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Fix stack too deep #75

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Fix stack too deep #75

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68 changes: 37 additions & 31 deletions src/PreLiquidation.sol
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Original file line number Diff line number Diff line change
Expand Up @@ -133,39 +133,45 @@ contract PreLiquidation is IPreLiquidation, IMorphoRepayCallback {

MORPHO.accrueInterest(marketParams());

Market memory market = MORPHO.market(ID);
Position memory position = MORPHO.position(ID, borrower);

uint256 collateralPrice = IOracle(PRE_LIQUIDATION_ORACLE).price();
uint256 collateralQuoted = uint256(position.collateral).mulDivDown(collateralPrice, ORACLE_PRICE_SCALE);
uint256 borrowed = uint256(position.borrowShares).toAssetsUp(market.totalBorrowAssets, market.totalBorrowShares);
uint256 ltv = borrowed.wDivUp(collateralQuoted);

// The following require is equivalent to checking that borrowed > collateralQuoted.wMulDown(PRE_LLTV).
require(ltv > PRE_LLTV, ErrorsLib.NotPreLiquidatablePosition());

uint256 preLIF = UtilsLib.min(
(ltv - PRE_LLTV).wDivDown(LLTV - PRE_LLTV).wMulDown(PRE_LIF_2 - PRE_LIF_1) + PRE_LIF_1, PRE_LIF_2
);

if (seizedAssets > 0) {
uint256 seizedAssetsQuoted = seizedAssets.mulDivUp(collateralPrice, ORACLE_PRICE_SCALE);

repaidShares =
seizedAssetsQuoted.wDivUp(preLIF).toSharesUp(market.totalBorrowAssets, market.totalBorrowShares);
} else {
seizedAssets = repaidShares.toAssetsDown(market.totalBorrowAssets, market.totalBorrowShares).wMulDown(
preLIF
).mulDivDown(ORACLE_PRICE_SCALE, collateralPrice);
{
Market memory market = MORPHO.market(ID);
Position memory position = MORPHO.position(ID, borrower);

uint256 collateralPrice = IOracle(PRE_LIQUIDATION_ORACLE).price();
uint ltv;
{
uint256 borrowed = uint256(position.borrowShares).toAssetsUp(market.totalBorrowAssets, market.totalBorrowShares);
uint256 collateralQuoted = uint256(position.collateral).mulDivDown(collateralPrice, ORACLE_PRICE_SCALE);
ltv = borrowed.wDivUp(collateralQuoted);
}

// The following require is equivalent to checking that borrowed > collateralQuoted.wMulDown(PRE_LLTV).
require(ltv > PRE_LLTV, ErrorsLib.NotPreLiquidatablePosition());

uint256 preLIF = UtilsLib.min(
(ltv - PRE_LLTV).wDivDown(LLTV - PRE_LLTV).wMulDown(PRE_LIF_2 - PRE_LIF_1) + PRE_LIF_1, PRE_LIF_2
);

if (seizedAssets > 0) {
uint256 seizedAssetsQuoted = seizedAssets.mulDivUp(collateralPrice, ORACLE_PRICE_SCALE);

repaidShares =
seizedAssetsQuoted.wDivUp(preLIF).toSharesUp(market.totalBorrowAssets, market.totalBorrowShares);
} else {
uint seizedAssetsQuoted = repaidShares.toAssetsDown(market.totalBorrowAssets, market.totalBorrowShares).wMulDown(
preLIF
);
seizedAssets = seizedAssetsQuoted.mulDivDown(ORACLE_PRICE_SCALE, collateralPrice);
}

// Note that the close factor can be greater than WAD (100%). In this case the position can be fully
// pre-liquidated.
uint256 closeFactor =
UtilsLib.min((ltv - PRE_LLTV).wDivDown(LLTV - PRE_LLTV).wMulDown(PRE_CF_2 - PRE_CF_1) + PRE_CF_1, PRE_CF_2);
uint256 repayableShares = uint256(position.borrowShares).wMulDown(closeFactor);
require(repaidShares <= repayableShares, ErrorsLib.PreLiquidationTooLarge(repaidShares, repayableShares));
}

// Note that the close factor can be greater than WAD (100%). In this case the position can be fully
// pre-liquidated.
uint256 closeFactor =
UtilsLib.min((ltv - PRE_LLTV).wDivDown(LLTV - PRE_LLTV).wMulDown(PRE_CF_2 - PRE_CF_1) + PRE_CF_1, PRE_CF_2);
uint256 repayableShares = uint256(position.borrowShares).wMulDown(closeFactor);
require(repaidShares <= repayableShares, ErrorsLib.PreLiquidationTooLarge(repaidShares, repayableShares));

bytes memory callbackData = abi.encode(seizedAssets, borrower, msg.sender, data);
(uint256 repaidAssets,) = MORPHO.repay(marketParams(), 0, repaidShares, borrower, callbackData);

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