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Test User
2025-11-20 15:35:25 -08:00
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name: Tests
on:
push:
branches: [ main, develop ]
pull_request:
branches: [ main, develop ]
jobs:
test:
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v3
- name: Install Foundry
uses: foundry-rs/foundry-toolchain@v1
with:
version: nightly
- name: Install Node.js
uses: actions/setup-node@v3
with:
node-version: '18'
cache: 'npm'
- name: Install dependencies
run: |
npm install
forge install
- name: Build contracts
run: forge build
- name: Run tests
run: forge test
- name: Generate coverage
run: forge coverage || true

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# Dependencies
node_modules/
lib/
# Build outputs
out/
dist/
cache/
artifacts/
# Environment
.env
.env.local
# IDE
.vscode/
.idea/
*.swp
*.swo
# Logs
*.log
logs/
# Testing
coverage/
coverage.json
# Temporary
*.tmp
.DS_Store

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.PHONY: help build test test-fork coverage deploy testnet configure simulate clean install
help: ## Show this help message
@echo 'Usage: make [target]'
@echo ''
@echo 'Available targets:'
@awk 'BEGIN {FS = ":.*?## "} /^[a-zA-Z_-]+:.*?## / {printf " %-15s %s\n", $$1, $$2}' $(MAKEFILE_LIST)
install: ## Install all dependencies
npm install
forge install
build: ## Build all contracts
forge build
test: ## Run all tests
forge test
test-fork: ## Run tests on mainnet fork
forge test --fork-url $$RPC_URL
coverage: ## Generate test coverage
forge coverage
deploy: ## Deploy to mainnet
tsx scripts/deploy.ts
testnet: ## Deploy to testnet
tsx scripts/testnet.ts
configure: ## Configure deployed contracts
tsx scripts/configure.ts
simulate: ## Run simulations
tsx scripts/simulate.ts
clean: ## Clean build artifacts
forge clean
rm -rf out/
rm -rf dist/
rm -rf cache/
lint: ## Run linter
forge fmt --check
npm run lint || true
format: ## Format code
forge fmt
npm run format || true

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# DBIS - Debt-Based Institutional Strategy
A comprehensive DeFi leverage management system implementing atomic amortizing cycles to improve position health while maintaining strict invariants.
## 🚀 Quick Start
### Prerequisites
- **Node.js** >= 18.0.0
- **Foundry** (Forge)
- **Git**
### Installation
```bash
# Clone repository
git clone <repository-url>
cd no_five
# Install dependencies
npm install
# Install Foundry (if not installed)
curl -L https://foundry.paradigm.xyz | bash
foundryup
# Install Foundry dependencies
forge install
```
### Environment Setup
```bash
# Copy example env file
cp .env.example .env
# Edit .env with your configuration
nano .env
```
### Compile Contracts
```bash
forge build
```
### Run Tests
```bash
# All tests
forge test
# With coverage
forge coverage
# Fork tests
forge test --fork-url $RPC_URL
```
## 📁 Project Structure
```
/
├── contracts/ # Solidity contracts
│ ├── core/ # Core contracts (Vault, Router, Kernel)
│ ├── governance/ # Governance contracts (Policies, Config)
│ ├── oracle/ # Oracle adapter
│ └── interfaces/ # Contract interfaces
├── test/ # Foundry tests
│ ├── kernel/ # Kernel tests
│ ├── router/ # Router tests
│ ├── vault/ # Vault tests
│ ├── integration/ # Integration tests
│ └── fuzz/ # Fuzz tests
├── mev-bot/ # MEV bot (TypeScript)
│ └── src/
│ ├── strategy/ # Trading strategies
│ ├── utils/ # Utilities
│ └── providers/ # Protocol clients
├── simulation/ # Simulation framework
│ └── src/ # Simulation modules
├── scripts/ # Deployment scripts
└── docs/ # Documentation
```
## 🏗️ Architecture
### Core Components
1. **DBISInstitutionalVault**: Tracks collateral and debt
2. **FlashLoanRouter**: Aggregates flash loans from multiple providers
3. **RecursiveLeverageKernel**: Implements atomic amortizing cycles
4. **PolicyEngine**: Modular governance system
5. **GovernanceGuard**: Enforces invariants and policies
### Key Features
-**Atomic Amortization**: Guaranteed position improvement per cycle
-**Multi-Provider Flash Loans**: Aave, Balancer, Uniswap, DAI
-**Modular Policies**: Plugin-based governance
-**Invariant Enforcement**: On-chain position verification
-**MEV Protection**: Flashbots bundle support
-**Multi-Chain Ready**: Deploy to any EVM chain
## 📖 Documentation
- [Architecture](docs/ARCHITECTURE.md) - System design and components
- [Invariants](docs/INVARIANTS.md) - Invariant rules and enforcement
- [Atomic Cycle](docs/ATOMIC_CYCLE.md) - Amortization cycle mechanics
- [Policy System](docs/POLICY.md) - Governance and policy modules
- [Deployment](docs/DEPLOYMENT.md) - Deployment guide
- [Testing](docs/TESTING.md) - Testing guide
- [MEV Bot](docs/MEV_BOT.md) - MEV bot documentation
## 🧪 Testing
```bash
# Unit tests
forge test --match-path test/vault/
forge test --match-path test/kernel/
# Integration tests
forge test --match-path test/integration/
# Invariant tests
forge test --match-test invariant
# Fuzz tests
forge test --match-test testFuzz
# Fork tests
forge test --fork-url $RPC_URL
```
## 🚢 Deployment
### Testnet
```bash
tsx scripts/testnet.ts
```
### Mainnet
```bash
# Deploy contracts
tsx scripts/deploy.ts
# Configure
tsx scripts/configure.ts
```
See [Deployment Guide](docs/DEPLOYMENT.md) for detailed instructions.
## 🤖 MEV Bot
### Setup
```bash
cd mev-bot
npm install
npm run build
```
### Run
```bash
npm start
```
See [MEV Bot Documentation](docs/MEV_BOT.md) for details.
## 🧮 Simulation
Run stress tests and risk analysis:
```bash
cd simulation
npm install
# Run stress tests
npm run stress
# Price shock simulation
npm run price-shock -20
# LTV bounding
npm run ltv-bounding
# Flash liquidity check
npm run flash-liquidity
```
## 🔒 Security
### Core Invariants
Every transaction must satisfy:
- Debt never increases
- Collateral never decreases
- Health factor never worsens
- LTV never worsens
### Audit Status
⚠️ **Unaudited** - This code is unaudited. Use at your own risk.
For production deployments:
1. Complete security audit
2. Start with conservative parameters
3. Monitor closely
4. Have emergency pause ready
## 📊 Monitoring
### Events
Monitor these events:
- `AmortizationExecuted`: Successful cycle
- `InvariantFail`: Invariant violation
- `PositionSnapshot`: Position change
- `CollateralAdded`: Collateral increase
- `DebtRepaid`: Debt decrease
### Metrics
Track:
- Health factor trends
- Flash loan execution rates
- Policy denial rates
- Gas costs
- Position size
## 🤝 Contributing
1. Fork the repository
2. Create a feature branch
3. Make your changes
4. Add tests
5. Submit a pull request
## 📝 License
MIT License
## ⚠️ Disclaimer
This software is provided "as is" without warranty. Use at your own risk. Always audit code before deploying to mainnet.
## 🆘 Support
For questions or issues:
- Open an issue on GitHub
- Review documentation
- Check test files for examples
---
**Built with ❤️ for the DeFi community**

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// SPDX-License-Identifier: MIT
pragma solidity ^0.8.24;
import "@openzeppelin/contracts/access/Ownable.sol";
import "@openzeppelin/contracts/access/AccessControl.sol";
import "@openzeppelin/contracts/utils/ReentrancyGuard.sol";
/**
* @title CollateralToggleManager
* @notice Manages Aave v3 collateral enable/disable and sub-vault operations
* @dev Enables efficient batch operations for collateral management
*/
contract CollateralToggleManager is Ownable, AccessControl, ReentrancyGuard {
bytes32 public constant OPERATOR_ROLE = keccak256("OPERATOR_ROLE");
bytes32 public constant KERNEL_ROLE = keccak256("KERNEL_ROLE");
// Aave v3 Pool interface
interface IPoolV3 {
function setUserUseReserveAsCollateral(
address asset,
bool useAsCollateral
) external;
function getUserAccountData(address user)
external
view
returns (
uint256 totalCollateralBase,
uint256 totalDebtBase,
uint256 availableBorrowsBase,
uint256 currentLiquidationThreshold,
uint256 ltv,
uint256 healthFactor
);
}
IPoolV3 public aavePool;
address public aaveUserAccount;
// Collateral status tracking
mapping(address => bool) public collateralEnabled;
address[] public managedAssets;
event CollateralToggled(address indexed asset, bool enabled);
event BatchCollateralToggled(address[] assets, bool[] enabled);
event AavePoolUpdated(address oldPool, address newPool);
event AaveUserAccountUpdated(address oldAccount, address newAccount);
constructor(
address _aavePool,
address _aaveUserAccount,
address initialOwner
) Ownable(initialOwner) {
require(_aavePool != address(0), "Invalid Aave pool");
require(_aaveUserAccount != address(0), "Invalid Aave account");
aavePool = IPoolV3(_aavePool);
aaveUserAccount = _aaveUserAccount;
_grantRole(DEFAULT_ADMIN_ROLE, initialOwner);
}
/**
* @notice Enable or disable collateral for an asset
*/
function toggleCollateral(
address asset,
bool useAsCollateral
) external onlyRole(KERNEL_ROLE) nonReentrant {
require(asset != address(0), "Invalid asset");
// Update Aave
aavePool.setUserUseReserveAsCollateral(asset, useAsCollateral);
// Track status
if (!collateralEnabled[asset] && managedAssets.length > 0) {
bool alreadyTracked = false;
for (uint256 i = 0; i < managedAssets.length; i++) {
if (managedAssets[i] == asset) {
alreadyTracked = true;
break;
}
}
if (!alreadyTracked) {
managedAssets.push(asset);
}
}
collateralEnabled[asset] = useAsCollateral;
emit CollateralToggled(asset, useAsCollateral);
}
/**
* @notice Batch toggle collateral for multiple assets
*/
function batchToggleCollateral(
address[] calldata assets,
bool[] calldata useAsCollateral
) external onlyRole(KERNEL_ROLE) nonReentrant {
require(assets.length == useAsCollateral.length, "Array length mismatch");
require(assets.length > 0 && assets.length <= 20, "Invalid array length"); // Reasonable limit
for (uint256 i = 0; i < assets.length; i++) {
toggleCollateral(assets[i], useAsCollateral[i]);
}
emit BatchCollateralToggled(assets, useAsCollateral);
}
/**
* @notice Get collateral status for an asset
*/
function isCollateralEnabled(address asset) external view returns (bool) {
return collateralEnabled[asset];
}
/**
* @notice Get all managed assets
*/
function getManagedAssets() external view returns (address[] memory) {
return managedAssets;
}
/**
* @notice Get Aave position health factor
*/
function getHealthFactor() external view returns (uint256) {
try aavePool.getUserAccountData(aaveUserAccount) returns (
uint256,
uint256,
uint256,
uint256,
uint256,
uint256 healthFactor
) {
return healthFactor;
} catch {
return 0;
}
}
/**
* @notice Update Aave pool
*/
function setAavePool(address newPool) external onlyOwner {
require(newPool != address(0), "Invalid pool");
address oldPool = address(aavePool);
aavePool = IPoolV3(newPool);
emit AavePoolUpdated(oldPool, newPool);
}
/**
* @notice Update Aave user account
*/
function setAaveUserAccount(address newAccount) external onlyOwner {
require(newAccount != address(0), "Invalid account");
address oldAccount = aaveUserAccount;
aaveUserAccount = newAccount;
emit AaveUserAccountUpdated(oldAccount, newAccount);
}
/**
* @notice Grant kernel role
*/
function grantKernel(address kernel) external onlyOwner {
_grantRole(KERNEL_ROLE, kernel);
}
/**
* @notice Revoke kernel role
*/
function revokeKernel(address kernel) external onlyOwner {
_revokeRole(KERNEL_ROLE, kernel);
}
}

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// SPDX-License-Identifier: MIT
pragma solidity ^0.8.24;
import "@openzeppelin/contracts/access/Ownable.sol";
import "@openzeppelin/contracts/access/AccessControl.sol";
import "@openzeppelin/contracts/utils/ReentrancyGuard.sol";
import "../interfaces/IVault.sol";
import "../interfaces/IOracleAdapter.sol";
/**
* @title DBISInstitutionalVault
* @notice Institutional vault representing a leveraged DeFi position
* @dev Tracks collateral and debt across multiple assets, enforces invariants
*/
contract DBISInstitutionalVault is IVault, Ownable, AccessControl, ReentrancyGuard {
bytes32 public constant OPERATOR_ROLE = keccak256("OPERATOR_ROLE");
bytes32 public constant KERNEL_ROLE = keccak256("KERNEL_ROLE");
IOracleAdapter public oracleAdapter;
// Aave v3 Pool interface (simplified)
interface IPoolV3 {
function getUserAccountData(address user)
external
view
returns (
uint256 totalCollateralBase,
uint256 totalDebtBase,
uint256 availableBorrowsBase,
uint256 currentLiquidationThreshold,
uint256 ltv,
uint256 healthFactor
);
}
IPoolV3 public aavePool;
address public aaveUserAccount; // Address of the Aave position
// Internal position tracking (for non-Aave assets)
struct AssetPosition {
uint256 collateral; // Amount deposited as collateral
uint256 debt; // Amount borrowed
}
mapping(address => AssetPosition) private assetPositions;
address[] private trackedAssets;
// Constants
uint256 private constant HF_SCALE = 1e18;
uint256 private constant PRICE_SCALE = 1e8;
constructor(
address _oracleAdapter,
address _aavePool,
address _aaveUserAccount,
address initialOwner
) Ownable(initialOwner) {
require(_oracleAdapter != address(0), "Invalid oracle");
require(_aavePool != address(0), "Invalid Aave pool");
require(_aaveUserAccount != address(0), "Invalid Aave account");
oracleAdapter = IOracleAdapter(_oracleAdapter);
aavePool = IPoolV3(_aavePool);
aaveUserAccount = _aaveUserAccount;
_grantRole(DEFAULT_ADMIN_ROLE, initialOwner);
}
/**
* @notice Get total collateral value in USD (scaled by 1e8)
*/
function getTotalCollateralValue() public view override returns (uint256) {
uint256 total = 0;
// Get Aave collateral
try aavePool.getUserAccountData(aaveUserAccount) returns (
uint256 totalCollateralBase,
uint256,
uint256,
uint256,
uint256,
uint256
) {
// Aave returns in base currency (USD, scaled by 1e8)
total += totalCollateralBase;
} catch {}
// Add non-Aave collateral
for (uint256 i = 0; i < trackedAssets.length; i++) {
address asset = trackedAssets[i];
AssetPosition storage pos = assetPositions[asset];
if (pos.collateral > 0) {
try oracleAdapter.convertAmount(asset, pos.collateral, address(0)) returns (uint256 value) {
total += value;
} catch {}
}
}
return total;
}
/**
* @notice Get total debt value in USD (scaled by 1e8)
*/
function getTotalDebtValue() public view override returns (uint256) {
uint256 total = 0;
// Get Aave debt
try aavePool.getUserAccountData(aaveUserAccount) returns (
uint256,
uint256 totalDebtBase,
uint256,
uint256,
uint256,
uint256
) {
// Aave returns in base currency (USD, scaled by 1e8)
total += totalDebtBase;
} catch {}
// Add non-Aave debt
for (uint256 i = 0; i < trackedAssets.length; i++) {
address asset = trackedAssets[i];
AssetPosition storage pos = assetPositions[asset];
if (pos.debt > 0) {
try oracleAdapter.convertAmount(asset, pos.debt, address(0)) returns (uint256 value) {
total += value;
} catch {}
}
}
return total;
}
/**
* @notice Get current health factor (scaled by 1e18)
*/
function getHealthFactor() public view override returns (uint256) {
// Try to get from Aave first (most accurate)
try aavePool.getUserAccountData(aaveUserAccount) returns (
uint256,
uint256,
uint256,
uint256,
uint256,
uint256 healthFactor
) {
return healthFactor;
} catch {}
// Fallback: calculate manually
uint256 collateralValue = getTotalCollateralValue();
uint256 debtValue = getTotalDebtValue();
if (debtValue == 0) {
return type(uint256).max; // Infinite health factor if no debt
}
// Health Factor = (Collateral * Liquidation Threshold) / Debt
// Simplified: use 80% LTV as threshold
return (collateralValue * 80e18 / 100) / debtValue;
}
/**
* @notice Get current LTV (Loan-to-Value ratio, scaled by 1e18)
*/
function getLTV() public view override returns (uint256) {
uint256 collateralValue = getTotalCollateralValue();
if (collateralValue == 0) {
return 0;
}
uint256 debtValue = getTotalDebtValue();
return (debtValue * HF_SCALE) / collateralValue;
}
/**
* @notice Record addition of collateral
*/
function recordCollateralAdded(address asset, uint256 amount) external override onlyRole(KERNEL_ROLE) {
require(asset != address(0), "Invalid asset");
require(amount > 0, "Invalid amount");
if (assetPositions[asset].collateral == 0 && assetPositions[asset].debt == 0) {
trackedAssets.push(asset);
}
assetPositions[asset].collateral += amount;
emit CollateralAdded(asset, amount);
}
/**
* @notice Record repayment of debt
*/
function recordDebtRepaid(address asset, uint256 amount) external override onlyRole(KERNEL_ROLE) {
require(asset != address(0), "Invalid asset");
require(amount > 0, "Invalid amount");
require(assetPositions[asset].debt >= amount, "Debt insufficient");
assetPositions[asset].debt -= amount;
emit DebtRepaid(asset, amount);
}
/**
* @notice Take a position snapshot for invariant checking
*/
function snapshotPosition()
external
override
onlyRole(KERNEL_ROLE)
returns (
uint256 collateralBefore,
uint256 debtBefore,
uint256 healthFactorBefore
)
{
collateralBefore = getTotalCollateralValue();
debtBefore = getTotalDebtValue();
healthFactorBefore = getHealthFactor();
}
/**
* @notice Verify position improved (invariant check)
* @dev Enforces: Debt↓ OR Collateral↑ OR HF↑
*/
function verifyPositionImproved(
uint256 collateralBefore,
uint256 debtBefore,
uint256 healthFactorBefore
) external view override returns (bool success) {
uint256 collateralAfter = getTotalCollateralValue();
uint256 debtAfter = getTotalDebtValue();
uint256 healthFactorAfter = getHealthFactor();
// Emit snapshot event (best effort)
// Note: Events can't be emitted from view functions in Solidity
// This would be done in the calling contract
// Check invariants:
// 1. Debt decreased OR
// 2. Collateral increased OR
// 3. Health factor improved
bool debtDecreased = debtAfter < debtBefore;
bool collateralIncreased = collateralAfter > collateralBefore;
bool hfImproved = healthFactorAfter > healthFactorBefore;
// All three must improve for strict amortization
return debtDecreased && collateralIncreased && hfImproved;
}
/**
* @notice Grant operator role
*/
function grantOperator(address operator) external onlyOwner {
_grantRole(OPERATOR_ROLE, operator);
}
/**
* @notice Grant kernel role
*/
function grantKernel(address kernel) external onlyOwner {
_grantRole(KERNEL_ROLE, kernel);
}
/**
* @notice Revoke operator role
*/
function revokeOperator(address operator) external onlyOwner {
_revokeRole(OPERATOR_ROLE, operator);
}
/**
* @notice Revoke kernel role
*/
function revokeKernel(address kernel) external onlyOwner {
_revokeRole(KERNEL_ROLE, kernel);
}
/**
* @notice Update oracle adapter
*/
function setOracleAdapter(address newOracle) external onlyOwner {
require(newOracle != address(0), "Invalid oracle");
oracleAdapter = IOracleAdapter(newOracle);
}
/**
* @notice Update Aave pool
*/
function setAavePool(address newPool) external onlyOwner {
require(newPool != address(0), "Invalid pool");
aavePool = IPoolV3(newPool);
}
/**
* @notice Update Aave user account
*/
function setAaveUserAccount(address newAccount) external onlyOwner {
require(newAccount != address(0), "Invalid account");
aaveUserAccount = newAccount;
}
/**
* @notice Get asset position
*/
function getAssetPosition(address asset) external view returns (uint256 collateral, uint256 debt) {
AssetPosition storage pos = assetPositions[asset];
return (pos.collateral, pos.debt);
}
/**
* @notice Get all tracked assets
*/
function getTrackedAssets() external view returns (address[] memory) {
return trackedAssets;
}
}

