Merge branch 'fix/156' into 'master'

Resolve "Add the OTIMAL_UTILIZATION_RATE as an immutable in DefaultInterestRateStrategy"

Closes #156

See merge request aave-tech/protocol-v2!173

contracts/deployments/ATokensAndRatesHelper.sol

@@ -31,9 +31,10 @@ contract ATokensAndRatesHelper is Ownable {
   function initDeployment(
     address[] calldata tokens,
     string[] calldata symbols,
-    uint256[5][] calldata rates,
+    uint256[6][] calldata rates,
     address incentivesController
   ) external onlyOwner {
+
     require(tokens.length == symbols.length, 't Arrays not same length');
     require(rates.length == symbols.length, 'r Arrays not same length');
     for (uint256 i = 0; i < tokens.length; i++) {
@@ -55,7 +56,8 @@ contract ATokensAndRatesHelper is Ownable {
             rates[i][1],
             rates[i][2],
             rates[i][3],
-            rates[i][4]
+            rates[i][4],
+            rates[i][5]
           )
         )
       );

contracts/lendingpool/DefaultReserveInterestRateStrategy.sol

@@ -23,7 +23,7 @@ contract DefaultReserveInterestRateStrategy is IReserveInterestRateStrategy {
    * @dev this constant represents the utilization rate at which the pool aims to obtain most competitive borrow rates
    * expressed in ray
    **/
-  uint256 public constant OPTIMAL_UTILIZATION_RATE = 0.8 * 1e27;
+  uint256 public immutable OPTIMAL_UTILIZATION_RATE;
 
   /**
    * @dev this constant represents the excess utilization rate above the optimal. It's always equal to
@@ -31,7 +31,7 @@ contract DefaultReserveInterestRateStrategy is IReserveInterestRateStrategy {
    * expressed in ray
    **/
 
-  uint256 public constant EXCESS_UTILIZATION_RATE = 0.2 * 1e27;
+  uint256 public immutable EXCESS_UTILIZATION_RATE;
 
   LendingPoolAddressesProvider public immutable addressesProvider;
 
@@ -52,12 +52,16 @@ contract DefaultReserveInterestRateStrategy is IReserveInterestRateStrategy {
 
   constructor(
     LendingPoolAddressesProvider provider,
+    uint256 optimalUtilizationRate,
     uint256 baseVariableBorrowRate,
     uint256 variableRateSlope1,
     uint256 variableRateSlope2,
     uint256 stableRateSlope1,
     uint256 stableRateSlope2
   ) public {
+
+    OPTIMAL_UTILIZATION_RATE = optimalUtilizationRate;
+    EXCESS_UTILIZATION_RATE = WadRayMath.ray().sub(optimalUtilizationRate);
     addressesProvider = provider;
     _baseVariableBorrowRate = baseVariableBorrowRate;
     _variableRateSlope1 = variableRateSlope1;

contracts/misc/AaveProtocolDataProvider.sol

@@ -10,7 +10,6 @@ import {ReserveConfiguration} from '../libraries/configuration/ReserveConfigurat
 import {UserConfiguration} from '../libraries/configuration/UserConfiguration.sol';
 import {IStableDebtToken} from '../tokenization/interfaces/IStableDebtToken.sol';
 import {IVariableDebtToken} from '../tokenization/interfaces/IVariableDebtToken.sol';
-import 'hardhat/console.sol';
 
 contract AaveProtocolDataProvider {
   using ReserveConfiguration for ReserveConfiguration.Map;

helpers/constants.ts

@@ -16,7 +16,6 @@ export const MAX_UINT_AMOUNT =
 export const ONE_YEAR = '31536000';
 export const ZERO_ADDRESS = '0x0000000000000000000000000000000000000000';
 export const ONE_ADDRESS = '0x0000000000000000000000000000000000000001';
-
 // ----------------
 // PROTOCOL GLOBAL PARAMS
 // ----------------

helpers/init-helpers.ts

@@ -54,6 +54,7 @@ export const initReservesByHelper = async (
       BigNumberish,
       BigNumberish,
       BigNumberish,
+      BigNumberish,
       BigNumberish
     ][] = [];
     const reservesDecimals: string[] = [];
@@ -72,6 +73,7 @@ export const initReservesByHelper = async (
       const [
         ,
         {
+          optimalUtilizationRate,
           baseVariableBorrowRate,
           variableRateSlope1,
           variableRateSlope2,
@@ -83,6 +85,7 @@ export const initReservesByHelper = async (
       tokens.push(tokenAddress);
       symbols.push(assetSymbol);
       strategyRates.push([
+        optimalUtilizationRate,
         baseVariableBorrowRate,
         variableRateSlope1,
         variableRateSlope2,

