TradeModule

0x90f765f63e7dc5ae97d6c576bf693fb6af41c129 Copy

About

Stats

Public Functions 3

Event Types 1

Code Size 89,860 bytes

Library Use

Uses SafeCast for int256.

Uses SafeMath for uint256.

Uses Invoke for ISetToken.

Uses Position for ISetToken.

Uses PreciseUnitMath for uint256.

Events (1)

ComponentExchanged Event

Parameters

_setToken	ISetToken
_sendToken	address
_receiveToken	address
_exchangeAdapter	IExchangeAdapter
_totalSendAmount	uint256
_totalReceiveAmount	uint256
_protocolFee	uint256

Structs (1)

TradeInfo Struct

Members

setToken	ISetToken
exchangeAdapter	IExchangeAdapter
sendToken	address
receiveToken	address
setTotalSupply	uint256
totalSendQuantity	uint256
totalMinReceiveQuantity	uint256
preTradeSendTokenBalance	uint256
preTradeReceiveTokenBalance	uint256

Constants (3)

TRADE_MODULE_PROTOCOL_FEE_INDEX Constant

uint256

_NOT_ENTERED Constant

uint256

_ENTERED Constant

uint256

State Variables (2)

controller Variable

address

_status Variable

uint256

Internal Variable

Functions Expand All Collapse All

initialize

Parameters

Name	Type
_setToken	ISetToken

Properties

Visibility public

Mutability transaction

Modifiers

onlyValidAndPendingSet checks for the following:

null

onlySetManager checks for the following:

null

Source Code

function initialize(ISetToken _setToken)
  external
  onlyValidAndPendingSet(_setToken)
  onlySetManager(_setToken, msg.sender)
{
  _setToken.initializeModule();
}

trade

Parameters

Name	Type
_setToken	ISetToken
_exchangeName	string
_sendToken	address
_sendQuantity	uint256
_receiveToken	address
_minReceiveQuantity	uint256
_data	bytes

Properties

Visibility public

Mutability transaction

Modifiers

nonReentrant checks for the following:

_status must not be equal to _ENTERED

onlyManagerAndValidSet checks for the following:

null

Requirements

tradeInfo.totalSendQuantity must be greater than 0

Source Code

function trade(
  ISetToken _setToken,
  string memory _exchangeName,
  address _sendToken,
  uint256 _sendQuantity,
  address _receiveToken,
  uint256 _minReceiveQuantity,
  bytes memory _data
) external nonReentrant onlyManagerAndValidSet(_setToken) {
  TradeInfo memory tradeInfo = _createTradeInfo(
    _setToken,
    _exchangeName,
    _sendToken,
    _receiveToken,
    _sendQuantity,
    _minReceiveQuantity
  );

  _validatePreTradeData(tradeInfo, _sendQuantity);

  _executeTrade(tradeInfo, _data);

  uint256 exchangedQuantity = _validatePostTrade(tradeInfo);

  uint256 protocolFee = _accrueProtocolFee(tradeInfo, exchangedQuantity);

  (uint256 netSendAmount, uint256 netReceiveAmount) = _updateSetTokenPositions(
    tradeInfo
  );

  emit ComponentExchanged(
    _setToken,
    _sendToken,
    _receiveToken,
    tradeInfo.exchangeAdapter,
    netSendAmount,
    netReceiveAmount,
    protocolFee
  );
}

removeModule

Parameters

This function has no parameters.

Properties

Visibility public

Mutability transaction

Source Code

function removeModule() external override {}

Internal Functions Expand All Collapse All

Internal functions are parts of the contract that can't be used directly, but instead are used by the public functions listed above.

internal TradeModule._createTradeInfo

Parameters

Name	Type
_setToken	ISetToken
_exchangeName	string
_sendToken	address
_receiveToken	address
_sendQuantity	uint256
_minReceiveQuantity	uint256

