aave-protocol-v2/contracts/adapters/BaseUniswapAdapter.sol

// SPDX-License-Identifier: agpl-3.0
pragma solidity 0.6.12;
pragma experimental ABIEncoderV2;

import {PercentageMath} from '../protocol/libraries/math/PercentageMath.sol';
import {SafeMath} from '../dependencies/openzeppelin/contracts/SafeMath.sol';
import {IERC20} from '../dependencies/openzeppelin/contracts/IERC20.sol';
import {IERC20Detailed} from '../dependencies/openzeppelin/contracts/IERC20Detailed.sol';
import {SafeERC20} from '../dependencies/openzeppelin/contracts/SafeERC20.sol';
import {ILendingPoolAddressesProvider} from '../interfaces/ILendingPoolAddressesProvider.sol';
import {DataTypes} from '../protocol/libraries/types/DataTypes.sol';
import {IUniswapV2Router02} from '../interfaces/IUniswapV2Router02.sol';
import {IPriceOracleGetter} from '../interfaces/IPriceOracleGetter.sol';
import {IERC20WithPermit} from '../interfaces/IERC20WithPermit.sol';
import {FlashLoanReceiverBase} from '../flashloan/base/FlashLoanReceiverBase.sol';
import {IBaseUniswapAdapter} from './interfaces/IBaseUniswapAdapter.sol';

/**
 * @title BaseUniswapAdapter
 * @notice Implements the logic for performing assets swaps in Uniswap V2
 * @author Aave
 **/
abstract contract BaseUniswapAdapter is FlashLoanReceiverBase, IBaseUniswapAdapter {
  using SafeMath for uint256;
  using PercentageMath for uint256;
  using SafeERC20 for IERC20;

  // Max slippage percent allowed
  uint256 public constant override MAX_SLIPPAGE_PERCENT = 3000; // 30%
  // FLash Loan fee set in lending pool
  uint256 public constant override FLASHLOAN_PREMIUM_TOTAL = 9;
  // USD oracle asset address
  address public constant override USD_ADDRESS = 0x10F7Fc1F91Ba351f9C629c5947AD69bD03C05b96;

  //  address public constant WETH_ADDRESS = 0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2; mainnet
  //  address public constant WETH_ADDRESS = 0xd0a1e359811322d97991e03f863a0c30c2cf029c; kovan

  address public immutable override WETH_ADDRESS;
  IPriceOracleGetter public immutable override ORACLE;
  IUniswapV2Router02 public immutable override UNISWAP_ROUTER;

  constructor(
    ILendingPoolAddressesProvider addressesProvider,
    IUniswapV2Router02 uniswapRouter,
    address wethAddress
  ) public FlashLoanReceiverBase(addressesProvider) {
    ORACLE = IPriceOracleGetter(addressesProvider.getPriceOracle());
    UNISWAP_ROUTER = uniswapRouter;
    WETH_ADDRESS = wethAddress;
  }

  /**
   * @dev Given an input asset amount, returns the maximum output amount of the other asset and the prices
   * @param amountIn Amount of reserveIn
   * @param reserveIn Address of the asset to be swap from
   * @param reserveOut Address of the asset to be swap to
   * @return uint256 Amount out of the reserveOut
   * @return uint256 The price of out amount denominated in the reserveIn currency (18 decimals)
   * @return uint256 In amount of reserveIn value denominated in USD (8 decimals)
   * @return uint256 Out amount of reserveOut value denominated in USD (8 decimals)
   */
  function getAmountsOut(
    uint256 amountIn,
    address reserveIn,
    address reserveOut
  )
    external
    view
    override
    returns (
      uint256,
      uint256,
      uint256,
      uint256,
      address[] memory
    )
  {
    AmountCalc memory results = _getAmountsOutData(reserveIn, reserveOut, amountIn);

    return (
      results.calculatedAmount,
      results.relativePrice,
      results.amountInUsd,
      results.amountOutUsd,
      results.path
    );
  }

