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feat(Intefaces): Add basis trading module interfaces (#237)
* Add IPerpV2LeverageModuleV2 interface * Add IPerpV2BasisTradingModule interface * Remove IPerpV2LeverageModule.sol * Fix compilation: User IPerpV2LeverageModuleV2 in Perp veiwer * Remove unncessary imports
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Mar 28, 2022
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| /* | ||
| Copyright 2022 Set Labs Inc. | ||
| Licensed under the Apache License, Version 2.0 (the "License"); | ||
| you may not use this file except in compliance with the License. | ||
| You may obtain a copy of the License at | ||
| http://www.apache.org/licenses/LICENSE-2.0 | ||
| Unless required by applicable law or agreed to in writing, software | ||
| distributed under the License is distributed on an "AS IS" BASIS, | ||
| WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. | ||
| See the License for the specific language governing permissions and | ||
| limitations under the License. | ||
| SPDX-License-Identifier: Apache License, Version 2.0 | ||
| */ | ||
| pragma solidity 0.6.10; | ||
| pragma experimental "ABIEncoderV2"; | ||
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| import { IERC20 } from "@openzeppelin/contracts/token/ERC20/IERC20.sol"; | ||
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| import { IPerpV2LeverageModuleV2 } from "./IPerpV2LeverageModuleV2.sol"; | ||
| import { ISetToken } from "./ISetToken.sol"; | ||
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| /** | ||
| * @title IPerpV2BasisTradingModule | ||
| * @author Set Protocol | ||
| * | ||
| * Interface for the PerpV2BasisTradingModule. Only specifies Manager permissioned functions, events | ||
| * and getters. PerpV2BasisTradingModule also inherits from ModuleBaseV2 and SetTokenAccessible which support | ||
| * additional methods. | ||
| */ | ||
| interface IPerpV2BasisTradingModule is IPerpV2LeverageModuleV2 { | ||
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| /* ============ Structs ============ */ | ||
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| struct FeeState { | ||
| address feeRecipient; // Address to accrue fees to | ||
| uint256 maxPerformanceFeePercentage; // Max performance fee manager commits to using (1% = 1e16, 100% = 1e18) | ||
| uint256 performanceFeePercentage; // Performance fees accrued to manager (1% = 1e16, 100% = 1e18) | ||
| } | ||
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| /* ============ Events ============ */ | ||
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| /** | ||
| * @dev Emitted on performance fee update | ||
| * @param _setToken Instance of SetToken | ||
| * @param _newPerformanceFee New performance fee percentage (1% = 1e16) | ||
| */ | ||
| event PerformanceFeeUpdated(ISetToken indexed _setToken, uint256 _newPerformanceFee); | ||
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| /** | ||
| * @dev Emitted on fee recipient update | ||
| * @param _setToken Instance of SetToken | ||
| * @param _newFeeRecipient New performance fee recipient | ||
| */ | ||
| event FeeRecipientUpdated(ISetToken indexed _setToken, address _newFeeRecipient); | ||
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| /** | ||
| * @dev Emitted on funding withdraw | ||
| * @param _setToken Instance of SetToken | ||
| * @param _collateralToken Token being withdrawn as funding (USDC) | ||
| * @param _amountWithdrawn Amount of funding being withdrawn from Perp (USDC) | ||
| * @param _managerFee Amount of performance fee accrued to manager (USDC) | ||
| * @param _protocolFee Amount of performance fee accrued to protocol (USDC) | ||
| */ | ||
| event FundingWithdrawn( | ||
| ISetToken indexed _setToken, | ||
| IERC20 _collateralToken, | ||
| uint256 _amountWithdrawn, | ||
| uint256 _managerFee, | ||
| uint256 _protocolFee | ||
| ); | ||
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| /* ============ State Variable Getters ============ */ | ||
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| // Mapping to store fee settings for each SetToken | ||
