Add base currency

PortfolioOptimizer.js

@@ -111,7 +111,7 @@ async function calculatePortfolio() {
   let maxSrReturns = retArr[maxSharpeIdx];
   let maxSrVolatility = volArr[maxSharpeIdx];
 
-  return allWeights[maxSharpeIdx][0] * 100;
+  return parseInt(allWeights[maxSharpeIdx][0] * 100);
 }
 
 async function main() {

script/DeployProtocol.s.sol

@@ -15,6 +15,9 @@ contract DeployProtocol is Script {
         address uniswapV2Router = 0xC532a74256D3Db42D0Bf7a0400fEFDbad7694008;
         address priceFeedBenchmark = 0x694AA1769357215DE4FAC081bf1f309aDC325306;
         uint256 minRatio = 100;
+        address WETH = 0x7b79995e5f793A07Bc00c21412e50Ecae098E7f9;
+        IERC20 weth = IERC20(WETH);
+        uint256 amountToMint1 = 10 ** 18;
 
         vm.startBroadcast(deployerPrivateKey);
 
@@ -25,6 +28,9 @@ contract DeployProtocol is Script {
         notary.activate(address(coin), address(portfolio));
         Vault vault = Vault(notary.openVault(priceFeedBenchmark));
 
+        weth.approve(address(vault), amountToMint1);
+        coin.approve(address(vault), amountToMint1 * 10);
+
         vm.stopBroadcast();
     }
 }

src/BasketHandler.sol

@@ -11,6 +11,7 @@ struct Basket {
     mapping(IERC20 => uint8) decimals;
     mapping(IERC20 => uint256) weightsInPercent; // {ref/BU}
     mapping(IERC20 => AggregatorV3Interface) priceFeedBasket;
+    mapping(IERC20 => string) baseCurrency;
     bool empty; // The struct is not imported if the bool is not added (solidity bug ?)
 }
 
@@ -22,6 +23,7 @@ struct Basket {
  */
 library BasketLib {
     uint256 constant FIX_ZERO = 0;
+
     using PriceConverter for uint256;
 
     function empty(Basket storage self, IERC20 token) internal {
@@ -30,7 +32,7 @@ library BasketLib {
         delete self.priceFeedBasket[token];
 
         uint256 length = self.erc20s.length;
-        for (uint i = 0; i < length; i++) {
+        for (uint256 i = 0; i < length; i++) {
             if (self.erc20s[i] == token) {
                 self.erc20s[i] = self.erc20s[length - 1];
                 self.erc20s.pop();
@@ -48,6 +50,7 @@ library BasketLib {
             delete self.tokenAmts[self.erc20s[i]];
             delete self.weightsInPercent[self.erc20s[i]];
             delete self.priceFeedBasket[self.erc20s[i]];
+            delete self.baseCurrency[self.erc20s[i]];
         }
         delete self.erc20s;
     }
@@ -58,7 +61,8 @@ library BasketLib {
         uint256[] memory tokenAmts,
         uint8[] memory decimals,
         uint256[] memory weightsInPercent,
-        AggregatorV3Interface[] memory priceFeedBasket
+        AggregatorV3Interface[] memory priceFeedBasket,
+        string[] memory baseCurrency
     ) internal {
         empty(self);
         uint256 length = erc20s.length;
@@ -68,6 +72,7 @@ library BasketLib {
             self.decimals[IERC20(erc20s[i])] = decimals[i];
             self.weightsInPercent[IERC20(erc20s[i])] = weightsInPercent[i];
             self.priceFeedBasket[IERC20(erc20s[i])] = priceFeedBasket[i];
+            self.baseCurrency[IERC20(erc20s[i])] = baseCurrency[i];
         }
     }
 
@@ -78,27 +83,18 @@ library BasketLib {
         for (uint256 i = 0; i < length; ++i) {
             self.erc20s.push(other.erc20s[i]);
             self.tokenAmts[other.erc20s[i]] = other.tokenAmts[other.erc20s[i]];
-            self.weightsInPercent[other.erc20s[i]] = other.weightsInPercent[
-                other.erc20s[i]
-            ];
-            self.priceFeedBasket[other.erc20s[i]] = other.priceFeedBasket[
-                other.erc20s[i]
-            ];
+            self.weightsInPercent[other.erc20s[i]] = other.weightsInPercent[other.erc20s[i]];
+            self.priceFeedBasket[other.erc20s[i]] = other.priceFeedBasket[other.erc20s[i]];
         }
     }
 