  /**
   * @dev Returns the minimum input asset amount required to buy the given output asset amount and the prices
   * @param amountOut Amount of reserveOut
   * @param reserveIn Address of the asset to be swap from
   * @param reserveOut Address of the asset to be swap to
   * @return uint256 Amount in of the reserveIn
   * @return uint256 The price of in amount denominated in the reserveOut currency (18 decimals)
   * @return uint256 In amount of reserveIn value denominated in USD (8 decimals)
   * @return uint256 Out amount of reserveOut value denominated in USD (8 decimals)
   */
  function getAmountsIn(
    uint256 amountOut,
    address reserveIn,
    address reserveOut
  )
    external
    view
    override
    returns (
      uint256,
      uint256,
      uint256,
      uint256,
      address[] memory
    )
  {
    AmountCalc memory results = _getAmountsInData(reserveIn, reserveOut, amountOut);

    return (
      results.calculatedAmount,
      results.relativePrice,
      results.amountInUsd,
      results.amountOutUsd,
      results.path
    );
  }

  /**
   * @dev Swaps an exact `amountToSwap` of an asset to another
   * @param assetToSwapFrom Origin asset
   * @param assetToSwapTo Destination asset
   * @param amountToSwap Exact amount of `assetToSwapFrom` to be swapped
   * @param minAmountOut the min amount of `assetToSwapTo` to be received from the swap
   * @return the amount received from the swap
   */
  function _swapExactTokensForTokens(
    address assetToSwapFrom,
    address assetToSwapTo,
    uint256 amountToSwap,
    uint256 minAmountOut,
    bool useEthPath
  ) internal returns (uint256) {
    uint256 fromAssetDecimals = _getDecimals(assetToSwapFrom);
    uint256 toAssetDecimals = _getDecimals(assetToSwapTo);

    uint256 fromAssetPrice = _getPrice(assetToSwapFrom);
    uint256 toAssetPrice = _getPrice(assetToSwapTo);

    uint256 expectedMinAmountOut =
      amountToSwap
        .mul(fromAssetPrice.mul(10**toAssetDecimals))
        .div(toAssetPrice.mul(10**fromAssetDecimals))
        .percentMul(PercentageMath.PERCENTAGE_FACTOR.sub(MAX_SLIPPAGE_PERCENT));

    require(expectedMinAmountOut < minAmountOut, 'minAmountOut exceed max slippage');

    IERC20(assetToSwapFrom).approve(address(UNISWAP_ROUTER), amountToSwap);

    address[] memory path;
    if (useEthPath) {
      path = new address[](3);
      path[0] = assetToSwapFrom;
      path[1] = WETH_ADDRESS;
      path[2] = assetToSwapTo;
    } else {
      path = new address[](2);
      path[0] = assetToSwapFrom;
      path[1] = assetToSwapTo;
    }
    uint256[] memory amounts =
      UNISWAP_ROUTER.swapExactTokensForTokens(
        amountToSwap,
        minAmountOut,
        path,
        address(this),
        block.timestamp
      );

    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 swapped
   */
  function _swapTokensForExactTokens(
    address assetToSwapFrom,
    address assetToSwapTo,
    uint256 maxAmountToSwap,
    uint256 amountToReceive
  ) internal returns (uint256) {
    uint256 fromAssetDecimals = _getDecimals(assetToSwapFrom);
    uint256 toAssetDecimals = _getDecimals(assetToSwapTo);

    uint256 fromAssetPrice = _getPrice(assetToSwapFrom);
    uint256 toAssetPrice = _getPrice(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(UNISWAP_ROUTER), maxAmountToSwap);

    address[] memory path = new address[](2);
    path[0] = assetToSwapFrom;
    path[1] = assetToSwapTo;
    uint256[] memory amounts =
      UNISWAP_ROUTER.swapTokensForExactTokens(
        amountToReceive,
        maxAmountToSwap,
        path,
        address(this),
        block.timestamp
      );

    emit Swapped(assetToSwapFrom, assetToSwapTo, amounts[0], amounts[1]);

    return amounts[0];
  }

  /**
   * @dev Get the price of the asset from the oracle denominated in eth
   * @param asset address
   * @return eth price for the asset
   */
  function _getPrice(address asset) internal view returns (uint256) {
    return ORACLE.getAssetPrice(asset);
  }