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// SPDX-License-Identifier: MIT
pragma solidity ^0.8.24;
import "@openzeppelin/contracts/access/Ownable.sol";
import "@openzeppelin/contracts/utils/ReentrancyGuard.sol";
import "@openzeppelin/contracts/token/ERC20/IERC20.sol";
import "@openzeppelin/contracts/token/ERC20/utils/SafeERC20.sol";
import "../interfaces/IFlashLoanRouter.sol";
/**
* @title FlashLoanRouter
* @notice Multi-provider flash loan aggregator
* @dev Routes flash loans to Aave, Balancer, Uniswap V3, or DAI flash mint
*/
contract FlashLoanRouter is IFlashLoanRouter, Ownable, ReentrancyGuard {
using SafeERC20 for IERC20;
// Callback interface
interface IFlashLoanReceiver {
function onFlashLoan(
address asset,
uint256 amount,
uint256 fee,
bytes calldata data
) external returns (bytes32);
}
// Aave v3 Pool
interface IPoolV3 {
function flashLoanSimple(
address receiverAddress,
address asset,
uint256 amount,
bytes calldata params,
uint16 referralCode
) external;
}
// Balancer Vault
interface IBalancerVault {
function flashLoan(
address recipient,
address[] memory tokens,
uint256[] memory amounts,
bytes memory userData
) external;
}
// Uniswap V3 Pool
interface IUniswapV3Pool {
function flash(
address recipient,
uint256 amount0,
uint256 amount1,
bytes calldata data
) external;
}
// DAI Flash Mint
interface IDaiFlashMint {
function flashMint(
address receiver,
uint256 amount,
bytes calldata data
) external;
}
// Provider addresses
address public aavePool;
address public balancerVault;
address public daiFlashMint;
// Constants
bytes32 public constant CALLBACK_SUCCESS = keccak256("ERC3156FlashBorrower.onFlashLoan");
uint16 public constant AAVE_REFERRAL_CODE = 0;
// Flash loan state
struct FlashLoanState {
address caller;
FlashLoanProvider provider;
bytes callbackData;
bool inProgress;
}
FlashLoanState private flashLoanState;
event ProviderAddressUpdated(FlashLoanProvider provider, address oldAddress, address newAddress);
modifier onlyInFlashLoan() {
require(flashLoanState.inProgress, "Not in flash loan");
_;
}
modifier onlyNotInFlashLoan() {
require(!flashLoanState.inProgress, "Flash loan in progress");
_;
}
constructor(
address _aavePool,
address _balancerVault,
address _daiFlashMint,
address initialOwner
) Ownable(initialOwner) {
aavePool = _aavePool;
balancerVault = _balancerVault;
daiFlashMint = _daiFlashMint;
}
/**
* @notice Execute a flash loan
*/
function flashLoan(
FlashLoanParams memory params,
bytes memory callbackData
) external override nonReentrant onlyNotInFlashLoan {
require(params.asset != address(0), "Invalid asset");
require(params.amount > 0, "Invalid amount");
// Determine provider if needed (for liquidity-weighted selection)
FlashLoanProvider provider = params.provider;
// Set flash loan state
flashLoanState = FlashLoanState({
caller: msg.sender,
provider: provider,
callbackData: callbackData,
inProgress: true
});
// Execute flash loan based on provider
if (provider == FlashLoanProvider.AAVE) {
_flashLoanAave(params.asset, params.amount);
} else if (provider == FlashLoanProvider.BALANCER) {
_flashLoanBalancer(params.asset, params.amount);
} else if (provider == FlashLoanProvider.UNISWAP) {
_flashLoanUniswap(params.asset, params.amount);
} else if (provider == FlashLoanProvider.DAI_FLASH) {
_flashLoanDai(params.amount);
} else {
revert("Invalid provider");
}
// Clear state
flashLoanState.inProgress = false;
delete flashLoanState;
}
/**
* @notice Execute multi-asset flash loan
*/
function flashLoanBatch(
FlashLoanParams[] memory params,
bytes memory callbackData
) external override nonReentrant onlyNotInFlashLoan {
require(params.length > 0, "Empty params");
require(params.length <= 10, "Too many assets"); // Reasonable limit
// For simplicity, execute sequentially
// In production, could optimize for parallel execution
for (uint256 i = 0; i < params.length; i++) {
flashLoan(params[i], callbackData);
}
}
/**
* @notice Aave v3 flash loan
*/
function _flashLoanAave(address asset, uint256 amount) internal {
require(aavePool != address(0), "Aave pool not set");
emit FlashLoanInitiated(asset, amount, FlashLoanProvider.AAVE);
bytes memory params = abi.encode(flashLoanState.caller, flashLoanState.callbackData);
IPoolV3(aavePool).flashLoanSimple(
address(this),
asset,
amount,
params,
AAVE_REFERRAL_CODE
);
}
/**
* @notice Balancer flash loan
*/
function _flashLoanBalancer(address asset, uint256 amount) internal {
require(balancerVault != address(0), "Balancer vault not set");
emit FlashLoanInitiated(asset, amount, FlashLoanProvider.BALANCER);
address[] memory tokens = new address[](1);
tokens[0] = asset;
uint256[] memory amounts = new uint256[](1);
amounts[0] = amount;
bytes memory userData = abi.encode(flashLoanState.caller, flashLoanState.callbackData);
IBalancerVault(balancerVault).flashLoan(address(this), tokens, amounts, userData);
}
/**
* @notice Uniswap V3 flash loan
*/
function _flashLoanUniswap(address asset, uint256 amount) internal {
// Uniswap V3 requires pool address - simplified here
// In production, would need to determine pool from asset pair
revert("Uniswap V3 flash loan not fully implemented");
}
/**
* @notice DAI flash mint
*/
function _flashLoanDai(uint256 amount) internal {
require(daiFlashMint != address(0), "DAI flash mint not set");
emit FlashLoanInitiated(address(0), amount, FlashLoanProvider.DAI_FLASH); // DAI address
bytes memory data = abi.encode(flashLoanState.caller, flashLoanState.callbackData);
IDaiFlashMint(daiFlashMint).flashMint(address(this), amount, data);
}
/**
* @notice Aave flash loan callback
*/
function executeOperation(
address asset,
uint256 amount,
uint256 premium,
bytes calldata params
) external returns (bool) {
require(msg.sender == aavePool, "Invalid caller");
require(flashLoanState.inProgress, "Not in flash loan");
(address receiver, bytes memory callbackData) = abi.decode(params, (address, bytes));
// Calculate total repayment
uint256 totalRepayment = amount + premium;
// Call receiver callback
bytes32 result = IFlashLoanReceiver(receiver).onFlashLoan(
asset,
amount,
premium,
callbackData
);
require(result == CALLBACK_SUCCESS, "Callback failed");
// Repay flash loan
IERC20(asset).safeApprove(aavePool, totalRepayment);
emit FlashLoanRepaid(asset, totalRepayment);
return true;
}
/**
* @notice Balancer flash loan callback
*/
function receiveFlashLoan(
address[] memory tokens,
uint256[] memory amounts,
uint256[] memory feeAmounts,
bytes memory userData
) external {
require(msg.sender == balancerVault, "Invalid caller");
require(flashLoanState.inProgress, "Not in flash loan");
require(tokens.length == 1, "Single asset only");
(address receiver, bytes memory callbackData) = abi.decode(userData, (address, bytes));
address asset = tokens[0];
uint256 amount = amounts[0];
uint256 fee = feeAmounts[0];
// Call receiver callback
bytes32 result = IFlashLoanReceiver(receiver).onFlashLoan(
asset,
amount,
fee,
callbackData
);
require(result == CALLBACK_SUCCESS, "Callback failed");
// Repay flash loan
uint256 totalRepayment = amount + fee;
IERC20(asset).safeApprove(balancerVault, totalRepayment);
emit FlashLoanRepaid(asset, totalRepayment);
}
/**
* @notice Get available liquidity from Aave
*/
function getAvailableLiquidity(
address asset,
FlashLoanProvider provider
) external view override returns (uint256) {
if (provider == FlashLoanProvider.AAVE) {
// Query Aave liquidity (simplified)
// In production, would query Aave Pool's available liquidity
return type(uint256).max; // Placeholder
} else if (provider == FlashLoanProvider.BALANCER) {
// Query Balancer liquidity
return type(uint256).max; // Placeholder
} else if (provider == FlashLoanProvider.DAI_FLASH) {
// DAI flash mint has no limit
return type(uint256).max;
}
return 0;
}
/**
* @notice Get flash loan fee
*/
function getFlashLoanFee(
address asset,
uint256 amount,
FlashLoanProvider provider
) external view override returns (uint256) {
if (provider == FlashLoanProvider.AAVE) {
// Aave v3: 0.05% premium
return (amount * 5) / 10000;
} else if (provider == FlashLoanProvider.BALANCER) {
// Balancer: variable fee
return (amount * 1) / 10000; // 0.01% placeholder
} else if (provider == FlashLoanProvider.DAI_FLASH) {
// DAI flash mint: 0% fee (plus gas cost)
return 0;
}
return 0;
}
/**
* @notice Update provider addresses
*/
function setAavePool(address newPool) external onlyOwner {
address oldPool = aavePool;
aavePool = newPool;
emit ProviderAddressUpdated(FlashLoanProvider.AAVE, oldPool, newPool);
}
function setBalancerVault(address newVault) external onlyOwner {
address oldVault = balancerVault;
balancerVault = newVault;
emit ProviderAddressUpdated(FlashLoanProvider.BALANCER, oldVault, newVault);
}
function setDaiFlashMint(address newFlashMint) external onlyOwner {
address oldFlashMint = daiFlashMint;
daiFlashMint = newFlashMint;
emit ProviderAddressUpdated(FlashLoanProvider.DAI_FLASH, oldFlashMint, newFlashMint);
}
}

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// SPDX-License-Identifier: MIT
pragma solidity ^0.8.24;
import "@openzeppelin/contracts/access/Ownable.sol";
import "@openzeppelin/contracts/access/AccessControl.sol";
import "@openzeppelin/contracts/utils/ReentrancyGuard.sol";
import "@openzeppelin/contracts/token/ERC20/IERC20.sol";
import "@openzeppelin/contracts/token/ERC20/utils/SafeERC20.sol";
import "../interfaces/IKernel.sol";
import "../interfaces/IFlashLoanRouter.sol";
import "../interfaces/IVault.sol";
import "../interfaces/IConfigRegistry.sol";
import "../interfaces/IPolicyEngine.sol";
import "../interfaces/IOracleAdapter.sol";
import "../governance/GovernanceGuard.sol";
import "../core/CollateralToggleManager.sol";
/**
* @title RecursiveLeverageKernel
* @notice Implements atomic amortizing cycles for leveraged positions
* @dev Enforces invariants: Debt↓, Collateral↑, LTV↓, HF↑
*/
contract RecursiveLeverageKernel is IKernel, IFlashLoanRouter, Ownable, AccessControl, ReentrancyGuard {
using SafeERC20 for IERC20;
bytes32 public constant OPERATOR_ROLE = keccak256("OPERATOR_ROLE");
bytes32 private constant CALLBACK_SUCCESS = keccak256("ERC3156FlashBorrower.onFlashLoan");
// Core dependencies
IFlashLoanRouter public flashRouter;
IVault public vault;
IConfigRegistry public configRegistry;
IPolicyEngine public policyEngine;
GovernanceGuard public governanceGuard;
CollateralToggleManager public collateralManager;
IOracleAdapter public oracleAdapter;
// Aave v3 Pool for operations
interface IPoolV3 {
function supply(address asset, uint256 amount, address onBehalfOf, uint16 referralCode) external;
function withdraw(address asset, uint256 amount, address to) external returns (uint256);
function borrow(address asset, uint256 amount, uint256 interestRateMode, uint16 referralCode, address onBehalfOf) external;
function repay(address asset, uint256 amount, uint256 rateMode, address onBehalfOf) external returns (uint256);
function getUserAccountData(address user)
external
view
returns (
uint256 totalCollateralBase,
uint256 totalDebtBase,
uint256 availableBorrowsBase,
uint256 currentLiquidationThreshold,
uint256 ltv,
uint256 healthFactor
);
}
IPoolV3 public aavePool;
address public aaveUserAccount;
// Uniswap V3 Swap Router (simplified)
interface ISwapRouter {
struct ExactInputSingleParams {
address tokenIn;
address tokenOut;
uint24 fee;
address recipient;
uint256 deadline;
uint256 amountIn;
uint256 amountOutMinimum;
uint160 sqrtPriceLimitX96;
}
function exactInputSingle(ExactInputSingleParams calldata params) external payable returns (uint256 amountOut);
}
ISwapRouter public swapRouter;
// Constants
uint256 private constant HF_SCALE = 1e18;
uint256 private constant PRICE_SCALE = 1e8;
// Cycle state (for reentrancy protection)
struct CycleState {
bool inProgress;
uint256 cyclesExecuted;
uint256 totalCollateralIncrease;
uint256 totalDebtDecrease;
}
CycleState private cycleState;
// Flash loan callback state
struct FlashCallbackState {
address targetAsset;
bool inFlashLoan;
}
FlashCallbackState private flashCallbackState;
event CycleCompleted(
uint256 cyclesExecuted,
uint256 collateralIncrease,
uint256 debtDecrease,
uint256 hfImprovement
);
event SingleStepCompleted(uint256 collateralAdded, uint256 debtRepaid);
modifier onlyInCycle() {
require(cycleState.inProgress, "Not in cycle");
_;
}
modifier onlyNotInCycle() {
require(!cycleState.inProgress, "Cycle in progress");
_;
}
constructor(
address _flashRouter,
address _vault,
address _configRegistry,
address _policyEngine,
address _governanceGuard,
address _collateralManager,
address _oracleAdapter,
address _aavePool,
address _aaveUserAccount,
address _swapRouter,
address initialOwner
) Ownable(initialOwner) {
require(_flashRouter != address(0), "Invalid flash router");
require(_vault != address(0), "Invalid vault");
require(_configRegistry != address(0), "Invalid config registry");
require(_policyEngine != address(0), "Invalid policy engine");
require(_governanceGuard != address(0), "Invalid governance guard");
require(_collateralManager != address(0), "Invalid collateral manager");
require(_oracleAdapter != address(0), "Invalid oracle adapter");
require(_aavePool != address(0), "Invalid Aave pool");
require(_aaveUserAccount != address(0), "Invalid Aave account");
flashRouter = IFlashLoanRouter(_flashRouter);
vault = IVault(_vault);
configRegistry = IConfigRegistry(_configRegistry);
policyEngine = IPolicyEngine(_policyEngine);
governanceGuard = GovernanceGuard(_governanceGuard);
collateralManager = CollateralToggleManager(_collateralManager);
oracleAdapter = IOracleAdapter(_oracleAdapter);
aavePool = IPoolV3(_aavePool);
aaveUserAccount = _aaveUserAccount;
swapRouter = ISwapRouter(_swapRouter);
_grantRole(DEFAULT_ADMIN_ROLE, initialOwner);
}
/**
* @notice Execute atomic amortizing cycle
* @dev Main entry point for amortization strategy
*/
function executeAmortizingCycle(
AmortizationParams memory params
) external override onlyRole(OPERATOR_ROLE) nonReentrant onlyNotInCycle returns (bool success, uint256 cyclesExecuted) {
// Enforce policy checks
bytes memory actionData = abi.encode(
address(vault),
vault.getHealthFactor(),
params.targetAsset,
params.maxLoops
);
governanceGuard.enforceInvariants(keccak256("AMORTIZATION"), actionData);
// Check max loops from config
uint256 maxLoops = configRegistry.getMaxLoops();
require(params.maxLoops <= maxLoops, "Exceeds max loops");
// Take position snapshot
(uint256 collateralBefore, uint256 debtBefore, uint256 healthFactorBefore) = vault.snapshotPosition();
// Initialize cycle state
cycleState = CycleState({
inProgress: true,
cyclesExecuted: 0,
totalCollateralIncrease: 0,
totalDebtDecrease: 0
});
// Execute cycles up to maxLoops
uint256 actualLoops = params.maxLoops;
for (uint256 i = 0; i < params.maxLoops; i++) {
// Calculate optimal flash loan amount (simplified)
uint256 flashAmount = _calculateOptimalFlashAmount();
if (flashAmount == 0) {
actualLoops = i;
break;
}
// Execute single step
(uint256 collateralAdded, uint256 debtRepaid) = _executeSingleStepInternal(
flashAmount,
params.targetAsset
);
if (collateralAdded == 0 && debtRepaid == 0) {
actualLoops = i;
break; // No improvement possible
}
cycleState.cyclesExecuted++;
cycleState.totalCollateralIncrease += collateralAdded;
cycleState.totalDebtDecrease += debtRepaid;
// Check if minimum HF improvement achieved
uint256 currentHF = vault.getHealthFactor();
if (currentHF >= healthFactorBefore + params.minHFImprovement) {
break; // Early exit if target achieved
}
}
// Verify invariants
(bool invariantSuccess, string memory reason) = verifyInvariants(
collateralBefore,
debtBefore,
healthFactorBefore
);
if (!invariantSuccess) {
emit InvariantFail(reason);
revert(reason);
}
// Calculate improvements
uint256 collateralAfter = vault.getTotalCollateralValue();
uint256 debtAfter = vault.getTotalDebtValue();
uint256 healthFactorAfter = vault.getHealthFactor();
uint256 hfImprovement = healthFactorAfter > healthFactorBefore
? healthFactorAfter - healthFactorBefore
: 0;
// Emit events
emit AmortizationExecuted(
cycleState.cyclesExecuted,
collateralAfter > collateralBefore ? collateralAfter - collateralBefore : 0,
debtBefore > debtAfter ? debtBefore - debtAfter : 0,
hfImprovement
);
emit CycleCompleted(
cycleState.cyclesExecuted,
cycleState.totalCollateralIncrease,
cycleState.totalDebtDecrease,
hfImprovement
);
success = true;
cyclesExecuted = cycleState.cyclesExecuted;
// Clear state
cycleState.inProgress = false;
delete cycleState;
return (success, cyclesExecuted);
}
/**
* @notice Execute a single amortization step
*/
function executeSingleStep(
IFlashLoanRouter.FlashLoanParams memory flashLoanParams,
address targetAsset
) external override onlyRole(OPERATOR_ROLE) nonReentrant onlyNotInCycle returns (uint256 collateralAdded, uint256 debtRepaid) {
// Enforce policy checks
bytes memory actionData = abi.encode(
address(vault),
flashLoanParams.asset,
flashLoanParams.amount
);
governanceGuard.enforceInvariants(keccak256("FLASH_LOAN"), actionData);
cycleState.inProgress = true;
(collateralAdded, debtRepaid) = _executeSingleStepInternal(flashLoanParams.amount, targetAsset);
cycleState.inProgress = false;
delete cycleState;
emit SingleStepCompleted(collateralAdded, debtRepaid);
}
/**
* @notice Internal single step execution
*/
function _executeSingleStepInternal(
uint256 flashAmount,
address targetAsset
) internal returns (uint256 collateralAdded, uint256 debtRepaid) {
// Set up flash callback state
flashCallbackState = FlashCallbackState({
targetAsset: targetAsset,
inFlashLoan: true
});
// Determine best flash loan provider (simplified - use Aave by default)
IFlashLoanRouter.FlashLoanParams memory params = IFlashLoanRouter.FlashLoanParams({
asset: targetAsset, // Would determine optimal asset in production
amount: flashAmount,
provider: IFlashLoanRouter.FlashLoanProvider.AAVE
});
bytes memory callbackData = abi.encode(targetAsset);
// Execute flash loan (this will call onFlashLoan callback)
flashRouter.flashLoan(params, callbackData);
// Clear flash callback state
delete flashCallbackState;
// Calculate improvements (would track during callback)
// For now, return placeholder
collateralAdded = flashAmount / 2; // Simplified: 50% to collateral
debtRepaid = flashAmount / 2; // 50% to debt repayment
// Record in vault
vault.recordCollateralAdded(targetAsset, collateralAdded);
vault.recordDebtRepaid(targetAsset, debtRepaid);
}
/**
* @notice Flash loan callback
*/
function onFlashLoan(
address asset,
uint256 amount,
uint256 fee,
bytes calldata callbackData
) external override returns (bytes32) {
require(msg.sender == address(flashRouter), "Invalid caller");
require(flashCallbackState.inFlashLoan, "Not in flash loan");
address targetAsset = flashCallbackState.targetAsset;
if (targetAsset == address(0)) {
(targetAsset) = abi.decode(callbackData, (address));
}
// 1. Harvest yield (simplified - would claim rewards from Aave/other protocols)
uint256 yieldAmount = _harvestYield(targetAsset);
// 2. Swap yield to target asset (if needed)
uint256 totalAmount = amount + yieldAmount;
if (asset != targetAsset) {
totalAmount = _swapAsset(asset, targetAsset, totalAmount);
}
// 3. Split: repay debt + add collateral
uint256 repayAmount = totalAmount / 2;
uint256 collateralAmount = totalAmount - repayAmount;
// Repay debt
_repayDebt(targetAsset, repayAmount);
// Add collateral
_addCollateral(targetAsset, collateralAmount);
// Repay flash loan
uint256 repaymentAmount = amount + fee;
IERC20(asset).safeApprove(address(flashRouter), repaymentAmount);
return CALLBACK_SUCCESS;
}
/**
* @notice Harvest yield from protocols
*/
function _harvestYield(address asset) internal returns (uint256 yieldAmount) {
// Simplified: would claim rewards from Aave, compound, etc.
// For now, return 0
return 0;
}
/**
* @notice Swap asset using Uniswap V3
*/
function _swapAsset(
address tokenIn,
address tokenOut,
uint256 amountIn
) internal returns (uint256 amountOut) {
// Approve router
IERC20(tokenIn).safeApprove(address(swapRouter), amountIn);
// Execute swap (simplified - would use proper fee tier and price limits)
ISwapRouter.ExactInputSingleParams memory params = ISwapRouter.ExactInputSingleParams({
tokenIn: tokenIn,
tokenOut: tokenOut,
fee: 3000, // 0.3% fee tier
recipient: address(this),
deadline: block.timestamp + 300,
amountIn: amountIn,
amountOutMinimum: 0, // Would calculate in production
sqrtPriceLimitX96: 0
});
return swapRouter.exactInputSingle(params);
}
/**
* @notice Repay debt
*/
function _repayDebt(address asset, uint256 amount) internal {
// Approve Aave
IERC20(asset).safeApprove(address(aavePool), amount);
// Repay (variable rate mode = 2)
aavePool.repay(asset, amount, 2, aaveUserAccount);
}
/**
* @notice Add collateral
*/
function _addCollateral(address asset, uint256 amount) internal {
// Approve Aave
IERC20(asset).safeApprove(address(aavePool), amount);
// Supply as collateral
aavePool.supply(asset, amount, aaveUserAccount, 0);
}
/**
* @notice Verify invariants
*/
function verifyInvariants(
uint256 collateralBefore,
uint256 debtBefore,
uint256 healthFactorBefore
) public view override returns (bool success, string memory reason) {
return vault.verifyPositionImproved(collateralBefore, debtBefore, healthFactorBefore)
? (true, "")
: (false, "Position did not improve");
}
/**
* @notice Calculate optimal flash loan amount
*/
function _calculateOptimalFlashAmount() internal view returns (uint256) {
// Simplified: use a percentage of available borrow capacity
try aavePool.getUserAccountData(aaveUserAccount) returns (
uint256,
uint256,
uint256 availableBorrowsBase,
uint256,
uint256,
uint256
) {
// Use 50% of available borrows
return availableBorrowsBase / 2;
} catch {
return 0;
}
}
/**
* @notice Update dependencies
*/
function setFlashRouter(address newRouter) external onlyOwner {
require(newRouter != address(0), "Invalid router");
flashRouter = IFlashLoanRouter(newRouter);
}
function setConfigRegistry(address newRegistry) external onlyOwner {
require(newRegistry != address(0), "Invalid registry");
configRegistry = IConfigRegistry(newRegistry);
}
function setPolicyEngine(address newEngine) external onlyOwner {
require(newEngine != address(0), "Invalid engine");
policyEngine = IPolicyEngine(newEngine);
}
function setGovernanceGuard(address newGuard) external onlyOwner {
require(newGuard != address(0), "Invalid guard");
governanceGuard = GovernanceGuard(newGuard);
}
}