-    function updateWeights(
-        Basket storage self,
-        AggregatorV3Interface _priceFeedBenchmark
-    ) internal {
+    function updateWeights(Basket storage self, AggregatorV3Interface _priceFeedBenchmark) internal {
         uint256 length = self.erc20s.length;
         for (uint256 i = 0; i < length; ++i) {
             IERC20 _tok = self.erc20s[i];
-            self.weightsInPercent[_tok] = ((getSingleBalance(
-                self,
-                _tok,
-                _priceFeedBenchmark
-            ) * 100) / getBasketBalance(self, _priceFeedBenchmark));
+            self.weightsInPercent[_tok] = (
+                (getSingleBalance(self, _tok, _priceFeedBenchmark) * 100) / getBasketBalance(self, _priceFeedBenchmark)
+            );
         }
     }
 
@@ -111,6 +107,7 @@ library BasketLib {
         uint256 _amount,
         uint8 _decimal,
         AggregatorV3Interface _priceFeed,
+        string memory _baseCurrency,
         AggregatorV3Interface _priceFeedBenchmark
     ) internal {
         if (_amount == FIX_ZERO) return;
@@ -119,18 +116,16 @@ library BasketLib {
             self.tokenAmts[_tok] = _amount;
             self.decimals[_tok] = _decimal;
             self.priceFeedBasket[_tok] = _priceFeed;
+            self.baseCurrency[_tok] = _baseCurrency;
         } else {
             self.tokenAmts[_tok] += _amount;
         }
         updateWeights(self, _priceFeedBenchmark);
     }
 
-    function reduce(
-        Basket storage self,
-        IERC20 _tok,
-        uint256 _amount,
-        AggregatorV3Interface _priceFeedBenchmark
-    ) internal {
+    function reduce(Basket storage self, IERC20 _tok, uint256 _amount, AggregatorV3Interface _priceFeedBenchmark)
+        internal
+    {
         if (_amount == FIX_ZERO) return;
         if (self.tokenAmts[_tok] == _amount) {
             empty(self, _tok);
@@ -149,29 +144,24 @@ library BasketLib {
         empty(self);
     }
 
-    function getSingleBalance(
-        Basket storage self,
-        IERC20 token,
-        AggregatorV3Interface _priceFeedBenchmark
-    ) internal view returns (uint256 balance) {
+    function getSingleBalance(Basket storage self, IERC20 token, AggregatorV3Interface _priceFeedBenchmark)
+        internal
+        view
+        returns (uint256 balance)
+    {
         balance = self.tokenAmts[token].getConversionRate(
-            self.priceFeedBasket[token],
-            self.decimals[token],
-            _priceFeedBenchmark
+            self.priceFeedBasket[token], self.decimals[token], _priceFeedBenchmark, self.baseCurrency[token]
         );
     }
 
-    function getBasketBalance(
-        Basket storage self,
-        AggregatorV3Interface _priceFeedBenchmark
-    ) internal view returns (uint256 balance) {
+    function getBasketBalance(Basket storage self, AggregatorV3Interface _priceFeedBenchmark)
+        internal
+        view
+        returns (uint256 balance)
+    {
         uint256 length = self.erc20s.length;
         for (uint256 i = 0; i < length; ++i) {
-            balance += getSingleBalance(
-                self,
-                self.erc20s[i],
-                _priceFeedBenchmark
-            );
+            balance += getSingleBalance(self, self.erc20s[i], _priceFeedBenchmark);
         }
     }
 }

src/Coin.sol

@@ -2,8 +2,6 @@
 pragma solidity ^0.8.0;
 
 import "lib/openzeppelin-contracts/contracts/token/ERC20/ERC20.sol";
-import "lib/openzeppelin-contracts/contracts/access/Ownable.sol";
-import "lib/openzeppelin-contracts/contracts/utils/math/SafeMath.sol";
 import "lib/chainlink/contracts/src/v0.8/interfaces/AggregatorV3Interface.sol";
 import "./BasketHandler.sol";
 import "./PriceConverter.sol";

src/Notary.sol

@@ -3,11 +3,7 @@ pragma solidity ^0.8.0;
 
 import "lib/openzeppelin-contracts/contracts/token/ERC20/ERC20.sol";
 import "lib/openzeppelin-contracts/contracts/access/Ownable.sol";
-import "lib/openzeppelin-contracts/contracts/utils/math/SafeMath.sol";
-import "lib/chainlink/contracts/src/v0.8/interfaces/AggregatorV3Interface.sol";
 import "lib/chainlink/contracts/src/v0.8/interfaces/automation/KeeperCompatibleInterface.sol";
-import "./BasketHandler.sol";
-import "./PriceConverter.sol";
 import "./Vault.sol";
 