| function feeSettings(ISetToken _setToken) external view returns(FeeState memory); | ||
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| // Mapping to store funding that has been settled on Perpetual Protocol due to actions via this module | ||
| // and hasn't been withdrawn for reinvesting yet. Values are stored in precise units (10e18). | ||
| function settledFunding(ISetToken _settledFunding) external view returns (uint256); | ||
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| /* ============ External Functions ============ */ | ||
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| /** | ||
| * @dev MANAGER ONLY: Initializes this module to the SetToken and sets fee settings. Either the SetToken needs to | ||
| * be on the allowed list or anySetAllowed needs to be true. | ||
| * | ||
| * @param _setToken Instance of the SetToken to initialize | ||
| */ | ||
| function initialize( | ||
| ISetToken _setToken, | ||
| FeeState memory _settings | ||
| ) | ||
| external; | ||
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| /** | ||
| * @dev MANAGER ONLY: Similar to PerpV2LeverageModuleV2#trade. Allows manager to buy or sell perps to change exposure | ||
| * to the underlying baseToken. Any pending funding that would be settled during opening a position on Perpetual | ||
| * protocol is added to (or subtracted from) `settledFunding[_setToken]` and can be withdrawn later using | ||
| * `withdrawFundingAndAccrueFees` by the SetToken manager. | ||
| * NOTE: Calling a `nonReentrant` function from another `nonReentrant` function is not supported. Hence, we can't | ||
| * add the `nonReentrant` modifier here because `PerpV2LeverageModuleV2#trade` function has a reentrancy check. | ||
| * NOTE: This method doesn't update the externalPositionUnit because it is a function of UniswapV3 virtual | ||
| * token market prices and needs to be generated on the fly to be meaningful. | ||
| * | ||
| * @param _setToken Instance of the SetToken | ||
| * @param _baseToken Address virtual token being traded | ||
| * @param _baseQuantityUnits Quantity of virtual token to trade in position units | ||
| * @param _quoteBoundQuantityUnits Max/min of vQuote asset to pay/receive when buying or selling | ||
| */ | ||
| function tradeAndTrackFunding( | ||
| ISetToken _setToken, | ||
| address _baseToken, | ||
| int256 _baseQuantityUnits, | ||
| uint256 _quoteBoundQuantityUnits | ||
| ) | ||
| external; | ||
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| /** | ||
| * @dev MANAGER ONLY: Withdraws tracked settled funding (in USDC) from the PerpV2 Vault to a default position | ||
| * on the SetToken. Collects manager and protocol performance fees on the withdrawn amount. | ||
| * This method is useful when withdrawing funding to be reinvested into the Basis Trading product. | ||
| * | ||
| * NOTE: Within PerpV2, `withdraw` settles `owedRealizedPnl` and any pending funding payments | ||
| * to the Perp vault prior to transfer. | ||
| * | ||
| * @param _setToken Instance of the SetToken | ||
| * @param _notionalFunding Notional amount of funding to withdraw (in USDC decimals) | ||
| */ | ||
| function withdrawFundingAndAccrueFees( | ||
| ISetToken _setToken, | ||
| uint256 _notionalFunding | ||
| ) | ||
| external; | ||
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| /** | ||
| * @dev MANAGER ONLY. Update performance fee percentage. | ||
| * | ||
| * @param _setToken Instance of SetToken | ||
| * @param _newFee New performance fee percentage in precise units (1e16 = 1%) | ||
| */ | ||
| function updatePerformanceFee( | ||
| ISetToken _setToken, | ||
| uint256 _newFee | ||
| ) | ||
| external; | ||
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| /** | ||
| * @dev MANAGER ONLY. Update performance fee recipient (address to which performance fees are sent). | ||
| * | ||
| * @param _setToken Instance of SetToken | ||
| * @param _newFeeRecipient Address of new fee recipient | ||
| */ | ||
| function updateFeeRecipient(ISetToken _setToken, address _newFeeRecipient) | ||
| external; | ||
| } |
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