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IndexBase.sol & IndexFacet.sol

These files house the core business logic for portfolio rebalancing. The process is divided into two distinct transactions to guarantee security.

Core Concept: The Two-Step Pipeline​

  1. _rebalanceIntent(): Locks in the current market prices and calculates the target allocations based on the Index weights. It stores the block number.
  2. _rebalance(SwapStep[]): Executes the actual trades based on the CRE's instructions.

Crucial Builder Snippet: Flash Loan & Slippage Protection​

The _rebalance function contains the most critical security checks in the protocol. It prevents flash loan attacks by requiring block delays and strictly checks the portfolio value after the swaps are complete.

function _rebalance(SwapStep[] calldata steps) internal {
    IndexStorage.Layout storage s = IndexStorage.layout();

    // Flash loan protection: intent and rebalance must be in different blocks
    if (block.number <= s.lastIntentBlock) {
        revert IndexFacet_IntentBlockDelayNotPassed();
    }

    // Capture portfolio value BEFORE swaps
    uint256 valueBefore = _calculateTotalValue(componentRegistry);

    // Execute internal DEX swaps via self-calls
    _executeSwapSteps(steps);

    // Verify individual token balances match targets within 2% threshold
    uint256 valueAfter = _verifyBalancesMatchTargets(componentRegistry);

    // Guardrail: Ensure total portfolio value did not drop beyond 0.5%
    uint256 minAcceptableValue = Math.mulDiv(
        valueBefore,
        10_000 - IndexStorage.MAX_VALUE_LOSS_BPS,
        10_000,
        Math.Rounding.Floor
    );

    if (valueAfter < minAcceptableValue) {
        revert IndexFacet_ExcessiveValueLoss(valueBefore, valueAfter);
    }
}