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Copy pathPositionRouter.sol
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712 lines (597 loc) · 23.8 KB
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// SPDX-License-Identifier: MIT
pragma solidity ^0.6.0;
import "./interfaces/IRouter.sol";
import "./interfaces/IVault.sol";
import "./interfaces/IPositionRouter.sol";
import "../peripherals/interfaces/ITimelock.sol";
import "./BasePositionManager.sol";
contract PositionRouter is BasePositionManager, IPositionRouter {
struct IncreasePositionRequest {
address account;
address[] path;
address indexToken;
uint256 amountIn;
uint256 minOut;
uint256 sizeDelta;
bool isLong;
uint256 acceptablePrice;
uint256 executionFee;
uint256 blockNumber;
uint256 blockTime;
bool hasCollateralInETH;
}
struct DecreasePositionRequest {
address account;
address[] path;
address indexToken;
uint256 collateralDelta;
uint256 sizeDelta;
bool isLong;
address receiver;
uint256 acceptablePrice;
uint256 minOut;
uint256 executionFee;
uint256 blockNumber;
uint256 blockTime;
bool withdrawETH;
}
uint256 public minExecutionFee;
uint256 public minBlockDelayKeeper;
uint256 public minTimeDelayPublic;
uint256 public maxTimeDelay;
bool public isLeverageEnabled = true;
bytes32[] public increasePositionRequestKeys;
bytes32[] public decreasePositionRequestKeys;
uint256 public increasePositionRequestKeysStart;
uint256 public decreasePositionRequestKeysStart;
mapping (address => bool) public isPositionKeeper;
mapping (address => uint256) public increasePositionsIndex;
mapping (bytes32 => IncreasePositionRequest) public increasePositionRequests;
mapping (address => uint256) public decreasePositionsIndex;
mapping (bytes32 => DecreasePositionRequest) public decreasePositionRequests;
event CreateIncreasePosition(
address indexed account,
address[] path,
address indexToken,
uint256 amountIn,
uint256 minOut,
uint256 sizeDelta,
bool isLong,
uint256 acceptablePrice,
uint256 executionFee,
uint256 index,
uint256 blockNumber,
uint256 blockTime,
uint256 gasPrice,
uint256 keysLength
);
event ExecuteIncreasePosition(
address indexed account,
address[] path,
address indexToken,
uint256 amountIn,
uint256 minOut,
uint256 sizeDelta,
bool isLong,
uint256 acceptablePrice,
uint256 executionFee,
uint256 blockGap,
uint256 timeGap
);
event CancelIncreasePosition(
address indexed account,
address[] path,
address indexToken,
uint256 amountIn,
uint256 minOut,
uint256 sizeDelta,
bool isLong,
uint256 acceptablePrice,
uint256 executionFee,
uint256 blockGap,
uint256 timeGap
);
event CreateDecreasePosition(
address indexed account,
address[] path,
address indexToken,
uint256 collateralDelta,
uint256 sizeDelta,
bool isLong,
address receiver,
uint256 acceptablePrice,
uint256 minOut,
uint256 executionFee,
uint256 index,
uint256 blockNumber,
uint256 blockTime,
uint256 keysLength
);
event ExecuteDecreasePosition(
address indexed account,
address[] path,
address indexToken,
uint256 collateralDelta,
uint256 sizeDelta,
bool isLong,
address receiver,
uint256 acceptablePrice,
uint256 minOut,
uint256 executionFee,
uint256 blockGap,
uint256 timeGap
);
event CancelDecreasePosition(
address indexed account,
address[] path,
address indexToken,
uint256 collateralDelta,
uint256 sizeDelta,
bool isLong,
address receiver,
uint256 acceptablePrice,
uint256 minOut,
uint256 executionFee,
uint256 blockGap,
uint256 timeGap
);
event SetPositionKeeper(address indexed account, bool isActive);
event SetMinExecutionFee(uint256 minExecutionFee);
event SetIsLeverageEnabled(bool isLeverageEnabled);
event SetDelayValues(uint256 minBlockDelayKeeper, uint256 minTimeDelayPublic, uint256 maxTimeDelay);
event SetRequestKeysStartValues(uint256 increasePositionRequestKeysStart, uint256 decreasePositionRequestKeysStart);
modifier onlyPositionKeeper() {
require(isPositionKeeper[msg.sender], "PositionRouter: forbidden");