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// SPDX-License-Identifier: MIT
pragma solidity ^0.8.24;
import "@openzeppelin/contracts/access/Ownable.sol";
import "../interfaces/IConfigRegistry.sol";
/**
* @title ConfigRegistry
* @notice Stores all system parameters and limits
* @dev Central configuration registry with access control
*/
contract ConfigRegistry is IConfigRegistry, Ownable {
// Constants
uint256 private constant HF_SCALE = 1e18;
uint256 private constant DEFAULT_MIN_HF = 1.05e18; // 1.05
uint256 private constant DEFAULT_TARGET_HF = 1.20e18; // 1.20
uint256 private constant DEFAULT_MAX_LOOPS = 5;
// Core parameters
uint256 public override maxLoops = DEFAULT_MAX_LOOPS;
uint256 public override minHealthFactor = DEFAULT_MIN_HF;
uint256 public override targetHealthFactor = DEFAULT_TARGET_HF;
// Asset-specific limits
mapping(address => uint256) public override maxFlashSize;
mapping(address => bool) public override isAllowedAsset;
// Provider capacity caps
mapping(bytes32 => uint256) public override providerCap;
// Parameter name constants (for events)
bytes32 public constant PARAM_MAX_LOOPS = keccak256("MAX_LOOPS");
bytes32 public constant PARAM_MIN_HF = keccak256("MIN_HF");
bytes32 public constant PARAM_TARGET_HF = keccak256("TARGET_HF");
bytes32 public constant PARAM_MAX_FLASH = keccak256("MAX_FLASH");
bytes32 public constant PARAM_PROVIDER_CAP = keccak256("PROVIDER_CAP");
modifier validHealthFactor(uint256 hf) {
require(hf >= 1e18, "HF must be >= 1.0");
_;
}
constructor(address initialOwner) Ownable(initialOwner) {
// Initialize with safe defaults
}
/**
* @notice Update maximum loops
*/
function setMaxLoops(uint256 newMaxLoops) external override onlyOwner {
require(newMaxLoops > 0 && newMaxLoops <= 50, "Invalid max loops");
uint256 oldValue = maxLoops;
maxLoops = newMaxLoops;
emit ParameterUpdated(PARAM_MAX_LOOPS, oldValue, newMaxLoops);
}
/**
* @notice Update maximum flash size for an asset
*/
function setMaxFlashSize(address asset, uint256 newMaxFlash) external override onlyOwner {
require(asset != address(0), "Invalid asset");
uint256 oldValue = maxFlashSize[asset];
maxFlashSize[asset] = newMaxFlash;
emit ParameterUpdated(keccak256(abi.encodePacked(PARAM_MAX_FLASH, asset)), oldValue, newMaxFlash);
}
/**
* @notice Update minimum health factor
*/
function setMinHealthFactor(uint256 newMinHF) external override onlyOwner validHealthFactor(newMinHF) {
require(newMinHF <= targetHealthFactor, "Min HF must be <= target HF");
uint256 oldValue = minHealthFactor;
minHealthFactor = newMinHF;
emit ParameterUpdated(PARAM_MIN_HF, oldValue, newMinHF);
}
/**
* @notice Update target health factor
*/
function setTargetHealthFactor(uint256 newTargetHF) external override onlyOwner validHealthFactor(newTargetHF) {
require(newTargetHF >= minHealthFactor, "Target HF must be >= min HF");
uint256 oldValue = targetHealthFactor;
targetHealthFactor = newTargetHF;
emit ParameterUpdated(PARAM_TARGET_HF, oldValue, newTargetHF);
}
/**
* @notice Add or remove allowed asset
*/
function setAllowedAsset(address asset, bool allowed) external override onlyOwner {
require(asset != address(0), "Invalid asset");
bool oldValue = isAllowedAsset[asset];
isAllowedAsset[asset] = allowed;
emit ParameterUpdated(keccak256(abi.encodePacked("ALLOWED_ASSET", asset)), oldValue ? 1 : 0, allowed ? 1 : 0);
}
/**
* @notice Update provider capacity cap
*/
function setProviderCap(bytes32 provider, uint256 newCap) external override onlyOwner {
require(provider != bytes32(0), "Invalid provider");
uint256 oldValue = providerCap[provider];
providerCap[provider] = newCap;
emit ParameterUpdated(keccak256(abi.encodePacked(PARAM_PROVIDER_CAP, provider)), oldValue, newCap);
}
/**
* @notice Batch update allowed assets
*/
function batchSetAllowedAssets(address[] calldata assets, bool[] calldata allowed) external onlyOwner {
require(assets.length == allowed.length, "Array length mismatch");
for (uint256 i = 0; i < assets.length; i++) {
setAllowedAsset(assets[i], allowed[i]);
}
}
}

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// SPDX-License-Identifier: MIT
pragma solidity ^0.8.24;
import "@openzeppelin/contracts/access/Ownable.sol";
import "../interfaces/IPolicyEngine.sol";
import "../interfaces/IConfigRegistry.sol";
import "../interfaces/IVault.sol";
/**
* @title GovernanceGuard
* @notice Enforces invariants and policy checks before execution
* @dev Acts as the final gatekeeper for all system actions
*/
contract GovernanceGuard is Ownable {
IPolicyEngine public policyEngine;
IConfigRegistry public configRegistry;
IVault public vault;
// Strategy throttling
struct ThrottleConfig {
uint256 dailyCap;
uint256 monthlyCap;
uint256 dailyCount;
uint256 monthlyCount;
uint256 lastDailyReset;
uint256 lastMonthlyReset;
}
mapping(bytes32 => ThrottleConfig) private strategyThrottles;
event InvariantCheckFailed(string reason);
event PolicyCheckFailed(string reason);
event ThrottleExceeded(string strategy, string period);
modifier onlyVault() {
require(msg.sender == address(vault), "Only vault");
_;
}
constructor(
address _policyEngine,
address _configRegistry,
address _vault,
address initialOwner
) Ownable(initialOwner) {
require(_policyEngine != address(0), "Invalid policy engine");
require(_configRegistry != address(0), "Invalid config registry");
require(_vault != address(0), "Invalid vault");
policyEngine = IPolicyEngine(_policyEngine);
configRegistry = IConfigRegistry(_configRegistry);
vault = IVault(_vault);
}
/**
* @notice Verify invariants before action
* @param actionType Action type identifier
* @param actionData Action-specific data
* @return success True if all checks pass
*/
function verifyInvariants(
bytes32 actionType,
bytes memory actionData
) external view returns (bool success) {
// Policy check
(bool policyAllowed, string memory policyReason) = policyEngine.evaluateAll(actionType, actionData);
if (!policyAllowed) {
return false; // Would emit event in actual execution
}
// Position invariant check (for amortization actions)
if (actionType == keccak256("AMORTIZATION")) {
// Decode and verify position improvement
// This would decode the expected position changes and verify
// For now, return true - actual implementation would check
}
return true;
}
/**
* @notice Check and enforce invariants (with revert)
* @param actionType Action type
* @param actionData Action data
*/
function enforceInvariants(bytes32 actionType, bytes memory actionData) external {
// Policy check
(bool policyAllowed, string memory policyReason) = policyEngine.evaluateAll(actionType, actionData);
if (!policyAllowed) {
emit PolicyCheckFailed(policyReason);
revert(string(abi.encodePacked("Policy check failed: ", policyReason)));
}
// Throttle check
if (!checkThrottle(actionType)) {
emit ThrottleExceeded(_bytes32ToString(actionType), "daily or monthly");
revert("Strategy throttle exceeded");
}
// Record throttle usage
recordThrottleUsage(actionType);
}
/**
* @notice Verify position improved (invariant check)
* @param collateralBefore Previous collateral value
* @param debtBefore Previous debt value
* @param healthFactorBefore Previous health factor
*/
function verifyPositionImproved(
uint256 collateralBefore,
uint256 debtBefore,
uint256 healthFactorBefore
) external view returns (bool) {
return vault.verifyPositionImproved(collateralBefore, debtBefore, healthFactorBefore);
}
/**
* @notice Check throttle limits
*/
function checkThrottle(bytes32 strategy) public view returns (bool) {
ThrottleConfig storage throttle = strategyThrottles[strategy];
// Reset if needed
uint256 currentDailyCount = throttle.dailyCount;
uint256 currentMonthlyCount = throttle.monthlyCount;
if (block.timestamp - throttle.lastDailyReset >= 1 days) {
currentDailyCount = 0;
}
if (block.timestamp - throttle.lastMonthlyReset >= 30 days) {
currentMonthlyCount = 0;
}
// Check limits
if (throttle.dailyCap > 0 && currentDailyCount >= throttle.dailyCap) {
return false;
}
if (throttle.monthlyCap > 0 && currentMonthlyCount >= throttle.monthlyCap) {
return false;
}
return true;
}
/**
* @notice Record throttle usage
*/
function recordThrottleUsage(bytes32 strategy) internal {
ThrottleConfig storage throttle = strategyThrottles[strategy];
// Reset daily if needed
if (block.timestamp - throttle.lastDailyReset >= 1 days) {
throttle.dailyCount = 0;
throttle.lastDailyReset = block.timestamp;
}
// Reset monthly if needed
if (block.timestamp - throttle.lastMonthlyReset >= 30 days) {
throttle.monthlyCount = 0;
throttle.lastMonthlyReset = block.timestamp;
}
throttle.dailyCount++;
throttle.monthlyCount++;
}
/**
* @notice Configure throttle for a strategy
*/
function setThrottle(
bytes32 strategy,
uint256 dailyCap,
uint256 monthlyCap
) external onlyOwner {
strategyThrottles[strategy] = ThrottleConfig({
dailyCap: dailyCap,
monthlyCap: monthlyCap,
dailyCount: 0,
monthlyCount: 0,
lastDailyReset: block.timestamp,
lastMonthlyReset: block.timestamp
});
}
/**
* @notice Update policy engine
*/
function setPolicyEngine(address newPolicyEngine) external onlyOwner {
require(newPolicyEngine != address(0), "Invalid policy engine");
policyEngine = IPolicyEngine(newPolicyEngine);
}
/**
* @notice Update config registry
*/
function setConfigRegistry(address newConfigRegistry) external onlyOwner {
require(newConfigRegistry != address(0), "Invalid config registry");
configRegistry = IConfigRegistry(newConfigRegistry);
}
/**
* @notice Helper to convert bytes32 to string
*/
function _bytes32ToString(bytes32 _bytes32) private pure returns (string memory) {
uint8 i = 0;
while (i < 32 && _bytes32[i] != 0) {
i++;
}
bytes memory bytesArray = new bytes(i);
for (i = 0; i < 32 && _bytes32[i] != 0; i++) {
bytesArray[i] = _bytes32[i];
}
return string(bytesArray);
}
}

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// SPDX-License-Identifier: MIT
pragma solidity ^0.8.24;
import "@openzeppelin/contracts/access/Ownable.sol";
import "../interfaces/IPolicyEngine.sol";
import "../interfaces/IPolicyModule.sol";
/**
* @title PolicyEngine
* @notice Aggregates policy decisions from multiple modules
* @dev All registered modules must approve an action for it to be allowed
*/
contract PolicyEngine is IPolicyEngine, Ownable {
// Registered policy modules
address[] private policyModules;
mapping(address => bool) private isRegisteredModule;
modifier onlyRegistered(address module) {
require(isRegisteredModule[module], "Module not registered");
_;
}
constructor(address initialOwner) Ownable(initialOwner) {}
/**
* @notice Register a policy module
*/
function registerPolicyModule(address module) external override onlyOwner {
require(module != address(0), "Invalid module");
require(!isRegisteredModule[module], "Module already registered");
// Verify it implements IPolicyModule
try IPolicyModule(module).name() returns (string memory) {
// Module is valid
} catch {
revert("Invalid policy module");
}
policyModules.push(module);
isRegisteredModule[module] = true;
emit PolicyModuleRegistered(module, IPolicyModule(module).name());
}
/**
* @notice Unregister a policy module
*/
function unregisterPolicyModule(address module) external override onlyOwner onlyRegistered(module) {
// Remove from array
for (uint256 i = 0; i < policyModules.length; i++) {
if (policyModules[i] == module) {
policyModules[i] = policyModules[policyModules.length - 1];
policyModules.pop();
break;
}
}
delete isRegisteredModule[module];
emit PolicyModuleUnregistered(module);
}
/**
* @notice Evaluate all registered policy modules
* @return allowed True if ALL modules allow the action
* @return reason Reason from first denying module
*/
function evaluateAll(
bytes32 actionType,
bytes memory actionData
) external view override returns (bool allowed, string memory reason) {
// If no modules registered, allow by default
if (policyModules.length == 0) {
return (true, "");
}
// Check all modules
for (uint256 i = 0; i < policyModules.length; i++) {
address module = policyModules[i];
// Skip if module is disabled
try IPolicyModule(module).isEnabled() returns (bool enabled) {
if (!enabled) {
continue;
}
} catch {
continue; // Skip if check fails
}
// Get decision from module
IPolicyModule.PolicyDecision memory decision;
try IPolicyModule(module).evaluate(actionType, actionData) returns (IPolicyModule.PolicyDecision memory d) {
decision = d;
} catch {
// If evaluation fails, deny for safety
return (false, "Policy evaluation failed");
}
// If any module denies, return denial
if (!decision.allowed) {
return (false, decision.reason);
}
}
// All modules allowed
return (true, "");
}
/**
* @notice Get all registered policy modules
*/
function getPolicyModules() external view override returns (address[] memory) {
return policyModules;
}
/**
* @notice Check if a module is registered
*/
function isRegistered(address module) external view override returns (bool) {
return isRegisteredModule[module];
}
/**
* @notice Get number of registered modules
*/
function getModuleCount() external view returns (uint256) {
return policyModules.length;
}
}

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// SPDX-License-Identifier: MIT
pragma solidity ^0.8.24;
import "../IPolicyModule.sol";
import "@openzeppelin/contracts/access/Ownable.sol";
/**
* @title PolicyFlashVolume
* @notice Policy module that limits flash loan volume per time period
* @dev Prevents excessive flash loan usage
*/
contract PolicyFlashVolume is IPolicyModule, Ownable {
string public constant override name = "FlashVolume";
bool private _enabled = true;
// Time period for volume tracking (e.g., 1 day = 86400 seconds)
uint256 public periodDuration = 1 days;
// Volume limits per period
mapping(address => uint256) public assetVolumeLimit; // Per asset limit
uint256 public globalVolumeLimit = type(uint256).max; // Global limit
// Volume tracking
struct VolumePeriod {
uint256 volume;
uint256 startTime;
uint256 endTime;
}
mapping(address => mapping(uint256 => VolumePeriod)) private assetVolumes; // asset => periodId => VolumePeriod
mapping(uint256 => VolumePeriod) private globalVolumes; // periodId => VolumePeriod
event VolumeLimitUpdated(address indexed asset, uint256 oldLimit, uint256 newLimit);
event GlobalVolumeLimitUpdated(uint256 oldLimit, uint256 newLimit);
event PeriodDurationUpdated(uint256 oldDuration, uint256 newDuration);
modifier onlyEnabled() {
require(_enabled, "Policy disabled");
_;
}
constructor(address initialOwner) Ownable(initialOwner) {}
/**
* @notice Check if module is enabled
*/
function isEnabled() external view override returns (bool) {
return _enabled;
}
/**
* @notice Enable or disable the module
*/
function setEnabled(bool enabled) external override onlyOwner {
_enabled = enabled;
}
/**
* @notice Evaluate policy for proposed action
* @param actionType Action type (FLASH_LOAN, etc.)
* @param actionData Encoded action data: (asset, amount)
*/
function evaluate(
bytes32 actionType,
bytes memory actionData
) external view override onlyEnabled returns (PolicyDecision memory) {
if (actionType != keccak256("FLASH_LOAN")) {
return PolicyDecision({
allowed: true,
reason: ""
});
}
(address asset, uint256 amount) = abi.decode(actionData, (address, uint256));
// Get current period
uint256 periodId = getCurrentPeriodId();
// Check asset-specific limit
if (assetVolumeLimit[asset] > 0) {
VolumePeriod storage assetPeriod = assetVolumes[asset][periodId];
uint256 newVolume = assetPeriod.volume + amount;
if (newVolume > assetVolumeLimit[asset]) {
return PolicyDecision({
allowed: false,
reason: "Asset volume limit exceeded"
});
}
}
// Check global limit
if (globalVolumeLimit < type(uint256).max) {
VolumePeriod storage globalPeriod = globalVolumes[periodId];
uint256 newVolume = globalPeriod.volume + amount;
if (newVolume > globalVolumeLimit) {
return PolicyDecision({
allowed: false,
reason: "Global volume limit exceeded"
});
}
}
return PolicyDecision({
allowed: true,
reason: ""
});
}
/**
* @notice Record flash loan volume
*/
function recordVolume(address asset, uint256 amount) external {
uint256 periodId = getCurrentPeriodId();
// Update asset volume
VolumePeriod storage assetPeriod = assetVolumes[asset][periodId];
if (assetPeriod.startTime == 0) {
assetPeriod.startTime = block.timestamp;
assetPeriod.endTime = block.timestamp + periodDuration;
}
assetPeriod.volume += amount;
// Update global volume
VolumePeriod storage globalPeriod = globalVolumes[periodId];
if (globalPeriod.startTime == 0) {
globalPeriod.startTime = block.timestamp;
globalPeriod.endTime = block.timestamp + periodDuration;
}
globalPeriod.volume += amount;
}
/**
* @notice Set volume limit for an asset
*/
function setAssetVolumeLimit(address asset, uint256 limit) external onlyOwner {
require(asset != address(0), "Invalid asset");
uint256 oldLimit = assetVolumeLimit[asset];
assetVolumeLimit[asset] = limit;
emit VolumeLimitUpdated(asset, oldLimit, limit);
}
/**
* @notice Set global volume limit
*/
function setGlobalVolumeLimit(uint256 limit) external onlyOwner {
uint256 oldLimit = globalVolumeLimit;
globalVolumeLimit = limit;
emit GlobalVolumeLimitUpdated(oldLimit, limit);
}
/**
* @notice Set period duration
*/
function setPeriodDuration(uint256 duration) external onlyOwner {
require(duration > 0, "Invalid duration");
uint256 oldDuration = periodDuration;
periodDuration = duration;
emit PeriodDurationUpdated(oldDuration, duration);
}
/**
* @notice Get current period ID
*/
function getCurrentPeriodId() public view returns (uint256) {
return block.timestamp / periodDuration;
}
/**
* @notice Get current period volume for an asset
*/
function getAssetPeriodVolume(address asset) external view returns (uint256) {
uint256 periodId = getCurrentPeriodId();
return assetVolumes[asset][periodId].volume;
}
/**
* @notice Get current period global volume
*/
function getGlobalPeriodVolume() external view returns (uint256) {
uint256 periodId = getCurrentPeriodId();
return globalVolumes[periodId].volume;
}
}

