feat: long term limit order for SwapOperator

contracts/interfaces/IPool.sol

@@ -20,6 +20,11 @@ struct Asset {
 
 interface IPool {
 
+  error RevertedWithoutReason(uint index);
+  error AssetNotFound();
+  error UnknownParameter();
+  error OrderInProgress();
+
   function swapOperator() external view returns (address);
 
   function getAsset(uint assetId) external view returns (Asset memory);
@@ -52,5 +57,5 @@ interface IPool {
 
   function getMCRRatio() external view returns (uint);
 
-  function setSwapValue(uint value) external;
+  function setSwapAssetAmount(address assetAddress, uint value) external;
 }

contracts/mocks/generic/PoolGeneric.sol

@@ -69,7 +69,7 @@ contract PoolGeneric is IPool {
     revert("Unsupported");
   }
 
-  function setSwapValue(uint) external virtual pure {
+  function setSwapAssetAmount(address, uint) external virtual pure {
     revert("Unsupported");
   }
 }

contracts/modules/capital/Pool.sol

@@ -28,7 +28,10 @@ contract Pool is IPool, MasterAwareV2, ReentrancyGuard {
   // parameters
   IPriceFeedOracle public override priceFeedOracle;
   address public swapOperator;
-  uint96 public swapValue;
+
+  // SwapOperator assets
+  uint32 public assetsInSwapOperatorBitmap;
+  uint public assetInSwapOperator;
 
   /* constants */
 
@@ -102,13 +105,13 @@ contract Pool is IPool, MasterAwareV2, ReentrancyGuard {
 
   /* ========== ASSET RELATED VIEW FUNCTIONS ========== */
 
-  function getAssetValueInEth(address assetAddress) internal view returns (uint) {
+  function getAssetValueInEth(address assetAddress, uint assetAmountInSwapOperator) internal view returns (uint) {
 
-    uint assetBalance;
+    uint assetBalance = assetAmountInSwapOperator;
 
     if (assetAddress.code.length != 0) {
       try IERC20(assetAddress).balanceOf(address(this)) returns (uint balance) {
-        assetBalance = balance;
+        assetBalance += balance;
       } catch {
         // If balanceOf reverts consider it 0
       }
@@ -127,17 +130,29 @@ contract Pool is IPool, MasterAwareV2, ReentrancyGuard {
   ///
   function getPoolValueInEth() public override view returns (uint) {
 
-    uint total = address(this).balance + swapValue;
+    uint total = address(this).balance;
+
     uint assetCount = assets.length;
+    uint _assetsInSwapOperatorBitmap = assetsInSwapOperatorBitmap;
 
-    // Skip ETH (index 0)
-    for (uint i = 1; i < assetCount; i++) {
+    for (uint i = 0; i < assetCount; i++) {
+      Asset memory asset = assets[i];
 
-      if (assets[i].isAbandoned) {
+      if (asset.isAbandoned) {
+        continue;
+      }
+
+      uint assetAmountInSwapOperator = isAssetInSwapOperator(i, _assetsInSwapOperatorBitmap)
+        ? assetInSwapOperator
+        : 0;
+
+      // check if the asset is ETH and skip the oracle call
+      if (i == 0) {
+        total += assetAmountInSwapOperator;
         continue;
       }
 
-      total += getAssetValueInEth(assets[i].assetAddress);
+      total += getAssetValueInEth(asset.assetAddress, assetAmountInSwapOperator);
     }
 
     return total;
@@ -156,6 +171,32 @@ contract Pool is IPool, MasterAwareV2, ReentrancyGuard {
     return swapDetails[assetAddress];
   }
 