_;
}
constructor(
address _vault,
address _router,
address _weth,
uint256 _depositFee,
uint256 _minExecutionFee
) public BasePositionManager(_vault, _router, _weth, _depositFee) {
minExecutionFee = _minExecutionFee;
}
function setPositionKeeper(address _account, bool _isActive) external onlyAdmin {
isPositionKeeper[_account] = _isActive;
emit SetPositionKeeper(_account, _isActive);
}
function setMinExecutionFee(uint256 _minExecutionFee) external onlyAdmin {
minExecutionFee = _minExecutionFee;
emit SetMinExecutionFee(_minExecutionFee);
}
function setIsLeverageEnabled(bool _isLeverageEnabled) external onlyAdmin {
isLeverageEnabled = _isLeverageEnabled;
emit SetIsLeverageEnabled(_isLeverageEnabled);
}
function setDelayValues(uint256 _minBlockDelayKeeper, uint256 _minTimeDelayPublic, uint256 _maxTimeDelay) external onlyAdmin {
minBlockDelayKeeper = _minBlockDelayKeeper;
minTimeDelayPublic = _minTimeDelayPublic;
maxTimeDelay = _maxTimeDelay;
emit SetDelayValues(_minBlockDelayKeeper, _minTimeDelayPublic, _maxTimeDelay);
}
function setRequestKeysStartValues(uint256 _increasePositionRequestKeysStart, uint256 _decreasePositionRequestKeysStart) external onlyAdmin {
increasePositionRequestKeysStart = _increasePositionRequestKeysStart;
decreasePositionRequestKeysStart = _decreasePositionRequestKeysStart;
emit SetRequestKeysStartValues(_increasePositionRequestKeysStart, _decreasePositionRequestKeysStart);
}
function executeIncreasePositions(uint256 _endIndex, address payable _executionFeeReceiver) external override onlyPositionKeeper {
uint256 index = increasePositionRequestKeysStart;
uint256 length = increasePositionRequestKeys.length;
if (index >= length) { return; }
if (_endIndex > length) {
_endIndex = length;
}
while (index < _endIndex) {
bytes32 key = increasePositionRequestKeys[index];
// if the request was executed then delete the key from the array
// if the request was not executed then break from the loop, this can happen if the
// minimum number of blocks has not yet passed
// an error could be thrown if the request is too old or if the slippage is
// higher than what the user specified, or if there is insufficient liquidity for the position
// in case an error was thrown, cancel the request
try this.executeIncreasePosition(key, _executionFeeReceiver) returns (bool _wasExecuted) {
if (!_wasExecuted) { break; }
} catch {
// wrap this call in a try catch to prevent invalid cancels from blocking the loop
try this.cancelIncreasePosition(key, _executionFeeReceiver) returns (bool _wasCancelled) {
if (!_wasCancelled) { break; }
} catch {}
}
delete increasePositionRequestKeys[index];
index++;
}
increasePositionRequestKeysStart = index;
}
function executeDecreasePositions(uint256 _endIndex, address payable _executionFeeReceiver) external override onlyPositionKeeper {
uint256 index = decreasePositionRequestKeysStart;
uint256 length = decreasePositionRequestKeys.length;
if (index >= length) { return; }
if (_endIndex > length) {
_endIndex = length;
}
while (index < _endIndex) {
bytes32 key = decreasePositionRequestKeys[index];
// if the request was executed then delete the key from the array
// if the request was not executed then break from the loop, this can happen if the
// minimum number of blocks has not yet passed
// an error could be thrown if the request is too old
// in case an error was thrown, cancel the request
try this.executeDecreasePosition(key, _executionFeeReceiver) returns (bool _wasExecuted) {
if (!_wasExecuted) { break; }
} catch {
// wrap this call in a try catch to prevent invalid cancels from blocking the loop
try this.cancelDecreasePosition(key, _executionFeeReceiver) returns (bool _wasCancelled) {
if (!_wasCancelled) { break; }
} catch {}
}
delete decreasePositionRequestKeys[index];
index++;
}
decreasePositionRequestKeysStart = index;
}
function createIncreasePosition(
