter), maxAmountToSwap);
address[] memory path = new address[](2);
path[0] = assetToSwapFrom;
path[1] = assetToSwapTo;
uint256[] memory amounts = uniswapRouter.swapTokensForExactTokens(amountToReceive, maxAmountToSwap, path, address(this), block.timestamp);
require(amounts[1] >= amountToReceive, 'INSUFFICIENT_OUTPUT_AMOUNT');
emit Swapped(assetToSwapFrom, assetToSwapTo, amounts[0], amounts[1]);
return amounts[1];
}
/**
* @dev Get assets prices from the oracle denominated in eth
* @param assetToSwapFrom first asset
* @param assetToSwapTo second asset
* @return fromAssetPrice eth price for the first asset
* @return toAssetPrice eth price for the second asset
*/
function getPrices(
address assetToSwapFrom,
address assetToSwapTo
)
internal
view
returns (uint256 fromAssetPrice, uint256 toAssetPrice)
{
IPriceOracleGetter oracle = IPriceOracleGetter(addressesProvider.getPriceOracle());
fromAssetPrice = oracle.getAssetPrice(assetToSwapFrom);
toAssetPrice = oracle.getAssetPrice(assetToSwapTo);
}
/**
* @dev Get the decimals of an asset
* @return number of decimals of the asset
*/
function getDecimals(address asset) internal view returns (uint256) {
ReserveConfiguration.Map memory configuration = pool.getConfiguration(asset);
(, , , uint256 decimals, ) = configuration.getParamsMemory();
return decimals;
}
/**
* @dev Get the aToken associated to the asset
* @return address of the aToken
*/
function getAToken(address asset) internal view returns (address) {
ReserveLogic.ReserveData memory reserve = pool.getReserveData(asset);
return reserve.aTokenAddress;
}
/**
* @dev Take action with the swap left overs as configured in the parameters
* @param asset address of the asset
* @param reservedAmount Amount reserved to be used by the contract to repay the flash loan
* @param leftOverAction Flag indicating what to do with the left over balance from the swap:
* (0) Deposit back
* (1) Direct transfer to user
* @param user address
*/
function sendLeftOver(address asset, uint256 reservedAmount, uint256 leftOverAction, address user) internal {
uint256 balance = IERC20(asset).balanceOf(address(this));
uint256 assetLeftOver = balance.sub(reservedAmount);
if (assetLeftOver > 0) {
if (leftOverAction == 0) {
IERC20(asset).approve(address(pool), balance);
pool.deposit(asset, assetLeftOver, user, 0);
} else {
IERC20(asset).transfer(user, assetLeftOver);
}
}
}
/**
* @dev Take action with the swap left overs as configured in the parameters
* @param reserve address of the asset
* @param user address
* @param flashLoanDebt need to be repaid
*/
function pullATokenAndRepayFlashLoan(
address reserve,
address user,
uint256 flashLoanDebt
) internal {
address reserveAToken = getAToken(reserve);
// transfer from user to adapter
IERC20(reserveAToken).safeTransferFrom(user, address(this), flashLoanDebt);
// withdraw reserve
pool.withdraw(reserve, flashLoanDebt);
// Repay flashloan
IERC20(reserve).approve(address(pool), flashLoanDebt);
}
}

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// SPDX-License-Identifier: agpl-3.0
pragma solidity ^0.6.8;
pragma experimental ABIEncoderV2;
import {BaseUniswapAdapter} from './BaseUniswapAdapter.sol';
import {ILendingPoolAddressesProvider} from '../interfaces/ILendingPoolAddressesProvider.sol';
import {IUniswapV2Router02} from '../interfaces/IUniswapV2Router02.sol';
import {IFlashLoanReceiver} from '../flashloan/interfaces/IFlashLoanReceiver.sol';
import {IERC20} from '../dependencies/openzeppelin/contracts/IERC20.sol';
/**
* @title UniswapLiquiditySwapAdapter
* @notice Uniswap V2 Adapter to swap liquidity using a flash loan.
* @author Aave
**/
contract UniswapLiquiditySwapAdapter is BaseUniswapAdapter, IFlashLoanReceiver {
constructor(
ILendingPoolAddressesProvider _addressesProvider,
IUniswapV2Router02 _uniswapRouter
)
public
BaseUniswapAdapter(_addressesProvider, _uniswapRouter)
{}
/**
* @dev Swaps the received reserve amount from the flashloan into the asset specified in the params.