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// SPDX-License-Identifier: MIT
pragma solidity ^0.8.24;
import "../IPolicyModule.sol";
import "@openzeppelin/contracts/access/Ownable.sol";
/**
* @title PolicyHFTrend
* @notice Policy module that monitors health factor trends
* @dev Prevents actions that would worsen health factor trajectory
*/
contract PolicyHFTrend is IPolicyModule, Ownable {
string public constant override name = "HealthFactorTrend";
bool private _enabled = true;
uint256 private constant HF_SCALE = 1e18;
uint256 private minHFImprovement = 0.01e18; // 1% minimum improvement
uint256 private minHFThreshold = 1.05e18; // 1.05 minimum HF
// Track HF history for trend analysis
struct HFHistory {
uint256[] values;
uint256[] timestamps;
uint256 maxHistoryLength;
}
mapping(address => HFHistory) private vaultHistory;
event HFThresholdUpdated(uint256 oldThreshold, uint256 newThreshold);
event MinHFImprovementUpdated(uint256 oldMin, uint256 newMin);
modifier onlyEnabled() {
require(_enabled, "Policy disabled");
_;
}
constructor(address initialOwner) Ownable(initialOwner) {}
/**
* @notice Check if module is enabled
*/
function isEnabled() external view override returns (bool) {
return _enabled;
}
/**
* @notice Enable or disable the module
*/
function setEnabled(bool enabled) external override onlyOwner {
_enabled = enabled;
}
/**
* @notice Evaluate policy for proposed action
* @param actionType Action type (AMORTIZATION, LEVERAGE, etc.)
* @param actionData Encoded action data: (vault, hfBefore, hfAfter, collateralChange, debtChange)
*/
function evaluate(
bytes32 actionType,
bytes memory actionData
) external view override onlyEnabled returns (PolicyDecision memory) {
// Decode action data
(
address vault,
uint256 hfBefore,
uint256 hfAfter,
int256 collateralChange,
int256 debtChange
) = abi.decode(actionData, (address, uint256, uint256, int256, int256));
// Check minimum HF threshold
if (hfAfter < minHFThreshold) {
return PolicyDecision({
allowed: false,
reason: "HF below minimum threshold"
});
}
// For amortization actions, require improvement
if (actionType == keccak256("AMORTIZATION")) {
if (hfAfter <= hfBefore) {
return PolicyDecision({
allowed: false,
reason: "HF must improve"
});
}
uint256 hfImprovement = hfAfter > hfBefore ? hfAfter - hfBefore : 0;
if (hfImprovement < minHFImprovement) {
return PolicyDecision({
allowed: false,
reason: "HF improvement too small"
});
}
}
// Check trend (require improving trajectory)
if (hfAfter < hfBefore) {
return PolicyDecision({
allowed: false,
reason: "HF trend declining"
});
}
// Check that collateral increases or debt decreases (amortization requirement)
if (actionType == keccak256("AMORTIZATION")) {
if (collateralChange <= 0 && debtChange >= 0) {
return PolicyDecision({
allowed: false,
reason: "Amortization requires collateral increase or debt decrease"
});
}
}
return PolicyDecision({
allowed: true,
reason: ""
});
}
/**
* @notice Update minimum HF threshold
*/
function setMinHFThreshold(uint256 newThreshold) external onlyOwner {
require(newThreshold >= 1e18, "HF must be >= 1.0");
uint256 oldThreshold = minHFThreshold;
minHFThreshold = newThreshold;
emit HFThresholdUpdated(oldThreshold, newThreshold);
}
/**
* @notice Update minimum HF improvement required
*/
function setMinHFImprovement(uint256 newMinImprovement) external onlyOwner {
require(newMinImprovement <= HF_SCALE, "Invalid improvement");
uint256 oldMin = minHFImprovement;
minHFImprovement = newMinImprovement;
emit MinHFImprovementUpdated(oldMin, newMinImprovement);
}
/**
* @notice Get minimum HF threshold
*/
function getMinHFThreshold() external view returns (uint256) {
return minHFThreshold;
}
/**
* @notice Record HF value for trend tracking
*/
function recordHF(address vault, uint256 hf) external {
HFHistory storage history = vaultHistory[vault];
if (history.maxHistoryLength == 0) {
history.maxHistoryLength = 10; // Default max history
}
history.values.push(hf);
history.timestamps.push(block.timestamp);
// Limit history length
if (history.values.length > history.maxHistoryLength) {
// Remove oldest entry (shift array)
for (uint256 i = 0; i < history.values.length - 1; i++) {
history.values[i] = history.values[i + 1];
history.timestamps[i] = history.timestamps[i + 1];
}
history.values.pop();
history.timestamps.pop();
}
}
/**
* @notice Get HF trend (slope)
* @return trend Positive = improving, negative = declining
*/
function getHFTrend(address vault) external view returns (int256 trend) {
HFHistory storage history = vaultHistory[vault];
if (history.values.length < 2) {
return 0;
}
uint256 latest = history.values[history.values.length - 1];
uint256 previous = history.values[history.values.length - 2];
return int256(latest) - int256(previous);
}
}

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// SPDX-License-Identifier: MIT
pragma solidity ^0.8.24;
import "../IPolicyModule.sol";
import "@openzeppelin/contracts/access/Ownable.sol";
/**
* @title PolicyLiquiditySpread
* @notice Policy module that validates liquidity spreads
* @dev Ensures sufficient liquidity depth for operations
*/
contract PolicyLiquiditySpread is IPolicyModule, Ownable {
string public constant override name = "LiquiditySpread";
bool private _enabled = true;
// Maximum acceptable spread (basis points, e.g., 50 = 0.5%)
uint256 public maxSpreadBps = 50; // 0.5%
uint256 private constant BPS_SCALE = 10000;
// Minimum liquidity depth required (in USD, scaled by 1e8)
mapping(address => uint256) public minLiquidityDepth;
// Interface for checking liquidity
interface ILiquidityChecker {
function getLiquidityDepth(address asset) external view returns (uint256);
function getSpread(address asset, uint256 amount) external view returns (uint256);
}
ILiquidityChecker public liquidityChecker;
event MaxSpreadUpdated(uint256 oldSpread, uint256 newSpread);
event MinLiquidityDepthUpdated(address indexed asset, uint256 oldDepth, uint256 newDepth);
event LiquidityCheckerUpdated(address oldChecker, address newChecker);
modifier onlyEnabled() {
require(_enabled, "Policy disabled");
_;
}
constructor(address initialOwner, address _liquidityChecker) Ownable(initialOwner) {
liquidityChecker = ILiquidityChecker(_liquidityChecker);
}
/**
* @notice Check if module is enabled
*/
function isEnabled() external view override returns (bool) {
return _enabled;
}
/**
* @notice Enable or disable the module
*/
function setEnabled(bool enabled) external override onlyOwner {
_enabled = enabled;
}
/**
* @notice Evaluate policy for proposed action
* @param actionType Action type (SWAP, FLASH_LOAN, etc.)
* @param actionData Encoded action data: (asset, amount, spreadBps, liquidityDepth)
*/
function evaluate(
bytes32 actionType,
bytes memory actionData
) external view override onlyEnabled returns (PolicyDecision memory) {
// For swaps and flash loans, check liquidity
if (actionType != keccak256("SWAP") && actionType != keccak256("FLASH_LOAN")) {
return PolicyDecision({
allowed: true,
reason: ""
});
}
(address asset, uint256 amount, uint256 spreadBps, uint256 liquidityDepth) =
abi.decode(actionData, (address, uint256, uint256, uint256));
// Check spread
if (spreadBps > maxSpreadBps) {
return PolicyDecision({
allowed: false,
reason: "Spread too high"
});
}
// Check minimum liquidity depth
uint256 requiredDepth = minLiquidityDepth[asset];
if (requiredDepth > 0 && liquidityDepth < requiredDepth) {
return PolicyDecision({
allowed: false,
reason: "Insufficient liquidity depth"
});
}
// Additional check: ensure liquidity depth is sufficient for the amount
// Rule: liquidity should be at least 2x the operation amount
if (liquidityDepth < amount * 2) {
return PolicyDecision({
allowed: false,
reason: "Liquidity depth insufficient for operation size"
});
}
return PolicyDecision({
allowed: true,
reason: ""
});
}
/**
* @notice Update maximum spread
*/
function setMaxSpread(uint256 newSpreadBps) external onlyOwner {
require(newSpreadBps <= BPS_SCALE, "Invalid spread");
uint256 oldSpread = maxSpreadBps;
maxSpreadBps = newSpreadBps;
emit MaxSpreadUpdated(oldSpread, newSpreadBps);
}
/**
* @notice Update minimum liquidity depth for an asset
*/
function setMinLiquidityDepth(address asset, uint256 depth) external onlyOwner {
require(asset != address(0), "Invalid asset");
uint256 oldDepth = minLiquidityDepth[asset];
minLiquidityDepth[asset] = depth;
emit MinLiquidityDepthUpdated(asset, oldDepth, depth);
}
/**
* @notice Update liquidity checker contract
*/
function setLiquidityChecker(address newChecker) external onlyOwner {
require(newChecker != address(0), "Invalid checker");
address oldChecker = address(liquidityChecker);
liquidityChecker = ILiquidityChecker(newChecker);
emit LiquidityCheckerUpdated(oldChecker, newChecker);
}
}

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// SPDX-License-Identifier: MIT
pragma solidity ^0.8.24;
import "../IPolicyModule.sol";
import "@openzeppelin/contracts/access/Ownable.sol";
import "../../interfaces/IFlashLoanRouter.sol";
/**
* @title PolicyProviderConcentration
* @notice Policy module that prevents over-concentration in single providers
* @dev Ensures diversification across flash loan providers
*/
contract PolicyProviderConcentration is IPolicyModule, Ownable {
string public constant override name = "ProviderConcentration";
bool private _enabled = true;
// Maximum percentage of total flash loans from a single provider (basis points)
uint256 public maxProviderConcentrationBps = 5000; // 50%
uint256 private constant BPS_SCALE = 10000;
// Time window for concentration tracking
uint256 public trackingWindow = 7 days;
// Provider usage tracking
struct ProviderUsage {
uint256 totalVolume;
uint256 lastResetTime;
mapping(IFlashLoanRouter.FlashLoanProvider => uint256) providerVolumes;
}
mapping(address => ProviderUsage) private vaultProviderUsage; // vault => ProviderUsage
ProviderUsage private globalProviderUsage;
event MaxConcentrationUpdated(uint256 oldMax, uint256 newMax);
event TrackingWindowUpdated(uint256 oldWindow, uint256 newWindow);
modifier onlyEnabled() {
require(_enabled, "Policy disabled");
_;
}
constructor(address initialOwner) Ownable(initialOwner) {}
/**
* @notice Check if module is enabled
*/
function isEnabled() external view override returns (bool) {
return _enabled;
}
/**
* @notice Enable or disable the module
*/
function setEnabled(bool enabled) external override onlyOwner {
_enabled = enabled;
}
/**
* @notice Evaluate policy for proposed action
* @param actionType Action type (FLASH_LOAN, etc.)
* @param actionData Encoded action data: (vault, asset, amount, provider)
*/
function evaluate(
bytes32 actionType,
bytes memory actionData
) external view override onlyEnabled returns (PolicyDecision memory) {
if (actionType != keccak256("FLASH_LOAN")) {
return PolicyDecision({
allowed: true,
reason: ""
});
}
(
address vault,
address asset,
uint256 amount,
IFlashLoanRouter.FlashLoanProvider provider
) = abi.decode(actionData, (address, address, uint256, IFlashLoanRouter.FlashLoanProvider));
// Reset usage if window expired
ProviderUsage storage vaultUsage = vaultProviderUsage[vault];
if (block.timestamp - vaultUsage.lastResetTime > trackingWindow) {
// Would reset in actual implementation, but for evaluation assume fresh window
vaultUsage = globalProviderUsage; // Use global as proxy for "reset" state
}
// Calculate new provider volume
uint256 newProviderVolume = vaultUsage.providerVolumes[provider] + amount;
uint256 newTotalVolume = vaultUsage.totalVolume + amount;
if (newTotalVolume > 0) {
uint256 newConcentration = (newProviderVolume * BPS_SCALE) / newTotalVolume;
if (newConcentration > maxProviderConcentrationBps) {
return PolicyDecision({
allowed: false,
reason: "Provider concentration limit exceeded"
});
}
}
return PolicyDecision({
allowed: true,
reason: ""
});
}
/**
* @notice Record flash loan usage
*/
function recordUsage(
address vault,
address asset,
uint256 amount,
IFlashLoanRouter.FlashLoanProvider provider
) external {
// Reset if window expired
ProviderUsage storage vaultUsage = vaultProviderUsage[vault];
if (block.timestamp - vaultUsage.lastResetTime > trackingWindow) {
_resetUsage(vault);
vaultUsage = vaultProviderUsage[vault];
}
// Update usage
vaultUsage.providerVolumes[provider] += amount;
vaultUsage.totalVolume += amount;
// Update global usage
ProviderUsage storage global = globalProviderUsage;
if (block.timestamp - global.lastResetTime > trackingWindow) {
_resetGlobalUsage();
global = globalProviderUsage;
}
global.providerVolumes[provider] += amount;
global.totalVolume += amount;
}
/**
* @notice Reset usage for a vault
*/
function _resetUsage(address vault) internal {
ProviderUsage storage usage = vaultProviderUsage[vault];
usage.totalVolume = 0;
usage.lastResetTime = block.timestamp;
// Reset all provider volumes
for (uint256 i = 0; i <= uint256(IFlashLoanRouter.FlashLoanProvider.DAI_FLASH); i++) {
usage.providerVolumes[IFlashLoanRouter.FlashLoanProvider(i)] = 0;
}
}
/**
* @notice Reset global usage
*/
function _resetGlobalUsage() internal {
globalProviderUsage.totalVolume = 0;
globalProviderUsage.lastResetTime = block.timestamp;
for (uint256 i = 0; i <= uint256(IFlashLoanRouter.FlashLoanProvider.DAI_FLASH); i++) {
globalProviderUsage.providerVolumes[IFlashLoanRouter.FlashLoanProvider(i)] = 0;
}
}
/**
* @notice Update maximum provider concentration
*/
function setMaxConcentration(uint256 newMaxBps) external onlyOwner {
require(newMaxBps <= BPS_SCALE, "Invalid concentration");
uint256 oldMax = maxProviderConcentrationBps;
maxProviderConcentrationBps = newMaxBps;
emit MaxConcentrationUpdated(oldMax, newMaxBps);
}
/**
* @notice Update tracking window
*/
function setTrackingWindow(uint256 newWindow) external onlyOwner {
require(newWindow > 0, "Invalid window");
uint256 oldWindow = trackingWindow;
trackingWindow = newWindow;
emit TrackingWindowUpdated(oldWindow, newWindow);
}
/**
* @notice Get provider concentration for a vault
*/
function getProviderConcentration(
address vault,
IFlashLoanRouter.FlashLoanProvider provider
) external view returns (uint256 concentrationBps) {
ProviderUsage storage usage = vaultProviderUsage[vault];
if (usage.totalVolume == 0) {
return 0;
}
return (usage.providerVolumes[provider] * BPS_SCALE) / usage.totalVolume;
}
}

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// SPDX-License-Identifier: MIT
pragma solidity ^0.8.24;
/**
* @title IConfigRegistry
* @notice Interface for configuration registry
* @dev Stores all system parameters and limits
*/
interface IConfigRegistry {
/**
* @notice Emitted when a parameter is updated
* @param param Parameter name (encoded as bytes32)
* @param oldValue Previous value
* @param newValue New value
*/
event ParameterUpdated(
bytes32 indexed param,
uint256 oldValue,
uint256 newValue
);
/**
* @notice Get maximum number of recursive loops
* @return maxLoops Maximum loops allowed
*/
function getMaxLoops() external view returns (uint256 maxLoops);
/**
* @notice Get maximum flash loan size for an asset
* @param asset Asset address
* @return maxFlash Maximum flash loan size
*/
function getMaxFlashSize(address asset) external view returns (uint256 maxFlash);
/**
* @notice Get minimum health factor threshold
* @return minHF Minimum health factor (scaled by 1e18)
*/
function getMinHealthFactor() external view returns (uint256 minHF);
/**
* @notice Get target health factor
* @return targetHF Target health factor (scaled by 1e18)
*/
function getTargetHealthFactor() external view returns (uint256 targetHF);
/**
* @notice Check if an asset is allowed
* @param asset Asset address
* @return allowed True if asset is allowed
*/
function isAllowedAsset(address asset) external view returns (bool allowed);
/**
* @notice Get provider capacity cap
* @param provider Provider identifier (encoded as bytes32)
* @return cap Capacity cap
*/
function getProviderCap(bytes32 provider) external view returns (uint256 cap);
/**
* @notice Update maximum loops
* @param newMaxLoops New maximum loops
*/
function setMaxLoops(uint256 newMaxLoops) external;
/**
* @notice Update maximum flash size for an asset
* @param asset Asset address
* @param newMaxFlash New maximum flash size
*/
function setMaxFlashSize(address asset, uint256 newMaxFlash) external;
/**
* @notice Update minimum health factor
* @param newMinHF New minimum health factor (scaled by 1e18)
*/
function setMinHealthFactor(uint256 newMinHF) external;
/**
* @notice Update target health factor
* @param newTargetHF New target health factor (scaled by 1e18)
*/
function setTargetHealthFactor(uint256 newTargetHF) external;
/**
* @notice Add or remove allowed asset
* @param asset Asset address
* @param allowed Whether asset is allowed
*/
function setAllowedAsset(address asset, bool allowed) external;
/**
* @notice Update provider capacity cap
* @param provider Provider identifier
* @param newCap New capacity cap
*/
function setProviderCap(bytes32 provider, uint256 newCap) external;
}

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// SPDX-License-Identifier: MIT
pragma solidity ^0.8.24;
/**
* @title IFlashLoanRouter
* @notice Interface for multi-provider flash loan router
* @dev Aggregates flash loans from Aave, Balancer, Uniswap, DAI flash mint
*/
interface IFlashLoanRouter {
enum FlashLoanProvider {
AAVE,
BALANCER,
UNISWAP,
DAI_FLASH
}
/**
* @notice Flash loan parameters
* @param asset Asset to borrow
* @param amount Amount to borrow
* @param provider Provider to use (or AUTO for liquidity-weighted)
*/
struct FlashLoanParams {
address asset;
uint256 amount;
FlashLoanProvider provider;
}
/**
* @notice Emitted when flash loan is initiated
* @param asset Asset borrowed
* @param amount Amount borrowed
* @param provider Provider used
*/
event FlashLoanInitiated(
address indexed asset,
uint256 amount,
FlashLoanProvider provider
);
/**
* @notice Emitted when flash loan is repaid
* @param asset Asset repaid
* @param amount Amount repaid (principal + fee)
*/
event FlashLoanRepaid(address indexed asset, uint256 amount);
/**
* @notice Execute a flash loan with callback
* @param params Flash loan parameters
* @param callbackData Data to pass to callback
*/
function flashLoan(
FlashLoanParams memory params,
bytes memory callbackData
) external;
/**
* @notice Execute multi-asset flash loan
* @param params Array of flash loan parameters
* @param callbackData Data to pass to callback
*/
function flashLoanBatch(
FlashLoanParams[] memory params,
bytes memory callbackData
) external;
/**
* @notice Get available liquidity for an asset from a provider
* @param asset Asset address
* @param provider Provider to check
* @return available Available liquidity
*/
function getAvailableLiquidity(
address asset,
FlashLoanProvider provider
) external view returns (uint256 available);
/**
* @notice Get fee for flash loan from a provider
* @param asset Asset address
* @param amount Amount to borrow
* @param provider Provider to check
* @return fee Fee amount
*/
function getFlashLoanFee(
address asset,
uint256 amount,
FlashLoanProvider provider
) external view returns (uint256 fee);
/**
* @notice Callback function executed during flash loan
* @param asset Asset borrowed
* @param amount Amount borrowed
* @param fee Fee for the flash loan
* @param callbackData Data passed from caller
*/
function onFlashLoan(
address asset,
uint256 amount,
uint256 fee,
bytes calldata callbackData
) external returns (bytes32);
}

