Merge pull request #235 from pods-finance/develop

Pods Release candidate v1.0.1
pods-finance · Apr 29, 2021 · f9397d2 · f9397d2
2 parents 3214b2c + 94a670f
commit f9397d2
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Showing 37 changed files with 501 additions and 489 deletions.
diff --git a/abi/FeePool.json b/abi/FeePool.json
@@ -164,6 +164,19 @@
     "stateMutability": "view",
     "type": "function"
   },
+  {
+    "inputs": [],
+    "name": "feeToken",
+    "outputs": [
+      {
+        "internalType": "address",
+        "name": "",
+        "type": "address"
+      }
+    ],
+    "stateMutability": "view",
+    "type": "function"
+  },
   {
     "inputs": [],
     "name": "feeValue",

diff --git a/abi/OptionAMMPool.json b/abi/OptionAMMPool.json
@@ -215,6 +215,25 @@
     "name": "TradeExactBOutput",
     "type": "event"
   },
+  {
+    "anonymous": false,
+    "inputs": [
+      {
+        "indexed": false,
+        "internalType": "uint256",
+        "name": "spotPrice",
+        "type": "uint256"
+      },
+      {
+        "indexed": false,
+        "internalType": "uint256",
+        "name": "newIV",
+        "type": "uint256"
+      }
+    ],
+    "name": "TradeInfo",
+    "type": "event"
+  },
   {
     "inputs": [],
     "name": "FIMP_DECIMALS",
@@ -593,30 +612,6 @@
     "stateMutability": "view",
     "type": "function"
   },
-  {
-    "inputs": [
-      {
-        "internalType": "address",
-        "name": "asset",
-        "type": "address"
-      },
-      {
-        "internalType": "uint256",
-        "name": "decimalsOutput",
-        "type": "uint256"
-      }
-    ],
-    "name": "getSpotPrice",
-    "outputs": [
-      {
-        "internalType": "uint256",
-        "name": "spotPrice",
-        "type": "uint256"
-      }
-    ],
-    "stateMutability": "view",
-    "type": "function"
-  },
   {
     "inputs": [
       {

diff --git a/abi/PriceProvider.json b/abi/PriceProvider.json
@@ -77,19 +77,6 @@
     "name": "OwnershipTransferred",
     "type": "event"
   },
-  {
-    "inputs": [],
-    "name": "MIN_UPDATE_INTERVAL",
-    "outputs": [
-      {
-        "internalType": "uint256",
-        "name": "",
-        "type": "uint256"
-      }
-    ],
-    "stateMutability": "view",
-    "type": "function"
-  },
   {
     "inputs": [],
     "name": "configurationManager",
@@ -199,6 +186,19 @@
     "stateMutability": "view",
     "type": "function"
   },
+  {
+    "inputs": [],
+    "name": "minUpdateInterval",
+    "outputs": [
+      {
+        "internalType": "uint256",
+        "name": "",
+        "type": "uint256"
+      }
+    ],
+    "stateMutability": "view",
+    "type": "function"
+  },
   {
     "inputs": [],
     "name": "owner",
@@ -262,5 +262,12 @@
     "outputs": [],
     "stateMutability": "nonpayable",
     "type": "function"
+  },
+  {
+    "inputs": [],
+    "name": "updateMinUpdateInterval",
+    "outputs": [],
+    "stateMutability": "nonpayable",
+    "type": "function"
   }
 ]
diff --git a/abi/SigmaGuesser.json b/abi/SigmaGuesser.json
@@ -1,6 +1,11 @@
 [
   {
     "inputs": [
+      {
+        "internalType": "contract IConfigurationManager",
+        "name": "_configurationManager",
+        "type": "address"
+      },
       {
         "internalType": "address",
         "name": "blackScholes",
@@ -12,7 +17,20 @@
   },
   {
     "inputs": [],
-    "name": "ACCEPTABLE_ERROR",
+    "name": "MIN_ACCEPTABLE_RANGE",
+    "outputs": [
+      {
+        "internalType": "uint256",
+        "name": "",
+        "type": "uint256"
+      }
+    ],
+    "stateMutability": "view",
+    "type": "function"
+  },
+  {
+    "inputs": [],
+    "name": "acceptableRange",
     "outputs": [
       {
         "internalType": "uint256",
@@ -36,6 +54,19 @@
     "stateMutability": "view",
     "type": "function"
   },
+  {
+    "inputs": [],
+    "name": "configurationManager",
+    "outputs": [
+      {
+        "internalType": "contract IConfigurationManager",
+        "name": "",
+        "type": "address"
+      }
+    ],
+    "stateMutability": "view",
+    "type": "function"
+  },
   {
     "inputs": [
       {
@@ -233,5 +264,12 @@
     ],
     "stateMutability": "view",
     "type": "function"
+  },
+  {
+    "inputs": [],
+    "name": "updateAcceptableRange",
+    "outputs": [],
+    "stateMutability": "nonpayable",
+    "type": "function"
   }
 ]
diff --git a/contracts/amm/FeePool.sol b/contracts/amm/FeePool.sol
@@ -110,6 +110,13 @@ contract FeePool is IFeePool, Ownable {
         emit ShareMinted(_token, to, amount);
     }
 
+    /**
+     * @notice Return the current fee token
+     */
+    function feeToken() external override view returns (address) {
+        return _token;
+    }
+
     /**
      * @notice Return the current fee value
      */

diff --git a/contracts/amm/OptionAMMFactory.sol b/contracts/amm/OptionAMMFactory.sol
@@ -46,8 +46,8 @@ contract OptionAMMFactory is IOptionAMMFactory {
     ) external override returns (address) {
         require(address(_pools[_optionAddress]) == address(0), "OptionAMMFactory: Pool already exists");
 