  /**
   * @dev Get the decimals of an asset
   * @return number of decimals of the asset
   */
  function _getDecimals(address asset) internal view returns (uint256) {
    return IERC20Detailed(asset).decimals();
  }

  /**
   * @dev Get the aToken associated to the asset
   * @return address of the aToken
   */
  function _getReserveData(address asset) internal view returns (DataTypes.ReserveData memory) {
    return LENDING_POOL.getReserveData(asset);
  }

  /**
   * @dev Pull the ATokens from the user
   * @param reserve address of the asset
   * @param reserveAToken address of the aToken of the reserve
   * @param user address
   * @param amount of tokens to be transferred to the contract
   * @param permitSignature struct containing the permit signature
   */
  function _pullAToken(
    address reserve,
    address reserveAToken,
    address user,
    uint256 amount,
    PermitSignature memory permitSignature
  ) internal {
    if (_usePermit(permitSignature)) {
      IERC20WithPermit(reserveAToken).permit(
        user,
        address(this),
        permitSignature.amount,
        permitSignature.deadline,
        permitSignature.v,
        permitSignature.r,
        permitSignature.s
      );
    }

    // transfer from user to adapter
    IERC20(reserveAToken).safeTransferFrom(user, address(this), amount);

    // withdraw reserve
    LENDING_POOL.withdraw(reserve, amount, address(this));
  }

  /**
   * @dev Tells if the permit method should be called by inspecting if there is a valid signature.
   * If signature params are set to 0, then permit won't be called.
   * @param signature struct containing the permit signature
   * @return whether or not permit should be called
   */
  function _usePermit(PermitSignature memory signature) internal pure returns (bool) {
    return
      !(uint256(signature.deadline) == uint256(signature.v) && uint256(signature.deadline) == 0);
  }

  /**
   * @dev Calculates the value denominated in USD
   * @param reserve Address of the reserve
   * @param amount Amount of the reserve
   * @param decimals Decimals of the reserve
   * @return whether or not permit should be called
   */
  function _calcUsdValue(
    address reserve,
    uint256 amount,
    uint256 decimals
  ) internal view returns (uint256) {
    uint256 ethUsdPrice = _getPrice(USD_ADDRESS);
    uint256 reservePrice = _getPrice(reserve);

    return amount.mul(reservePrice).div(10**decimals).mul(ethUsdPrice).div(10**18);
  }

  /**
   * @dev Given an input asset amount, returns the maximum output amount of the other asset
   * @param reserveIn Address of the asset to be swap from
   * @param reserveOut Address of the asset to be swap to
   * @param amountIn Amount of reserveIn
   * @return Struct containing the following information:
   *   uint256 Amount out of the reserveOut
   *   uint256 The price of out amount denominated in the reserveIn currency (18 decimals)
   *   uint256 In amount of reserveIn value denominated in USD (8 decimals)
   *   uint256 Out amount of reserveOut value denominated in USD (8 decimals)
   */
  function _getAmountsOutData(
    address reserveIn,
    address reserveOut,
    uint256 amountIn
  ) internal view returns (AmountCalc memory) {
    // Subtract flash loan fee
    uint256 finalAmountIn = amountIn.sub(amountIn.mul(FLASHLOAN_PREMIUM_TOTAL).div(10000));

    address[] memory simplePath = new address[](2);
    simplePath[0] = reserveIn;
    simplePath[1] = reserveOut;

    uint256[] memory amounts;
    address[] memory pathWithWeth = new address[](3);
    try UNISWAP_ROUTER.getAmountsOut(finalAmountIn, simplePath) returns (
      uint256[] memory resultAmounts
    ) {
      amounts = resultAmounts;
    } catch {
      pathWithWeth[0] = reserveIn;
      pathWithWeth[1] = WETH_ADDRESS;
      pathWithWeth[2] = reserveOut;

      amounts = UNISWAP_ROUTER.getAmountsOut(finalAmountIn, pathWithWeth);
    }

    uint256 reserveInDecimals = _getDecimals(reserveIn);
    uint256 reserveOutDecimals = _getDecimals(reserveOut);

    uint256 outPerInPrice =
      finalAmountIn.mul(10**18).mul(10**reserveOutDecimals).div(
        amounts[1].mul(10**reserveInDecimals)
      );

    return
      AmountCalc(
        amounts[1],
        outPerInPrice,
        _calcUsdValue(reserveIn, amountIn, reserveInDecimals),
        _calcUsdValue(reserveOut, amounts[1], reserveOutDecimals),
        (pathWithWeth[0] != address(0) ? pathWithWeth : simplePath)
      );
  }