+  function getAssetId(address assetAddress) public view returns (uint) {
+
+    uint assetCount = assets.length;
+    for (uint i = 0; i < assetCount; i++) {
+      if (assets[i].assetAddress == assetAddress) {
+        return i;
+      }
+    }
+
+    revert AssetNotFound();
+  }
+
+  function isAssetInSwapOperator(uint _assetId, uint _assetsInSwapOperatorBitmap) internal pure returns (bool) {
+
+    if (
+      // there are assets in the swap operator
+      _assetsInSwapOperatorBitmap != 0 &&
+      // asset id is not in the swap operator assets
+      ((1 << _assetId) & _assetsInSwapOperatorBitmap == 0)
+    ) {
+      return false;
+    }
+
+    return true;
+  }
+
   /* ========== ASSET RELATED MUTATIVE FUNCTIONS ========== */
 
   function addAsset(
@@ -232,7 +273,7 @@ contract Pool is IPool, MasterAwareV2, ReentrancyGuard {
       return;
     }
 
-    revert("Pool: Asset not found");
+    revert AssetNotFound();
   }
 
   function transferAsset(
@@ -275,8 +316,20 @@ contract Pool is IPool, MasterAwareV2, ReentrancyGuard {
     swapDetails[assetAddress].lastSwapTime = lastSwapTime;
   }
 
-  function setSwapValue(uint newValue) external onlySwapOperator whenNotPaused {
-    swapValue = newValue.toUint96();
+  function setSwapAssetAmount(address assetAddress, uint value) external onlySwapOperator whenNotPaused {
+
+    uint assetId = getAssetId(assetAddress);
+    assetInSwapOperator = value;
+
+    if (value > 0) {
+      if (assetsInSwapOperatorBitmap != 0) {
+        revert OrderInProgress();
+      }
+
+      assetsInSwapOperatorBitmap = uint32(1 << assetId);
+    } else {
+      assetsInSwapOperatorBitmap = 0;
+    }
   }
 
   /* ========== CLAIMS RELATED MUTATIVE FUNCTIONS ========== */
@@ -429,7 +482,7 @@ contract Pool is IPool, MasterAwareV2, ReentrancyGuard {
   }
 
   function updateUintParameters(bytes8 /* code */, uint /* value */) external view onlyGovernance {
-    revert("Pool: Unknown parameter");
+    revert UnknownParameter();
   }
 
   function updateAddressParameters(bytes8 code, address value) external onlyGovernance {
@@ -447,7 +500,7 @@ contract Pool is IPool, MasterAwareV2, ReentrancyGuard {
       return;
     }
 
-    revert("Pool: Unknown parameter");
+    revert UnknownParameter();
   }
 
   /* ========== DEPENDENCIES ========== */

contracts/modules/capital/SwapOperator.sol

@@ -48,7 +48,7 @@ contract SwapOperator is ISwapOperator {
   address public constant ETH = 0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE;
   uint public constant MAX_SLIPPAGE_DENOMINATOR = 10000;
   uint public constant MIN_VALID_TO_PERIOD = 600; // 10 minutes
-  uint public constant MAX_VALID_TO_PERIOD = 3600; // 60 minutes
+  uint public constant MAX_VALID_TO_PERIOD = 31 days; // 1 month
   uint public constant MIN_TIME_BETWEEN_ORDERS = 900; // 15 minutes
   uint public constant MAX_FEE = 0.3 ether;
 
@@ -284,38 +284,37 @@ contract SwapOperator is ISwapOperator {
   /// Additionally if selling ETH, wraps received Pool ETH to WETH
   function executeAssetTransfer(
     IPool pool,
-    IPriceFeedOracle priceFeedOracle,
     GPv2Order.Data calldata order,
     SwapOperationType swapOperationType,
     uint totalOutAmount
-  ) internal returns (uint swapValueEth) {
+  ) internal {
     address sellTokenAddress = address(order.sellToken);
     address buyTokenAddress = address(order.buyToken);
 
