contract Vault is Ownable, Pausable, IPausableVault, ReentrancyGuard {
    using SafeMath for uint256;
    using SafeMath for uint8;

    uint256 public constant FRACTION_MULTIPLIER = 10**12;

    enum State { Created, Live, Settled }

    event StateChanged(State oldState, State newState);
    event LiveStateSet(address primaryToken, address complementToken);
    event SettledStateSet(
        int256[] underlyingStarts,
        int256[] underlyingEnds,
        uint256 primaryConversion,
        uint256 complementConversion
    );
    event Minted(address indexed recipient, uint256 minted, uint256 collateral, uint256 fee);
    event Refunded(address indexed recipient, uint256 tokenAmount, uint256 collateral);
    event Redeemed(
        address indexed recipient,
        address tokenAddress,
        uint256 tokenAmount,
        uint256 conversion,
        uint256 collateral
    );

    /// @notice start of live period
    uint256 public liveTime;
    /// @notice end of live period
    uint256 public settleTime;

    /// @notice redeem function can only be called after the end of the Live period + delay
    uint256 public settlementDelay;

    /// @notice underlying value at the start of live period
    int256[] public underlyingStarts;
    /// @notice underlying value at the end of live period
    int256[] public underlyingEnds;

    /// @notice primary token conversion rate multiplied by 10 ^ 12
    uint256 public primaryConversion;
    /// @notice complement token conversion rate multiplied by 10 ^ 12
    uint256 public complementConversion;

    /// @notice protocol fee multiplied by 10 ^ 12
    uint256 public protocolFee;
    /// @notice limit on author fee multiplied by 10 ^ 12
    uint256 public authorFeeLimit;

    // @notice protocol's fee receiving wallet
    address public feeWallet;

    // @notice current state of the vault
    State public state;

    // @notice derivative specification address
    IDerivativeSpecification public derivativeSpecification;
    // @notice collateral token address
    IERC20 public collateralToken;
    // @notice oracle address
    address[] public oracles;
    address[] public oracleIterators;
    // @notice collateral split address
    ICollateralSplit public collateralSplit;
    // @notice derivative's token builder strategy address
    ITokenBuilder public tokenBuilder;
    IFeeLogger public feeLogger;

    // @notice primary token address
    IERC20MintedBurnable public primaryToken;
    // @notice complement token address
    IERC20MintedBurnable public complementToken;

    constructor(
        uint256 _liveTime,
        uint256 _protocolFee,
        address _feeWallet,
        address _derivativeSpecification,
        address _collateralToken,
        address[] memory _oracles,
        address[] memory _oracleIterators,
        address _collateralSplit,
        address _tokenBuilder,
        address _feeLogger,
        uint256 _authorFeeLimit,
        uint256 _settlementDelay
    ) public {
        require(_liveTime > 0, "Live zero");
        require(_liveTime <= block.timestamp, "Live in future");
        liveTime = _liveTime;

        protocolFee = _protocolFee;

        require(_feeWallet != address(0), "Fee wallet");
        feeWallet = _feeWallet;

        require(_derivativeSpecification != address(0), "Derivative");
        derivativeSpecification = IDerivativeSpecification(
            _derivativeSpecification
        );

        require(_collateralToken != address(0), "Collateral token");
        collateralToken = IERC20(_collateralToken);

        require(_oracles.length > 0, "Oracles");
        require(_oracles[0] != address(0), "First oracle is absent");
        oracles = _oracles;

        require(_oracleIterators.length > 0, "OracleIterators");
        require(
            _oracleIterators[0] != address(0),
            "First oracle iterator is absent"
        );
        oracleIterators = _oracleIterators;

        require(_collateralSplit != address(0), "Collateral split");
        collateralSplit = ICollateralSplit(_collateralSplit);

        require(_tokenBuilder != address(0), "Token builder");
        tokenBuilder = ITokenBuilder(_tokenBuilder);

        require(_feeLogger != address(0), "Fee logger");
        feeLogger = IFeeLogger(_feeLogger);

