[WIP] Leveraged Basis trade vault

.gitignore

@@ -13,10 +13,11 @@ broadcast/
 docs/
 
 # Dotenv file
-.env
+../../socket/socket-plugs/.env
 
 # IDE files
 .idea/
+.vscode/
 
 lcov.info
 

deployments/901/LBTCB.json

@@ -0,0 +1,4 @@
+{
+  "implementation": "0x499DFB45735907E2ea447006F66340709366f2aB",
+  "token": "0x0Eb95740A626500f80E1652186E32416477880b5"
+}

deployments/901/matching.json

@@ -9,5 +9,6 @@
   "transfer": "0x0CFC1a4a90741aB242cAfaCD798b409E12e68926",
   "withdrawal": "0xe850641C5207dc5E9423fB15f89ae6031A05fd92",
   "rfq": "0x4E4DD8Be1e461913D9A5DBC4B830e67a8694ebCa",
-  "liquidate": "0xfC3d7465C6Aa57d7Ba39ed70F143F89E1f823f37"
+  "liquidate": "0xfC3d7465C6Aa57d7Ba39ed70F143F89E1f823f37",
+  "tsaShareHandler": "0x05bf05e4D19DaF3234d3aE287B32212924b551Fe"
 }

deployments/901/weETHB.json

@@ -0,0 +1,5 @@
+{
+  "implementation": "0x6bF2f4896406d7f023245f3FAcbee9200E034D9f",
+  "token": "0x9ffB0Ee4447c491E3c842b62184BB0669A12b9e4",
+  "proxyAdmin": "0xed13a133ae5bf55de6e5e2f9908cdf298972c4ce"
+}

deployments/957/matching.json

@@ -8,5 +8,6 @@
   "transfer": "0x01259207A40925b794C8ac320456F7F6c8FE2636",
   "withdrawal": "0x9d0E8f5b25384C7310CB8C6aE32C8fbeb645d083",
   "liquidate": "0x66d23e59DaEEF13904eFA2D4B8658aeD05f59a92",
-  "rfq": "0x9371352CCef6f5b36EfDFE90942fFE622Ab77F1D"
+  "rfq": "0x9371352CCef6f5b36EfDFE90942fFE622Ab77F1D",
+  "tsaShareHandler": "0x4B759054CF4DA826e48645EfaDEfE9AfA613FDc5"
 }

foundry.toml

@@ -6,7 +6,7 @@ optimizer = true
 optimizer_runs = 50
 fs_permissions = [{access = "read-write", path = "./"}]
 
-solc_version="0.8.20"
+solc_version="0.8.27"
 
 evm_version="shanghai"
 

scripts/deploy-all.s.sol

@@ -13,6 +13,8 @@ import {SubAccountCreator} from "../src/periphery/SubAccountCreator.sol";
 import {LyraSettlementUtils} from "../src/periphery/LyraSettlementUtils.sol";
 import {LyraAuctionUtils} from "../src/periphery/LyraAuctionUtils.sol";
 import {DutchAuction} from "v2-core/src/liquidation/DutchAuction.sol";
+import {TSAShareHandler} from "../src/tokenizedSubaccounts/TSAShareHandler.sol";
+import {AtomicSigningExecutor} from "../src/AtomicSigningExecutor.sol";
 import {ISubAccounts} from "v2-core/src/interfaces/ISubAccounts.sol";
 import {IAsset} from "v2-core/src/interfaces/IAsset.sol";
 import {ICashAsset} from "v2-core/src/interfaces/ICashAsset.sol";
@@ -49,6 +51,9 @@ contract DeployAll is Utils {
 
     deployment.matching = new Matching(ISubAccounts(config.subAccounts));
 
+    ////
+    // Modules
+
     deployment.deposit = new DepositModule(deployment.matching);
     deployment.trade = new TradeModule(deployment.matching, IAsset(config.cash), defaultFeeRecipient);
     deployment.transfer = new TransferModule(deployment.matching);
@@ -64,21 +69,20 @@ contract DeployAll is Utils {
     deployment.matching.setAllowedModule(address(deployment.liquidate), true);
     deployment.matching.setAllowedModule(address(deployment.rfq), true);
 
