Perp Leverage Strategy Extension (#5)

* Add PerpV2LeverageStrategyExtension contract, tests

* Fix imports

* Add short position test cases for shouldRebalance

* Add short position test case for shouldRebalanceWithBounds

* Refactor javadocs

* Fix terminology

* Fix bug in getChunkRebalanceNotional and add tests for short case

* Add suggested changes

* Fix failing tests

* Fix when caller is a contract test cases

* Improve javadocs in getCLR & handle account value is 0

* Improve javadocs

* Fix skipped test cases

* Add suggested javadoc changes

* Remove extra line

* Add PerpV2LeverageStrategyExtension contract, tests

* Fix imports

* Add short position test cases for shouldRebalance

* Add short position test case for shouldRebalanceWithBounds

* Refactor javadocs

* Fix terminology

* Fix bug in getChunkRebalanceNotional and add tests for short case

* Add suggested changes

* Fix failing tests

* Fix when caller is a contract test cases

* Improve javadocs in getCLR & handle account value is 0

* Improve javadocs

* Fix skipped test cases

* Add suggested javadoc changes

* Remove extra line

* Update version to 0.0.2-perp.0

* Fix setToken supply = 0 tests / use "fast" set-protocol-v2 typechain artifacts

* Use BaseManager (V1) in tests

* Remove spec todo

* Revert pre-release package version bump

* Remove unused log statements

* Move absUint256 function to PreciseUnitMath

Co-authored-by: alpha-guy <[email protected]>

Author: cgewecke

contracts/extensions/PerpV2LeverageStrategyExtension.sol

@@ -19,10 +19,10 @@
 pragma solidity 0.6.10;
 pragma experimental ABIEncoderV2;
 
+import { SafeCast } from "@openzeppelin/contracts/utils/SafeCast.sol";
 import { SafeMath } from "@openzeppelin/contracts/math/SafeMath.sol";
 import { SignedSafeMath } from "@openzeppelin/contracts/math/SignedSafeMath.sol";
 
-
 /**
  * @title PreciseUnitMath
  * @author Set Protocol
@@ -35,6 +35,7 @@ import { SignedSafeMath } from "@openzeppelin/contracts/math/SignedSafeMath.sol"
  * - 4/21/21: Added approximatelyEquals function
  */
 library PreciseUnitMath {
+    using SafeCast for int256;
     using SafeMath for uint256;
     using SignedSafeMath for int256;
 
@@ -195,4 +196,13 @@ library PreciseUnitMath {
     function approximatelyEquals(uint256 a, uint256 b, uint256 range) internal pure returns (bool) {
         return a <= b.add(range) && a >= b.sub(range);
     }
+
+    /**
+     * Convert int256 variables to absolute uint256 values
+     *
+     * return uint256          Absolute value in uint256
+     */
+    function absUint256(int256 _int256Value) internal pure returns(uint256) {
+        return _int256Value > 0 ? _int256Value.toUint256() : _int256Value.mul(-1).toUint256();
+    }
 }

contracts/lib/PreciseUnitMath.sol

@@ -92,7 +92,7 @@
     "web3": "^1.2.9"
   },
   "dependencies": {
-    "@setprotocol/set-protocol-v2": "^0.1.9",
+    "@setprotocol/set-protocol-v2": "^0.1.10-fast.0",
     "@uniswap/v3-sdk": "^3.5.1",
     "ethers": "5.5.2",
     "fs-extra": "^5.0.0",