        authorFeeLimit = _authorFeeLimit;

        settleTime = liveTime + derivativeSpecification.livePeriod();
        require(block.timestamp < settleTime, "Settled time");

        settlementDelay = _settlementDelay;
    }

    function pause() external override onlyOwner() {
        _pause();
    }

    function unpause() external override onlyOwner() {
        _unpause();
    }

    /// @notice Initialize vault by creating derivative token and switching to Live state
    /// @dev Extracted from constructor to reduce contract gas creation amount
    function initialize(int256[] calldata _underlyingStarts) external {
        require(state == State.Created, "Incorrect state.");

        underlyingStarts = _underlyingStarts;

        changeState(State.Live);

        (primaryToken, complementToken) = tokenBuilder.buildTokens(
            derivativeSpecification,
            settleTime,
            address(collateralToken)
        );

        emit LiveStateSet(address(primaryToken), address(complementToken));
    }

    function changeState(State _newState) internal {
        state = _newState;
        emit StateChanged(state, _newState);
    }

    /// @notice Switch to Settled state if appropriate time threshold is passed and
    /// set underlyingStarts value and set underlyingEnds value,
    /// calculate primaryConversion and complementConversion params
    /// @dev Reverts if underlyingEnds are not available
    /// Vault cannot settle when it paused
    function settle(uint256[] calldata _underlyingEndRoundHints)
        public
        whenNotPaused()
    {
        require(state == State.Live, "Incorrect state");
        require(
            block.timestamp >= (settleTime + settlementDelay),
            "Incorrect time"
        );
        changeState(State.Settled);

        uint256 split;
        (split, underlyingEnds) = collateralSplit.split(
            oracles,
            oracleIterators,
            underlyingStarts,
            settleTime,
            _underlyingEndRoundHints
        );
        split = range(split);

        uint256 collectedCollateral = collateralToken.balanceOf(address(this));
        uint256 mintedPrimaryTokenAmount = primaryToken.totalSupply();

        if (mintedPrimaryTokenAmount > 0) {
            uint256 primaryCollateralPortion = collectedCollateral.mul(split);
            primaryConversion = primaryCollateralPortion.div(
                mintedPrimaryTokenAmount
            );
            complementConversion = collectedCollateral
                .mul(FRACTION_MULTIPLIER)
                .sub(primaryCollateralPortion)
                .div(mintedPrimaryTokenAmount);
        }

        emit SettledStateSet(
            underlyingStarts,
            underlyingEnds,
            primaryConversion,
            complementConversion
        );
    }

    function range(uint256 _split) public pure returns (uint256) {
        if (_split > FRACTION_MULTIPLIER) {
            return FRACTION_MULTIPLIER;
        }
        return _split;
    }

    function performMint(address _recipient, uint256 _collateralAmount)
        internal
    {
        require(state == State.Live, "Live is over");

        require(_collateralAmount > 0, "Zero amount");
        _collateralAmount = doTransferIn(msg.sender, _collateralAmount);

        uint256 feeAmount = withdrawFee(_collateralAmount);

        uint256 netAmount = _collateralAmount.sub(feeAmount);

        uint256 tokenAmount = denominate(netAmount);

        primaryToken.mint(_recipient, tokenAmount);
        complementToken.mint(_recipient, tokenAmount);

        emit Minted(_recipient, tokenAmount, _collateralAmount, feeAmount);
    }

    function mintTo(address _recipient, uint256 _collateralAmount)
        external
        nonReentrant()
    {
        performMint(_recipient, _collateralAmount);
    }

    /// @notice Mints primary and complement derivative tokens
    /// @dev Checks and switches to the right state and does nothing if vault is not in Live state
    function mint(uint256 _collateralAmount) external nonReentrant() {
        performMint(msg.sender, _collateralAmount);
    }

    function performRefund(address _recipient, uint256 _tokenAmount) internal {
        require(_tokenAmount > 0, "Zero amount");
        require(
            _tokenAmount <= primaryToken.balanceOf(msg.sender),
            "Insufficient primary amount"
        );
        require(
            _tokenAmount <= complementToken.balanceOf(msg.sender),
            "Insufficient complement amount"
        );

        primaryToken.burnFrom(msg.sender, _tokenAmount);
        complementToken.burnFrom(msg.sender, _tokenAmount);
        uint256 unDenominated = unDenominate(_tokenAmount);

        emit Refunded(_recipient, _tokenAmount, unDenominated);
        doTransferOut(_recipient, unDenominated);
    }