-    deployment.matching.setTradeExecutor(0xf00A105BC009eA3a250024cbe1DCd0509c71C52b, true);
-
-    console2.log("subAccounts", address(config.subAccounts));
-    console2.log("cash", address(config.cash));
-
-    deployment.subAccountCreator = new SubAccountCreator(ISubAccounts(config.subAccounts), deployment.matching);
-    console2.log("subAccountCreator: ", address(deployment.subAccountCreator));
+    /////
+    // helpers
 
     deployment.settlementUtil = new LyraSettlementUtils();
-    console2.log("settlementUtil: ", address(deployment.settlementUtil));
-
+    deployment.subAccountCreator = new SubAccountCreator(ISubAccounts(config.subAccounts), deployment.matching);
     deployment.auctionUtil = new LyraAuctionUtils(
       ISubAccounts(config.subAccounts), DutchAuction(config.auction), config.srm
     );
-    console2.log("settlementUtil: ", address(deployment.settlementUtil));
+    deployment.tsaShareHandler = new TSAShareHandler();
+    deployment.atomicSigningExecutor = new AtomicSigningExecutor(deployment.matching);
+
+    // whitelist helpers
+    deployment.matching.setTradeExecutor(0xf00A105BC009eA3a250024cbe1DCd0509c71C52b, true);
+    deployment.matching.setTradeExecutor(address(deployment.atomicSigningExecutor), true);
 
     // write to output
     __writeToDeploymentsJson(deployment);
@@ -102,6 +106,8 @@ contract DeployAll is Utils {
     vm.serializeAddress(objKey, "auctionUtil", address(deployment.auctionUtil));
     vm.serializeAddress(objKey, "liquidate", address(deployment.liquidate));
     vm.serializeAddress(objKey, "rfq", address(deployment.rfq));
+    vm.serializeAddress(objKey, "tsaShareHandler", address(deployment.tsaShareHandler));
+    vm.serializeAddress(objKey, "atomicSigningExecutor", address(deployment.atomicSigningExecutor));
 
     string memory finalObj = vm.serializeAddress(objKey, "withdrawal", address(deployment.withdrawal));
 

scripts/deploy-and-dump.sh

@@ -47,9 +47,9 @@ cp lib/v2-core/deployments/$chainId/strands.json deployments/$chainId/strands.js
 cp lib/v2-core/deployments/$chainId/SFP.json deployments/$chainId/SFP.json
 cp lib/v2-core/deployments/$chainId/SOL.json deployments/$chainId/SOL.json
 cp lib/v2-core/deployments/$chainId/DOGE.json deployments/$chainId/DOGE.json
-cp lib/v2-core/scripts/input/$chainId/config.json deployments/$chainId/shared.json
-
+cp lib/v2-core/deployments/$chainId/shared.json deployments/$chainId/shared.json
 
+echo "Deployed core contracts"
 
 # Deploy matching contracts
 forge script scripts/deploy-all.s.sol --rpc-url $ETH_RPC_URL --broadcast
@@ -59,6 +59,7 @@ MARKET_NAME=SOL forge script scripts/add-perp-to-modules.s.sol --rpc-url $ETH_RP
 MARKET_NAME=DOGE forge script scripts/add-perp-to-modules.s.sol --rpc-url $ETH_RPC_URL --broadcast
 
 forge script scripts/deploy-tsa.s.sol --rpc-url $ETH_RPC_URL --broadcast
+DEPOSIT_ASSET=WSTETH PERP_ASSET=ETH forge script scripts/deploy-lbtsa.s.sol --rpc-url $ETH_RPC_URL --broadcast
 
 if [[ "$ETH_RPC_URL" =~ .*local.* ]]; then
   forge script scripts/update-callees.s.sol --rpc-url $ETH_RPC_URL --broadcast