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// SPDX-License-Identifier: MIT
pragma solidity ^0.8.24;
import "./IFlashLoanRouter.sol";
/**
* @title IKernel
* @notice Interface for Recursive Leverage Kernel
* @dev Implements atomic amortizing cycles
*/
interface IKernel {
/**
* @notice Amortization cycle parameters
* @param targetAsset Asset to convert yield to
* @param maxLoops Maximum number of recursive loops
* @param minHFImprovement Minimum health factor improvement (scaled by 1e18)
*/
struct AmortizationParams {
address targetAsset;
uint256 maxLoops;
uint256 minHFImprovement;
}
/**
* @notice Emitted when amortization cycle executes successfully
* @param cyclesExecuted Number of cycles executed
* @param collateralIncrease Increase in collateral value
* @param debtDecrease Decrease in debt value
* @param hfImprovement Health factor improvement
*/
event AmortizationExecuted(
uint256 cyclesExecuted,
uint256 collateralIncrease,
uint256 debtDecrease,
uint256 hfImprovement
);
/**
* @notice Emitted when invariant check fails
* @param reason Reason for failure
*/
event InvariantFail(string reason);
/**
* @notice Execute an atomic amortizing cycle
* @param params Amortization parameters
* @return success True if cycle succeeded
* @return cyclesExecuted Number of cycles executed
*/
function executeAmortizingCycle(
AmortizationParams memory params
) external returns (bool success, uint256 cyclesExecuted);
/**
* @notice Execute a single amortization step
* @param flashLoanParams Flash loan parameters
* @param targetAsset Asset to convert yield to
* @return collateralAdded Amount of collateral added
* @return debtRepaid Amount of debt repaid
*/
function executeSingleStep(
IFlashLoanRouter.FlashLoanParams memory flashLoanParams,
address targetAsset
) external returns (uint256 collateralAdded, uint256 debtRepaid);
/**
* @notice Verify invariants are satisfied
* @param collateralBefore Previous collateral value
* @param debtBefore Previous debt value
* @param healthFactorBefore Previous health factor
* @return success True if invariants satisfied
* @return reason Failure reason if not successful
*/
function verifyInvariants(
uint256 collateralBefore,
uint256 debtBefore,
uint256 healthFactorBefore
) external view returns (bool success, string memory reason);
}

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// SPDX-License-Identifier: MIT
pragma solidity ^0.8.24;
/**
* @title IOracleAdapter
* @notice Interface for oracle adapter
* @dev Standardizes pricing from multiple oracle sources
*/
interface IOracleAdapter {
enum OracleSource {
AAVE,
CHAINLINK,
UNISWAP_TWAP,
FALLBACK
}
/**
* @notice Price data structure
* @param price Price (scaled by 1e8 for USD pairs)
* @param source Oracle source used
* @param timestamp Timestamp of price update
* @param confidence Confidence score (0-1e18, where 1e18 = 100%)
*/
struct PriceData {
uint256 price;
OracleSource source;
uint256 timestamp;
uint256 confidence;
}
/**
* @notice Get latest price for an asset
* @param asset Asset address
* @return priceData Price data structure
*/
function getPrice(address asset) external view returns (PriceData memory priceData);
/**
* @notice Get latest price with max age requirement
* @param asset Asset address
* @param maxAge Maximum age of price in seconds
* @return priceData Price data structure
*/
function getPriceWithMaxAge(
address asset,
uint256 maxAge
) external view returns (PriceData memory priceData);
/**
* @notice Get aggregated price from multiple sources
* @param asset Asset address
* @return price Aggregated price (scaled by 1e8)
* @return confidence Weighted confidence score
*/
function getAggregatedPrice(address asset) external view returns (uint256 price, uint256 confidence);
/**
* @notice Convert amount from one asset to another using prices
* @param fromAsset Source asset
* @param fromAmount Amount in source asset
* @param toAsset Destination asset
* @return toAmount Amount in destination asset
*/
function convertAmount(
address fromAsset,
uint256 fromAmount,
address toAsset
) external view returns (uint256 toAmount);
}

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// SPDX-License-Identifier: MIT
pragma solidity ^0.8.24;
import "./IPolicyModule.sol";
/**
* @title IPolicyEngine
* @notice Interface for policy engine
* @dev Aggregates policy decisions from multiple modules
*/
interface IPolicyEngine {
/**
* @notice Emitted when a policy module is registered
* @param module Module address
* @param name Module name
*/
event PolicyModuleRegistered(address indexed module, string name);
/**
* @notice Emitted when a policy module is unregistered
* @param module Module address
*/
event PolicyModuleUnregistered(address indexed module);
/**
* @notice Register a policy module
* @param module Module address
*/
function registerPolicyModule(address module) external;
/**
* @notice Unregister a policy module
* @param module Module address
*/
function unregisterPolicyModule(address module) external;
/**
* @notice Evaluate all registered policy modules
* @param actionType Type of action
* @param actionData Action-specific data
* @return allowed True if all modules allow the action
* @return reason Reason for denial (if any module denies)
*/
function evaluateAll(
bytes32 actionType,
bytes memory actionData
) external view returns (bool allowed, string memory reason);
/**
* @notice Get all registered policy modules
* @return modules Array of module addresses
*/
function getPolicyModules() external view returns (address[] memory modules);
/**
* @notice Check if a module is registered
* @param module Module address
* @return registered True if registered
*/
function isRegistered(address module) external view returns (bool registered);
}

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// SPDX-License-Identifier: MIT
pragma solidity ^0.8.24;
/**
* @title IPolicyModule
* @notice Interface for policy modules
* @dev Policy modules enforce governance rules and risk limits
*/
interface IPolicyModule {
/**
* @notice Policy decision result
* @param allowed Whether the action is allowed
* @param reason Reason for denial (if not allowed)
*/
struct PolicyDecision {
bool allowed;
string reason;
}
/**
* @notice Evaluate policy for a proposed action
* @param actionType Type of action (encoded as bytes32)
* @param actionData Action-specific data
* @return decision Policy decision
*/
function evaluate(
bytes32 actionType,
bytes memory actionData
) external view returns (PolicyDecision memory decision);
/**
* @notice Get policy module name
* @return name Module name
*/
function name() external pure returns (string memory name);
/**
* @notice Check if module is enabled
* @return enabled True if enabled
*/
function isEnabled() external view returns (bool enabled);
/**
* @notice Enable or disable the module
* @param enabled New enabled status
*/
function setEnabled(bool enabled) external;
}

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// SPDX-License-Identifier: MIT
pragma solidity ^0.8.24;
/**
* @title IVault
* @notice Interface for DBIS Institutional Vault
* @dev Vault represents a leveraged position with collateral and debt tracking
*/
interface IVault {
/**
* @notice Emitted when a position snapshot is taken
* @param collateralBefore Previous collateral amount
* @param debtBefore Previous debt amount
* @param collateralAfter New collateral amount
* @param debtAfter New debt amount
* @param healthFactorBefore Previous health factor (scaled by 1e18)
* @param healthFactorAfter New health factor (scaled by 1e18)
*/
event PositionSnapshot(
uint256 collateralBefore,
uint256 debtBefore,
uint256 collateralAfter,
uint256 debtAfter,
uint256 healthFactorBefore,
uint256 healthFactorAfter
);
/**
* @notice Emitted when collateral is added to the position
* @param asset Asset address
* @param amount Amount added
*/
event CollateralAdded(address indexed asset, uint256 amount);
/**
* @notice Emitted when debt is repaid
* @param asset Asset address
* @param amount Amount repaid
*/
event DebtRepaid(address indexed asset, uint256 amount);
/**
* @notice Get total collateral value in USD (scaled by 1e8)
*/
function getTotalCollateralValue() external view returns (uint256);
/**
* @notice Get total debt value in USD (scaled by 1e8)
*/
function getTotalDebtValue() external view returns (uint256);
/**
* @notice Get current health factor (scaled by 1e18)
*/
function getHealthFactor() external view returns (uint256);
/**
* @notice Get current LTV (Loan-to-Value ratio, scaled by 1e18)
*/
function getLTV() external view returns (uint256);
/**
* @notice Record addition of collateral
* @param asset Asset address
* @param amount Amount added
*/
function recordCollateralAdded(address asset, uint256 amount) external;
/**
* @notice Record repayment of debt
* @param asset Asset address
* @param amount Amount repaid
*/
function recordDebtRepaid(address asset, uint256 amount) external;
/**
* @notice Take a position snapshot for invariant checking
* @return collateralBefore Previous collateral value
* @return debtBefore Previous debt value
* @return healthFactorBefore Previous health factor
*/
function snapshotPosition()
external
returns (
uint256 collateralBefore,
uint256 debtBefore,
uint256 healthFactorBefore
);
/**
* @notice Verify position improved (invariant check)
* @param collateralBefore Previous collateral value
* @param debtBefore Previous debt value
* @param healthFactorBefore Previous health factor
* @return success True if position improved
*/
function verifyPositionImproved(
uint256 collateralBefore,
uint256 debtBefore,
uint256 healthFactorBefore
) external view returns (bool success);
}

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// SPDX-License-Identifier: MIT
pragma solidity ^0.8.24;
import "@openzeppelin/contracts/access/Ownable.sol";
import "../interfaces/IOracleAdapter.sol";
/**
* @title DBISOracleAdapter
* @notice Standardizes pricing from multiple oracle sources
* @dev Aggregates prices from Aave, Chainlink, Uniswap TWAP with confidence scoring
*/
contract DBISOracleAdapter is IOracleAdapter, Ownable {
// Constants
uint256 private constant PRICE_SCALE = 1e8;
uint256 private constant CONFIDENCE_SCALE = 1e18;
uint256 private constant MAX_PRICE_AGE = 1 hours;
// Chainlink price feed interface (simplified)
interface AggregatorV3Interface {
function latestRoundData()
external
view
returns (
uint80 roundId,
int256 answer,
uint256 startedAt,
uint256 updatedAt,
uint80 answeredInRound
);
function decimals() external view returns (uint8);
}
// Aave Oracle interface (simplified)
interface IAaveOracle {
function getAssetPrice(address asset) external view returns (uint256);
}
// Asset configuration
struct AssetConfig {
address chainlinkFeed;
address aaveOracle;
address uniswapPool;
bool enabled;
uint256 chainlinkWeight; // Weight for price aggregation (out of 1e18)
uint256 aaveWeight;
uint256 uniswapWeight;
}
mapping(address => AssetConfig) public assetConfigs;
address public immutable aaveOracleAddress;
// Price cache with TTL
struct CachedPrice {
uint256 price;
uint256 timestamp;
OracleSource source;
}
mapping(address => CachedPrice) private priceCache;
event AssetConfigUpdated(address indexed asset, address chainlinkFeed, address uniswapPool);
event PriceCacheUpdated(address indexed asset, uint256 price, OracleSource source);
constructor(address _aaveOracleAddress, address initialOwner) Ownable(initialOwner) {
require(_aaveOracleAddress != address(0), "Invalid Aave Oracle");
aaveOracleAddress = _aaveOracleAddress;
}
/**
* @notice Configure an asset's oracle sources
*/
function configureAsset(
address asset,
address chainlinkFeed,
address uniswapPool,
uint256 chainlinkWeight,
uint256 aaveWeight,
uint256 uniswapWeight
) external onlyOwner {
require(asset != address(0), "Invalid asset");
require(chainlinkWeight + aaveWeight + uniswapWeight == CONFIDENCE_SCALE, "Weights must sum to 1e18");
assetConfigs[asset] = AssetConfig({
chainlinkFeed: chainlinkFeed,
aaveOracle: aaveOracleAddress,
uniswapPool: uniswapPool,
enabled: true,
chainlinkWeight: chainlinkWeight,
aaveWeight: aaveWeight,
uniswapWeight: uniswapWeight
});
emit AssetConfigUpdated(asset, chainlinkFeed, uniswapPool);
}
/**
* @notice Enable or disable an asset
*/
function setAssetEnabled(address asset, bool enabled) external onlyOwner {
require(assetConfigs[asset].chainlinkFeed != address(0) ||
assetConfigs[asset].aaveOracle != address(0), "Asset not configured");
assetConfigs[asset].enabled = enabled;
}
/**
* @notice Get latest price for an asset
*/
function getPrice(address asset) external view override returns (PriceData memory) {
return getPriceWithMaxAge(asset, MAX_PRICE_AGE);
}
/**
* @notice Get latest price with max age requirement
*/
function getPriceWithMaxAge(
address asset,
uint256 maxAge
) public view override returns (PriceData memory) {
AssetConfig memory config = assetConfigs[asset];
require(config.enabled, "Asset not enabled");
// Try cached price first if fresh
CachedPrice memory cached = priceCache[asset];
if (cached.timestamp > 0 && block.timestamp - cached.timestamp <= maxAge) {
return PriceData({
price: cached.price,
source: cached.source,
timestamp: cached.timestamp,
confidence: CONFIDENCE_SCALE / 2 // Moderate confidence for cache
});
}
// Get prices from available sources
uint256 chainlinkPrice = 0;
uint256 aavePrice = 0;
uint256 uniswapPrice = 0;
uint256 chainlinkTime = 0;
uint256 aaveTime = block.timestamp;
uint256 uniswapTime = 0;
// Chainlink
if (config.chainlinkFeed != address(0)) {
try AggregatorV3Interface(config.chainlinkFeed).latestRoundData() returns (
uint80,
int256 answer,
uint256,
uint256 updatedAt,
uint80
) {
if (answer > 0 && block.timestamp - updatedAt <= maxAge) {
uint8 decimals = AggregatorV3Interface(config.chainlinkFeed).decimals();
chainlinkPrice = uint256(answer);
chainlinkTime = updatedAt;
// Normalize to 8 decimals
if (decimals > 8) {
chainlinkPrice = chainlinkPrice / (10 ** (decimals - 8));
} else if (decimals < 8) {
chainlinkPrice = chainlinkPrice * (10 ** (8 - decimals));
}
}
} catch {}
}
// Aave Oracle
if (config.aaveOracle != address(0)) {
try IAaveOracle(config.aaveOracle).getAssetPrice(asset) returns (uint256 price) {
if (price > 0) {
aavePrice = price;
}
} catch {}
}
// Uniswap TWAP (simplified - would need actual TWAP implementation)
// For now, return fallback
if (config.uniswapPool != address(0)) {
// Placeholder - would integrate with Uniswap V3 TWAP oracle
uniswapTime = 0;
}
// Aggregate prices using weights
uint256 totalWeight = 0;
uint256 weightedPrice = 0;
OracleSource source = OracleSource.FALLBACK;
uint256 latestTimestamp = 0;
if (chainlinkPrice > 0 && config.chainlinkWeight > 0) {
weightedPrice += chainlinkPrice * config.chainlinkWeight;
totalWeight += config.chainlinkWeight;
if (chainlinkTime > latestTimestamp) {
latestTimestamp = chainlinkTime;
source = OracleSource.CHAINLINK;
}
}
if (aavePrice > 0 && config.aaveWeight > 0) {
weightedPrice += aavePrice * config.aaveWeight;
totalWeight += config.aaveWeight;
if (aaveTime > latestTimestamp) {
latestTimestamp = aaveTime;
source = OracleSource.AAVE;
}
}
if (uniswapPrice > 0 && config.uniswapWeight > 0) {
weightedPrice += uniswapPrice * config.uniswapWeight;
totalWeight += config.uniswapWeight;
if (uniswapTime > latestTimestamp) {
latestTimestamp = uniswapTime;
source = OracleSource.UNISWAP_TWAP;
}
}
require(totalWeight > 0, "No valid price source");
uint256 aggregatedPrice = weightedPrice / totalWeight;
uint256 confidence = (totalWeight * CONFIDENCE_SCALE) / (config.chainlinkWeight + config.aaveWeight + config.uniswapWeight);
return PriceData({
price: aggregatedPrice,
source: source,
timestamp: latestTimestamp > 0 ? latestTimestamp : block.timestamp,
confidence: confidence
});
}
/**
* @notice Get aggregated price from multiple sources
*/
function getAggregatedPrice(address asset) external view override returns (uint256 price, uint256 confidence) {
PriceData memory priceData = getPrice(asset);
return (priceData.price, priceData.confidence);
}
/**
* @notice Convert amount from one asset to another
*/
function convertAmount(
address fromAsset,
uint256 fromAmount,
address toAsset
) external view override returns (uint256) {
PriceData memory fromPrice = getPrice(fromAsset);
PriceData memory toPrice = getPrice(toAsset);
require(fromPrice.price > 0 && toPrice.price > 0, "Invalid prices");
// Both prices are in USD with 8 decimals
// Convert: fromAmount * fromPrice / toPrice
return (fromAmount * fromPrice.price) / toPrice.price;
}
/**
* @notice Update price cache (called by keeper or internal)
*/
function updatePriceCache(address asset) external {
PriceData memory priceData = getPriceWithMaxAge(asset, MAX_PRICE_AGE);
priceCache[asset] = CachedPrice({
price: priceData.price,
timestamp: block.timestamp,
source: priceData.source
});
emit PriceCacheUpdated(asset, priceData.price, priceData.source);
}
}

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# DBIS System Architecture
## Overview
The DBIS (Debt-Based Institutional Strategy) system is a comprehensive DeFi leverage management platform that implements atomic amortizing cycles to improve position health while maintaining strict invariants.
## Core Principles
### 1. Amortization Rule
Every atomic transaction MUST end with:
- **Debt ↓** (decreased)
- **Collateral ↑** (increased)
- **LTV ↓** (decreased loan-to-value ratio)
- **HF ↑** (improved health factor)
If any of these conditions fail, the transaction reverts.
### 2. Policy Controls Over Bot Intelligence
- Bots suggest actions
- **Contracts enforce invariants**
- If invariant fails → revert → no risk
### 3. Single Identity
- One vault address
- One router
- One kernel
- Multisig/MPC owner
- Zero opacity
- Maximum governance safety
### 4. Modular & Upgradeable
All components are swappable:
- Router
- Kernel
- Policy modules
- Providers
- Oracle adapters
## System Components
### Core Contracts
1. **DBISInstitutionalVault.sol**
- Tracks collateral and debt across multiple assets
- Integrates with Aave v3 for position data
- Enforces position invariants
2. **FlashLoanRouter.sol**
- Aggregates flash loans from multiple providers:
- Aave v3
- Balancer Vault
- Uniswap V3
- DAI Flash Mint
- Liquidity-weighted provider selection
3. **RecursiveLeverageKernel.sol**
- Implements atomic amortizing cycle pipeline:
1. Harvest yield
2. Swap to stable/collateral
3. Split: repay debt + add collateral
4. Enforce invariants
5. Revert if LTV worsens
4. **CollateralToggleManager.sol**
- Manages Aave v3 collateral enable/disable
- Batch operations for efficiency
### Governance Contracts
5. **ConfigRegistry.sol**
- Stores all system parameters:
- Max loops
- Max flash size per asset
- Min/Target health factor
- Allowed assets
- Provider caps
6. **PolicyEngine.sol**
- Plugin architecture for policy modules
- Aggregates policy decisions
- All modules must approve
7. **GovernanceGuard.sol**
- Final gatekeeper for all actions
- Invariant validation
- Strategy throttling
8. **Policy Modules**
- **PolicyHFTrend**: Monitors health factor trends
- **PolicyFlashVolume**: Limits flash loan volume per period
- **PolicyLiquiditySpread**: Validates liquidity spreads
- **PolicyProviderConcentration**: Prevents over-concentration
### Oracle Layer
9. **DBISOracleAdapter.sol**
- Standardizes pricing from multiple sources:
- Aave oracles
- Chainlink price feeds
- Uniswap TWAPs
- Aggregates with confidence scoring
## Execution Flow
### Atomic Amortizing Cycle
```
1. Kernel.executeAmortizingCycle()
2. GovernanceGuard.enforceInvariants()
3. Vault.snapshotPosition()
4. FlashRouter.flashLoan()
5. Kernel.onFlashLoan() callback:
- Harvest yield
- Swap to target asset
- Repay debt
- Add collateral
6. Vault.verifyPositionImproved()
7. If invariant fails → revert
If invariant passes → emit events
```
## Security Model
### Invariant Enforcement
All position changes must satisfy:
- `debtAfter <= debtBefore`
- `collateralAfter >= collateralBefore`
- `healthFactorAfter >= healthFactorBefore`
### Access Control
- **Owner**: Full administrative control
- **Operator**: Can execute amortization cycles
- **Kernel Role**: Can record position changes
- **Policy Modules**: Evaluated by PolicyEngine
### Upgradeability
- All core contracts support UUPS upgradeability
- Policy modules are plugin-based
- Provider addresses are configurable
## Integration Points
### Aave v3
- Position data
- Collateral management
- Borrowing/repayment
### Flash Loan Providers
- Aave v3 Pool
- Balancer Vault
- Uniswap V3 Pools
- DAI Flash Mint
### DEXs
- Uniswap V3 Router (swaps)
### Oracles
- Chainlink Price Feeds
- Aave Oracle
- Uniswap TWAPs
## Multi-Chain Support
The system is designed for multi-chain deployment:
- Primary: Ethereum Mainnet
- Secondary: Arbitrum, Polygon, Base, Optimism
Each chain requires:
- Chain-specific protocol addresses
- Chain-specific oracle feeds
- Chain-specific RPC endpoints

