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Add chainlink keepers interface for rebalancing (#92)
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‎contracts/interfaces/IFlexibleLeverageStrategyExtension.sol‎

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/*
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Copyright 2022 Index Cooperative.
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Licensed under the Apache License, Version 2.0 (the "License");
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you may not use this file except in compliance with the License.
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You may obtain a copy of the License at
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http://www.apache.org/licenses/LICENSE-2.0
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Unless required by applicable law or agreed to in writing, software
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distributed under the License is distributed on an "AS IS" BASIS,
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WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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See the License for the specific language governing permissions and
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limitations under the License.
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*/
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pragma solidity 0.6.10;
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pragma experimental ABIEncoderV2;
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interface IFlexibleLeverageStrategyExtension {
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enum ShouldRebalance {
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NONE, // Indicates no rebalance action can be taken
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REBALANCE, // Indicates rebalance() function can be successfully called
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ITERATE_REBALANCE, // Indicates iterateRebalance() function can be successfully called
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RIPCORD // Indicates ripcord() function can be successfully called
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}
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function shouldRebalance() external view returns (string[] memory, ShouldRebalance[] memory);
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function rebalance(string memory _exchangeName) external;
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function iterateRebalance(string memory _exchageName) external;
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function ripcord(string memory _exchangeName) external;
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function shouldRebalanceWithBounds(uint256 _customMinLeverageRatio, uint256 _customMaxLeverageRatio) external view returns (string[] memory, ShouldRebalance[] memory);
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}

‎contracts/keepers/FliRebalanceKeeper.sol‎

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/*
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Copyright 2022 Index Cooperative.
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Licensed under the Apache License, Version 2.0 (the "License");
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you may not use this file except in compliance with the License.
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You may obtain a copy of the License at
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http://www.apache.org/licenses/LICENSE-2.0
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Unless required by applicable law or agreed to in writing, software
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distributed under the License is distributed on an "AS IS" BASIS,
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WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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See the License for the specific language governing permissions and
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limitations under the License.
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*/
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pragma solidity 0.6.10;
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pragma experimental ABIEncoderV2;
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import { Ownable } from "@openzeppelin/contracts/access/Ownable.sol";
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import { Address } from "@openzeppelin/contracts/utils/Address.sol";
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import { KeeperCompatibleInterface } from "@chainlink/contracts/src/v0.6/KeeperCompatible.sol";
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import { IFlexibleLeverageStrategyExtension } from "../interfaces/IFlexibleLeverageStrategyExtension.sol";
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/**
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* @title RebalanceKeeper
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* @author Index Cooperative
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*
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* Chainlink Keeper which automatically rebalances FLI SetTokens.
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*/
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contract FliRebalanceKeeper is Ownable, KeeperCompatibleInterface {
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using Address for address;
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/* ============ Structs ============ */
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struct LeverageSettings {
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uint256 customMinLeverageRatio; // The minimum leverage ratio
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uint256 customMaxLeverageRatio; // The maximum leverage ratio
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}
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/* ============ Modifiers ============ */
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modifier onlyRegistry() {
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require(msg.sender == registryAddress, "Only registry address can call this function");
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_;
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}
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/* ============ State Variables ============ */
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IFlexibleLeverageStrategyExtension public fliExtension; // Address of the fli extension contract
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address public registryAddress; // Address of the chainlink keeper registry
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uint256 public exchangeIndex; // The index of the exchange to use
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LeverageSettings public leverageSettings; // The leverage settings to check whether should rebalance
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/* ============ Constructor ============ */
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constructor(
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IFlexibleLeverageStrategyExtension _fliExtension,
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address _registryAddress,
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uint256 _exchangeIndex,
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LeverageSettings memory _leverageSettings
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) public {
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fliExtension = _fliExtension;
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registryAddress = _registryAddress;
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exchangeIndex = _exchangeIndex;
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leverageSettings = _leverageSettings;
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}
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/**
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* As checkUpkeep is not a view function, calling this function will actually consume gas.
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* As such if a keeper calls this function, it will always return true so that performUpkeep will be called.
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*/
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function checkUpkeep(bytes calldata /* checkData */) external override returns (bool, bytes memory) {
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(string[] memory exchangeNames, IFlexibleLeverageStrategyExtension.ShouldRebalance[] memory shouldRebalances) = fliExtension.shouldRebalanceWithBounds(
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leverageSettings.customMinLeverageRatio,
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leverageSettings.customMaxLeverageRatio
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);
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IFlexibleLeverageStrategyExtension.ShouldRebalance shouldRebalance = shouldRebalances[exchangeIndex];
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bytes memory performData = abi.encode(shouldRebalance, exchangeNames[exchangeIndex]);
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return (shouldRebalance != IFlexibleLeverageStrategyExtension.ShouldRebalance.NONE, performData);
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}
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/**
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* performUpkeep checks that a rebalance is required. Otherwise the contract call will revert.
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*/
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function performUpkeep(bytes calldata performData) external override onlyRegistry {
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require(performData.length > 0, "Invalid performData");
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(IFlexibleLeverageStrategyExtension.ShouldRebalance shouldRebalance, string memory exchangeName) = abi.decode(
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performData,
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(IFlexibleLeverageStrategyExtension.ShouldRebalance, string)
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);
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if (shouldRebalance == IFlexibleLeverageStrategyExtension.ShouldRebalance.REBALANCE) {
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fliExtension.rebalance(exchangeName);
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return;
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} else if (shouldRebalance == IFlexibleLeverageStrategyExtension.ShouldRebalance.ITERATE_REBALANCE) {
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fliExtension.iterateRebalance(exchangeName);
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return;
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} else if (shouldRebalance == IFlexibleLeverageStrategyExtension.ShouldRebalance.RIPCORD) {
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fliExtension.ripcord(exchangeName);
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return;
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}
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revert("FliRebalanceKeeper: invalid shouldRebalance or no rebalance required");
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}
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function setExchangeIndex(uint256 _exchangeIndex) external onlyOwner {
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exchangeIndex = _exchangeIndex;
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}
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function setLeverageSettings(LeverageSettings memory _leverageSettings) external onlyOwner {
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leverageSettings = _leverageSettings;
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}
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}