    /// @notice Refund equal amounts of derivative tokens for collateral at any time
    function refund(uint256 _tokenAmount) external nonReentrant() {
        performRefund(msg.sender, _tokenAmount);
    }

    function refundTo(address _recipient, uint256 _tokenAmount)
        external
        nonReentrant()
    {
        performRefund(_recipient, _tokenAmount);
    }

    function performRedeem(
        address _recipient,
        uint256 _primaryTokenAmount,
        uint256 _complementTokenAmount,
        uint256[] calldata _underlyingEndRoundHints
    ) internal {
        require(
            _primaryTokenAmount > 0 || _complementTokenAmount > 0,
            "Both tokens zero amount"
        );
        require(
            _primaryTokenAmount <= primaryToken.balanceOf(msg.sender),
            "Insufficient primary amount"
        );
        require(
            _complementTokenAmount <= complementToken.balanceOf(msg.sender),
            "Insufficient complement amount"
        );

        if (
            block.timestamp >= (settleTime + settlementDelay) &&
            state == State.Live
        ) {
            settle(_underlyingEndRoundHints);
        }

        if (state == State.Settled) {
            uint collateral = redeemAsymmetric(
                _recipient,
                primaryToken,
                _primaryTokenAmount,
                primaryConversion
            );
            collateral = redeemAsymmetric(
                _recipient,
                complementToken,
                _complementTokenAmount,
                complementConversion
            ).add(collateral);

            if (collateral > 0) {
                doTransferOut(_recipient, collateral);
            }
        }
    }

    function redeemTo(
        address _recipient,
        uint256 _primaryTokenAmount,
        uint256 _complementTokenAmount,
        uint256[] calldata _underlyingEndRoundHints
    ) external nonReentrant() {
        performRedeem(
            _recipient,
            _primaryTokenAmount,
            _complementTokenAmount,
            _underlyingEndRoundHints
        );
    }

    /// @notice Redeems unequal amounts previously calculated conversions if the vault is in Settled state
    function redeem(
        uint256 _primaryTokenAmount,
        uint256 _complementTokenAmount,
        uint256[] calldata _underlyingEndRoundHints
    ) external nonReentrant() {
        performRedeem(
            msg.sender,
            _primaryTokenAmount,
            _complementTokenAmount,
            _underlyingEndRoundHints
        );
    }

    function redeemAsymmetric(
        address _recipient,
        IERC20MintedBurnable _derivativeToken,
        uint256 _amount,
        uint256 _conversion
    ) internal returns(uint256 collateral){
        if (_amount == 0) {
            return 0;
        }

        _derivativeToken.burnFrom(msg.sender, _amount);
        collateral = _amount.mul(_conversion) / FRACTION_MULTIPLIER;
        emit Redeemed(_recipient, address(_derivativeToken),_amount, _conversion, collateral);
    }

    function denominate(uint256 _collateralAmount)
        internal
        view
        returns (uint256)
    {
        return
            _collateralAmount.div(
                derivativeSpecification.primaryNominalValue() +
                    derivativeSpecification.complementNominalValue()
            );
    }

    function unDenominate(uint256 _tokenAmount)
        internal
        view
        returns (uint256)
    {
        return
            _tokenAmount.mul(
                derivativeSpecification.primaryNominalValue() +
                    derivativeSpecification.complementNominalValue()
            );
    }

    function withdrawFee(uint256 _amount) internal returns (uint256) {
        uint256 protocolFeeAmount =
            calcAndTransferFee(_amount, payable(feeWallet), protocolFee);