scripts/deploy-atomic-signer.s.sol

@@ -0,0 +1,56 @@
+// SPDX-License-Identifier: GPL-3.0-only
+pragma solidity ^0.8.0;
+
+
+import {Matching} from "../src/Matching.sol";
+import {DepositModule} from "../src/modules/DepositModule.sol";
+import {TradeModule} from "../src/modules/TradeModule.sol";
+import {TransferModule} from "../src/modules/TransferModule.sol";
+import {LiquidateModule} from "../src/modules/LiquidateModule.sol";
+import {RfqModule} from "../src/modules/RfqModule.sol";
+import {WithdrawalModule} from "../src/modules/WithdrawalModule.sol";
+import {SubAccountCreator} from "../src/periphery/SubAccountCreator.sol";
+import {LyraSettlementUtils} from "../src/periphery/LyraSettlementUtils.sol";
+import {LyraAuctionUtils} from "../src/periphery/LyraAuctionUtils.sol";
+import {DutchAuction} from "v2-core/src/liquidation/DutchAuction.sol";
+import {TSAShareHandler} from "../src/tokenizedSubaccounts/TSAShareHandler.sol";
+import {AtomicSigningExecutor} from "../src/AtomicSigningExecutor.sol";
+import {ISubAccounts} from "v2-core/src/interfaces/ISubAccounts.sol";
+import {IAsset} from "v2-core/src/interfaces/IAsset.sol";
+import {ICashAsset} from "v2-core/src/interfaces/ICashAsset.sol";
+
+import "forge-std/console.sol";
+import {Deployment, NetworkConfig} from "./types.sol";
+import {Utils} from "./utils.sol";
+
+
+contract DeployAtomicSigner is Utils {
+
+  /// @dev main function
+  function run() external {
+
+    uint256 deployerPrivateKey = vm.envUint("PRIVATE_KEY");
+    vm.startBroadcast(deployerPrivateKey);
+
+    address deployer = vm.addr(deployerPrivateKey);
+    console.log("Start deploying matching contract and modules! deployer: ", deployer);
+
+    _deployAllContracts();
+
+    vm.stopBroadcast();
+  }
+
+
+  /// @dev deploy and initiate contracts
+  function _deployAllContracts() internal {
+    uint defaultFeeRecipient = 1;
+
+    Matching matching = Matching(0x3cc154e220c2197c5337b7Bd13363DD127Bc0C6E);
+
+    AtomicSigningExecutor atomicSigningExecutor = new AtomicSigningExecutor(matching);
+
+    matching.setTradeExecutor(address(atomicSigningExecutor), true);
+
+    console.log("AtomicSigningExecutor deployed at: ", address(atomicSigningExecutor));
+  }
+}