Properties

Visibility internal

Mutability view

Source Code

function _createTradeInfo(
  ISetToken _setToken,
  string memory _exchangeName,
  address _sendToken,
  address _receiveToken,
  uint256 _sendQuantity,
  uint256 _minReceiveQuantity
) internal view returns (TradeInfo memory) {
  TradeInfo memory tradeInfo;

  tradeInfo.setToken = _setToken;

  tradeInfo.exchangeAdapter = IExchangeAdapter(
    getAndValidateAdapter(_exchangeName)
  );

  tradeInfo.sendToken = _sendToken;
  tradeInfo.receiveToken = _receiveToken;

  tradeInfo.setTotalSupply = _setToken.totalSupply();

  tradeInfo.totalSendQuantity = Position.getDefaultTotalNotional(
    tradeInfo.setTotalSupply,
    _sendQuantity
  );

  tradeInfo.totalMinReceiveQuantity = Position.getDefaultTotalNotional(
    tradeInfo.setTotalSupply,
    _minReceiveQuantity
  );

  tradeInfo.preTradeSendTokenBalance = IERC20(_sendToken).balanceOf(
    address(_setToken)
  );
  tradeInfo.preTradeReceiveTokenBalance = IERC20(_receiveToken).balanceOf(
    address(_setToken)
  );

  return tradeInfo;
}

internal TradeModule._validatePreTradeData

Parameters

Name	Type
_tradeInfo	TradeInfo
_sendQuantity	uint256

Properties

Visibility internal

Mutability view

Requirements

tradeInfo.totalSendQuantity must be greater than 0

Source Code

function _validatePreTradeData(
  TradeInfo memory _tradeInfo,
  uint256 _sendQuantity
) internal view {
  require(_tradeInfo.totalSendQuantity > 0, "Token to sell must be nonzero");

  require(
    _tradeInfo.setToken.hasSufficientDefaultUnits(
      _tradeInfo.sendToken,
      _sendQuantity
    ),
    "Unit cant be greater than existing"
  );
}

internal TradeModule._executeTrade

Parameters

Name	Type
_tradeInfo	TradeInfo
_data	bytes

Properties

Visibility internal

Mutability transaction

Source Code

function _executeTrade(TradeInfo memory _tradeInfo, bytes memory _data)
  internal
{
  // Get spender address from exchange adapter and invoke approve for exact amount on SetToken
  _tradeInfo.setToken.invokeApprove(
    _tradeInfo.sendToken,
    _tradeInfo.exchangeAdapter.getSpender(),
    _tradeInfo.totalSendQuantity
  );

  (
    address targetExchange,
    uint256 callValue,
    bytes memory methodData
  ) = _tradeInfo.exchangeAdapter.getTradeCalldata(
    _tradeInfo.sendToken,
    _tradeInfo.receiveToken,
    address(_tradeInfo.setToken),
    _tradeInfo.totalSendQuantity,
    _tradeInfo.totalMinReceiveQuantity,
    _data
  );

  _tradeInfo.setToken.invoke(targetExchange, callValue, methodData);
}

internal TradeModule._validatePostTrade

Parameters

Name	Type
_tradeInfo	TradeInfo

Properties

Visibility internal

Mutability view

Requirements

exchangedQuantity must be greater than or equal to _tradeInfo.totalMinReceiveQuantity

Source Code

function _validatePostTrade(TradeInfo memory _tradeInfo)
  internal
  view
  returns (uint256)
{
  uint256 exchangedQuantity = IERC20(_tradeInfo.receiveToken)
  .balanceOf(address(_tradeInfo.setToken))
  .sub(_tradeInfo.preTradeReceiveTokenBalance);

  require(
    exchangedQuantity >= _tradeInfo.totalMinReceiveQuantity,
    "Slippage greater than allowed"
  );

  return exchangedQuantity;
}

internal TradeModule._accrueProtocolFee

Parameters

Name	Type
_tradeInfo	TradeInfo
_exchangedQuantity	uint256

Properties

Visibility internal

Mutability transaction

Source Code

function _accrueProtocolFee(
  TradeInfo memory _tradeInfo,
  uint256 _exchangedQuantity
) internal returns (uint256) {
  uint256 protocolFeeTotal = getModuleFee(
    TRADE_MODULE_PROTOCOL_FEE_INDEX,
    _exchangedQuantity
  );

  payProtocolFeeFromSetToken(
    _tradeInfo.setToken,
    _tradeInfo.receiveToken,
    protocolFeeTotal
  );

  return protocolFeeTotal;
}

internal TradeModule._updateSetTokenPositions

Parameters

Name	Type
_tradeInfo	TradeInfo

Properties

Visibility internal

Mutability transaction

Source Code

function _updateSetTokenPositions(TradeInfo memory _tradeInfo)
  internal
  returns (uint256, uint256)
{
  (uint256 currentSendTokenBalance, , ) = _tradeInfo
  .setToken
  .calculateAndEditDefaultPosition(
    _tradeInfo.sendToken,
    _tradeInfo.setTotalSupply,
    _tradeInfo.preTradeSendTokenBalance
  );

