Merge pull request #28 from primitivefinance/test/more

Test/more
primitivefinance · Jul 15, 2024 · e124db8 · e124db8
2 parents d89b753 + 52aba25
commit e124db8
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Showing 34 changed files with 945 additions and 1,639 deletions.
diff --git a/script/Deploy.s.sol b/script/Deploy.s.sol
@@ -18,7 +18,7 @@ contract Deploy is Script {
 
         address sender = vm.addr(pk);
         console2.log("Deploying RMM from", sender);
-        RMM rmm = FACTORY.createRMM("RMM", "RMM");
+        // RMM rmm = FACTORY.createRMM("RMM", "RMM");
 
         vm.stopBroadcast();
     }

diff --git a/script/DeployPool.s.sol b/script/DeployPool.s.sol
@@ -87,7 +87,7 @@ contract DeployPool is Script {
         uint256 pk = vm.envUint(ENV_PRIVATE_KEY);
         vm.startBroadcast(pk);
         sender = vm.addr(pk);
-        rmm = FACTORY.createRMM("Lido Staked ETH 24 Dec 2025", "stETH-24DEC25");
+        rmm = FACTORY.createRMM("Lido Staked ETH 24 Dec 2025", "stETH-24DEC25", address(PT), 0.02 ether, fee);
         console2.log("rmm address: ", address(rmm));
 
         mintSY(10_000 ether);
@@ -107,15 +107,7 @@ contract DeployPool is Script {
         PYIndex index = YT.newIndex();
         (MarketState memory ms, MarketPreCompute memory mp) = getPendleMarketData(index);
         uint256 price = uint256(getPtExchangeRate(index));
-        rmm.init({
-            PT_: address(PT),
-            priceX: price,
-            amountX: uint256(ms.totalSy),
-            strike_: uint256(mp.rateAnchor),
-            sigma_: 0.02 ether,
-            fee_: fee,
-            curator_: address(0x55)
-        });
+        rmm.init({priceX: price, amountX: uint256(ms.totalSy), strike_: uint256(mp.rateAnchor)});
 
         vm.stopBroadcast();
     }

diff --git a/src/Factory.sol b/src/Factory.sol
@@ -14,8 +14,11 @@ contract Factory {
         WETH = weth_;
     }
 
-    function createRMM(string memory poolName, string memory poolSymbol) external returns (RMM) {
-        RMM rmm = new RMM(WETH, poolName, poolSymbol);
+    function createRMM(string memory poolName, string memory poolSymbol, address PT, uint256 sigma, uint256 fee)
+        external
+        returns (RMM)
+    {
+        RMM rmm = new RMM(poolName, poolSymbol, PT, sigma, fee);
         emit NewPool(msg.sender, address(rmm), poolName, poolSymbol);
         pools.push(address(rmm));
         return rmm;

diff --git a/src/LiquidityManager.sol b/src/LiquidityManager.sol
@@ -6,7 +6,7 @@ import {PYIndexLib, PYIndex} from "pendle/core/StandardizedYield/PYIndex.sol";
 import {FixedPointMathLib} from "solmate/utils/FixedPointMathLib.sol";
 import {SafeTransferLib, ERC20} from "solmate/utils/SafeTransferLib.sol";
 
-import {RMM, IPYieldToken} from "./RMM.sol";
+import {RMM, IPYieldToken, Gaussian, computeTradingFunction} from "./RMM.sol";
 import {InvalidTokenIn, InsufficientSYMinted} from "./lib/RmmErrors.sol";
 
 contract LiquidityManager {
@@ -78,10 +78,11 @@ contract LiquidityManager {
         // swap syToSwap for pt
         rmm.swapExactSyForPt(syToSwap, args.minOut, address(this));
         uint256 syBal = sy.balanceOf(address(this));
+        sy.approve(address(args.rmm), syBal);
         uint256 ptBal = pt.balanceOf(address(this));
 
         pt.approve(address(args.rmm), ptBal);
-        liquidity = rmm.allocate(syBal, ptBal, args.minLiquidityDelta, msg.sender);
+        liquidity = rmm.allocate(true, syBal, args.minLiquidityDelta, msg.sender);
     }
 
     function allocateFromPt(AllocateArgs calldata args) external returns (uint256 liquidity) {
@@ -112,12 +113,10 @@ contract LiquidityManager {
         pt.approve(address(rmm), args.amountIn);
 
         // swap ptToSwap for sy
-        rmm.swapExactPtForSy(ptToSwap, args.minOut, address(this));
-        uint256 syBal = sy.balanceOf(address(this));
-        uint256 ptBal = pt.balanceOf(address(this));
+        (uint256 syOut,) = rmm.swapExactPtForSy(ptToSwap, args.minOut, address(this));
 
-        sy.approve(address(rmm), syBal);
-        liquidity = rmm.allocate(syBal, ptBal, args.minLiquidityDelta, msg.sender);
+        sy.approve(address(rmm), type(uint256).max);
+        liquidity = rmm.allocate(false, pt.balanceOf(address(this)), args.minLiquidityDelta, msg.sender);
     }
 
     struct ComputeArgs {
@@ -179,4 +178,22 @@ contract LiquidityManager {
     function isAApproxB(uint256 a, uint256 b, uint256 eps) internal pure returns (bool) {
         return b.mulWadDown(1 ether - eps) <= a && a <= b.mulWadDown(1 ether + eps);
     }
+
+    function calcMaxPtOut(
+        uint256 reserveX_,
+        uint256 reserveY_,
+        uint256 totalLiquidity_,
+        uint256 strike_,
+        uint256 sigma_,
+        uint256 tau_
+    ) internal pure returns (uint256) {
+        int256 currentTF = computeTradingFunction(reserveX_, reserveY_, totalLiquidity_, strike_, sigma_, tau_);
+
+        uint256 maxProportion = uint256(int256(1e18) - currentTF) * 1e18 / (2 * 1e18);
+
+        uint256 maxPtOut = reserveY_ * maxProportion / 1e18;
+
+        return (maxPtOut * 999) / 1000;
+    }
+
 }