scripts/deploy-lbtsa.s.sol

@@ -0,0 +1,130 @@
+// SPDX-License-Identifier: GPL-3.0-only
+pragma solidity ^0.8.0;
+
+import "forge-std/console.sol";
+import {Utils} from "./utils.sol";
+import "../src/periphery/LyraSettlementUtils.sol";
+import {BaseTSA} from "../src/tokenizedSubaccounts/BaseTSA.sol";
+import {ISubAccounts} from "v2-core/src/interfaces/ISubAccounts.sol";
+import {CashAsset} from "v2-core/src/assets/CashAsset.sol";
+import {DutchAuction} from "v2-core/src/liquidation/DutchAuction.sol";
+import {ILiquidatableManager} from "v2-core/src/interfaces/ILiquidatableManager.sol";
+import {IMatching} from "../src/interfaces/IMatching.sol";
+import {IDepositModule} from "../src/interfaces/IDepositModule.sol";
+import {IWithdrawalModule} from "../src/interfaces/IWithdrawalModule.sol";
+import {ITradeModule} from "../src/interfaces/ITradeModule.sol";
+import {ISpotFeed} from "v2-core/src/interfaces/ISpotFeed.sol";
+import {IWrappedERC20Asset} from "v2-core/src/interfaces/IWrappedERC20Asset.sol";
+import {IPerpAsset} from "v2-core/src/interfaces/IPerpAsset.sol";
+import "openzeppelin/proxy/transparent/TransparentUpgradeableProxy.sol";
+import {TokenizedSubAccount} from "../src/tokenizedSubaccounts/TSA.sol";
+import "openzeppelin/proxy/transparent/ProxyAdmin.sol";
+import {TSAShareHandler} from "../src/tokenizedSubaccounts/TSAShareHandler.sol";
+import {LeveragedBasisTSA, CollateralManagementTSA} from "../src/tokenizedSubaccounts/LevBasisTSA.sol";
+
+
+contract DeployLBTSA is Utils {
+
+  LeveragedBasisTSA.CollateralManagementParams public defaultCollateralManagementParams = CollateralManagementTSA
+  .CollateralManagementParams({
+    feeFactor: 0.01e17,
+    spotTransactionLeniency: 1.01e18,
+    worstSpotSellPrice: 0.985e18,
+    worstSpotBuyPrice: 1.015e18
+  });
+
+  LeveragedBasisTSA.LBTSAParams public defaultLbtsaTSAParams = LeveragedBasisTSA.LBTSAParams({
+    maxPerpFee: 0.01e18,
+    maxBaseLossPerBase: 0.02e18,
+    maxBaseLossPerPerp: 0.02e18,
+    deltaFloor: 0.5e18,
+    deltaCeil: 1.5e18,
+    leverageFloor: 0.9e18,
+    leverageCeil: 3e18,
+    emaDecayFactor: 0.0002e18,
+    markLossEmaTarget: 0.02e18,
+    minSignatureExpiry: 60,
+    maxSignatureExpiry: 60 * 60 * 24 * 7
+  });
+
+  /// @dev main function
+  function run() external {
+    deployLBTSA();
+  }
+
+  function deployLBTSA() private {
+    string memory marketName = vm.envString("DEPOSIT_ASSET");
+    string memory vaultTokenName = string.concat(marketName, "B");
+    string memory perpMarketName = vm.envString("PERP_ASSET");
+
+    uint256 deployerPrivateKey = vm.envUint("PRIVATE_KEY");
+    vm.startBroadcast(deployerPrivateKey);
+
+    address deployer = vm.addr(deployerPrivateKey);
+    console.log("deployer: ", deployer);
+
+    LeveragedBasisTSA lbtsaImplementation = new LeveragedBasisTSA();
+    ProxyAdmin proxyAdmin = new ProxyAdmin();
+
+    TransparentUpgradeableProxy proxy = new TransparentUpgradeableProxy(
+      address(lbtsaImplementation),
+      address(proxyAdmin),
+      abi.encodeWithSelector(
+        lbtsaImplementation.initialize.selector,
+        deployer,
+        BaseTSA.BaseTSAInitParams({
+          subAccounts: ISubAccounts(_getCoreContract("subAccounts")),
+          auction: DutchAuction(_getCoreContract("auction")),
+          cash: CashAsset(_getCoreContract("cash")),
+          wrappedDepositAsset: IWrappedERC20Asset(_getMarketAddress(marketName, "base")),
+          manager: ILiquidatableManager(_getCoreContract("srm")),
+          matching: IMatching(_getMatchingModule("matching")),
+          symbol: vaultTokenName,
+          name: string.concat(marketName, " Basis Trade")
+        }),
+        LeveragedBasisTSA.LBTSAInitParams({
+          baseFeed: ISpotFeed(_getMarketAddress(marketName, "spotFeed")),
+          depositModule: IDepositModule(_getMatchingModule("deposit")),
+          withdrawalModule: IWithdrawalModule(_getMatchingModule("withdrawal")),
+          tradeModule: ITradeModule(_getMatchingModule("trade")),
+          perpAsset: IPerpAsset(_getMarketAddress(perpMarketName, "perp"))
+        })
+      )
+    );
+
+    LeveragedBasisTSA lbtsa = LeveragedBasisTSA(address(proxy));
+
+    lbtsa.setTSAParams(
+      BaseTSA.TSAParams({
+        depositCap: 10000000e18,
+        minDepositValue: 0,
+        depositScale: 1e18,
+      // slight withdrawal fee
+        withdrawScale: 0.998e18,
+        managementFee: 0,
+        feeRecipient: address(0)
+      })
+    );
+    lbtsa.setLBTSAParams(defaultLbtsaTSAParams);
+    lbtsa.setCollateralManagementParams(defaultCollateralManagementParams);
+
+    string memory objKey = "tsa-deployment";
+    vm.serializeAddress(objKey, "token", address(proxy));
+    string memory finalObj = vm.serializeAddress(objKey, "implementation", address(lbtsaImplementation));
+
+    // build path
+    _writeToDeployments(vaultTokenName, finalObj);
+  }
+
+  function _getMatchingModule(string memory module) internal returns (address) {
+    return abi.decode(vm.parseJson(_readMatchingDeploymentFile("matching"), string.concat(".", module)), (address));
+  }
+
+  function _getMarketAddress(string memory marketName, string memory contractName) internal returns (address) {
+    return abi.decode(vm.parseJson(_readV2CoreDeploymentFile(marketName), string.concat(".", contractName)), (address));
+  }
+
+  function _getCoreContract(string memory contractName) internal returns (address) {
+    return abi.decode(vm.parseJson(_readV2CoreDeploymentFile("core"), string.concat(".", contractName)), (address));
+  }
+}