address[] memory _path,
address _indexToken,
uint256 _amountIn,
uint256 _minOut,
uint256 _sizeDelta,
bool _isLong,
uint256 _acceptablePrice,
uint256 _executionFee,
bytes32 _referralCode
) external payable nonReentrant {
require(_executionFee >= minExecutionFee, "PositionRouter: invalid executionFee");
require(msg.value == _executionFee, "PositionRouter: invalid msg.value");
require(_path.length == 1 || _path.length == 2, "PositionRouter: invalid _path length");
_transferInETH();
_setTraderReferralCode(_referralCode);
if (_amountIn > 0) {
IRouter(router).pluginTransfer(_path[0], msg.sender, address(this), _amountIn);
}
_createIncreasePosition(
msg.sender,
_path,
_indexToken,
_amountIn,
_minOut,
_sizeDelta,
_isLong,
_acceptablePrice,
_executionFee,
false
);
}
function createIncreasePositionETH(
address[] memory _path,
address _indexToken,
uint256 _minOut,
uint256 _sizeDelta,
bool _isLong,
uint256 _acceptablePrice,
uint256 _executionFee,
bytes32 _referralCode
) external payable nonReentrant {
require(_executionFee >= minExecutionFee, "PositionRouter: invalid executionFee");
require(msg.value >= _executionFee, "PositionRouter: invalid msg.value");
require(_path.length == 1 || _path.length == 2, "PositionRouter: invalid _path length");
require(_path[0] == weth, "PositionRouter: invalid _path");
_transferInETH();
_setTraderReferralCode(_referralCode);
uint256 amountIn = msg.value.sub(_executionFee);
_createIncreasePosition(
msg.sender,
_path,
_indexToken,
amountIn,
_minOut,
_sizeDelta,
_isLong,
_acceptablePrice,
_executionFee,
true
);
}
function createDecreasePosition(
address[] memory _path,
address _indexToken,
uint256 _collateralDelta,
uint256 _sizeDelta,
bool _isLong,
address _receiver,
uint256 _acceptablePrice,
uint256 _minOut,
uint256 _executionFee,
bool _withdrawETH
) external payable nonReentrant {
require(_executionFee >= minExecutionFee, "PositionRouter: invalid executionFee");
require(msg.value == _executionFee, "PositionRouter: invalid msg.value");
require(_path.length == 1 || _path.length == 2, "PositionRouter: invalid _path length");
if (_withdrawETH) {
require(_path[_path.length - 1] == weth, "PositionRouter: invalid _path");
}
_transferInETH();
_createDecreasePosition(
msg.sender,
_path,
_indexToken,
_collateralDelta,
_sizeDelta,
_isLong,
_receiver,
_acceptablePrice,
_minOut,
_executionFee,
_withdrawETH
);
}
function getRequestQueueLengths() external view returns (uint256, uint256, uint256, uint256) {
return (
increasePositionRequestKeysStart,
increasePositionRequestKeys.length,
decreasePositionRequestKeysStart,
decreasePositionRequestKeys.length
);
}
function executeIncreasePosition(bytes32 _key, address payable _executionFeeReceiver) public nonReentrant returns (bool) {
IncreasePositionRequest memory request = increasePositionRequests[_key];
// if the request was already executed or cancelled, return true so that the executeIncreasePositions loop will continue executing the next request
if (request.account == address(0)) { return true; }
bool shouldExecute = _validateExecution(request.blockNumber, request.blockTime, request.account);
if (!shouldExecute) { return false; }
delete increasePositionRequests[_key];
if (request.amountIn > 0) {
uint256 amountIn = request.amountIn;
if (request.path.length > 1) {
IERC20(request.path[0]).safeTransfer(vault, request.amountIn);
amountIn = _swap(request.path, request.minOut, address(this));
}
uint256 afterFeeAmount = _collectFees(msg.sender, request.path, amountIn, request.indexToken, request.isLong, request.sizeDelta);
IERC20(request.path[request.path.length - 1]).safeTransfer(vault, afterFeeAmount);
}
_increasePosition(request.account, request.path[request.path.length - 1], request.indexToken, request.sizeDelta, request.isLong, request.acceptablePrice);
_transferOutETH(request.executionFee, _executionFeeReceiver);
emit ExecuteIncreasePosition(