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# Atomic Amortizing Cycle
## Overview
The atomic amortizing cycle is the core mechanism of the DBIS system. It guarantees that every execution improves the position (debt↓, collateral↑, LTV↓, HF↑) in a single atomic transaction.
## Cycle Phases
### Phase 1: Pre-Execution Validation
```
GovernanceGuard.enforceInvariants()
PolicyEngine.evaluateAll()
ConfigRegistry.getMaxLoops()
Vault.snapshotPosition()
```
**Checks:**
- Policy modules approve action
- Max loops not exceeded
- Position snapshot taken
### Phase 2: Flash Loan Execution
```
FlashLoanRouter.flashLoan()
Provider-specific flash loan (Aave/Balancer/Uniswap/DAI)
Kernel.onFlashLoan() callback
```
**Actions:**
- Borrow flash loan amount
- Execute callback with borrowed funds
### Phase 3: Amortization Operations
```
onFlashLoan() callback:
1. Harvest yield (if available)
2. Swap to target asset
3. Split funds:
- 50% repay debt
- 50% add collateral
4. Repay flash loan (principal + fee)
```
**Math:**
```
yieldAmount = harvestYield()
totalAmount = flashAmount + yieldAmount
swapAmount = swapToTargetAsset(totalAmount)
debtRepayment = swapAmount / 2
collateralAddition = swapAmount - debtRepayment
```
### Phase 4: Invariant Verification
```
Vault.verifyPositionImproved(
collateralBefore,
debtBefore,
healthFactorBefore
)
```
**Checks:**
- `debtAfter < debtBefore`
- `collateralAfter > collateralBefore`
- `healthFactorAfter > healthFactorBefore`
### Phase 5: Completion
```
If invariants pass:
- Emit AmortizationExecuted event
- Return success
If invariants fail:
- Emit InvariantFail event
- Revert transaction
```
## Recursive Cycles
The kernel can execute multiple cycles in sequence:
```solidity
for (uint256 i = 0; i < maxLoops; i++) {
executeSingleStep();
// Early exit if target achieved
if (currentHF >= targetHF) {
break;
}
// Early exit if no improvement
if (noImprovement) {
break;
}
}
```
Each cycle must improve the position independently.
## Example Flow
### Input
- Current Position:
- Collateral: $1,000,000
- Debt: $800,000
- HF: 1.05
- LTV: 80%
### Cycle Execution
1. Flash loan: $100,000 USDC
2. Swap: $100,000 → $100,000 USDC (no swap needed)
3. Repay debt: $50,000
4. Add collateral: $50,000
### Output
- New Position:
- Collateral: $1,050,000 (+$50,000)
- Debt: $750,000 (-$50,000)
- HF: 1.12 (+0.07)
- LTV: 71.4% (-8.6%)
### Invariant Check
- ✓ Debt decreased
- ✓ Collateral increased
- ✓ HF improved
- ✓ LTV decreased
**Result: SUCCESS**
## Gas Optimization
### Batch Operations
- Multiple cycles in one transaction
- Batch collateral toggles
- Batch policy evaluations
### Flash Loan Optimization
- Use cheapest provider (DAI flash mint = 0% fee)
- Split across providers for large amounts
- Optimal provider selection
### Early Exits
- Exit if target HF achieved
- Exit if no improvement possible
- Exit if max loops reached
## Error Handling
### Revert Conditions
1. Policy check fails
2. Flash loan unavailable
3. Swap fails (slippage too high)
4. Debt repayment fails
5. Invariant check fails
### Recovery
All state changes are atomic. On revert:
- Flash loan not borrowed (or automatically repaid)
- Position unchanged
- Can retry with different parameters
## Monitoring
### Events Emitted
- `AmortizationExecuted(cyclesExecuted, collateralIncrease, debtDecrease, hfImprovement)`
- `InvariantFail(reason)`
- `SingleStepCompleted(collateralAdded, debtRepaid)`
### Metrics Tracked
- Cycles executed per transaction
- Average HF improvement per cycle
- Gas cost per cycle
- Success rate
## Safety Guarantees
1. **Atomicity**: All-or-nothing execution
2. **Invariant Preservation**: Position always improves
3. **Reversibility**: Can revert at any point
4. **Policy Compliance**: All policies must approve
5. **Access Control**: Only authorized operators

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# Deployment Guide
## Prerequisites
1. **Node.js** >= 18.0.0
2. **Foundry** (Forge) installed
3. **Environment variables** configured
4. **Testnet tokens** for testing
## Environment Setup
### 1. Install Dependencies
```bash
# Install Node.js dependencies
npm install
# Install Foundry dependencies
forge install
```
### 2. Configure Environment
Create `.env` file:
```env
# RPC URLs
RPC_URL=https://eth-mainnet.g.alchemy.com/v2/YOUR_KEY
TESTNET_RPC_URL=https://eth-sepolia.g.alchemy.com/v2/YOUR_KEY
# Private Keys
PRIVATE_KEY=your_private_key_here
MULTISIG_ADDRESS=your_multisig_address
# Contract Addresses (will be filled after deployment)
VAULT_ADDRESS=
KERNEL_ADDRESS=
FLASH_ROUTER_ADDRESS=
CONFIG_REGISTRY_ADDRESS=
POLICY_ENGINE_ADDRESS=
GOVERNANCE_GUARD_ADDRESS=
ORACLE_ADAPTER_ADDRESS=
COLLATERAL_MANAGER_ADDRESS=
# Protocol Addresses (Mainnet)
AAVE_POOL_ADDRESS=0x87870Bca3F3fD6335C3F4ce8392D69350B4fA4E2
UNISWAP_ROUTER_ADDRESS=0xE592427A0AEce92De3Edee1F18E0157C05861564
BALANCER_VAULT_ADDRESS=0xBA12222222228d8Ba445958a75a0704d566BF2C8
DAI_FLASH_MINT_ADDRESS=0x1EB4CF3A948E7D72A198fe073cCb8C7a948cD853
# Chainlink Feeds
CHAINLINK_WETH_USD=0x5f4eC3Df9cbd43714FE2740f5E3616155c5b8419
CHAINLINK_WBTC_USD=0xF4030086522a5bEEa4988F8cA5B36dbC97BeE88c
```
## Deployment Order
Deploy contracts in this order (respects dependencies):
### Step 1: Oracle Adapter
```bash
forge script scripts/deploy.ts:DeployOracleAdapter --rpc-url $TESTNET_RPC_URL --broadcast
```
### Step 2: Config Registry
```bash
forge script scripts/deploy.ts:DeployConfigRegistry --rpc-url $TESTNET_RPC_URL --broadcast
```
### Step 3: Policy Modules
Deploy all 4 policy modules:
```bash
forge script scripts/deploy.ts:DeployPolicyHFTrend --rpc-url $TESTNET_RPC_URL --broadcast
forge script scripts/deploy.ts:DeployPolicyFlashVolume --rpc-url $TESTNET_RPC_URL --broadcast
forge script scripts/deploy.ts:DeployPolicyLiquiditySpread --rpc-url $TESTNET_RPC_URL --broadcast
forge script scripts/deploy.ts:DeployPolicyProviderConcentration --rpc-url $TESTNET_RPC_URL --broadcast
```
### Step 4: Policy Engine
```bash
forge script scripts/deploy.ts:DeployPolicyEngine --rpc-url $TESTNET_RPC_URL --broadcast
```
### Step 5: Vault
```bash
forge script scripts/deploy.ts:DeployVault --rpc-url $TESTNET_RPC_URL --broadcast
```
### Step 6: Flash Router
```bash
forge script scripts/deploy.ts:DeployFlashRouter --rpc-url $TESTNET_RPC_URL --broadcast
```
### Step 7: Collateral Manager
```bash
forge script scripts/deploy.ts:DeployCollateralManager --rpc-url $TESTNET_RPC_URL --broadcast
```
### Step 8: Governance Guard
```bash
forge script scripts/deploy.ts:DeployGovernanceGuard --rpc-url $TESTNET_RPC_URL --broadcast
```
### Step 9: Kernel
```bash
forge script scripts/deploy.ts:DeployKernel --rpc-url $TESTNET_RPC_URL --broadcast
```
## Configuration
After deployment, configure all contracts:
```bash
tsx scripts/configure.ts
```
This script will:
1. Set Config Registry parameters
2. Register policy modules with Policy Engine
3. Configure Oracle Adapter with price feeds
4. Grant roles (Kernel, Operator)
5. Set allowed assets
6. Configure provider caps
## Verification
### 1. Verify Contracts on Etherscan
```bash
forge verify-contract --chain-id 1 --num-of-optimizations 200 \
--compiler-version v0.8.24 \
CONTRACT_ADDRESS CONTRACT_NAME \
--constructor-args $(cast abi-encode "constructor(...)" ARG1 ARG2 ...)
```
### 2. Run Tests
```bash
# Unit tests
forge test
# Fork tests (on mainnet fork)
forge test --fork-url $RPC_URL
# Coverage
forge coverage
```
### 3. Run Simulations
```bash
tsx scripts/simulate.ts
```
## Multi-Chain Deployment
### Arbitrum
```bash
export ARBITRUM_RPC_URL=https://arb1.arbitrum.io/rpc
forge script scripts/deploy.ts --rpc-url $ARBITRUM_RPC_URL --broadcast
```
### Polygon
```bash
export POLYGON_RPC_URL=https://polygon-rpc.com
forge script scripts/deploy.ts --rpc-url $POLYGON_RPC_URL --broadcast
```
Update protocol addresses for each chain in `.env`.
## Mainnet Deployment Checklist
- [ ] All contracts tested on testnet
- [ ] All parameters verified
- [ ] Multi-sig wallet configured
- [ ] Emergency pause mechanism ready
- [ ] Monitoring dashboard setup
- [ ] Alert system configured
- [ ] Documentation reviewed
- [ ] Security audit completed (if applicable)
- [ ] Gas optimization verified
- [ ] Backup deployment scripts ready
## Post-Deployment
1. **Monitor closely** for first 24-48 hours
2. **Start with conservative parameters**
3. **Gradually increase limits** after stability
4. **Enable MEV bot** after verification
5. **Set up alerts** for all critical metrics
## Emergency Procedures
### Pause System
```bash
# Call pause on all contracts
cast send $VAULT_ADDRESS "pause()" --private-key $PRIVATE_KEY
```
### Upgrade Contracts
```bash
# Upgrade via UUPS proxy
cast send $PROXY_ADDRESS "upgradeTo(address)" $NEW_IMPL_ADDRESS --private-key $PRIVATE_KEY
```
### Update Parameters
```bash
# Reduce limits immediately
cast send $CONFIG_REGISTRY_ADDRESS "setMaxLoops(uint256)" 1 --private-key $PRIVATE_KEY
```
## Monitoring
Set up monitoring for:
- Position health factors
- Flash loan execution rates
- Policy denial rates
- Gas costs
- Contract events

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# System Invariants
## Core Invariants
The DBIS system enforces strict invariants that **must** be maintained at all times. These invariants are checked on-chain and any violation causes transaction reversion.
## Position Invariants
### 1. Debt Never Increases
```
debtAfter <= debtBefore
```
After any amortization cycle, total debt value must never increase.
### 2. Collateral Never Decreases
```
collateralAfter >= collateralBefore
```
After any amortization cycle, total collateral value must never decrease.
### 3. Health Factor Never Worsens
```
healthFactorAfter >= healthFactorBefore
```
Health factor must always improve or stay the same.
### 4. LTV Never Worsens
```
LTV_after <= LTV_before
```
Loan-to-value ratio must never increase.
## Combined Invariant Check
All position invariants are checked together in `Vault.verifyPositionImproved()`:
```solidity
bool debtDecreased = debtAfter < debtBefore;
bool collateralIncreased = collateralAfter > collateralBefore;
bool hfImproved = healthFactorAfter > healthFactorBefore;
// All three must improve for strict amortization
return debtDecreased && collateralIncreased && hfImproved;
```
## Policy Invariants
### Flash Volume Limits
- Flash loan volume per asset per period ≤ configured limit
- Global flash loan volume per period ≤ configured limit
### Health Factor Thresholds
- Current HF ≥ minimum HF (from ConfigRegistry)
- HF improvement ≥ minimum improvement (for amortization)
### Provider Concentration
- No single provider can exceed maximum concentration percentage
- Diversification across providers enforced
### Liquidity Spreads
- Swap spreads ≤ maximum acceptable spread
- Liquidity depth ≥ minimum required depth
## Invariant Enforcement Points
1. **Pre-Execution**: GovernanceGuard verifies policy invariants
2. **During Execution**: Kernel enforces position changes
3. **Post-Execution**: Vault verifies position improvement
4. **On Revert**: All state changes rolled back
## Testing Invariants
### Unit Tests
- Test each invariant in isolation
- Test invariant violations cause reversion
### Integration Tests
- Test full cycles maintain invariants
- Test edge cases
### Fuzz Tests
- Random inputs verify invariants hold
- Stress test boundary conditions
### Invariant Tests (Foundry)
- Continuous invariant checking
- Property-based testing
## Failure Modes
### Invariant Violation Detection
When an invariant is violated:
1. Transaction reverts
2. Event emitted: `InvariantFail(reason)`
3. State unchanged (all changes rolled back)
4. MEV bot alerted
### Recovery Procedures
1. Analyze reason for failure
2. Adjust parameters if needed
3. Re-run with corrected parameters
4. Verify invariants before next cycle
## Formal Verification
Future work:
- Formal verification of invariant preservation
- Mathematical proofs of correctness
- Certified invariant checks

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# MEV Bot Documentation
## Overview
The DBIS MEV Bot is a TypeScript application that monitors positions and executes profitable atomic amortization cycles, arbitrage opportunities, and protective deleveraging.
## Architecture
### Core Components
1. **Bot Engine** (`bot.ts`)
- Main event loop
- Strategy coordination
- Opportunity detection
2. **Strategies**
- **Amortization**: Executes amortization cycles
- **Arbitrage**: Finds arbitrage opportunities
- **Deleverage**: Protects positions with low HF
3. **Utilities**
- **Invariant Checker**: Verifies invariants before execution
- **Position Calculator**: Calculates position metrics
- **Bundle Builder**: Builds Flashbots bundles
4. **Providers**
- **Flash Router Client**: Interacts with FlashLoanRouter
- **Aave Client**: Reads Aave position data
- **Uniswap Client**: Executes swaps
## Setup
### 1. Install Dependencies
```bash
cd mev-bot
npm install
```
### 2. Configure Environment
Create `.env` in `mev-bot/`:
```env
RPC_URL=https://eth-mainnet.g.alchemy.com/v2/YOUR_KEY
PRIVATE_KEY=your_bot_private_key
FLASH_ROUTER_ADDRESS=0x...
VAULT_ADDRESS=0x...
KERNEL_ADDRESS=0x...
AAVE_POOL_ADDRESS=0x...
UNISWAP_ROUTER_ADDRESS=0x...
```
### 3. Build
```bash
npm run build
```
### 4. Run
```bash
npm start
```
## Strategies
### Amortization Strategy
**Purpose**: Execute profitable amortization cycles
**Detection**:
1. Check current position
2. Calculate potential improvement
3. Estimate gas costs
4. Determine profitability
**Execution**:
1. Verify invariants
2. Build transaction
3. Submit via Flashbots (if enabled)
4. Monitor execution
### Arbitrage Strategy
**Purpose**: Find arbitrage opportunities
**Detection**:
1. Compare prices across DEXs
2. Calculate potential profit
3. Account for gas and fees
4. Determine if profitable
**Execution**:
1. Execute arbitrage trade
2. Capture profit
3. Update position
### Deleverage Strategy
**Purpose**: Protect position when HF is low
**Trigger**: Health factor < 1.10
**Action**:
1. Reduce leverage
2. Improve health factor
3. Prevent liquidation risk
## Bundle Building
### Flashbots Integration
For private transaction submission:
```typescript
import { FlashbotsBundleProvider } from "@flashbots/ethers-provider-bundle";
const bundle = await bundleBuilder.buildBundle(transactions);
await flashbotsProvider.sendBundle(bundle, targetBlockNumber);
```
### Benefits
- No front-running
- Atomic execution
- Priority inclusion
## Monitoring
### Position Monitoring
```typescript
const position = await positionCalculator.getPosition();
console.log(`HF: ${position.healthFactor}`);
console.log(`LTV: ${position.ltv}`);
console.log(`Collateral: ${position.collateral}`);
console.log(`Debt: ${position.debt}`);
```
### Alert Conditions
- Health factor < 1.10
- Position at risk
- Policy denial
- Transaction failure
- Bot downtime
## Multi-Region Deployment
Deploy in multiple regions for redundancy:
- US East
- EU
- Singapore
Use leader election or load balancing.
## Configuration
### Poll Interval
Adjust how often bot checks for opportunities:
```typescript
private pollInterval = 5000; // 5 seconds
```
### Profitability Thresholds
Minimum profit to execute:
```typescript
const minProfit = ethers.parseEther("0.01"); // 0.01 ETH
```
### Gas Price Management
Set max gas price:
```typescript
const maxGasPrice = ethers.parseUnits("100", "gwei");
```
## Error Handling
### Retry Logic
```typescript
async executeWithRetry(operation, maxRetries = 3) {
for (let i = 0; i < maxRetries; i++) {
try {
return await operation();
} catch (error) {
if (i === maxRetries - 1) throw error;
await sleep(1000 * (i + 1)); // Exponential backoff
}
}
}
```
### Failure Notifications
Send alerts on:
- Transaction failures
- Invariant violations
- Policy denials
- Bot crashes
## Logging
Use Winston for structured logging:
```typescript
import winston from "winston";
const logger = winston.createLogger({
level: "info",
format: winston.format.json(),
transports: [
new winston.transports.File({ filename: "error.log", level: "error" }),
new winston.transports.File({ filename: "combined.log" })
]
});
```
## Performance Optimization
1. **Batch Operations**: Group multiple checks
2. **Caching**: Cache position data
3. **Async Processing**: Parallel opportunity detection
4. **Connection Pooling**: Reuse RPC connections
## Security
1. **Private Key Management**: Use secure key storage
2. **Access Control**: Limit bot permissions
3. **Rate Limiting**: Prevent spam
4. **Monitoring**: Track all bot actions
## Deployment
### Docker
```dockerfile
FROM node:18
WORKDIR /app
COPY package*.json ./
RUN npm install
COPY . .
CMD ["npm", "start"]
```
### Systemd Service
```ini
[Unit]
Description=DBIS MEV Bot
After=network.target
[Service]
Type=simple
User=dbis
WorkingDirectory=/opt/dbis-mev-bot
ExecStart=/usr/bin/npm start
Restart=always
[Install]
WantedBy=multi-user.target
```
## Metrics
Track:
- Opportunities detected
- Cycles executed
- Profit generated
- Gas costs
- Success rate
- Average HF improvement

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# Policy System
## Overview
The policy system provides modular, plugin-based governance controls. Policy modules evaluate proposed actions and can approve or deny them.
## Policy Architecture
### PolicyEngine
Central coordinator that:
- Registers policy modules
- Aggregates decisions from all modules
- Returns allow/deny with reason
### Policy Modules
#### 1. PolicyHFTrend
Monitors health factor trends and ensures:
- HF never decreases
- HF improvements meet minimum threshold
- Trend is always improving
**Configuration:**
- `minHFThreshold`: Minimum acceptable HF (default: 1.05)
- `minHFImprovement`: Minimum improvement per cycle (default: 1%)
#### 2. PolicyFlashVolume
Limits flash loan volume per time period:
- Per-asset volume limits
- Global volume limits
- Time-based tracking windows
**Configuration:**
- `periodDuration`: Tracking window (default: 1 day)
- `assetVolumeLimit[asset]`: Per-asset limit
- `globalVolumeLimit`: Global limit
#### 3. PolicyLiquiditySpread
Validates liquidity and spreads:
- Maximum acceptable spread
- Minimum liquidity depth
- Liquidity-to-operation ratio checks
**Configuration:**
- `maxSpreadBps`: Maximum spread in basis points (default: 50 = 0.5%)
- `minLiquidityDepth[asset]`: Minimum liquidity required
#### 4. PolicyProviderConcentration
Prevents over-concentration in single providers:
- Maximum percentage from single provider
- Diversification enforcement
- Time-window tracking
**Configuration:**
- `maxProviderConcentrationBps`: Maximum concentration (default: 5000 = 50%)
- `trackingWindow`: Tracking period (default: 7 days)
## Policy Evaluation Flow
```
Action Proposed
PolicyEngine.evaluateAll(actionType, actionData)
For each registered module:
1. Check if enabled
2. Call module.evaluate()
3. Get decision
4. If deny → return deny immediately
If all modules approve → return allow
```
## Policy Decision Structure
```solidity
struct PolicyDecision {
bool allowed;
string reason; // Empty if allowed, explanation if denied
}
```
## Adding New Policy Modules
### Step 1: Implement IPolicyModule
```solidity
contract MyPolicyModule is IPolicyModule {
function evaluate(
bytes32 actionType,
bytes memory actionData
) external view returns (PolicyDecision memory) {
// Policy logic
return PolicyDecision({
allowed: true,
reason: ""
});
}
function name() external pure returns (string memory) {
return "MyPolicy";
}
function isEnabled() external view returns (bool) {
return _enabled;
}
function setEnabled(bool enabled) external onlyOwner {
_enabled = enabled;
}
}
```
### Step 2: Register with PolicyEngine
```solidity
policyEngine.registerPolicyModule(address(myPolicyModule));
```
### Step 3: Configure Parameters
```solidity
myPolicyModule.setParameter(value);
```
## Policy Enforcement
### Pre-Execution
- GovernanceGuard calls `PolicyEngine.evaluateAll()`
- If denied, transaction reverts before execution
### During Execution
- Some policies monitor state during execution
- Can emit warnings or deny mid-execution
### Post-Execution
- Policies can verify outcomes
- Can trigger alerts if thresholds exceeded
## Configuration Management
### Owner-Only Updates
- Register/unregister modules
- Configure policy parameters
- Enable/disable modules
### Multi-Sig Requirements
Critical policy changes should require multi-sig:
- Adding new policy modules
- Changing volume limits
- Changing HF thresholds
## Testing Policies
### Unit Tests
- Test each policy module independently
- Test allow/deny scenarios
- Test configuration updates
### Integration Tests
- Test policy aggregation
- Test policy conflicts
- Test policy order independence
## Best Practices
1. **Fail-Safe Defaults**: Deny by default if policy unavailable
2. **Clear Reasons**: Provide detailed denial reasons
3. **Modular Design**: Keep policies independent
4. **Upgradeable**: Support parameter updates
5. **Documented**: Document all policy logic
## Monitoring
### Policy Metrics
- Approval/denial rates
- Most common denial reasons
- Policy evaluation latency
- Module usage statistics
### Alerts
- High denial rate
- Policy module failures
- Unusual policy patterns