     if (swapOperationType == SwapOperationType.EthToAsset) {
       // set lastSwapTime of buyToken only (sellToken WETH has no set swapDetails)
       pool.setSwapDetailsLastSwapTime(buyTokenAddress, uint32(block.timestamp));
+      // Set the setSwapAssetAmount on the pool
+      pool.setSwapAssetAmount(ETH, totalOutAmount);
       // transfer ETH from pool and wrap it (use ETH address here because swapOp.sellToken is WETH address)
       pool.transferAssetToSwapOperator(ETH, totalOutAmount);
       weth.deposit{value: totalOutAmount}();
-      // no need to convert since totalOutAmount is already in ETH (i.e. WETH)
-      swapValueEth = totalOutAmount;
     } else if (swapOperationType == SwapOperationType.AssetToEth) {
       // set lastSwapTime of sellToken only (buyToken WETH has no set swapDetails)
       pool.setSwapDetailsLastSwapTime(sellTokenAddress, uint32(block.timestamp));
+      // Set the setSwapAssetAmount on the pool
+      pool.setSwapAssetAmount(sellTokenAddress, totalOutAmount);
       // transfer ERC20 asset from Pool
       pool.transferAssetToSwapOperator(sellTokenAddress, totalOutAmount);
-      // convert totalOutAmount (sellAmount + fee) to ETH
-      swapValueEth = priceFeedOracle.getEthForAsset(sellTokenAddress, totalOutAmount);
     } else {
       // SwapOperationType.AssetToAsset
       // set lastSwapTime of sell / buy tokens
       pool.setSwapDetailsLastSwapTime(sellTokenAddress, uint32(block.timestamp));
       pool.setSwapDetailsLastSwapTime(buyTokenAddress, uint32(block.timestamp));
+      // Set the setSwapAssetAmount on the pool
+      pool.setSwapAssetAmount(sellTokenAddress, totalOutAmount);
       // transfer ERC20 asset from Pool
       pool.transferAssetToSwapOperator(sellTokenAddress, totalOutAmount);
-      // convert totalOutAmount (sellAmount + fee) to ETH
-      swapValueEth = priceFeedOracle.getEthForAsset(sellTokenAddress, totalOutAmount);
     }
   }
 
@@ -343,10 +342,7 @@ contract SwapOperator is ISwapOperator {
     performPreSwapValidations(pool, priceFeedOracle, order, swapOperationType, totalOutAmount);
 
     // Execute swap based on operation type
-    uint swapValueEth = executeAssetTransfer(pool, priceFeedOracle, order, swapOperationType, totalOutAmount);
-
-    // Set the swapValue on the pool
-    pool.setSwapValue(swapValueEth);
+    executeAssetTransfer(pool, order, swapOperationType, totalOutAmount);
 
     // Approve cowVaultRelayer contract to spend sellToken totalOutAmount
     order.sellToken.safeApprove(cowVaultRelayer, totalOutAmount);
@@ -394,8 +390,9 @@ contract SwapOperator is ISwapOperator {
     returnAssetToPool(pool, order.buyToken);
     returnAssetToPool(pool, order.sellToken);
 
+    address sellToken = address(order.sellToken) == address(weth) ? ETH : address(order.sellToken);
     // Set swapValue on pool to 0
-    pool.setSwapValue(0);
+    pool.setSwapAssetAmount(sellToken, 0);
 
     // Emit event
     emit OrderClosed(order, filledAmount);

lib/constants.js

@@ -103,6 +103,7 @@ const PoolAsset = {
   ETH: 0,
   DAI: 1,
   stETH: 2,
+  USDC: 6,
   unknown: '115792089237316195423570985008687907853269984665640564039457584007913129639935',
 };
 

test/fork/basic-functionality-tests.js

@@ -175,7 +175,7 @@ describe('basic functionality tests', function () {
 
   it('Stake for assessment', async function () {
     // stake
-    const amount = parseEther('500');
+    const amount = parseEther('200');
     for (const abMember of this.abMembers.slice(0, ASSESSMENT_VOTER_COUNT)) {
       const memberAddress = await abMember.getAddress();
       const { amount: stakeAmountBefore } = await this.assessment.stakeOf(memberAddress);