‎contracts/mocks/FlexibleLeverageStrategyExtensionMock.sol‎

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// SPDX-License-Identifier: Apache License, Version 2.0
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pragma solidity 0.6.10;
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pragma experimental ABIEncoderV2;
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import { IBaseManager } from "../interfaces/IBaseManager.sol";
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import { BaseExtension } from "../lib/BaseExtension.sol";
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contract FlexibleLeverageStrategyExtensionMock is BaseExtension {
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/* ============ Enums ============ */
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enum ShouldRebalance {
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NONE, // Indicates no rebalance action can be taken
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REBALANCE, // Indicates rebalance() function can be successfully called
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ITERATE_REBALANCE, // Indicates iterateRebalance() function can be successfully called
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RIPCORD // Indicates ripcord() function can be successfully called
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}
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/* ============ State Variables ============ */
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uint256 public currentLeverageRatio; // The current leverage ratio
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string public exchangeName; // The exchange name
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/* ============ Events ============ */
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event RebalanceEvent(ShouldRebalance _rebalance); // A rebalance occurred
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/**
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* Instantiate addresses, methodology parameters, execution parameters, and incentive parameters.
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*
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* @param _manager Address of IBaseManager contract
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*/
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constructor(IBaseManager _manager, uint256 _currentLeverageRatio, string memory _exchangeName) public BaseExtension(_manager) {
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currentLeverageRatio = _currentLeverageRatio;
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exchangeName = _exchangeName;
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}
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/**
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* Helper that checks if conditions are met for rebalance or ripcord. Returns an enum with 0 = no rebalance, 1 = call rebalance(), 2 = call iterateRebalance()
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* 3 = call ripcord()
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*
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* @return (string[] memory, ShouldRebalance[] memory) List of exchange names and a list of enums representing whether that exchange should rebalance
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*/
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function shouldRebalance() external view returns (string[] memory, ShouldRebalance[] memory) {
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return _shouldRebalance();
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}
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function shouldRebalanceWithBounds(uint256 _customMinLeverageRatio, uint256 _customMaxLeverageRatio) external view returns (string[] memory, ShouldRebalance[] memory) {
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return _shouldRebalance();
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}
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/**
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* @param _exchangeName the exchange used for trading
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*/
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function rebalance(string memory _exchangeName) external onlyAllowedCaller(msg.sender) {
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require(keccak256(abi.encodePacked(_exchangeName)) == keccak256(abi.encodePacked(exchangeName)), "Exchange names are not equal");
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emit RebalanceEvent(ShouldRebalance.REBALANCE);
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}
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/**
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* @param _exchangeName the exchange used for trading
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*/
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function iterateRebalance(string memory _exchangeName) external onlyAllowedCaller(msg.sender) {
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require(keccak256(abi.encodePacked(_exchangeName)) == keccak256(abi.encodePacked(exchangeName)), "Exchange names are not equal");
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emit RebalanceEvent(ShouldRebalance.ITERATE_REBALANCE);
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}
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/**
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*
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* @param _exchangeName the exchange used for trading
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*/
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function ripcord(string memory _exchangeName) external {
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require(keccak256(abi.encodePacked(_exchangeName)) == keccak256(abi.encodePacked(exchangeName)), "Exchange names are not equal");
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emit RebalanceEvent(ShouldRebalance.RIPCORD);
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}
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function _shouldRebalance() private view returns (string[] memory, ShouldRebalance[] memory) {
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ShouldRebalance rebalanceStrategy = ShouldRebalance.NONE;
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if (currentLeverageRatio == 1) {
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rebalanceStrategy = ShouldRebalance.REBALANCE;
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} else if (currentLeverageRatio == 2) {
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rebalanceStrategy = ShouldRebalance.ITERATE_REBALANCE;
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} else if (currentLeverageRatio == 3) {
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rebalanceStrategy = ShouldRebalance.RIPCORD;
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}
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string[] memory exchangeNames = new string[](1);
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exchangeNames[0] = exchangeName;
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ShouldRebalance[] memory shouldRebalances = new ShouldRebalance[](1);
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shouldRebalances[0] = rebalanceStrategy;
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return (exchangeNames, shouldRebalances);
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}
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}

‎hardhat.config.ts‎

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};
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function getHardhatPrivateKeys() {
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return privateKeys.map((key) => {
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return privateKeys.map(key => {
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const TEN_MILLION_ETH = "10000000000000000000000000";
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return {
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privateKey: key,

‎package.json‎

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"typescript": "^3.9.3"
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},
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"dependencies": {
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"@chainlink/contracts": "^0.3.1",
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"@ethersproject/abstract-signer": "5.0.9",
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"@ethersproject/bignumber": "5.0.12",
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"@ethersproject/providers": "5.0.17",

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