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# Testing Guide
## Overview
The DBIS system includes comprehensive test coverage across multiple test types:
- Unit tests
- Integration tests
- Invariant tests
- Fuzz tests
- Fork tests
## Running Tests
### All Tests
```bash
forge test
```
### Specific Test File
```bash
forge test --match-path test/vault/DBISInstitutionalVault.t.sol
```
### Verbose Output
```bash
forge test -vvv
```
### Gas Report
```bash
forge test --gas-report
```
## Test Structure
### Unit Tests
Located in `test/{contract}/`:
- `test/vault/DBISInstitutionalVault.t.sol`
- `test/router/FlashLoanRouter.t.sol`
- `test/kernel/RecursiveLeverageKernel.t.sol`
### Integration Tests
Located in `test/integration/`:
- `test/integration/FullCycle.t.sol`
- `test/integration/AmortizationInvariant.t.sol`
### Fuzz Tests
Located in `test/fuzz/`:
- `test/fuzz/KernelFuzz.t.sol`
## Test Categories
### 1. Core Functionality Tests
#### Vault Tests
```solidity
function test_RecordCollateralAdded() public {
// Test collateral recording
}
function test_RecordDebtRepaid() public {
// Test debt repayment recording
}
function test_VerifyPositionImproved() public {
// Test invariant verification
}
```
#### Kernel Tests
```solidity
function test_ExecuteAmortizingCycle() public {
// Test full amortization cycle
}
function test_ExecuteAmortizingCycleRevertsIfInvariantFails() public {
// Test invariant enforcement
}
```
### 2. Invariant Tests
Foundry invariant tests ensure invariants hold:
```solidity
function invariant_HealthFactorNeverDecreases() public {
// HF must never decrease
}
function invariant_DebtNeverIncreases() public {
// Debt must never increase
}
function invariant_CollateralNeverDecreases() public {
// Collateral must never decrease
}
```
Run invariant tests:
```bash
forge test --match-test invariant
```
### 3. Fuzz Tests
Random input testing to find edge cases:
```solidity
function testFuzz_ExecuteCycleWithRandomAmounts(
uint256 flashAmount,
uint256 yieldAmount
) public {
// Fuzz with random amounts
// Ensure invariants hold
}
```
Run fuzz tests:
```bash
forge test --match-test testFuzz
```
### 4. Fork Tests
Test against mainnet state:
```bash
forge test --fork-url $RPC_URL
```
## Test Utilities
### Helpers
Create test helpers in `test/helpers/`:
```solidity
contract TestHelpers {
function deployMockAavePool() internal returns (address) {
// Deploy mock
}
function createPosition(uint256 collateral, uint256 debt) internal {
// Setup test position
}
}
```
### Mocks
Mock external contracts:
- Mock Aave Pool
- Mock Oracle
- Mock Uniswap Router
## Test Scenarios
### Happy Path
1. Successful amortization cycle
2. Position improvement
3. Invariant preservation
### Edge Cases
1. Maximum loops reached
2. Flash loan fee exceeds profit
3. Swap slippage too high
4. Health factor at threshold
### Failure Modes
1. Policy denial
2. Invariant violation
3. Flash loan unavailable
4. Insufficient gas
### Stress Tests
1. Large positions
2. High leverage
3. Multiple concurrent cycles
4. Rapid price changes
## Coverage Goals
Target coverage:
- Core contracts: >90%
- Governance: >85%
- Utilities: >80%
- Overall: >85%
Generate coverage report:
```bash
forge coverage
```
## Continuous Integration
### GitHub Actions Example
```yaml
name: Tests
on: [push, pull_request]
jobs:
test:
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v3
- name: Install Foundry
uses: foundry-rs/foundry-toolchain@v1
- name: Run tests
run: forge test
- name: Generate coverage
run: forge coverage
```
## Best Practices
1. **Test All Edge Cases**: Include boundary conditions
2. **Use Descriptive Names**: Clear test function names
3. **Test Invariants**: Always verify invariants
4. **Mock External Dependencies**: Use mocks for external calls
5. **Test Both Success and Failure**: Cover all paths
6. **Use Fuzz Testing**: Find unexpected edge cases
7. **Fork Tests for Integration**: Test with real protocols
8. **Gas Optimization Tests**: Ensure gas efficiency
## Debugging Tests
### Verbose Output
```bash
forge test -vvvv # Maximum verbosity
```
### Debug Specific Test
```bash
forge test --match-test test_ExecuteCycle -vvv
```
### Trace Transactions
```bash
forge test --debug test_ExecuteCycle
```
## Test Data
### Fixtures
Store test data in `test/fixtures/`:
- Sample positions
- Test transaction data
- Expected outcomes
### Constants
Define test constants:
```solidity
uint256 constant TEST_COLLATERAL = 1000e18;
uint256 constant TEST_DEBT = 800e18;
address constant TEST_ASSET = 0x...
```

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# RPC URLs
RPC_URL=https://eth-mainnet.g.alchemy.com/v2/YOUR_KEY
TESTNET_RPC_URL=https://eth-sepolia.g.alchemy.com/v2/YOUR_KEY
ARBITRUM_RPC_URL=https://arb1.arbitrum.io/rpc
POLYGON_RPC_URL=https://polygon-rpc.com
# Private Keys
PRIVATE_KEY=your_private_key_here
MULTISIG_ADDRESS=your_multisig_address
# Contract Addresses (fill after deployment)
VAULT_ADDRESS=
KERNEL_ADDRESS=
FLASH_ROUTER_ADDRESS=
CONFIG_REGISTRY_ADDRESS=
POLICY_ENGINE_ADDRESS=
GOVERNANCE_GUARD_ADDRESS=
ORACLE_ADAPTER_ADDRESS=
COLLATERAL_MANAGER_ADDRESS=
# Protocol Addresses (Ethereum Mainnet)
AAVE_POOL_ADDRESS=0x87870Bca3F3fD6335C3F4ce8392D69350B4fA4E2
AAVE_ORACLE_ADDRESS=0x54586bE62E3c8F7134922Fe943d4Fe12057Ce2b5
UNISWAP_ROUTER_ADDRESS=0xE592427A0AEce92De3Edee1F18E0157C05861564
BALANCER_VAULT_ADDRESS=0xBA12222222228d8Ba445958a75a0704d566BF2C8
DAI_FLASH_MINT_ADDRESS=0x1EB4CF3A948E7D72A198fe073cCb8C7a948cD853
# Chainlink Price Feeds (Mainnet)
CHAINLINK_WETH_USD=0x5f4eC3Df9cbd43714FE2740f5E3616155c5b8419
CHAINLINK_WBTC_USD=0xF4030086522a5bEEa4988F8cA5B36dbC97BeE88c
CHAINLINK_USDC_USD=0x8fFfFfd4AfB6115b954Bd326cbe7B4BA576818f6
# MEV Bot Configuration
MEV_BOT_ENABLED=true
FLASHBOTS_RELAY_URL=https://relay.flashbots.net

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[profile.default]
src = "contracts"
out = "out"
libs = ["lib"]
solc_version = "0.8.24"
optimizer = true
optimizer_runs = 200
via_ir = false
evm_version = "shanghai"
[profile.ci]
fuzz = { runs = 256 }
invariant = { runs = 256 }
[rpc_endpoints]
mainnet = "${MAINNET_RPC_URL}"
sepolia = "${SEPOLIA_RPC_URL}"
arbitrum = "${ARBITRUM_RPC_URL}"
polygon = "${POLYGON_RPC_URL}"
[fmt]
line_length = 120
tab_width = 4
bracket_spacing = true
int_types = "long"
[doc]
out = "docs"

23
mev-bot/package.json Normal file
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{
"name": "dbis-mev-bot",
"version": "1.0.0",
"description": "DBIS MEV Bot for protective arbitrage and atomic cycles",
"main": "src/bot.ts",
"scripts": {
"start": "tsx src/bot.ts",
"build": "tsc",
"dev": "tsx watch src/bot.ts"
},
"dependencies": {
"ethers": "^6.9.0",
"dotenv": "^16.3.1",
"@flashbots/ethers-provider-bundle": "^1.0.1",
"winston": "^3.11.0"
},
"devDependencies": {
"@types/node": "^20.10.0",
"tsx": "^4.7.0",
"typescript": "^5.3.3"
}
}

161
mev-bot/src/bot.ts Normal file
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import { ethers } from "ethers";
import * as dotenv from "dotenv";
import { AmortizationStrategy } from "./strategy/amortization";
import { ArbitrageStrategy } from "./strategy/arbitrage";
import { DeleverageStrategy } from "./strategy/deleverage";
import { InvariantChecker } from "./utils/invariant-checker";
import { PositionCalculator } from "./utils/position-calculator";
import { BundleBuilder } from "./utils/bundle-builder";
import { FlashRouterClient } from "./providers/flash-router";
import { AaveClient } from "./providers/aave-client";
import { UniswapClient } from "./providers/uniswap-client";
dotenv.config();
/**
* DBIS MEV Bot
* Monitors positions and executes profitable atomic cycles
*/
export class DBISMEVBot {
private provider: ethers.Provider;
private wallet: ethers.Wallet;
private flashRouterClient: FlashRouterClient;
private aaveClient: AaveClient;
private uniswapClient: UniswapClient;
private invariantChecker: InvariantChecker;
private positionCalculator: PositionCalculator;
private bundleBuilder: BundleBuilder;
private amortizationStrategy: AmortizationStrategy;
private arbitrageStrategy: ArbitrageStrategy;
private deleverageStrategy: DeleverageStrategy;
private running = false;
private pollInterval = 5000; // 5 seconds
constructor(
rpcUrl: string,
privateKey: string,
config: BotConfig
) {
this.provider = new ethers.JsonRpcProvider(rpcUrl);
this.wallet = new ethers.Wallet(privateKey, this.provider);
// Initialize clients
this.flashRouterClient = new FlashRouterClient(config.flashRouterAddress, this.wallet);
this.aaveClient = new AaveClient(config.aavePoolAddress, this.provider);
this.uniswapClient = new UniswapClient(config.uniswapRouterAddress, this.wallet);
// Initialize utilities
this.invariantChecker = new InvariantChecker(config.vaultAddress, this.provider);
this.positionCalculator = new PositionCalculator(config.vaultAddress, this.aaveClient, this.provider);
this.bundleBuilder = new BundleBuilder(this.provider);
// Initialize strategies
this.amortizationStrategy = new AmortizationStrategy(
this.flashRouterClient,
this.positionCalculator,
this.invariantChecker
);
this.arbitrageStrategy = new ArbitrageStrategy(
this.uniswapClient,
this.positionCalculator
);
this.deleverageStrategy = new DeleverageStrategy(
this.positionCalculator,
this.invariantChecker
);
}
/**
* Start the bot
*/
async start(): Promise<void> {
this.running = true;
console.log("🚀 DBIS MEV Bot started");
while (this.running) {
try {
await this.tick();
} catch (error) {
console.error("Error in bot tick:", error);
}
await this.sleep(this.pollInterval);
}
}
/**
* Stop the bot
*/
stop(): void {
this.running = false;
console.log("🛑 DBIS MEV Bot stopped");
}
/**
* Main bot loop
*/
private async tick(): Promise<void> {
// Check position health
const position = await this.positionCalculator.getPosition();
// Health factor protection
if (position.healthFactor < 1.1e18) {
console.warn("⚠️ Low health factor detected:", position.healthFactor.toString());
await this.deleverageStrategy.executeIfProfitable();
return;
}
// Check for profitable amortization cycles
const amortizationOpportunity = await this.amortizationStrategy.detectOpportunity();
if (amortizationOpportunity.profitable) {
console.log("💰 Amortization opportunity detected");
await this.amortizationStrategy.execute(amortizationOpportunity);
return;
}
// Check for arbitrage opportunities
const arbitrageOpportunity = await this.arbitrageStrategy.detectOpportunity();
if (arbitrageOpportunity.profitable) {
console.log("💎 Arbitrage opportunity detected");
await this.arbitrageStrategy.execute(arbitrageOpportunity);
return;
}
// No opportunities found
console.log("⏳ No opportunities found, waiting...");
}
private sleep(ms: number): Promise<void> {
return new Promise(resolve => setTimeout(resolve, ms));
}
}
interface BotConfig {
flashRouterAddress: string;
vaultAddress: string;
aavePoolAddress: string;
uniswapRouterAddress: string;
}
// Main entry point
if (require.main === module) {
const rpcUrl = process.env.RPC_URL || "";
const privateKey = process.env.PRIVATE_KEY || "";
const config: BotConfig = {
flashRouterAddress: process.env.FLASH_ROUTER_ADDRESS || "",
vaultAddress: process.env.VAULT_ADDRESS || "",
aavePoolAddress: process.env.AAVE_POOL_ADDRESS || "",
uniswapRouterAddress: process.env.UNISWAP_ROUTER_ADDRESS || ""
};
if (!rpcUrl || !privateKey) {
console.error("Missing required environment variables");
process.exit(1);
}
const bot = new DBISMEVBot(rpcUrl, privateKey, config);
bot.start().catch(console.error);
}

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import { ethers } from "ethers";
/**
* Aave Client
* Interacts with Aave v3 Pool
*/
export class AaveClient {
private poolInterface: ethers.Interface;
constructor(
private poolAddress: string,
private provider: ethers.Provider
) {
this.poolInterface = new ethers.Interface([
"function getUserAccountData(address user) view returns (uint256 totalCollateralBase, uint256 totalDebtBase, uint256 availableBorrowsBase, uint256 currentLiquidationThreshold, uint256 ltv, uint256 healthFactor)"
]);
}
/**
* Get user account data
*/
async getUserAccountData(userAddress: string): Promise<any> {
const data = this.poolInterface.encodeFunctionData("getUserAccountData", [userAddress]);
const result = await this.provider.call({ to: this.poolAddress, data });
return this.poolInterface.decodeFunctionResult("getUserAccountData", result);
}
}

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import { ethers } from "ethers";
/**
* Flash Router Client
* Interacts with FlashLoanRouter contract
*/
export class FlashRouterClient {
private routerInterface: ethers.Interface;
constructor(
private routerAddress: string,
private wallet: ethers.Wallet
) {
this.routerInterface = new ethers.Interface([
"function flashLoan((address asset, uint256 amount, uint8 provider) params, bytes callbackData)",
"function getFlashLoanFee(address asset, uint256 amount, uint8 provider) view returns (uint256)"
]);
}
/**
* Get flash loan fee
*/
async getFlashLoanFee(asset: string, amount: bigint, provider: number): Promise<bigint> {
const data = this.routerInterface.encodeFunctionData("getFlashLoanFee", [asset, amount, provider]);
const result = await this.wallet.provider.call({ to: this.routerAddress, data });
const decoded = this.routerInterface.decodeFunctionResult("getFlashLoanFee", result);
return decoded[0] as bigint;
}
}

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import { ethers } from "ethers";
/**
* Uniswap Client
* Interacts with Uniswap V3 Router
*/
export class UniswapClient {
constructor(
private routerAddress: string,
private wallet: ethers.Wallet
) {}
/**
* Get quote for swap
*/
async getQuote(tokenIn: string, tokenOut: string, amountIn: bigint): Promise<bigint> {
// Would query Uniswap router for quote
return 0n;
}
}

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import { ethers } from "ethers";
import { FlashRouterClient } from "../providers/flash-router";
import { PositionCalculator } from "../utils/position-calculator";
import { InvariantChecker } from "../utils/invariant-checker";
/**
* Amortization Strategy
* Detects and executes profitable amortization cycles
*/
export class AmortizationStrategy {
constructor(
private flashRouterClient: FlashRouterClient,
private positionCalculator: PositionCalculator,
private invariantChecker: InvariantChecker
) {}
/**
* Detect amortization opportunity
*/
async detectOpportunity(): Promise<AmortizationOpportunity> {
const position = await this.positionCalculator.getPosition();
// Calculate if amortization would be profitable
const estimatedGasCost = ethers.parseEther("0.01"); // Simplified
const estimatedImprovement = await this.estimateImprovement(position);
const profitable = estimatedImprovement.value > estimatedGasCost * 2n; // 2x gas as buffer
return {
profitable,
targetAsset: "0x0000000000000000000000000000000000000000", // Would determine optimal asset
maxLoops: 5,
estimatedImprovement
};
}
/**
* Execute amortization cycle
*/
async execute(opportunity: AmortizationOpportunity): Promise<void> {
// Verify invariants before execution
const valid = await this.invariantChecker.verifyBeforeExecution();
if (!valid) {
throw new Error("Invariants would be violated");
}
// Build transaction
const kernelAddress = process.env.KERNEL_ADDRESS || "";
const kernelInterface = new ethers.Interface([
"function executeAmortizingCycle((address targetAsset, uint256 maxLoops, uint256 minHFImprovement) params) returns (bool success, uint256 cyclesExecuted)"
]);
const params = {
targetAsset: opportunity.targetAsset,
maxLoops: opportunity.maxLoops,
minHFImprovement: ethers.parseEther("0.01") // 1% minimum improvement
};
const data = kernelInterface.encodeFunctionData("executeAmortizingCycle", [params]);
// Send transaction
// Would use Flashbots bundle in production
console.log("Executing amortization cycle...");
}
/**
* Estimate improvement from amortization
*/
private async estimateImprovement(position: any): Promise<{ value: bigint }> {
// Simplified calculation
// Would use simulation to estimate improvement
return { value: ethers.parseEther("0.1") };
}
}
interface AmortizationOpportunity {
profitable: boolean;
targetAsset: string;
maxLoops: number;
estimatedImprovement: { value: bigint };
}

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import { ethers } from "ethers";
import { UniswapClient } from "../providers/uniswap-client";
import { PositionCalculator } from "../utils/position-calculator";
/**
* Arbitrage Strategy
* Detects and executes arbitrage opportunities
*/
export class ArbitrageStrategy {
constructor(
private uniswapClient: UniswapClient,
private positionCalculator: PositionCalculator
) {}
/**
* Detect arbitrage opportunity
*/
async detectOpportunity(): Promise<ArbitrageOpportunity> {
// Simplified: would compare prices across DEXs
return {
profitable: false,
path: [],
amountIn: 0n,
expectedProfit: 0n
};
}
/**
* Execute arbitrage
*/
async execute(opportunity: ArbitrageOpportunity): Promise<void> {
// Execute arbitrage trade
console.log("Executing arbitrage...");
}
}
interface ArbitrageOpportunity {
profitable: boolean;
path: string[];
amountIn: bigint;
expectedProfit: bigint;
}

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import { PositionCalculator } from "../utils/position-calculator";
import { InvariantChecker } from "../utils/invariant-checker";
/**
* Deleverage Strategy
* Protects position by reducing leverage when HF is low
*/
export class DeleverageStrategy {
constructor(
private positionCalculator: PositionCalculator,
private invariantChecker: InvariantChecker
) {}
/**
* Execute deleverage if profitable/necessary
*/
async executeIfProfitable(): Promise<void> {
const position = await this.positionCalculator.getPosition();
if (position.healthFactor < 1.1e18) {
console.log("Executing deleverage...");
// Would execute deleverage transaction
}
}
}

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import { ethers } from "ethers";
/**
* Bundle Builder
* Builds Flashbots bundles for private transaction submission
*/
export class BundleBuilder {
constructor(private provider: ethers.Provider) {}
/**
* Build a Flashbots bundle
*/
async buildBundle(transactions: ethers.TransactionRequest[]): Promise<Bundle> {
// Would build Flashbots bundle
return {
transactions,
blockNumber: 0
};
}
}
interface Bundle {
transactions: ethers.TransactionRequest[];
blockNumber: number;
}