 /**
@@ -47,10 +43,7 @@ contract Notary is Ownable, KeeperCompatibleInterface {
      * @dev Activates the notary by providing the address of a token contract
      * that has been configured to reference this address.
      */
-    function activate(
-        address _coinAddress,
-        address _portfolio
-    ) public onlyOwner {
+    function activate(address _coinAddress, address _portfolio) public onlyOwner {
         // @Todo check for notary address, investigate recursive implications.
         coinAddress = _coinAddress;
         portfolioAddress = _portfolio;
@@ -60,9 +53,7 @@ contract Notary is Ownable, KeeperCompatibleInterface {
     /**
      * @dev Opens a position for a specified vault owner address.
      */
-    function openVault(
-        address s_priceFeedBenchmark
-    ) public isActivated returns (address) {
+    function openVault(address s_priceFeedBenchmark) public isActivated returns (address) {
         Vault vault = new Vault(
             coinAddress,
             address(this),
@@ -79,12 +70,10 @@ contract Notary is Ownable, KeeperCompatibleInterface {
         return vaultAddress;
     }
 
-    function checkUpkeep(
-        bytes memory /*checkData*/
-    )
+    function checkUpkeep(bytes memory /*checkData*/ )
         public
         override
-        returns (bool upkeepNeeded, bytes memory /*performData*/)
+        returns (bool upkeepNeeded, bytes memory /*performData*/ )
     {
         bool timePassed = ((block.timestamp - s_lastTimeStamp) > i_interval);
         bool hasUsers = (Vault(vaultAddress).getUsers().length > 0);
@@ -93,11 +82,11 @@ contract Notary is Ownable, KeeperCompatibleInterface {
         //    * performUpkeep or not.
     }
 
-    function performUpkeep(bytes calldata /*performData*/) external override {
+    function performUpkeep(bytes calldata /*performData*/ ) external override {
         // Request the random number
         // Once we get it, do something with it
         // 2 transaction process
-        (bool upkeepNeeded, ) = checkUpkeep("");
+        (bool upkeepNeeded,) = checkUpkeep("");
         if (!upkeepNeeded) {}
 
         liquidateVaults();
@@ -134,15 +123,8 @@ contract Notary is Ownable, KeeperCompatibleInterface {
         Vault vault = Vault(vaultAddress);
         uint256 numUsers = vault.getUsers().length;
         for (uint256 j = 0; j < numUsers; j++) {
-            if (
-                vault.getStrategy(vault.getUsers()[j]) ==
-                Portfolio.STRATEGY.DYNAMIC_MODEL
-            ) {
-                vault.updateCollateralPortfolio(
-                    weth,
-                    _poolFee,
-                    vault.getUsers()[j]
-                );
+            if (vault.getStrategy(vault.getUsers()[j]) == Portfolio.STRATEGY.DYNAMIC_MODEL) {
+                vault.updateCollateralPortfolio(weth, _poolFee, vault.getUsers()[j]);
             }
         }
     }
@@ -152,27 +134,18 @@ contract Notary is Ownable, KeeperCompatibleInterface {
         uint256[] memory _targetWeights,
         uint8[] memory _decimals,
         AggregatorV3Interface[] memory _priceFeeds,
+        string[] memory _baseCurrencies,
         address weth,
         uint24 _poolFee
     ) public onlyOwner {
         Portfolio(portfolioAddress).updateAssets(
-            _assetsAddress,
-            _targetWeights,
-            _decimals,
-            _priceFeeds
+            _assetsAddress, _targetWeights, _decimals, _priceFeeds, _baseCurrencies
         );
         Vault vault = Vault(vaultAddress);
         uint256 numUsers = vault.getUsers().length;
         for (uint256 j = 0; j < numUsers; j++) {
-            if (
-                vault.getStrategy(vault.getUsers()[j]) ==
-                Portfolio.STRATEGY.DYNAMIC_MODEL
-            ) {
-                vault.updateCollateralPortfolio(
-                    weth,
-                    _poolFee,
-                    vault.getUsers()[j]
-                );
+            if (vault.getStrategy(vault.getUsers()[j]) == Portfolio.STRATEGY.DYNAMIC_MODEL) {
+                vault.updateCollateralPortfolio(weth, _poolFee, vault.getUsers()[j]);
             }
         }
     }