request.account,
request.path,
request.indexToken,
request.amountIn,
request.minOut,
request.sizeDelta,
request.isLong,
request.acceptablePrice,
request.executionFee,
block.number.sub(request.blockNumber),
block.timestamp.sub(request.blockTime)
);
return true;
}
function cancelIncreasePosition(bytes32 _key, address payable _executionFeeReceiver) public nonReentrant returns (bool) {
IncreasePositionRequest memory request = increasePositionRequests[_key];
// if the request was already executed or cancelled, return true so that the executeIncreasePositions loop will continue executing the next request
if (request.account == address(0)) { return true; }
bool shouldCancel = _validateCancellation(request.blockNumber, request.blockTime, request.account);
if (!shouldCancel) { return false; }
delete increasePositionRequests[_key];
if (request.hasCollateralInETH) {
_transferOutETHWithGasLimit(request.amountIn, payable(request.account));
} else {
IERC20(request.path[0]).safeTransfer(request.account, request.amountIn);
}
_transferOutETH(request.executionFee, _executionFeeReceiver);
emit CancelIncreasePosition(
request.account,
request.path,
request.indexToken,
request.amountIn,
request.minOut,
request.sizeDelta,
request.isLong,
request.acceptablePrice,
request.executionFee,
block.number.sub(request.blockNumber),
block.timestamp.sub(request.blockTime)
);
return true;
}
function executeDecreasePosition(bytes32 _key, address payable _executionFeeReceiver) public nonReentrant returns (bool) {
DecreasePositionRequest memory request = decreasePositionRequests[_key];
// if the request was already executed or cancelled, return true so that the executeDecreasePositions loop will continue executing the next request
if (request.account == address(0)) { return true; }
bool shouldExecute = _validateExecution(request.blockNumber, request.blockTime, request.account);
if (!shouldExecute) { return false; }
delete decreasePositionRequests[_key];
uint256 amountOut = _decreasePosition(request.account, request.path[0], request.indexToken, request.collateralDelta, request.sizeDelta, request.isLong, address(this), request.acceptablePrice);
if (request.path.length > 1) {
IERC20(request.path[0]).safeTransfer(vault, amountOut);
amountOut = _swap(request.path, request.minOut, address(this));
}
if (request.withdrawETH) {
_transferOutETHWithGasLimit(amountOut, payable(request.receiver));
} else {
IERC20(request.path[request.path.length - 1]).safeTransfer(request.receiver, amountOut);
}
_transferOutETH(request.executionFee, _executionFeeReceiver);
emit ExecuteDecreasePosition(
request.account,
request.path,
request.indexToken,
request.collateralDelta,
request.sizeDelta,
request.isLong,
request.receiver,
request.acceptablePrice,
request.minOut,
request.executionFee,
block.number.sub(request.blockNumber),
block.timestamp.sub(request.blockTime)
);
return true;
}
function cancelDecreasePosition(bytes32 _key, address payable _executionFeeReceiver) public nonReentrant returns (bool) {
DecreasePositionRequest memory request = decreasePositionRequests[_key];
// if the request was already executed or cancelled, return true so that the executeDecreasePositions loop will continue executing the next request
if (request.account == address(0)) { return true; }
bool shouldCancel = _validateCancellation(request.blockNumber, request.blockTime, request.account);
if (!shouldCancel) { return false; }
delete decreasePositionRequests[_key];
_transferOutETH(request.executionFee, _executionFeeReceiver);
emit CancelDecreasePosition(
request.account,
request.path,
request.indexToken,
request.collateralDelta,
request.sizeDelta,
request.isLong,
request.receiver,
request.acceptablePrice,
request.minOut,
request.executionFee,
block.number.sub(request.blockNumber),
block.timestamp.sub(request.blockTime)
);
return true;
}
function getRequestKey(address _account, uint256 _index) public pure returns (bytes32) {
