Margin trading in slots by 1delta

Alows margin trading that aggregates through UniswapV3 and Algebra's V3.

Creates UUPS Upgradeable / Diamond contracts as "Slots"

These slots are holding the user's baances.

The slot consits of any pair available in the lender.

User can pay in any currency.

New implementation with Swap Aggregation

The directory contracts/modules/vix/aggregator containes a variant using Diamond-like proxies, more specifically, the proxy contracts/proxies/SlotProxy.sol to enable maximum functionality at the same cost compared to smaller proxies.

The currently used modules are:

contracts/modules/vix/aggregator/AggregatorCallback.sol: The callback implementation for flash swaps;
contracts/modules/vix/aggregator/VixInitializeAggregator.sol: Initializationa nd closing interface for slots;
contracts/modules/vix/VixDirect.sol: Direct transfer, sweep, withdrawal and repayment interface.

A full set of tests is here test/1delta/vixSlotAggregatorMixed.spec.ts. Fee handling is implemented in contracts/modules/FeeOperator.sol and tested in test/1delta/feeOperator.spec.ts

npx hardhat test test/1delta/vixSlotAggregatorMixed.spec.ts
npx hardhat test test/1delta/feeOperator.spec.ts

Live deployment addresses on Polygon zkEVM are here: scripts/zk-vix/addresses.ts.

As of right now, DoveSwap and Quickswap can be aggregated for optimal swaps.

Flexible path parameters allow all sotrs of transactions connected with Flash Swaps.

Encoding paths

Encoding paths is required to create and close slots.

encodeAggregtorPathEthers(
            ['0x...a', '0x...b', '0x...c', '0x...d'], // This is the token path as address array 
            [FeeAmount.MEDIUM, FeeAmount.LOW, FeeAmount.MEDIUM], // array of Uni V3 style pool Fees (if a Uniswap V3 fork like Dove is used)
            [0, 3, 3], // specifies the margin interaction
            [1, 1, 1], // specifies DEX -> 0 for Algebra / Quickswap and 1 for Doveswap
            0 // flag for closing entire position (ignored when opening a position), 1 is for closing for the desired output amount
        )

The margin interactions are the following:

0: Open a position
1: Close a position
2: Exact output swap
3: Exact input swap

When composing a path longer than two tokens for opening a position, the margin interaction array has to start with the margin interaction followed by exactInput flags. In the example above, the path contains 4 tokens, meaning that on top of the margin open action 0, two exact input flags have to follow.

When closing, one has to chain the close interaction 1 with the respective amount of exact output swaps. In the example above, if we would want to use the path to close the position instead, we would use the array [1, 2 ,2].

When calculating a path for depositing, either

a single address is used; or
only exact input swaps are executed. In the example abve, this would mean that the margin interaction array would be [3, 3, 3]

Supported DEXs: Currently, the implementation supports 2 DEXs on zkEVm, Algebra or Quickswap and DoveSwap with many more to come.

Old Contracts

Implementation for Compound V2 (and forks)

An implementation compatible with Compound V2 style cTokens is also available.

To run the related tests, just execute

npx hardhat test test/1delta/flexSlot.spec.ts

Transactions can fail via "ran out of gas" due to issues with hardhat.

The Polygon zkEVM live version is located in contracts/slots-simple/zk-evm, the related facory is FlexSlotFactory.

General Version

A version that allows multiple DEXs is included in contracts/utils/AlgebraSwapper.sol. To test this one, just run

npx hardhat test test/1delta/compoundSlotsAlgebra.spec.ts