  /**
   * @dev Returns the minimum input asset amount required to buy the given output asset amount
   * @param reserveIn Address of the asset to be swap from
   * @param reserveOut Address of the asset to be swap to
   * @param amountOut Amount of reserveOut
   * @return Struct containing the following information:
   *   uint256 Amount in of the reserveIn
   *   uint256 The price of in amount denominated in the reserveOut currency (18 decimals)
   *   uint256 In amount of reserveIn value denominated in USD (8 decimals)
   *   uint256 Out amount of reserveOut value denominated in USD (8 decimals)
   */
  function _getAmountsInData(
    address reserveIn,
    address reserveOut,
    uint256 amountOut
  ) internal view returns (AmountCalc memory) {
    (uint256[] memory amounts, address[] memory path) =
      _getAmountsInAndPath(reserveIn, reserveOut, amountOut);

    // Add flash loan fee
    uint256 finalAmountIn = amounts[0].add(amounts[0].mul(FLASHLOAN_PREMIUM_TOTAL).div(10000));

    uint256 reserveInDecimals = _getDecimals(reserveIn);
    uint256 reserveOutDecimals = _getDecimals(reserveOut);

    uint256 inPerOutPrice =
      amountOut.mul(10**18).mul(10**reserveInDecimals).div(
        finalAmountIn.mul(10**reserveOutDecimals)
      );

    return
      AmountCalc(
        finalAmountIn,
        inPerOutPrice,
        _calcUsdValue(reserveIn, finalAmountIn, reserveInDecimals),
        _calcUsdValue(reserveOut, amountOut, reserveOutDecimals),
        path
      );
  }

  /**
   * @dev Calculates the input asset amount required to buy the given output asset amount
   * @param reserveIn Address of the asset to be swap from
   * @param reserveOut Address of the asset to be swap to
   * @param amountOut Amount of reserveOut
   * @return uint256[] amounts Array containing the amountIn and amountOut for a swap
   */
  function _getAmountsInAndPath(
    address reserveIn,
    address reserveOut,
    uint256 amountOut
  ) internal view returns (uint256[] memory, address[] memory) {
    address[] memory simplePath = new address[](2);
    simplePath[0] = reserveIn;
    simplePath[1] = reserveOut;

    uint256[] memory amounts;
    address[] memory pathWithWeth = new address[](3);
    try UNISWAP_ROUTER.getAmountsIn(amountOut, simplePath) returns (
      uint256[] memory resultAmounts
    ) {
      amounts = resultAmounts;
      return (amounts, simplePath);
    } catch {
      pathWithWeth[0] = reserveIn;
      pathWithWeth[1] = WETH_ADDRESS;
      pathWithWeth[2] = reserveOut;

      amounts = UNISWAP_ROUTER.getAmountsIn(amountOut, pathWithWeth);
      return (amounts, pathWithWeth);
    }
  }

  /**
   * @dev Calculates the input asset amount required to buy the given output asset amount
   * @param reserveIn Address of the asset to be swap from
   * @param reserveOut Address of the asset to be swap to
   * @param amountOut Amount of reserveOut
   * @return uint256[] amounts Array containing the amountIn and amountOut for a swap
   */
  function _getAmountsIn(
    address reserveIn,
    address reserveOut,
    uint256 amountOut,
    bool useEthPath
  ) internal view returns (uint256[] memory) {
    address[] memory path;

    if (useEthPath) {
      path = new address[](3);
      path[0] = reserveIn;
      path[1] = WETH_ADDRESS;
      path[2] = reserveOut;
    } else {
      path = new address[](2);
      path[0] = reserveIn;
      path[1] = reserveOut;
    }

    return UNISWAP_ROUTER.getAmountsIn(amountOut, path);
  }
}