* The received funds from the swap are then deposited into the protocol on behalf of the user.
* The user should give this contract allowance to pull the ATokens in order to withdraw the underlying asset and
* repay the flash loan.
* @param reserve Address to be swapped
* @param amount Amount of the reserve to be swapped
* @param fee Fee of the flash loan
* @param params Additional variadic field to include extra params. Expected parameters:
* address assetToSwapTo Address of the reserve to be swapped to and deposited
* address user The address of the user
* uint256 slippage The max slippage percentage allowed for the swap
*/
function executeOperation(
address reserve,
uint256 amount,
uint256 fee,
bytes calldata params
) external override returns (bool) {
(
address assetToSwapTo,
address user,
uint256 slippage
) = abi.decode(params, (address, address, uint256));
require(slippage < MAX_SLIPPAGE_PERCENT && slippage >= MIN_SLIPPAGE_PERCENT, 'SLIPPAGE_OUT_OF_RANGE');
uint256 receivedAmount = swapExactTokensForTokens(reserve, assetToSwapTo, amount, slippage);
// Deposit new reserve
IERC20(assetToSwapTo).approve(address(pool), receivedAmount);
pool.deposit(assetToSwapTo, receivedAmount, user, 0);
uint256 flashLoanDebt = amount.add(fee);
pullATokenAndRepayFlashLoan(reserve, user, flashLoanDebt);
return true;
}
}

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// SPDX-License-Identifier: agpl-3.0
pragma solidity ^0.6.8;
pragma experimental ABIEncoderV2;
import {BaseUniswapAdapter} from './BaseUniswapAdapter.sol';
import {ILendingPoolAddressesProvider} from '../interfaces/ILendingPoolAddressesProvider.sol';
import {IUniswapV2Router02} from '../interfaces/IUniswapV2Router02.sol';
import {IFlashLoanReceiver} from '../flashloan/interfaces/IFlashLoanReceiver.sol';
import {IERC20} from '../dependencies/openzeppelin/contracts/IERC20.sol';
/**
* @title UniswapRepayAdapter
* @notice Uniswap V2 Adapter to perform a repay of a debt using a flash loan.
* @author Aave
**/
contract UniswapRepayAdapter is BaseUniswapAdapter, IFlashLoanReceiver {
constructor(
ILendingPoolAddressesProvider _addressesProvider,
IUniswapV2Router02 _uniswapRouter
)
public
BaseUniswapAdapter(_addressesProvider, _uniswapRouter)
{}
/**
* @dev Swaps the received reserve amount into the asset specified in the params. The received funds from the swap are
* then used to repay a debt on the protocol on behalf of the user.
* The user should give this contract allowance to pull the ATokens in order to withdraw the underlying asset and
* repay the flash loan.
* @param reserve Address to be swapped
* @param amount Amount of the reserve to be swapped
* @param fee Fee of the flash loan
* @param params Additional variadic field to include extra params. Expected parameters:
* address assetToSwapTo Address of the reserve to be swapped to and deposited
* address user The address of the user
* uint256 leftOverAction Flag indicating what to do with the left over balance from the swap:
* (0) Deposit back
* (1) Direct transfer to user
* uint256 repayAmount Amount of debt to be repaid
* uint256 rateMode The rate modes of the debt to be repaid
*/
function executeOperation(
address reserve,
uint256 amount,
uint256 fee,
bytes calldata params
) external override returns (bool) {
(
address assetToSwapTo,
address user,
uint256 leftOverAction,
uint256 repayAmount,
uint256 rateMode
) = abi.decode(params, (address, address, uint256, uint256, uint256));
swapTokensForExactTokens(reserve, assetToSwapTo, amount, repayAmount);
// Repay debt
IERC20(assetToSwapTo).approve(address(pool), repayAmount);
pool.repay(assetToSwapTo, repayAmount, rateMode, user);
uint256 flashLoanDebt = amount.add(fee);
pullATokenAndRepayFlashLoan(reserve, user, flashLoanDebt);
// Take care of reserve leftover from the swap
sendLeftOver(reserve, flashLoanDebt, leftOverAction, user);
return true;
}
}