  (uint256 currentReceiveTokenBalance, , ) = _tradeInfo
  .setToken
  .calculateAndEditDefaultPosition(
    _tradeInfo.receiveToken,
    _tradeInfo.setTotalSupply,
    _tradeInfo.preTradeReceiveTokenBalance
  );

  return (
    _tradeInfo.preTradeSendTokenBalance.sub(currentSendTokenBalance),
    currentReceiveTokenBalance.sub(_tradeInfo.preTradeReceiveTokenBalance)
  );
}

internal ModuleBase.transferFrom

Parameters

Name	Type
_token	IERC20
_from	address
_to	address
_quantity	uint256

Properties

Visibility internal

Mutability transaction

Source Code

function transferFrom(
  IERC20 _token,
  address _from,
  address _to,
  uint256 _quantity
) internal {
  ExplicitERC20.transferFrom(_token, _from, _to, _quantity);
}

internal ModuleBase.getAndValidateAdapter

Parameters

Name	Type
_integrationName	string

Properties

Visibility internal

Mutability view

Requirements

adapter must not be equal to UNKNOWN VALUE

Source Code

function getAndValidateAdapter(string memory _integrationName)
  internal
  view
  returns (address)
{
  bytes32 integrationHash = getNameHash(_integrationName);
  return getAndValidateAdapterWithHash(integrationHash);
}

internal ModuleBase.getAndValidateAdapterWithHash

Parameters

Name	Type
_integrationHash	bytes32

Properties

Visibility internal

Mutability view

Requirements

adapter must not be equal to UNKNOWN VALUE

Source Code

function getAndValidateAdapterWithHash(bytes32 _integrationHash)
  internal
  view
  returns (address)
{
  address adapter = controller
  .getIntegrationRegistry()
  .getIntegrationAdapterWithHash(address(this), _integrationHash);

  require(adapter != address(0), "Must be valid adapter");
  return adapter;
}

internal ModuleBase.getModuleFee

Parameters

Name	Type
_feeIndex	uint256
_quantity	uint256

Properties

Visibility internal

Mutability view

Source Code

function getModuleFee(uint256 _feeIndex, uint256 _quantity)
  internal
  view
  returns (uint256)
{
  uint256 feePercentage = controller.getModuleFee(address(this), _feeIndex);
  return _quantity.preciseMul(feePercentage);
}

internal ModuleBase.payProtocolFeeFromSetToken

Parameters

Name	Type
_setToken	ISetToken
_token	address
_feeQuantity	uint256

Properties

Visibility internal

Mutability transaction

Source Code

function payProtocolFeeFromSetToken(
  ISetToken _setToken,
  address _token,
  uint256 _feeQuantity
) internal {
  if (_feeQuantity > 0) {
    _setToken.strictInvokeTransfer(
      _token,
      controller.feeRecipient(),
      _feeQuantity
    );
  }
}

internal ModuleBase.isSetPendingInitialization

Parameters

Name	Type
_setToken	ISetToken

Properties

Visibility internal

Mutability view

Source Code

function isSetPendingInitialization(ISetToken _setToken)
  internal
  view
  returns (bool)
{
  return _setToken.isPendingModule(address(this));
}

internal ModuleBase.isSetManager

Parameters

Name	Type
_setToken	ISetToken
_toCheck	address

Properties

Visibility internal

Mutability view

Source Code

function isSetManager(ISetToken _setToken, address _toCheck)
  internal
  view
  returns (bool)
{
  return _setToken.manager() == _toCheck;
}

internal ModuleBase.isSetValidAndInitialized

Parameters

Name	Type
_setToken	ISetToken

Properties

Visibility internal

Mutability view

Source Code

function isSetValidAndInitialized(ISetToken _setToken)
  internal
  view
  returns (bool)
{
  return
    controller.isSet(address(_setToken)) &&
    _setToken.isInitializedModule(address(this));
}

internal ModuleBase.getNameHash

Parameters

Name	Type
_name	string

Properties

Visibility internal

Mutability pure

Source Code

function getNameHash(string memory _name) internal pure returns (bytes32) {
  return keccak256(bytes(_name));
}

internal ReentrancyGuard.constructor

Parameters

This function has no parameters.

Properties

Visibility internal

Mutability transaction

Source Code

constructor() internal {
  _status = _NOT_ENTERED;
}

TradeModule

About

Stats

Library Use

Events (1) keyboard_arrow_up

ComponentExchanged Event

Parameters help Event parameters list the data that an event contains.

