Feat: Pendle PT Helper

.gitmodules

@@ -7,3 +7,6 @@
 [submodule "lib/solmate"]
 	path = lib/solmate
 	url = https://github.com/transmissions11/solmate.git
+[submodule "lib/bytes-utils"]
+	path = lib/bytes-utils
+	url = [email protected]:GNSPS/solidity-bytes-utils.git

src/feeds/PendleNAVFeed.sol

@@ -0,0 +1,45 @@
+// SPDX-License-Identifier: MIT
+pragma solidity ^0.8.19;
+
+contract PendleNAVFeed {
+    uint256 private constant SECONDS_PER_YEAR = 365 days;
+    uint256 private constant ONE = 1e18;
+
+    address public immutable PT;
+    uint256 public immutable maturity;
+    uint256 public immutable baseDiscountPerYear; // 100% = 1e18
+
+    constructor(address _pt, uint256 _baseDiscountPerYear) {
+        require(_baseDiscountPerYear <= 1e18, "invalid discount");
+        require(_pt != address(0), "zero address");
+
+        PT = _pt;
+        maturity = PTExpiry(PT).expiry();
+        baseDiscountPerYear = _baseDiscountPerYear;
+    }
+
+    function latestRoundData()
+        external
+        view
+        returns (uint80 roundId, int256 answer, uint256 startedAt, uint256 updatedAt, uint80 answeredInRound)
+    {
+        uint256 timeLeft = (maturity > block.timestamp) ? maturity - block.timestamp : 0;
+        uint256 discount = getDiscount(timeLeft);
+
+        require(discount <= ONE, "discount overflow");
+
+        return (0, int256(ONE - discount), 0, block.timestamp, 0);
+    }
+
+    function decimals() external pure returns (uint8) {
+        return 18;
+    }
+
+    function getDiscount(uint256 timeLeft) public view returns (uint256) {
+        return (timeLeft * baseDiscountPerYear) / SECONDS_PER_YEAR;
+    }
+}
+
+interface PTExpiry {
+    function expiry() external view returns (uint256);
+}

src/feeds/USDeNavBeforeMaturityFeed.sol

@@ -0,0 +1,88 @@
+// SPDX-License-Identifier: MIT
+pragma solidity ^0.8.4;
+
+import {IChainlinkBasePriceFeed} from "src/interfaces/IChainlinkFeed.sol";
+import {IERC4626} from "lib/openzeppelin-contracts/contracts/interfaces/IERC4626.sol";
+
+interface INavFeed {
+    function maturity() external view returns (uint256);
+    function decimals() external view returns (uint8);
+    function latestRoundData()
+        external
+        view
+        returns (uint80, int256, uint256, uint256, uint80);
+}
+/// @title USDeFeed Before Maturity using NAV
+/// @notice A contract to get the USDe price using sUSDe Chainlink Wrapper feed and sUSDe/USDe rate and NAV
+contract USDeNavBeforeMaturityFeed {
+    error DecimalsMismatch();
+    error MaturityPassed();
+
+    IChainlinkBasePriceFeed public immutable sUSDeFeed;
+    IERC4626 public immutable sUSDe;
+    INavFeed public immutable navFeed;
+
+    string public description;
+
+    constructor(address _sUSDeFeed, address _sUSDe, address _navFeed) {
+        sUSDeFeed = IChainlinkBasePriceFeed(_sUSDeFeed);
+        sUSDe = IERC4626(_sUSDe);
+        navFeed = INavFeed(_navFeed);
+        if (sUSDeFeed.decimals() != 18 || sUSDe.decimals() != 18 || navFeed.decimals() != 18)
+            revert DecimalsMismatch();
+        if(navFeed.maturity() <= block.timestamp) revert MaturityPassed();
+        description = string(
+            abi.encodePacked(
+                "USDe/USD Feed using sUSDe Chainlink feed and sUSDe/USDe rate with NAV"
+            )
+        );
+    }
+
+    /**
+     * @return roundId The round ID of sUSDe Chainlink price feed
+     * @return USDeUsdPrice The latest USDe price in USD using NAV
+     * @return startedAt The timestamp when the latest round of Chainlink price feed started
+     * @return updatedAt The timestamp when the latest round of Chainlink price feed was updated
+     * @return answeredInRound The round ID in which the answer was computed
+     */
+    function latestRoundData()
+        public
+        view
+        returns (uint80, int256, uint256, uint256, uint80)
+    {
+        (
+            uint80 roundId,
+            int256 sUSDePrice,
+            uint startedAt,
+            uint updatedAt,
+            uint80 answeredInRound
+        ) = sUSDeFeed.latestRoundData();
+
+        uint256 sUSDeToUSDeRate = sUSDe.convertToAssets(1e18);
+
+        // divide sUSDe/USD by sUSDe/USDe rate to get USDe/USD price
+        int256 USDeUsdPrice = (sUSDePrice * 1e18) / int256(sUSDeToUSDeRate);
+
+        (,int256 navDiscountedPrice,,,)= navFeed.latestRoundData();
+        int256 usdeDiscountPrice = (USDeUsdPrice * navDiscountedPrice) / 1e18;
+
+        return (roundId, usdeDiscountPrice, startedAt, updatedAt, answeredInRound);
+    }
+
+    /** 
+    @notice Retrieves the latest USDe price
+    @return price The latest USDe price
+    */
+    function latestAnswer() external view returns (int256) {
+        (, int256 price, , , ) = latestRoundData();
+        return price;
+    }
+
+    /**
+     * @notice Retrieves number of decimals for the price feed
+     * @return decimals The number of decimals for the price feed
+     */
+    function decimals() public pure returns (uint8) {
+        return 18;
+    }
+}