-        FeePool feePoolTokenA = new FeePool(_stableAsset, 15, 6);
-        FeePool feePoolTokenB = new FeePool(_stableAsset, 15, 6);
+        FeePool feePoolTokenA = new FeePool(_stableAsset, 35, 4);
+        FeePool feePoolTokenB = new FeePool(_stableAsset, 15, 4);
 
         OptionAMMPool pool = new OptionAMMPool(
             _optionAddress,

diff --git a/contracts/amm/OptionAMMPool.sol b/contracts/amm/OptionAMMPool.sol
@@ -70,6 +70,8 @@ contract OptionAMMPool is AMM, IOptionAMMPool, CappedPool, FlashloanProtection {
      */
     PriceProperties public priceProperties;
 
+    event TradeInfo(uint256 spotPrice, uint256 newIV);
+
     constructor(
         address _optionAddress,
         address _stableAsset,
@@ -123,6 +125,7 @@ contract OptionAMMPool is AMM, IOptionAMMPool, CappedPool, FlashloanProtection {
         _beforeStartOfExerciseWindow();
         _emergencyStopCheck();
         _addLiquidity(amountOfA, amountOfB, owner);
+        _getTradeInfo();
     }
 
     /**
@@ -135,6 +138,7 @@ contract OptionAMMPool is AMM, IOptionAMMPool, CappedPool, FlashloanProtection {
         _nonReentrant();
         _emergencyStopCheck();
         _removeLiquidity(amountOfA, amountOfB);
+        _getTradeInfo();
     }
 
     /**
@@ -161,7 +165,11 @@ contract OptionAMMPool is AMM, IOptionAMMPool, CappedPool, FlashloanProtection {
         _beforeStartOfExerciseWindow();
         _emergencyStopCheck();
         priceProperties.sigmaInitialGuess = sigmaInitialGuess;
-        return _tradeExactAInput(exactAmountAIn, minAmountBOut, owner);
+
+        uint256 amountBOut = _tradeExactAInput(exactAmountAIn, minAmountBOut, owner);
+
+        _getTradeInfo();
+        return amountBOut;
     }
 
     /**
@@ -188,7 +196,11 @@ contract OptionAMMPool is AMM, IOptionAMMPool, CappedPool, FlashloanProtection {
         _beforeStartOfExerciseWindow();
         _emergencyStopCheck();
         priceProperties.sigmaInitialGuess = sigmaInitialGuess;
-        return _tradeExactAOutput(exactAmountAOut, maxAmountBIn, owner);
+
+        uint256 amountBIn = _tradeExactAOutput(exactAmountAOut, maxAmountBIn, owner);
+
+        _getTradeInfo();
+        return amountBIn;
     }
 
     /**
@@ -214,7 +226,11 @@ contract OptionAMMPool is AMM, IOptionAMMPool, CappedPool, FlashloanProtection {
         _beforeStartOfExerciseWindow();
         _emergencyStopCheck();
         priceProperties.sigmaInitialGuess = sigmaInitialGuess;
-        return _tradeExactBInput(exactAmountBIn, minAmountAOut, owner);
+
+        uint256 amountAOut = _tradeExactBInput(exactAmountBIn, minAmountAOut, owner);
+
+        _getTradeInfo();
+        return amountAOut;
     }
 
     /**
@@ -241,7 +257,11 @@ contract OptionAMMPool is AMM, IOptionAMMPool, CappedPool, FlashloanProtection {
         _beforeStartOfExerciseWindow();
         _emergencyStopCheck();
         priceProperties.sigmaInitialGuess = sigmaInitialGuess;
-        return _tradeExactBOutput(exactAmountBOut, maxAmountAIn, owner);
+
+        uint256 amountAIn = _tradeExactBOutput(exactAmountBOut, maxAmountAIn, owner);
+
+        _getTradeInfo();
+        return amountAIn;
     }
 
     /**
@@ -359,19 +379,6 @@ contract OptionAMMPool is AMM, IOptionAMMPool, CappedPool, FlashloanProtection {
         return _getOptionTradeDetailsExactBOutput(exactAmountBOut);
     }
 
-    /**
-     * @notice getSpotPrice Check the spot price of given asset with a certain precision controlled by decimalsOutput
-     *
-     * @param asset address to check the spot price
-     * @param decimalsOutput number of decimals of the response
-     *
-     * @return spotPrice amount of A that will be transfer from msg.sender to the pool
-     */
-
-    function getSpotPrice(address asset, uint256 decimalsOutput) external override view returns (uint256 spotPrice) {
-        return _getSpotPrice(asset, decimalsOutput);
-    }
-
     function _calculateNewABPrice(uint256 spotPrice, uint256 timeToMaturity) internal view returns (uint256) {
         if (timeToMaturity == 0) {
             return 0;
@@ -826,4 +833,9 @@ contract OptionAMMPool is AMM, IOptionAMMPool, CappedPool, FlashloanProtection {
             "Pool: Pool is stopped"
         );
     }
+
+    function _getTradeInfo() private {
+        uint256 spotPrice = _getSpotPrice(priceProperties.underlyingAsset, PRICING_DECIMALS);
+        emit TradeInfo(spotPrice, priceProperties.currentSigma);
+    }
 }