        feeLogger.log(
            msg.sender,
            address(collateralToken),
            protocolFeeAmount,
            derivativeSpecification.author()
        );

        uint256 authorFee = derivativeSpecification.authorFee();
        if (authorFee > authorFeeLimit) {
            authorFee = authorFeeLimit;
        }
        uint256 authorFeeAmount =
            calcAndTransferFee(
                _amount,
                payable(derivativeSpecification.author()),
                authorFee
            );

        return protocolFeeAmount.add(authorFeeAmount);
    }

    function calcAndTransferFee(
        uint256 _amount,
        address payable _beneficiary,
        uint256 _fee
    ) internal returns (uint256 _feeAmount) {
        _feeAmount = _amount.mul(_fee).div(FRACTION_MULTIPLIER);
        if (_feeAmount > 0) {
            doTransferOut(_beneficiary, _feeAmount);
        }
    }

    /// @dev Similar to EIP20 transfer, except it handles a False result from `transferFrom` and reverts in that case.
    /// This will revert due to insufficient balance or insufficient allowance.
    /// This function returns the actual amount received,
    /// which may be less than `amount` if there is a fee attached to the transfer.
    /// @notice This wrapper safely handles non-standard ERC-20 tokens that do not return a value.
    /// See here: https://medium.com/coinmonks/missing-return-value-bug-at-least-130-tokens-affected-d67bf08521ca
    function doTransferIn(address from, uint256 amount)
        internal
        returns (uint256)
    {
        uint256 balanceBefore = collateralToken.balanceOf(address(this));
        EIP20NonStandardInterface(address(collateralToken)).transferFrom(
            from,
            address(this),
            amount
        );

        bool success;
        assembly {
            switch returndatasize()
                case 0 {
                    // This is a non-standard ERC-20
                    success := not(0) // set success to true
                }
                case 32 {
                    // This is a compliant ERC-20
                    returndatacopy(0, 0, 32)
                    success := mload(0) // Set `success = returndata` of external call
                }
                default {
                    // This is an excessively non-compliant ERC-20, revert.
                    revert(0, 0)
                }
        }
        require(success, "TOKEN_TRANSFER_IN_FAILED");

        // Calculate the amount that was *actually* transferred
        uint256 balanceAfter = collateralToken.balanceOf(address(this));
        require(balanceAfter >= balanceBefore, "TOKEN_TRANSFER_IN_OVERFLOW");
        return balanceAfter - balanceBefore; // underflow already checked above, just subtract
    }

    /// @dev Similar to EIP20 transfer, except it handles a False success from `transfer` and returns an explanatory
    /// error code rather than reverting. If caller has not called checked protocol's balance, this may revert due to
    /// insufficient cash held in this contract. If caller has checked protocol's balance prior to this call, and verified
    /// it is >= amount, this should not revert in normal conditions.
    /// @notice This wrapper safely handles non-standard ERC-20 tokens that do not return a value.
    /// See here: https://medium.com/coinmonks/missing-return-value-bug-at-least-130-tokens-affected-d67bf08521ca
    function doTransferOut(address to, uint256 amount) internal {
        EIP20NonStandardInterface(address(collateralToken)).transfer(
            to,
            amount
        );

        bool success;
        assembly {
            switch returndatasize()
                case 0 {
                    // This is a non-standard ERC-20
                    success := not(0) // set success to true
                }
                case 32 {
                    // This is a complaint ERC-20
                    returndatacopy(0, 0, 32)
                    success := mload(0) // Set `success = returndata` of external call
                }
                default {
                    // This is an excessively non-compliant ERC-20, revert.
                    revert(0, 0)
                }
        }
        require(success, "TOKEN_TRANSFER_OUT_FAILED");
    }
}
/// @title Derivative implementation Vault
/// @notice A smart contract that references derivative specification and enables users to mint and redeem the derivative
function refund(uint256 _tokenAmount) external nonReentrant() {
        performRefund(msg.sender, _tokenAmount);
    }
/// @notice Refund equal amounts of derivative tokens for collateral at any time