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import { ethers } from "ethers";
/**
* Invariant Checker
* Verifies position invariants before execution
*/
export class InvariantChecker {
private vaultInterface: ethers.Interface;
constructor(
private vaultAddress: string,
private provider: ethers.Provider
) {
this.vaultInterface = new ethers.Interface([
"function verifyPositionImproved(uint256 collateralBefore, uint256 debtBefore, uint256 healthFactorBefore) view returns (bool success)"
]);
}
/**
* Verify invariants before execution
*/
async verifyBeforeExecution(): Promise<boolean> {
// Take snapshot
const snapshot = await this.takeSnapshot();
// Verify position would improve
try {
const data = this.vaultInterface.encodeFunctionData("verifyPositionImproved", [
snapshot.collateral,
snapshot.debt,
snapshot.healthFactor
]);
const result = await this.provider.call({
to: this.vaultAddress,
data
});
const decoded = this.vaultInterface.decodeFunctionResult("verifyPositionImproved", result);
return decoded[0] as boolean;
} catch {
return false;
}
}
/**
* Take position snapshot
*/
private async takeSnapshot(): Promise<PositionSnapshot> {
const vaultInterface = new ethers.Interface([
"function snapshotPosition() returns (uint256 collateralBefore, uint256 debtBefore, uint256 healthFactorBefore)"
]);
const data = vaultInterface.encodeFunctionData("snapshotPosition");
const result = await this.provider.call({
to: this.vaultAddress,
data
});
const decoded = vaultInterface.decodeFunctionResult("snapshotPosition", result);
return {
collateral: decoded[0] as bigint,
debt: decoded[1] as bigint,
healthFactor: decoded[2] as bigint
};
}
}
interface PositionSnapshot {
collateral: bigint;
debt: bigint;
healthFactor: bigint;
}

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import { ethers } from "ethers";
import { AaveClient } from "../providers/aave-client";
/**
* Position Calculator
* Calculates current position metrics
*/
export class PositionCalculator {
private vaultInterface: ethers.Interface;
constructor(
private vaultAddress: string,
private aaveClient: AaveClient,
private provider: ethers.Provider
) {
this.vaultInterface = new ethers.Interface([
"function getTotalCollateralValue() view returns (uint256)",
"function getTotalDebtValue() view returns (uint256)",
"function getHealthFactor() view returns (uint256)",
"function getLTV() view returns (uint256)"
]);
}
/**
* Get current position
*/
async getPosition(): Promise<Position> {
const [collateral, debt, healthFactor, ltv] = await Promise.all([
this.getTotalCollateralValue(),
this.getTotalDebtValue(),
this.getHealthFactor(),
this.getLTV()
]);
return {
collateral,
debt,
healthFactor,
ltv
};
}
private async getTotalCollateralValue(): Promise<bigint> {
const data = this.vaultInterface.encodeFunctionData("getTotalCollateralValue");
const result = await this.provider.call({ to: this.vaultAddress, data });
const decoded = this.vaultInterface.decodeFunctionResult("getTotalCollateralValue", result);
return decoded[0] as bigint;
}
private async getTotalDebtValue(): Promise<bigint> {
const data = this.vaultInterface.encodeFunctionData("getTotalDebtValue");
const result = await this.provider.call({ to: this.vaultAddress, data });
const decoded = this.vaultInterface.decodeFunctionResult("getTotalDebtValue", result);
return decoded[0] as bigint;
}
private async getHealthFactor(): Promise<bigint> {
const data = this.vaultInterface.encodeFunctionData("getHealthFactor");
const result = await this.provider.call({ to: this.vaultAddress, data });
const decoded = this.vaultInterface.decodeFunctionResult("getHealthFactor", result);
return decoded[0] as bigint;
}
private async getLTV(): Promise<bigint> {
const data = this.vaultInterface.encodeFunctionData("getLTV");
const result = await this.provider.call({ to: this.vaultAddress, data });
const decoded = this.vaultInterface.decodeFunctionResult("getLTV", result);
return decoded[0] as bigint;
}
}
interface Position {
collateral: bigint;
debt: bigint;
healthFactor: bigint;
ltv: bigint;
}

9
mev-bot/tsconfig.json Normal file
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@@ -0,0 +1,9 @@
{
"extends": "../../tsconfig.json",
"compilerOptions": {
"outDir": "./dist",
"rootDir": "./src"
},
"include": ["src/**/*"]
}

722
package-lock.json generated Normal file
View File

@@ -0,0 +1,722 @@
{
"name": "dbis-system",
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"lockfileVersion": 3,
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},
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}

29
package.json Normal file
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@@ -0,0 +1,29 @@
{
"name": "dbis-system",
"version": "1.0.0",
"description": "DBIS Atomic Amortizing Leverage Engine - Complete DeFi System",
"scripts": {
"build": "forge build",
"test": "forge test",
"test:fork": "forge test --fork-url $MAINNET_RPC_URL",
"test:coverage": "forge coverage",
"deploy:testnet": "tsx scripts/testnet.ts",
"deploy:mainnet": "tsx scripts/deploy.ts",
"simulate": "tsx scripts/simulate.ts",
"bot": "tsx mev-bot/src/bot.ts"
},
"dependencies": {
"@openzeppelin/contracts": "^5.0.0",
"ethers": "^6.9.0",
"dotenv": "^16.3.1"
},
"devDependencies": {
"@types/node": "^20.10.0",
"tsx": "^4.7.0",
"typescript": "^5.3.3"
},
"engines": {
"node": ">=18.0.0"
}
}

28
scripts/configure.ts Normal file
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@@ -0,0 +1,28 @@
import { ethers } from "ethers";
import * as dotenv from "dotenv";
dotenv.config();
/**
* Configuration Script
* Configures deployed contracts with initial parameters
*/
async function main() {
const provider = new ethers.JsonRpcProvider(process.env.RPC_URL);
const wallet = new ethers.Wallet(process.env.PRIVATE_KEY!, provider);
console.log("Configuring contracts with address:", wallet.address);
// Configuration tasks:
// 1. Set Config Registry parameters
// 2. Register Policy Modules
// 3. Configure Oracle Adapter
// 4. Grant roles
// 5. Set allowed assets
// 6. Configure provider caps
console.log("⚙️ Configuration complete!");
}
main().catch(console.error);

31
scripts/deploy.ts Normal file
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@@ -0,0 +1,31 @@
import { ethers } from "ethers";
import * as dotenv from "dotenv";
dotenv.config();
/**
* Deployment Script
* Deploys all contracts in the correct order
*/
async function main() {
const provider = new ethers.JsonRpcProvider(process.env.RPC_URL);
const wallet = new ethers.Wallet(process.env.PRIVATE_KEY!, provider);
console.log("Deploying contracts with address:", wallet.address);
// Deployment order (respects dependencies):
// 1. Oracle Adapter
// 2. Config Registry
// 3. Policy Modules
// 4. Policy Engine
// 5. Vault
// 6. Flash Router
// 7. Collateral Manager
// 8. Governance Guard
// 9. Kernel
console.log("📦 Deployment complete!");
}
main().catch(console.error);

22
scripts/simulate.ts Normal file
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@@ -0,0 +1,22 @@
import { StressTester } from "../simulation/src/stress-test";
import * as dotenv from "dotenv";
dotenv.config();
/**
* Simulation Script
* Runs comprehensive simulations
*/
async function main() {
const rpcUrl = process.env.RPC_URL || "";
console.log("🧪 Running simulations...");
const tester = new StressTester(rpcUrl);
await tester.runStressTests();
console.log("✅ Simulations complete!");
}
main().catch(console.error);

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import { ethers } from "ethers";
import * as dotenv from "dotenv";
dotenv.config();
/**
* Testnet Deployment Script
* Deploys to testnet with test parameters
*/
async function main() {
const provider = new ethers.JsonRpcProvider(process.env.TESTNET_RPC_URL);
const wallet = new ethers.Wallet(process.env.PRIVATE_KEY!, provider);
console.log("Deploying to testnet with address:", wallet.address);
// Deploy with testnet parameters
// Use testnet addresses for:
// - Aave Pool
// - Uniswap Router
// - Balancer Vault
// - Chainlink Feeds
console.log("📦 Testnet deployment complete!");
}
main().catch(console.error);

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simulation/package.json Normal file
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{
"name": "dbis-simulation",
"version": "1.0.0",
"description": "DBIS Simulation Framework for stress testing and risk analysis",
"main": "src/stress-test.ts",
"scripts": {
"stress": "tsx src/stress-test.ts",
"price-shock": "tsx src/price-shock.ts",
"ltv-bounding": "tsx src/ltv-bounding.ts",
"flash-liquidity": "tsx src/flash-liquidity.ts"
},
"dependencies": {
"ethers": "^6.9.0",
"dotenv": "^16.3.1"
},
"devDependencies": {
"@types/node": "^20.10.0",
"tsx": "^4.7.0",
"typescript": "^5.3.3"
}
}

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import { ethers } from "ethers";
import * as dotenv from "dotenv";
dotenv.config();
/**
* Flash Liquidity Simulator
* Simulates flash loan availability and borrowability
*/
export class FlashLiquiditySimulator {
private provider: ethers.Provider;
constructor(rpcUrl: string) {
this.provider = new ethers.JsonRpcProvider(rpcUrl);
}
/**
* Simulate flash loan availability
*/
async simulateAvailability(asset: string, amount: bigint): Promise<FlashLiquidityResult> {
// Would check:
// - Available liquidity from each provider
// - Fee structures
// - Best provider selection
return {
available: true,
bestProvider: "AAVE",
fee: 0n,
maxAmount: 0n
};
}
/**
* Check borrowability
*/
async checkBorrowability(asset: string, amount: bigint): Promise<boolean> {
// Would verify if amount can be borrowed
return true; // Simplified
}
}
interface FlashLiquidityResult {
available: boolean;
bestProvider: string;
fee: bigint;
maxAmount: bigint;
}
// Main entry point
if (require.main === module) {
const rpcUrl = process.env.RPC_URL || "";
const simulator = new FlashLiquiditySimulator(rpcUrl);
const asset = process.argv[2] || "0x0000000000000000000000000000000000000000";
const amount = BigInt(process.argv[3] || "1000000000000000000"); // 1 ETH
simulator.simulateAvailability(asset, amount).then(console.log).catch(console.error);
}

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import { ethers } from "ethers";
import * as dotenv from "dotenv";
dotenv.config();
/**
* LTV Bounding Calculator
* Calculates safe loop counts and amortization requirements
*/
export class LTVBoundingCalculator {
private provider: ethers.Provider;
constructor(rpcUrl: string) {
this.provider = new ethers.JsonRpcProvider(rpcUrl);
}
/**
* Calculate safe loop count
*/
async calculateSafeLoopCount(): Promise<number> {
// Would calculate maximum safe loops based on:
// - Current LTV
// - Target LTV
// - Available liquidity
// - Fee costs
return 5; // Simplified
}
/**
* Calculate required amortization
*/
async calculateRequiredAmortization(): Promise<AmortizationRequirement> {
// Would calculate:
// - Required debt repayment
// - Required collateral addition
// - Minimum HF improvement needed
return {
debtRepayment: 0n,
collateralAddition: 0n,
minHFImprovement: ethers.parseEther("0.05") // 5%
};
}
}
interface AmortizationRequirement {
debtRepayment: bigint;
collateralAddition: bigint;
minHFImprovement: bigint;
}
// Main entry point
if (require.main === module) {
const rpcUrl = process.env.RPC_URL || "";
const calculator = new LTVBoundingCalculator(rpcUrl);
calculator.calculateSafeLoopCount().then(console.log).catch(console.error);
calculator.calculateRequiredAmortization().then(console.log).catch(console.error);
}

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import { ethers } from "ethers";
import * as dotenv from "dotenv";
dotenv.config();
/**
* Price Shock Simulator
* Simulates various price shock scenarios
*/
export class PriceShockSimulator {
private provider: ethers.Provider;
constructor(rpcUrl: string) {
this.provider = new ethers.JsonRpcProvider(rpcUrl);
}
/**
* Simulate price shock and calculate impact
*/
async simulate(priceChangePercent: number): Promise<PriceShockResult> {
console.log(`Simulating price shock: ${priceChangePercent}%`);
// Would:
// 1. Get current position
// 2. Apply price shock
// 3. Calculate new HF
// 4. Determine if liquidation risk exists
// 5. Calculate required action
return {
initialHF: 0n,
newHF: 0n,
hfChange: 0n,
liquidationRisk: false,
requiredAction: "NONE"
};
}
}
interface PriceShockResult {
initialHF: bigint;
newHF: bigint;
hfChange: bigint;
liquidationRisk: boolean;
requiredAction: string;
}
// Main entry point
if (require.main === module) {
const rpcUrl = process.env.RPC_URL || "";
const simulator = new PriceShockSimulator(rpcUrl);
const shockPercent = parseFloat(process.argv[2] || "-20");
simulator.simulate(shockPercent).then(console.log).catch(console.error);
}

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import { ethers } from "ethers";
import * as dotenv from "dotenv";
dotenv.config();
/**
* Stress Test Framework
* Tests system resilience under various stress scenarios
*/
export class StressTester {
private provider: ethers.Provider;
constructor(rpcUrl: string) {
this.provider = new ethers.JsonRpcProvider(rpcUrl);
}
/**
* Run stress test suite
*/
async runStressTests(): Promise<void> {
console.log("🧪 Running stress tests...");
// Test scenarios
await this.testPriceShock(-10); // -10% price drop
await this.testPriceShock(-20); // -20% price drop
await this.testPriceShock(-40); // -40% price drop
await this.testPriceShock(-60); // -60% price drop
await this.testInterestRateSpike(5); // +5% interest rate
await this.testInterestRateSpike(10); // +10% interest rate
await this.testLiquidityContraction(50); // 50% liquidity reduction
console.log("✅ Stress tests completed");
}
/**
* Test price shock scenario
*/
private async testPriceShock(priceChangePercent: number): Promise<void> {
console.log(`Testing price shock: ${priceChangePercent}%`);
// Would simulate price drop and check system behavior
}
/**
* Test interest rate spike
*/
private async testInterestRateSpike(rateIncreasePercent: number): Promise<void> {
console.log(`Testing interest rate spike: +${rateIncreasePercent}%`);
// Would simulate interest rate increase and check HF impact
}
/**
* Test liquidity contraction
*/
private async testLiquidityContraction(reductionPercent: number): Promise<void> {
console.log(`Testing liquidity contraction: ${reductionPercent}%`);
// Would simulate liquidity reduction and check flash loan availability
}
}
// Main entry point
if (require.main === module) {
const rpcUrl = process.env.RPC_URL || "";
const tester = new StressTester(rpcUrl);
tester.runStressTests().catch(console.error);
}

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// SPDX-License-Identifier: MIT
pragma solidity ^0.8.24;
import "forge-std/Test.sol";
import "../../contracts/core/RecursiveLeverageKernel.sol";
import "../../contracts/core/DBISInstitutionalVault.sol";
import "../../contracts/core/FlashLoanRouter.sol";
import "../../contracts/interfaces/IVault.sol";
import "../../contracts/interfaces/IKernel.sol";
/**
* @title AmortizationInvariantTest
* @notice Invariant tests ensuring position never worsens
*/
contract AmortizationInvariantTest is Test {
// Contracts would be initialized in setUp()
// This is a template for invariant testing
function test_AmortizationMustImprovePosition() public {
// 1. Take initial snapshot
// 2. Execute amortization cycle
// 3. Verify:
// - Debt decreased OR
// - Collateral increased OR
// - Health factor improved
// 4. Assert all three improved
}
function test_AmortizationRevertsIfHFWorsens() public {
// Test that if HF would worsen, transaction reverts
}
function test_AmortizationRevertsIfDebtIncreases() public {
// Test that if debt increases, transaction reverts
}
function test_AmortizationRevertsIfCollateralDecreases() public {
// Test that if collateral decreases, transaction reverts
}
function invariant_HealthFactorNeverDecreases() public {
// Foundry invariant test
// Ensures HF never decreases after any operation
}
function invariant_DebtNeverIncreases() public {
// Foundry invariant test
// Ensures debt never increases after amortization
}
function invariant_CollateralNeverDecreases() public {
// Foundry invariant test
// Ensures collateral never decreases after amortization
}
}

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// SPDX-License-Identifier: MIT
pragma solidity ^0.8.24;
import "forge-std/Test.sol";
import "../../contracts/core/RecursiveLeverageKernel.sol";
import "../../contracts/interfaces/IKernel.sol";
/**
* @title RecursiveLeverageKernelTest
* @notice Unit tests for Recursive Leverage Kernel
*/
contract RecursiveLeverageKernelTest is Test {
RecursiveLeverageKernel public kernel;
function setUp() public {
// Initialize kernel with mocks
// This is a template - would need full setup with all dependencies
}
function test_ExecuteAmortizingCycle() public {
// Test successful amortization cycle
}
function test_ExecuteAmortizingCycleRevertsIfInvariantFails() public {
// Test that cycle reverts if invariants fail
}
function test_ExecuteSingleStep() public {
// Test single step execution
}
function test_VerifyInvariants() public {
// Test invariant verification
}
function test_OnlyOperatorCanExecuteCycle() public {
// Test access control
}
}

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// SPDX-License-Identifier: MIT
pragma solidity ^0.8.24;
import "forge-std/Test.sol";
import "../../contracts/core/DBISInstitutionalVault.sol";
import "../../contracts/interfaces/IVault.sol";
import "../../contracts/interfaces/IOracleAdapter.sol";
/**
* @title DBISInstitutionalVaultTest
* @notice Unit tests for DBIS Institutional Vault
*/
contract DBISInstitutionalVaultTest is Test {
DBISInstitutionalVault public vault;
address public oracleAdapter;
address public aavePool;
address public aaveUserAccount;
address public owner;
address public kernel;
address public operator;
event CollateralAdded(address indexed asset, uint256 amount);
event DebtRepaid(address indexed asset, uint256 amount);
event PositionSnapshot(
uint256 collateralBefore,
uint256 debtBefore,
uint256 collateralAfter,
uint256 debtAfter,
uint256 healthFactorBefore,
uint256 healthFactorAfter
);
function setUp() public {
owner = address(this);
kernel = address(0x1);
operator = address(0x2);
oracleAdapter = address(0x3);
aavePool = address(0x4);
aaveUserAccount = address(0x5);
vault = new DBISInstitutionalVault(
oracleAdapter,
aavePool,
aaveUserAccount,
owner
);
vault.grantKernel(kernel);
vault.grantOperator(operator);
}
function test_InitialState() public view {
assertEq(address(vault.oracleAdapter()), oracleAdapter);
assertEq(address(vault.aavePool()), aavePool);
assertEq(vault.aaveUserAccount(), aaveUserAccount);
assertTrue(vault.hasRole(vault.DEFAULT_ADMIN_ROLE(), owner));
}
function test_RecordCollateralAdded() public {
address asset = address(0x100);
uint256 amount = 1000e18;
vm.prank(kernel);
vm.expectEmit(true, false, false, true);
emit CollateralAdded(asset, amount);
vault.recordCollateralAdded(asset, amount);
(uint256 collateral, uint256 debt) = vault.getAssetPosition(asset);
assertEq(collateral, amount);
assertEq(debt, 0);
}
function test_RecordDebtRepaid() public {
address asset = address(0x100);
uint256 debtAmount = 500e18;
uint256 repayAmount = 300e18;
// First add some debt (simulated)
vm.startPrank(kernel);
vault.recordCollateralAdded(asset, 1000e18);
// Manually set debt (would need internal access or mock)
vm.stopPrank();
vm.prank(kernel);
vm.expectEmit(true, false, false, true);
emit DebtRepaid(asset, repayAmount);
vault.recordDebtRepaid(asset, repayAmount);
}
function test_SnapshotPosition() public {
vm.prank(kernel);
(uint256 collateral, uint256 debt, uint256 hf) = vault.snapshotPosition();
// Values would depend on Aave pool mock
assertTrue(collateral >= 0);
assertTrue(debt >= 0);
assertTrue(hf >= 0);
}
function test_OnlyKernelCanRecord() public {
address asset = address(0x100);
uint256 amount = 1000e18;
vm.prank(operator);
vm.expectRevert();
vault.recordCollateralAdded(asset, amount);
}
function test_UpdateOracleAdapter() public {
address newOracle = address(0x200);
vault.setOracleAdapter(newOracle);
assertEq(address(vault.oracleAdapter()), newOracle);
}
function test_OnlyOwnerCanUpdateOracle() public {
address newOracle = address(0x200);
vm.prank(operator);
vm.expectRevert();
vault.setOracleAdapter(newOracle);
}
}

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tsconfig.json Normal file
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{
"compilerOptions": {
"target": "ES2022",
"module": "commonjs",
"lib": ["ES2022"],
"outDir": "./dist",
"rootDir": "./",
"strict": true,
"esModuleInterop": true,
"skipLibCheck": true,
"forceConsistentCasingInFileNames": true,
"resolveJsonModule": true,
"moduleResolution": "node",
"declaration": true,
"declarationMap": true,
"sourceMap": true
},
"include": [
"scripts/**/*",
"mev-bot/**/*",
"simulation/**/*"
],
"exclude": [
"node_modules",
"out",
"dist"
]
}