scripts/deploy-tsa.s.sol

@@ -27,16 +27,15 @@ contract DeployTSA is Utils {
 
   CollateralManagementTSA.CollateralManagementParams public defaultCollateralManagementParams = CollateralManagementTSA
   .CollateralManagementParams({
-    feeFactor: 10000000000000000,
-    spotTransactionLeniency: 1050000000000000000,
-    worstSpotSellPrice: 985000000000000000,
-    worstSpotBuyPrice: 1015000000000000000
+    feeFactor: 0.01e17,
+    spotTransactionLeniency: 1.01e18,
+    worstSpotSellPrice: 0.985e18,
+    worstSpotBuyPrice: 1.015e18
   });
 
   CoveredCallTSA.CCTSAParams public defaultLrtccTSAParams = CoveredCallTSA.CCTSAParams({
     minSignatureExpiry: 5 minutes,
     maxSignatureExpiry: 30 minutes,
-    spotTransactionLeniency: 1.01e18,
     optionVolSlippageFactor: 0.5e18,
     optionMaxDelta: 0.4e18,
     optionMaxNegCash: -100e18,
@@ -45,25 +44,25 @@ contract DeployTSA is Utils {
   });
 
   PrincipalProtectedTSA.PPTSAParams public defaultLrtppTSAParams = PrincipalProtectedTSA.PPTSAParams({
-    maxMarkValueToStrikeDiffRatio  : 700000000000000000,
-    minMarkValueToStrikeDiffRatio  : 100000000000000000,
-    strikeDiff  : 200000000000000000000,
-    maxTotalCostTolerance  : 2000000000000000000,
-    maxLossOrGainPercentOfTVL  : 20000000000000000,
-    negMaxCashTolerance  : 20000000000000000,
+    maxMarkValueToStrikeDiffRatio  : 0.7e18,
+    minMarkValueToStrikeDiffRatio  : 0.1e18,
+    strikeDiff  : 200e18,
+    maxTotalCostTolerance  : 2e18,
+    maxLossOrGainPercentOfTVL  : 0.02e18,
+    negMaxCashTolerance  : 0.02e18,
     minSignatureExpiry  : 300,
     maxSignatureExpiry  : 1800,
     optionMinTimeToExpiry  : 21000,
     optionMaxTimeToExpiry  : 691200,
-    maxNegCash  : -100000000000000000000000,
-    rfqFeeFactor  : 1000000000000000000
+    maxNegCash  : -100000e18,
+    rfqFeeFactor  : 1e18
   });
 
 
   /// @dev main function
   function run() external {
-    // deployCoveredCall();
-    deployPrincipalProtected();
+     deployCoveredCall();
+//    deployPrincipalProtected();
   }
 
   function deployCoveredCall() private {
@@ -199,11 +198,8 @@ contract DeployTSA is Utils {
     pptsa.setPPTSAParams(defaultLrtppTSAParams);
     pptsa.setCollateralManagementParams(defaultCollateralManagementParams);
 
-    TSAShareHandler shareHandler = new TSAShareHandler();
-
     string memory objKey = "tsa-deployment";
 
-    vm.serializeAddress(objKey, "shareHandler", address(shareHandler));
     vm.serializeAddress(objKey, "proxyAdmin", address(proxyAdmin));
     vm.serializeAddress(objKey, "implementation", address(lrtpptsaImplementation));
     string memory finalObj = vm.serializeAddress(objKey, "DNWETH", address(proxy));