src/interfaces/IMultiMarketConvertHelper.sol

@@ -0,0 +1,48 @@
+//SPDX-License-Identifier: None
+pragma solidity ^0.8.0;
+
+interface IMultiMarketConvertHelper {
+    struct Permit {
+        uint256 deadline;
+        uint8 v;
+        bytes32 r;
+        bytes32 s;
+    }
+
+    function convertToCollateral(
+        address user,
+        uint256 amount,
+        bytes calldata data
+    ) external returns (uint256 collateralAmount);
+
+    function convertToCollateral(
+        uint256 amount,
+        address recipient,
+        bytes calldata data
+    ) external returns (uint256 collateralAmount);
+
+    function convertToCollateralAndDeposit(
+        uint256 amount,
+        address recipient,
+        bytes calldata data
+    ) external returns (uint256 collateralAmount);
+
+    function convertFromCollateral(
+        address user,
+        uint256 amount,
+        bytes calldata data
+    ) external returns (uint256);
+
+    function convertFromCollateral(
+        uint256 amount,
+        address recipient,
+        bytes calldata data
+    ) external returns (uint256);
+
+    function withdrawAndConvertFromCollateral(
+        uint256 amount,
+        address recipient,
+        Permit calldata permit,
+        bytes calldata data
+    ) external returns (uint256 underlyingAmount);
+}

src/interfaces/IPendleHelper.sol

@@ -0,0 +1,47 @@
+//SPDX-License-Identifier: None
+pragma solidity ^0.8.0;
+
+interface IPendleHelper {
+    struct Permit {
+        uint256 deadline;
+        uint8 v;
+        bytes32 r;
+        bytes32 s;
+    }
+
+    function convertToCollateral(
+        address user,
+        uint256 amount,
+        bytes calldata data
+    ) external returns (uint256 collateralAmount);
+
+    function convertToCollateral(
+        uint256 amount,
+        bytes calldata data
+    ) external returns (uint256 collateralAmount);
+
+    function convertToCollateralAndDeposit(
+        uint256 amount,
+        address recipient,
+        bytes calldata data
+    ) external returns (uint256 collateralAmount);
+
+    function convertFromCollateral(
+        address user,
+        uint256 amount,
+        bytes calldata data
+    ) external returns (uint256);
+
+    function convertFromCollateral(
+        uint256 amount,
+        address recipient,
+        bytes calldata data
+    ) external returns (uint256);
+
+    function withdrawAndConvertFromCollateral(
+        uint256 amount,
+        address recipient,
+        Permit calldata permit,
+        bytes calldata data
+    ) external returns (uint256 underlyingAmount);
+}