fix(NotionalTradeModule): audit adjustments

fix(NotionalTradeModule): audit adjustments

Author: ckoopmann

README.md

@@ -1,8 +1,8 @@
 <p align="center">
-  <a href="https://circleci.com/gh/SetProtocol/set-protocol-v2/tree/master">
-    <img src="https://img.shields.io/circleci/project/github/SetProtocol/set-protocol-v2/master.svg" />
+  <a href="https://circleci.com/gh/IndexCoop/index-protocol/tree/master">
+    <img src="https://img.shields.io/circleci/project/github/IndexCoop/index-protocol/master.svg" />
   </a>
-  <a href='https://coveralls.io/github/SetProtocol/set-protocol-v2?branch=master'><img src='https://coveralls.io/repos/github/SetProtocol/set-protocol-v2/badge.svg?branch=master&amp;t=4pzROZ' alt='Coverage Status' /></a>
+  <a href='https://coveralls.io/github/IndexCoop/index-protocol?branch=master'><img src='https://coveralls.io/repos/github/IndexCoop/index-protocol/badge.svg?branch=master' alt='Coverage Status' /></a>
 </p>
 
 # Set Protocol V2 Contract Repository

contracts/interfaces/IERC20Metadata.sol

@@ -0,0 +1,13 @@
+// SPDX-License-Identifier: agpl-3.0
+pragma solidity 0.6.10;
+
+import "@openzeppelin/contracts/token/ERC20/IERC20.sol";
+
+interface IERC20Metadata is IERC20 {
+    function name() external view returns (string memory);
+
+    function symbol() external view returns (string memory);
+
+    function decimals() external view returns (uint8);
+}
+

contracts/interfaces/IWrappedFCash.sol

@@ -2,7 +2,7 @@
 pragma solidity 0.6.10;
 pragma experimental "ABIEncoderV2";
 
-import "@openzeppelin/contracts/token/ERC20/IERC20.sol";
+import "./IERC20Metadata.sol";
 
 /// @notice Different types of internal tokens
 ///  - UnderlyingToken: underlying asset for a cToken (except for Ether)
@@ -65,4 +65,7 @@ interface IWrappedfCash {
 }
 
 
-interface IWrappedfCashComplete is IWrappedfCash, IERC20 {} 
+interface IWrappedfCashComplete is IWrappedfCash, IERC20Metadata {
+    /// @notice Returns the maturity of the underlying fCash instance
+    function getMaturity() external view returns (uint40);
+} 

contracts/interfaces/external/INotionalProxy.sol

@@ -0,0 +1,66 @@
+// SPDX-License-Identifier: GPL-3.0-only
+pragma solidity 0.6.10;
+pragma experimental "ABIEncoderV2";
+
+/// @dev Market object as represented in memory
+struct MarketParameters {
+    bytes32 storageSlot;
+    uint256 maturity;
+    // Total amount of fCash available for purchase in the market.
+    int256 totalfCash;
+    // Total amount of cash available for purchase in the market.
+    int256 totalAssetCash;
+    // Total amount of liquidity tokens (representing a claim on liquidity) in the market.
+    int256 totalLiquidity;
+    // This is the previous annualized interest rate in RATE_PRECISION that the market traded
+    // at. This is used to calculate the rate anchor to smooth interest rates over time.
+    uint256 lastImpliedRate;
+    // Time lagged version of lastImpliedRate, used to value fCash assets at market rates while
+    // remaining resistent to flash loan attacks.
+    uint256 oracleRate;
+    // This is the timestamp of the previous trade
+    uint256 previousTradeTime;
+}
+
+
+interface INotionalV2 {
+   function getfCashLendFromDeposit(
+        uint16 currencyId,
+        uint256 depositAmountExternal,
+        uint256 maturity,
+        uint32 minLendRate,
+        uint256 blockTime,
+        bool useUnderlying
+    ) external view returns (
+        uint88 fCashAmount,
+        uint8 marketIndex,
+        bytes32 encodedTrade
+    );
+
+    function getfCashBorrowFromPrincipal(
+        uint16 currencyId,
+        uint256 borrowedAmountExternal,
+        uint256 maturity,
+        uint32 maxBorrowRate,
+        uint256 blockTime,
+        bool useUnderlying
+    ) external view returns (
+        uint88 fCashDebt,
+        uint8 marketIndex,
+        bytes32 encodedTrade
+    );
+
+}
+
+interface INotionalV2Complete is INotionalV2 {
+    function getCurrencyId(address tokenAddress) external view returns (uint16 currencyId);
+
+    function getActiveMarkets(uint16 currencyId) external view returns (MarketParameters[] memory);
+
+    function updateAssetRate(uint16 currencyId, address rateOracle) external;
+    
+    function upgradeTo(address newAddress) external;
+
+    function owner() external view returns(address);
+}
+