helpers/types.ts

@@ -263,6 +263,7 @@ export enum TokenContractId {
 export interface IReserveParams extends IReserveBorrowParams, IReserveCollateralParams {}
 
 export interface IReserveBorrowParams {
+  optimalUtilizationRate: string;
   baseVariableBorrowRate: string;
   variableRateSlope1: string;
   variableRateSlope2: string;
@@ -321,12 +322,8 @@ export enum EthereumNetwork {
 }
 
 export interface IProtocolGlobalConfig {
-  OptimalUtilizationRate: BigNumber;
-  ExcessUtilizationRate: BigNumber;
-  ApprovalAmountLendingPoolCore: string;
   TokenDistributorPercentageBase: string;
   MockUsdPriceInWei: string;
-  EthereumAddress: tEthereumAddress;
   UsdAddress: tEthereumAddress;
   NilAddress: tEthereumAddress;
   OneAddress: tEthereumAddress;

markets/aave/commons.ts

@@ -33,12 +33,8 @@ export const CommonsConfig: ICommonConfiguration = {
   ConfigName: 'Commons',
   ProviderId: 0,
   ProtocolGlobalParams: {
-    OptimalUtilizationRate: new BigNumber(0.8).times(RAY),
-    ExcessUtilizationRate: new BigNumber(0.2).times(RAY),
-    ApprovalAmountLendingPoolCore: '1000000000000000000000000000',
     TokenDistributorPercentageBase: '10000',
     MockUsdPriceInWei: '5848466240000000',
-    EthereumAddress: '0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE',
     UsdAddress: '0x10F7Fc1F91Ba351f9C629c5947AD69bD03C05b96',
     NilAddress: '0x0000000000000000000000000000000000000000',
     OneAddress: '0x0000000000000000000000000000000000000001',

markets/aave/reservesConfigs.ts

@@ -3,6 +3,7 @@ import {oneRay} from '../../helpers/constants';
 import {IReserveParams} from '../../helpers/types';
 
 export const strategyBase: IReserveParams = {
+  optimalUtilizationRate: new BigNumber(0.8).multipliedBy(oneRay).toFixed(),
   baseVariableBorrowRate: new BigNumber(0).multipliedBy(oneRay).toFixed(),
   variableRateSlope1: new BigNumber(0.07).multipliedBy(oneRay).toFixed(),
   variableRateSlope2: new BigNumber(3).multipliedBy(oneRay).toFixed(),
@@ -17,6 +18,7 @@ export const strategyBase: IReserveParams = {
 };
 
 export const stablecoinStrategyBase: IReserveParams = {
+  optimalUtilizationRate: new BigNumber(0.8).multipliedBy(oneRay).toFixed(),
   baseVariableBorrowRate: new BigNumber(0.01).multipliedBy(oneRay).toFixed(),
   variableRateSlope1: new BigNumber(0.07).multipliedBy(oneRay).toFixed(),
   variableRateSlope2: new BigNumber(1.5).multipliedBy(oneRay).toFixed(),
@@ -31,6 +33,7 @@ export const stablecoinStrategyBase: IReserveParams = {
 };
 
 export const stablecoinStrategyCentralized: IReserveParams = {
+  optimalUtilizationRate: new BigNumber(0.8).multipliedBy(oneRay).toFixed(),
   baseVariableBorrowRate: new BigNumber(0.01).multipliedBy(oneRay).toFixed(),
   variableRateSlope1: new BigNumber(0.07).multipliedBy(oneRay).toFixed(),
   variableRateSlope2: new BigNumber(0.6).multipliedBy(oneRay).toFixed(),
@@ -117,6 +120,7 @@ export const strategyREN: IReserveParams = {
 };
 
 export const stablecoinStrategySUSD: IReserveParams = {
+  optimalUtilizationRate: new BigNumber(0.8).multipliedBy(oneRay).toFixed(),
   baseVariableBorrowRate: new BigNumber(0.01).multipliedBy(oneRay).toFixed(),
   variableRateSlope1: new BigNumber(0.04).multipliedBy(oneRay).toFixed(),
   variableRateSlope2: new BigNumber(1).multipliedBy(oneRay).toFixed(),
@@ -174,6 +178,7 @@ export const stablecoinStrategyUSDT: IReserveParams = {
 };
 
