feat(module): Notional Trade Module (SetProtocol#251)

.solhint.json

@@ -2,6 +2,6 @@
   "extends": "solhint:recommended",
   "rules": {
     "reason-string": ["warn", { "maxLength": 50 }],
-    "compiler-version": ["error", "0.6.10"]
+    "compiler-version": ["error", ">=0.6.10"]
   }
 }

.solhintignore

@@ -2,3 +2,4 @@ node_modules
 contracts/mocks
 contracts/Migrations.sol
 contracts/external
+contracts/protocol/integration/wrap/notional

contracts/interfaces/IWrappedFCash.sol

@@ -0,0 +1,68 @@
+// SPDX-License-Identifier: GPL-3.0-only
+pragma solidity 0.6.10;
+pragma experimental "ABIEncoderV2";
+
+import "@openzeppelin/contracts/token/ERC20/IERC20.sol";
+
+/// @notice Different types of internal tokens
+///  - UnderlyingToken: underlying asset for a cToken (except for Ether)
+///  - cToken: Compound interest bearing token
+///  - cETH: Special handling for cETH tokens
+///  - Ether: the one and only
+///  - NonMintable: tokens that do not have an underlying (therefore not cTokens)
+enum TokenType {
+    UnderlyingToken,
+    cToken,
+    cETH,
+    Ether,
+    NonMintable
+}
+
+interface IWrappedfCash {
+    function initialize(uint16 currencyId, uint40 maturity) external;
+
+    /// @notice Mints wrapped fCash ERC20 tokens
+    function mintViaAsset(
+        uint256 depositAmountExternal,
+        uint88 fCashAmount,
+        address receiver,
+        uint32 minImpliedRate
+    ) external;
+
+    function mintViaUnderlying(
+        uint256 depositAmountExternal,
+        uint88 fCashAmount,
+        address receiver,
+        uint32 minImpliedRate
+    ) external;
+
+    function redeemToAsset(uint256 amount, address receiver, uint32 maxImpliedRate) external;
+    function redeemToUnderlying(uint256 amount, address receiver, uint32 maxImpliedRate) external;
+
+    /// @notice Returns the underlying fCash ID of the token
+    function getfCashId() external view returns (uint256);
+
+    /// @notice True if the fCash has matured, assets mature exactly on the block time
+    function hasMatured() external view returns (bool);
+
+    /// @notice Returns the components of the fCash idd
+    function getDecodedID() external view returns (uint16 currencyId, uint40 maturity);
+
+    /// @notice Returns the current market index for this fCash asset. If this returns
+    /// zero that means it is idiosyncratic and cannot be traded.
+    function getMarketIndex() external view returns (uint8);
+
+    /// @notice Returns the token and precision of the token that this token settles
+    /// to. For example, fUSDC will return the USDC token address and 1e6. The zero
+    /// address will represent ETH.
+    function getUnderlyingToken() external view returns (IERC20 underlyingToken, int256 underlyingPrecision);
+
+    /// @notice Returns the asset token which the fCash settles to. This will be an interest
+    /// bearing token like a cToken or aToken.
+    function getAssetToken() external view returns (IERC20 assetToken, int256 assetPrecision, TokenType tokenType);
+
+    function getToken(bool useUnderlying) external view returns (IERC20 token, bool isETH);
+}
+
+
+interface IWrappedfCashComplete is IWrappedfCash, IERC20 {} 

contracts/interfaces/IWrappedFCashFactory.sol

@@ -0,0 +1,9 @@
+// SPDX-License-Identifier: GPL-3.0-only
+pragma solidity 0.6.10;
+
+interface IWrappedfCashFactory {
+    function deployWrapper(uint16 currencyId, uint40 maturity) external returns(address);
+    function computeAddress(uint16 currencyId, uint40 maturity) external view returns(address);
+}
+
+

contracts/interfaces/external/ICErc20.sol

@@ -43,7 +43,7 @@ interface ICErc20 is IERC20 {
 
     function exchangeRateStored() external view returns (uint256);
 
-    function underlying() external returns (address);
+    function underlying() external view returns (address);
 
     /**
      * Sender supplies assets into the market and receives cTokens in exchange

contracts/interfaces/external/INotionalProxy.sol

@@ -0,0 +1,5 @@
+// SPDX-License-Identifier: MIT
+pragma solidity ^0.8.11;
+import { NotionalProxy } from "notional-solidity-sdk/interfaces/notional/NotionalProxy.sol";
+
+interface INotionalProxy is NotionalProxy {}