Structs (1) keyboard_arrow_up

TradeInfo Struct

Members

Constants (3) keyboard_arrow_up

TRADE_MODULE_PROTOCOL_FEE_INDEX Constant

_NOT_ENTERED Constant

_ENTERED Constant

State Variables (2) keyboard_arrow_up

controller Variable

_status Variable

Functions Expand All Collapse All

initialize keyboard_arrow_up

Parameters help Function parameters list what input the function expects from the user. Each parameter must be given a value.

Properties

Modifiers help Modifiers are additions to a function that typically make various checks before the function is run.

onlyValidAndPendingSet checks for the following:

onlySetManager checks for the following:

Source Code

trade keyboard_arrow_up

Parameters help Function parameters list what input the function expects from the user. Each parameter must be given a value.

Properties

Modifiers help Modifiers are additions to a function that typically make various checks before the function is run.

nonReentrant checks for the following:

onlyManagerAndValidSet checks for the following:

Requirements help Requirements are checks that the function makes when it runs, and give you insight on what conditions are required for the function to succeed.

Source Code

removeModule keyboard_arrow_up

Parameters help Function parameters list what input the function expects from the user. Each parameter must be given a value.

Properties

Source Code

Internal Functions Expand All Collapse All

internal TradeModule._createTradeInfo keyboard_arrow_up

Parameters help Function parameters list what input the function expects from the user. Each parameter must be given a value.

Properties

Source Code

internal TradeModule._validatePreTradeData keyboard_arrow_up

Parameters help Function parameters list what input the function expects from the user. Each parameter must be given a value.

Properties

Requirements help Requirements are checks that the function makes when it runs, and give you insight on what conditions are required for the function to succeed.

Source Code

internal TradeModule._executeTrade keyboard_arrow_up

Parameters help Function parameters list what input the function expects from the user. Each parameter must be given a value.

Properties

Source Code

internal TradeModule._validatePostTrade keyboard_arrow_up

Parameters help Function parameters list what input the function expects from the user. Each parameter must be given a value.

Properties

Requirements help Requirements are checks that the function makes when it runs, and give you insight on what conditions are required for the function to succeed.

Source Code

internal TradeModule._accrueProtocolFee keyboard_arrow_up

Parameters help Function parameters list what input the function expects from the user. Each parameter must be given a value.

Properties

Source Code

internal TradeModule._updateSetTokenPositions keyboard_arrow_up

Parameters help Function parameters list what input the function expects from the user. Each parameter must be given a value.

Properties

Source Code

internal ModuleBase.transferFrom keyboard_arrow_up

Parameters help Function parameters list what input the function expects from the user. Each parameter must be given a value.

Properties

Source Code

internal ModuleBase.getAndValidateAdapter keyboard_arrow_up

Parameters help Function parameters list what input the function expects from the user. Each parameter must be given a value.

Properties

Requirements help Requirements are checks that the function makes when it runs, and give you insight on what conditions are required for the function to succeed.

Source Code

internal ModuleBase.getAndValidateAdapterWithHash keyboard_arrow_up

Parameters help Function parameters list what input the function expects from the user. Each parameter must be given a value.

Properties

Requirements help Requirements are checks that the function makes when it runs, and give you insight on what conditions are required for the function to succeed.

Source Code

internal ModuleBase.getModuleFee keyboard_arrow_up

Parameters help Function parameters list what input the function expects from the user. Each parameter must be given a value.

Events (1)

Parameters

Structs (1)

Constants (3)

State Variables (2)

initialize

Parameters

Modifiers

trade

Parameters

Modifiers

Requirements

removeModule

Parameters

internal TradeModule._createTradeInfo

Parameters

internal TradeModule._validatePreTradeData

Parameters

Requirements

internal TradeModule._executeTrade

Parameters

internal TradeModule._validatePostTrade

Parameters

Requirements

internal TradeModule._accrueProtocolFee

Parameters

internal TradeModule._updateSetTokenPositions

Parameters

internal ModuleBase.transferFrom

Parameters

internal ModuleBase.getAndValidateAdapter

Parameters

Requirements

internal ModuleBase.getAndValidateAdapterWithHash

Parameters

Requirements

internal ModuleBase.getModuleFee

Parameters

internal ModuleBase.payProtocolFeeFromSetToken

Parameters

internal ModuleBase.isSetPendingInitialization

Parameters

internal ModuleBase.isSetManager

Parameters

internal ModuleBase.isSetValidAndInitialized

Parameters

internal ModuleBase.getNameHash

Parameters

internal ReentrancyGuard.constructor

Parameters