 export const strategyWBTC: IReserveParams = {
+  optimalUtilizationRate: new BigNumber(0.8).multipliedBy(oneRay).toFixed(),
   baseVariableBorrowRate: new BigNumber(0).multipliedBy(oneRay).toFixed(),
   variableRateSlope1: new BigNumber(0.08).multipliedBy(oneRay).toFixed(),
   variableRateSlope2: new BigNumber(0.5).multipliedBy(oneRay).toFixed(),
@@ -188,6 +193,7 @@ export const strategyWBTC: IReserveParams = {
 };
 
 export const strategyWETH: IReserveParams = {
+  optimalUtilizationRate: new BigNumber(0.8).multipliedBy(oneRay).toFixed(),
   baseVariableBorrowRate: new BigNumber(0).multipliedBy(oneRay).toFixed(),
   variableRateSlope1: new BigNumber(0.08).multipliedBy(oneRay).toFixed(),
   variableRateSlope2: new BigNumber(1).multipliedBy(oneRay).toFixed(),

test/atoken-transfer.spec.ts

@@ -1,4 +1,4 @@
-import {MAX_UINT_AMOUNT, ZERO_ADDRESS} from '../helpers/constants';
+import {APPROVAL_AMOUNT_LENDING_POOL, MAX_UINT_AMOUNT, ZERO_ADDRESS} from '../helpers/constants';
 import {convertToCurrencyDecimals} from '../helpers/contracts-helpers';
 import {expect} from 'chai';
 import {ethers} from 'ethers';
@@ -6,8 +6,6 @@ import {RateMode, ProtocolErrors} from '../helpers/types';
 import {makeSuite, TestEnv} from './helpers/make-suite';
 import {CommonsConfig} from '../markets/aave/commons';
 
-const APPROVAL_AMOUNT_LENDING_POOL =
-  CommonsConfig.ProtocolGlobalParams.ApprovalAmountLendingPoolCore;
 const AAVE_REFERRAL = CommonsConfig.ProtocolGlobalParams.AaveReferral;
 
 makeSuite('AToken: Transfer', (testEnv: TestEnv) => {

test/configurator.spec.ts

@@ -1,11 +1,7 @@
 import {TestEnv, makeSuite} from './helpers/make-suite';
-import {RAY} from '../helpers/constants';
+import {APPROVAL_AMOUNT_LENDING_POOL, RAY} from '../helpers/constants';
 import {convertToCurrencyDecimals} from '../helpers/contracts-helpers';
 import {ProtocolErrors} from '../helpers/types';
-import {CommonsConfig} from '../markets/aave/commons';
-
-const APPROVAL_AMOUNT_LENDING_POOL =
-  CommonsConfig.ProtocolGlobalParams.ApprovalAmountLendingPoolCore;
 
 const {expect} = require('chai');
 

test/liquidation-atoken.spec.ts

@@ -1,16 +1,12 @@
 import BigNumber from 'bignumber.js';
 
 import {DRE} from '../helpers/misc-utils';
-import {oneEther} from '../helpers/constants';
+import {APPROVAL_AMOUNT_LENDING_POOL, oneEther} from '../helpers/constants';
 import {convertToCurrencyDecimals} from '../helpers/contracts-helpers';
 import {makeSuite} from './helpers/make-suite';
 import {ProtocolErrors, RateMode} from '../helpers/types';
 import {calcExpectedVariableDebtTokenBalance} from './helpers/utils/calculations';
 import {getUserData, getReserveData} from './helpers/utils/helpers';
-import {CommonsConfig} from '../markets/aave/commons';
-
-const APPROVAL_AMOUNT_LENDING_POOL =
-  CommonsConfig.ProtocolGlobalParams.ApprovalAmountLendingPoolCore;
 
 const chai = require('chai');
 const {expect} = chai;

test/liquidation-underlying.spec.ts

@@ -1,7 +1,7 @@
 import BigNumber from 'bignumber.js';
 
 import {DRE, increaseTime} from '../helpers/misc-utils';
-import {oneEther} from '../helpers/constants';
+import {APPROVAL_AMOUNT_LENDING_POOL, oneEther} from '../helpers/constants';
 import {convertToCurrencyDecimals} from '../helpers/contracts-helpers';
 import {makeSuite} from './helpers/make-suite';
 import {ProtocolErrors, RateMode} from '../helpers/types';
@@ -9,8 +9,6 @@ import {calcExpectedStableDebtTokenBalance} from './helpers/utils/calculations';
 import {getUserData} from './helpers/utils/helpers';
 import {CommonsConfig} from '../markets/aave/commons';
 
-const APPROVAL_AMOUNT_LENDING_POOL =
-  CommonsConfig.ProtocolGlobalParams.ApprovalAmountLendingPoolCore;
 import {parseEther} from 'ethers/lib/utils';
 
 const chai = require('chai');