contracts/interfaces/external/INotionalV2.sol

@@ -0,0 +1,45 @@
+// SPDX-License-Identifier: GPL-3.0-only
+pragma solidity 0.6.10;
+pragma experimental "ABIEncoderV2";
+
+import { INotionalV2 } from "../interfaces/external/INotionalV2.sol";
+
+
+contract NotionalV2Mock is INotionalV2 {
+    uint88 fCashEstimation;
+
+    function setFCashEstimation(uint88 _fCashEstimation) public {
+        fCashEstimation = _fCashEstimation;
+    }
+
+   function getfCashLendFromDeposit(
+        uint16 currencyId,
+        uint256 depositAmountExternal,
+        uint256 maturity,
+        uint32 minLendRate,
+        uint256 blockTime,
+        bool useUnderlying
+    ) external view override returns (
+        uint88 fCashAmount,
+        uint8 marketIndex,
+        bytes32 encodedTrade
+    ) {
+        fCashAmount = fCashEstimation;
+    }
+
+    function getfCashBorrowFromPrincipal(
+        uint16 currencyId,
+        uint256 borrowedAmountExternal,
+        uint256 maturity,
+        uint32 maxBorrowRate,
+        uint256 blockTime,
+        bool useUnderlying
+    ) external view override returns (
+        uint88 fCashDebt,
+        uint8 marketIndex,
+        bytes32 encodedTrade
+    ) {
+        fCashDebt = fCashEstimation;
+    }
+}
+

contracts/mocks/NotionalV2Mock.sol

@@ -36,6 +36,7 @@ contract WrappedfCashMock is ERC20, IWrappedfCash {
     IERC20 private assetToken;
     int256 private assetPrecision;
     TokenType private tokenType;
+    bool private isEth;
 
     IERC20 private weth;
 
@@ -46,10 +47,11 @@ contract WrappedfCashMock is ERC20, IWrappedfCash {
 
     address internal constant ETH_ADDRESS = address(0);
 
-    constructor (IERC20 _assetToken, IERC20 _underlyingToken, IERC20 _weth) public ERC20("FCashMock", "FCM") {
+    constructor (IERC20 _assetToken, IERC20 _underlyingToken, IERC20 _weth, bool _isEth) public ERC20("FCashMock", "FCM") {
         assetToken = _assetToken;
         underlyingToken = _underlyingToken;
         weth = _weth;
+        isEth = _isEth;
     }
 
     function initialize(uint16 _currencyId, uint40 _maturity) external override {
@@ -162,13 +164,13 @@ contract WrappedfCashMock is ERC20, IWrappedfCash {
         revertDecodedID = _revertDecodedID;
     }
 
-    function getToken(bool useUnderlying) public view override returns (IERC20 token, bool isETH) {
+    function getToken(bool useUnderlying) public view override returns (IERC20 token, bool _isEth) {
         if (useUnderlying) {
             (token, /* */) = getUnderlyingToken();
+            _isEth = isEth;
         } else {
             (token, /* */, /* */) = getAssetToken();
         }
-        isETH = address(token) == ETH_ADDRESS;
     }