contracts/mocks/WrappedfCashFactoryMock.sol

@@ -0,0 +1,50 @@
+/*
+    Copyright 2022 Set Labs Inc.
+
+    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.
+
+    SPDX-License-Identifier: Apache License, Version 2.0
+*/
+
+pragma solidity 0.6.10;
+pragma experimental "ABIEncoderV2";
+
+import { IWrappedfCashFactory } from "../interfaces/IWrappedFCashFactory.sol";
+import { WrappedfCashMock } from "./WrappedfCashMock.sol";
+
+
+// mock class using BasicToken
+contract WrappedfCashFactoryMock is IWrappedfCashFactory {
+
+    mapping(uint16 => mapping(uint40 => address)) paramsToAddress;
+    bool private revertComputeAddress;
+
+    function registerWrapper(uint16 _currencyId, uint40 _maturity, address _fCashWrapper) external {
+        paramsToAddress[_currencyId][_maturity] = _fCashWrapper;
+    }
+
+    function deployWrapper(uint16 _currencyId, uint40 _maturity) external override returns(address) {
+        return computeAddress(_currencyId, _maturity);
+    }
+
+    function computeAddress(uint16 _currencyId, uint40 _maturity) public view override returns(address) {
+        require(!revertComputeAddress, "Test revertion ComputeAddress");
+        return paramsToAddress[_currencyId][_maturity];
+    }
+
+    function setRevertComputeAddress(bool _revertComputeAddress) external{
+        revertComputeAddress = _revertComputeAddress;
+    }
+
+
+}

contracts/mocks/WrappedfCashMock.sol

@@ -0,0 +1,175 @@
+/*
+    Copyright 2022 Set Labs Inc.
+
+    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.
+
+    SPDX-License-Identifier: Apache License, Version 2.0
+*/
+
+pragma solidity 0.6.10;
+pragma experimental "ABIEncoderV2";
+
+import "@openzeppelin/contracts/token/ERC20/ERC20.sol";
+import "@openzeppelin/contracts/token/ERC20/IERC20.sol";
+import { TokenType, IWrappedfCash } from "../interfaces/IWrappedFCash.sol";
+
+// mock class using BasicToken
+contract WrappedfCashMock is ERC20, IWrappedfCash {
+
+    uint256 private fCashId;
+    uint40 private maturity;
+    bool private matured;
+    uint16 private currencyId;
+    uint8 private marketIndex;
+    IERC20 private underlyingToken;
+    int256 private underlyingPrecision;
+    IERC20 private assetToken;
+    int256 private assetPrecision;
+    TokenType private tokenType;
+
+    IERC20 private weth;
+
+    bool private revertDecodedID;
+
+    uint256 public redeemTokenReturned;
+    uint256 public mintTokenSpent;
+
+    address internal constant ETH_ADDRESS = address(0);
+
+    constructor (IERC20 _assetToken, IERC20 _underlyingToken, IERC20 _weth) public ERC20("FCashMock", "FCM") {
+        assetToken = _assetToken;
+        underlyingToken = _underlyingToken;
+        weth = _weth;
+    }
+
+    function initialize(uint16 _currencyId, uint40 _maturity) external override {
+        currencyId = _currencyId;
+        maturity = _maturity;
+    }
+
+    /// @notice Mints wrapped fCash ERC20 tokens
+    function mintViaAsset(
+        uint256 depositAmountExternal,
+        uint88 fCashAmount,
+        address receiver,
+        uint32 /* minImpliedRate */
+    ) external override{
+        uint256 assetTokenAmount = mintTokenSpent == 0 ? depositAmountExternal : mintTokenSpent;
+        require(assetToken.transferFrom(msg.sender, address(this), assetTokenAmount), "WrappedfCashMock: Transfer failed");
+        _mint(receiver, fCashAmount);
+    }
+
+    function mintViaUnderlying(
+        uint256 depositAmountExternal,
+        uint88 fCashAmount,
+        address receiver,
+        uint32 /* minImpliedRate */
+    ) external override{
+        uint256 underlyingTokenAmount = mintTokenSpent == 0 ? depositAmountExternal : mintTokenSpent;
+        bool transferSuccess;
+        if(address(underlyingToken) == ETH_ADDRESS) {
+            transferSuccess = weth.transferFrom(msg.sender, address(this), underlyingTokenAmount);
+        } else {
+            transferSuccess = underlyingToken.transferFrom(msg.sender, address(this), underlyingTokenAmount);
+        }
+        require(transferSuccess, "WrappedfCashMock: Transfer failed");
+        _mint(receiver, fCashAmount);
+    }
+
+
+    function redeemToAsset(
+        uint256 amount,
+        address receiver,
+        uint32 /* maxImpliedRate */
+    ) external override {
+        _burn(msg.sender, amount);
+        uint256 assetTokenAmount = redeemTokenReturned == 0 ? amount : redeemTokenReturned;
+        require(assetToken.transfer(receiver, assetTokenAmount), "WrappedfCashMock: Transfer failed");
+    }
+
+    function redeemToUnderlying(
+        uint256 amount,
+        address receiver,
+        uint32 /* maxImpliedRate */
+    ) external override {
+        _burn(msg.sender, amount);
+        uint256 underlyingTokenAmount = redeemTokenReturned == 0 ? amount : redeemTokenReturned;
+        if(address(underlyingToken) == ETH_ADDRESS) {
+            weth.transfer(receiver, underlyingTokenAmount);
+        } else {
+            underlyingToken.transfer(receiver, underlyingTokenAmount);
+        }
+    }
+
+    /// @notice Returns the underlying fCash ID of the token
+    function getfCashId() external override view returns (uint256) {
+        return fCashId;
+    }
+
+    /// @notice True if the fCash has matured, assets mature exactly on the block time
+    function hasMatured() external override view returns (bool) {
+        return matured;
+    }
+
+    /// @notice Returns the components of the fCash idd
+    function getDecodedID() external override view returns (uint16, uint40) {
+        require(!revertDecodedID, "Test revertion DecodedID");
+        return (currencyId, maturity);
+    }
+
+    /// @notice Returns the current market index for this fCash asset. If this returns
+    /// zero that means it is idiosyncratic and cannot be traded.
+    function getMarketIndex() external override view returns (uint8) {
+        return marketIndex;
+    }
+
+    /// @notice Returns the token and precision of the token that this token settles
+    /// to. For example, fUSDC will return the USDC token address and 1e6. The zero
+    /// address will represent ETH.
+    function getUnderlyingToken() public override view returns (IERC20, int256) {
+        return (underlyingToken, underlyingPrecision);
+    }
+
+    /// @notice Returns the asset token which the fCash settles to. This will be an interest
+    /// bearing token like a cToken or aToken.
+    function getAssetToken() public override view returns (IERC20, int256, TokenType) {
+        return (assetToken, assetPrecision, tokenType);
+    }
+
+    function setMatured(bool _matured) external{
+        matured = _matured;
+    }
+
+    function setRedeemTokenReturned(uint256 _redeemTokenReturned) external{
+        redeemTokenReturned = _redeemTokenReturned;
+    }
+
+    function setMintTokenSpent(uint256 _mintTokenSpent) external{
+        mintTokenSpent = _mintTokenSpent;
+    }
+
+    function setRevertDecodedID(bool _revertDecodedID) external{
+        revertDecodedID = _revertDecodedID;
+    }
+
+    function getToken(bool useUnderlying) public view override returns (IERC20 token, bool isETH) {
+        if (useUnderlying) {
+            (token, /* */) = getUnderlyingToken();
+        } else {
+            (token, /* */, /* */) = getAssetToken();
+        }
+        isETH = address(token) == ETH_ADDRESS;
+    }
+
+
+}