return keccak256(abi.encodePacked(_account, _index));
}
function getIncreasePositionRequestPath(bytes32 _key) public view returns (address[] memory) {
IncreasePositionRequest memory request = increasePositionRequests[_key];
return request.path;
}
function getDecreasePositionRequestPath(bytes32 _key) public view returns (address[] memory) {
DecreasePositionRequest memory request = decreasePositionRequests[_key];
return request.path;
}
function _setTraderReferralCode(bytes32 _referralCode) internal {
if (_referralCode != bytes32(0) && referralStorage != address(0)) {
IReferralStorage(referralStorage).setTraderReferralCode(msg.sender, _referralCode);
}
}
function _validateExecution(uint256 _positionBlockNumber, uint256 _positionBlockTime, address _account) internal view returns (bool) {
if (_positionBlockTime.add(maxTimeDelay) <= block.timestamp) {
revert("PositionRouter: request has expired");
}
bool isKeeperCall = msg.sender == address(this) || isPositionKeeper[msg.sender];
if (!isLeverageEnabled && !isKeeperCall) {
revert("PositionRouter: forbidden");
}
if (isKeeperCall) {
return _positionBlockNumber.add(minBlockDelayKeeper) <= block.number;
}
require(msg.sender == _account, "PositionRouter: forbidden");
require(_positionBlockTime.add(minTimeDelayPublic) <= block.timestamp, "PositionRouter: min delay not yet passed");
return true;
}
function _validateCancellation(uint256 _positionBlockNumber, uint256 _positionBlockTime, address _account) internal view returns (bool) {
bool isKeeperCall = msg.sender == address(this) || isPositionKeeper[msg.sender];
if (!isLeverageEnabled && !isKeeperCall) {
revert("PositionRouter: forbidden");
}
if (isKeeperCall) {
return _positionBlockNumber.add(minBlockDelayKeeper) <= block.number;
}
require(msg.sender == _account, "PositionRouter: forbidden");
require(_positionBlockTime.add(minTimeDelayPublic) <= block.timestamp, "PositionRouter: min delay not yet passed");
return true;
}
function _createIncreasePosition(
address _account,
address[] memory _path,
address _indexToken,
uint256 _amountIn,
uint256 _minOut,
uint256 _sizeDelta,
bool _isLong,
uint256 _acceptablePrice,
uint256 _executionFee,
bool _hasCollateralInETH
) internal {
uint256 index = increasePositionsIndex[_account].add(1);
increasePositionsIndex[_account] = index;
IncreasePositionRequest memory request = IncreasePositionRequest(
_account,
_path,
_indexToken,
_amountIn,
_minOut,
_sizeDelta,
_isLong,
_acceptablePrice,
_executionFee,
block.number,
block.timestamp,
_hasCollateralInETH
);
bytes32 key = getRequestKey(_account, index);
increasePositionRequests[key] = request;
increasePositionRequestKeys.push(key);
emit CreateIncreasePosition(
_account,
_path,
_indexToken,
_amountIn,
_minOut,
_sizeDelta,
_isLong,
_acceptablePrice,
_executionFee,
index,
block.number,
block.timestamp,
tx.gasprice,
increasePositionRequestKeys.length
);
}
function _createDecreasePosition(
address _account,
address[] memory _path,
address _indexToken,
uint256 _collateralDelta,
uint256 _sizeDelta,
bool _isLong,
address _receiver,
uint256 _acceptablePrice,
uint256 _minOut,
uint256 _executionFee,
bool _withdrawETH
) internal {
uint256 index = decreasePositionsIndex[_account].add(1);
decreasePositionsIndex[_account] = index;
DecreasePositionRequest memory request = DecreasePositionRequest(
_account,
_path,
_indexToken,
_collateralDelta,
_sizeDelta,
_isLong,
_receiver,
_acceptablePrice,
_minOut,
_executionFee,
block.number,
block.timestamp,
_withdrawETH
);
bytes32 key = getRequestKey(_account, index);
decreasePositionRequests[key] = request;
decreasePositionRequestKeys.push(key);
emit CreateDecreasePosition(
_account,
_path,
_indexToken,
_collateralDelta,
_sizeDelta,
_isLong,
_receiver,
_acceptablePrice,
_minOut,
_executionFee,
index,
block.number,
block.timestamp,
decreasePositionRequestKeys.length
);
}
}