Add trade routing to FlexibleLeverageStrategyExtension (#59)

* add multiple exchange support for FLI rebalancing

* add tests for adding/removing/updating exchange settings

* add getTotalRebalanceNotional

* fix integration tests

* removed unneeded test

* improve javadocs

* use multiple exchanges in FLI integration tests

* use list of exchanges in constructor

* use StringArrayUtils for validations

* improve timestamp validations

* emit events for adding/updating/removing exchanges

* improve comments

* make removeEnabledExchange more efficient

* fix integration tests

* add tests using multiple exchanges

* add tests for StringArrayUtils

* improve coverage

* clean up

* update getTotalRebalanceNotional

* fix comment

* update changelog

* improve tests

* improve comments

* fix timestamps accounting

* fix variable name

* allow exchange updates during rebalances

* update getChunkRebalanceNotional

* clean up

* refactor getChunkRebalanceNotional

* change return values of getChunkRebalanceNotional

* change name of adapter to extension

* update changelog

* review changes

* fix IFLIStrategyExtension interface

Author: ncitron

contracts/adapters/FlexibleLeverageStrategyAdapter.sol renamed to contracts/adapters/FlexibleLeverageStrategyExtension.sol

@@ -17,22 +17,29 @@
 pragma solidity 0.6.10;
 pragma experimental "ABIEncoderV2";
 
-import { FlexibleLeverageStrategyAdapter } from "../adapters/FlexibleLeverageStrategyAdapter.sol";
+import { FlexibleLeverageStrategyExtension } from "../adapters/FlexibleLeverageStrategyExtension.sol";
 
-interface IFLIStrategyAdapter {
-    function getStrategy() external view returns (FlexibleLeverageStrategyAdapter.ContractSettings memory);
-    function getMethodology() external view returns (FlexibleLeverageStrategyAdapter.MethodologySettings memory);
-    function getIncentive() external view returns (FlexibleLeverageStrategyAdapter.IncentiveSettings memory);
-    function getExecution() external view returns (FlexibleLeverageStrategyAdapter.ExecutionSettings memory);
+interface IFLIStrategyExtension {
+    function getStrategy() external view returns (FlexibleLeverageStrategyExtension.ContractSettings memory);
+    function getMethodology() external view returns (FlexibleLeverageStrategyExtension.MethodologySettings memory);
+    function getIncentive() external view returns (FlexibleLeverageStrategyExtension.IncentiveSettings memory);
+    function getExecution() external view returns (FlexibleLeverageStrategyExtension.ExecutionSettings memory);
 
     function getCurrentLeverageRatio() external view returns (uint256);
 
-    function shouldRebalance() external view returns (FlexibleLeverageStrategyAdapter.ShouldRebalance);
+    function getChunkRebalanceNotional(
+        string[] calldata _exchangeNames
+    ) 
+        external
+        view
+        returns(uint256[] memory sizes, address sellAsset, address buyAsset);
+
+    function shouldRebalance() external view returns(string[] memory, FlexibleLeverageStrategyExtension.ShouldRebalance[] memory);
     function shouldRebalanceWithBounds(
         uint256 _customMinLeverageRatio,
         uint256 _customMaxLeverageRatio
     )
         external
         view
-        returns(FlexibleLeverageStrategyAdapter.ShouldRebalance);
+        returns(string[] memory, FlexibleLeverageStrategyExtension.ShouldRebalance[] memory);
 }

contracts/interfaces/IFLIStrategyAdapter.sol renamed to contracts/interfaces/IFLIStrategyExtension.sol

@@ -0,0 +1,61 @@
+/*
+    Copyright 2021 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;
+
+/**
+ * @title StringArrayUtils
+ * @author Set Protocol
+ *
+ * Utility functions to handle String Arrays
+ */
+library StringArrayUtils {
+
+    /**
+     * Finds the index of the first occurrence of the given element.
+     * @param A The input string to search
+     * @param a The value to find
+     * @return Returns (index and isIn) for the first occurrence starting from index 0
+     */
+    function indexOf(string[] memory A, string memory a) internal pure returns (uint256, bool) {
+        uint256 length = A.length;
+        for (uint256 i = 0; i < length; i++) {
+            if (keccak256(bytes(A[i])) == keccak256(bytes(a))) {
+                return (i, true);
+            }
+        }
+        return (uint256(-1), false);
+    }
+
+    /**
+     * @param A The input array to search
+     * @param a The string to remove
+     */
+    function removeStorage(string[] storage A, string memory a)
+        internal
+    {
+        (uint256 index, bool isIn) = indexOf(A, a);
+        if (!isIn) {
+            revert("String not in array.");
+        } else {
+            uint256 lastIndex = A.length - 1; // If the array would be empty, the previous line would throw, so no underflow here
+            if (index != lastIndex) { A[index] = A[lastIndex]; }
+            A.pop();
+        }
+    }
+}

contracts/lib/StringArrayUtils.sol

@@ -0,0 +1,45 @@
+/*
+    Copyright 2021 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";
+
+import { StringArrayUtils } from "../lib/StringArrayUtils.sol";
+
+
+contract StringArrayUtilsMock {
+    using StringArrayUtils for string[];
+
+    string[] public storageArray;
+
+    function testIndexOf(string[] memory A, string memory a) external pure returns (uint256, bool) {
+        return A.indexOf(a);
+    }
+
+    function testRemoveStorage(string memory a) external {
+        storageArray.removeStorage(a);
+    }
+
+    function setStorageArray(string[] memory A) external {
+        storageArray = A;
+    }
+
+    function getStorageArray() external view returns(string[] memory) {
+        return storageArray;
+    }
+}