contracts/protocol/integration/wrap/notional/WrappedfCash.sol

@@ -0,0 +1,10 @@
+// SPDX-License-Identifier: MIT
+pragma solidity 0.8.11;
+import { wfCashERC4626 } from "wrapped-fcash/contracts/wfCashERC4626.sol";
+import { INotionalV2 } from "wrapped-fcash/interfaces/notional/INotionalV2.sol";
+import { IWETH9 } from "wrapped-fcash/interfaces/IWETH9.sol";
+
+contract WrappedfCash is wfCashERC4626 {
+    constructor(INotionalV2 _notionalProxy, IWETH9 _weth) wfCashERC4626(_notionalProxy, _weth){
+    }
+}

contracts/protocol/integration/wrap/notional/WrappedfCashFactory.sol

@@ -0,0 +1,8 @@
+// SPDX-License-Identifier: MIT
+pragma solidity 0.8.11;
+import { WrappedfCashFactory as WrappedfCashFactoryBase } from "wrapped-fcash/contracts/proxy/WrappedfCashFactory.sol";
+
+contract WrappedfCashFactory is WrappedfCashFactoryBase {
+    constructor(address _beacon) WrappedfCashFactoryBase(_beacon){
+    }
+}

contracts/protocol/integration/wrap/notional/nBeaconProxy.sol

@@ -0,0 +1,7 @@
+// SPDX-License-Identifier: MIT
+pragma solidity 0.8.11;
+import { nBeaconProxy as nBeaconProxyBase } from "wrapped-fcash/contracts/proxy/nBeaconProxy.sol";
+
+contract nBeaconProxy is nBeaconProxyBase {
+    constructor(address beacon, bytes memory data) payable nBeaconProxyBase(beacon, data) { }
+}

contracts/protocol/integration/wrap/notional/nUpgradeableBeacon.sol

@@ -0,0 +1,11 @@
+// SPDX-License-Identifier: MIT
+pragma solidity 0.8.11;
+
+import "openzeppelin-contracts-V4/proxy/beacon/UpgradeableBeacon.sol";
+
+/// @dev Re-exporting to make available to brownie
+/// UpgradeableBeacon is Ownable, default owner is the deployer
+contract nUpgradeableBeacon is UpgradeableBeacon {
+    constructor(address implementation_) UpgradeableBeacon(implementation_) {}
+}
+