d-bis/dodo-contractV2
4
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

snapshot

Browse Source
This commit is contained in:
mingda
2020-11-05 00:26:45 +08:00
parent dd60e1727f
commit 47a14008f4
17 changed files with 366 additions and 234 deletions
Download Patch File Download Diff File Expand all files Collapse all files

71
contracts/DODOVendorMachine/impl/DVMTrader.sol
View File

@@ -12,6 +12,7 @@ import {DVMStorage} from "./DVMStorage.sol";
import {SafeMath} from "../../lib/SafeMath.sol";
import {DecimalMath} from "../../lib/DecimalMath.sol";
import {DODOMath} from "../../lib/DODOMath.sol";
import {IExternalCall} from "../intf/IExternalCall.sol";
contract DVMTrader is DVMStorage {
using SafeMath for uint256;
@@ -19,7 +20,7 @@ contract DVMTrader is DVMStorage {
function sellBase(address to) external returns (uint256 receiveQuoteAmount) {
uint256 baseInput = _VAULT_.getBaseInput();
uint256 mtFee;
(receiveQuoteAmount, mtFee) = querySellBase(baseInput);
(receiveQuoteAmount, mtFee) = querySellBase(to, baseInput);
_VAULT_.transferQuoteOut(to, receiveQuoteAmount);
if (mtFee > 0) {
_VAULT_.transferQuoteOut(_MAINTAINER_, mtFee);
@@ -31,7 +32,7 @@ contract DVMTrader is DVMStorage {
function sellQuote(address to) external returns (uint256 receiveBaseAmount) {
uint256 quoteInput = _VAULT_.getQuoteInput();
uint256 mtFee;
(receiveBaseAmount, mtFee) = querySellQuote(quoteInput);
(receiveBaseAmount, mtFee) = querySellQuote(to, quoteInput);
_VAULT_.transferBaseOut(to, receiveBaseAmount);
if (mtFee > 0) {
_VAULT_.transferBaseOut(_MAINTAINER_, mtFee);
@@ -40,50 +41,82 @@ contract DVMTrader is DVMStorage {
return receiveBaseAmount;
}
function querySellBase(uint256 payBaseAmount)
function flashLoan(
uint256 baseAmount,
uint256 quoteAmount,
address assetTo,
address call,
bytes calldata data
) external {
(uint256 baseReserve, uint256 quoteReserve) = _VAULT_.getVaultReserve();
uint256 B0 = getBase0(baseReserve, quoteReserve);
uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(assetTo, quoteAmount);
uint256 baseMtFee = DecimalMath.mulCeil(baseAmount, mtFeeRate);
uint256 quoteMtFee = DecimalMath.mulCeil(quoteAmount, mtFeeRate);
_VAULT_.transferBaseOut(_MAINTAINER_, baseMtFee);
_VAULT_.transferQuoteOut(_MAINTAINER_, quoteMtFee);
_VAULT_.transferBaseOut(assetTo, baseAmount);
_VAULT_.transferQuoteOut(assetTo, quoteAmount);
IExternalCall(call).DVMCall(data);
(uint256 baseBalance, uint256 quoteBalance) = _VAULT_.getVaultBalance();
uint256 newB0 = getBase0(baseBalance, quoteBalance);
require(newB0 >= B0, "FLASH_LOAN_FAILED");
_VAULT_.sync();
}
function querySellBase(address trader, uint256 payBaseAmount)
public
view
returns (uint256 receiveQuoteAmount, uint256 mtFee)
{
uint256 B0 = getBase0();
uint256 B2 = _VAULT_._BASE_RESERVE_();
uint256 B1 = B2.add(payBaseAmount);
(uint256 baseReserve, uint256 quoteReserve) = _VAULT_.getVaultReserve();
uint256 B0 = getBase0(baseReserve, quoteReserve);
uint256 B1 = baseReserve.add(payBaseAmount);
require(B0 >= B1, "DODO_BASE_BALANCE_NOT_ENOUGH");
uint256 Q = DODOMath._GeneralIntegrate(B0, B1, B2, _I_, _K_);
uint256 lpFeeRate = _LP_FEE_RATE_MODEL_.getFeeRate(Q);
uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(Q);
uint256 Q = DODOMath._GeneralIntegrate(B0, B1, baseReserve, _I_, _K_);
uint256 lpFeeRate = _LP_FEE_RATE_MODEL_.getFeeRate(trader, Q);
uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(trader, Q);
mtFee = DecimalMath.mulCeil(Q, mtFeeRate);
receiveQuoteAmount = Q.sub(mtFee).sub(DecimalMath.mulCeil(Q, lpFeeRate));
return (receiveQuoteAmount, mtFee);
}
function querySellQuote(uint256 payQuoteAmount)
function querySellQuote(address trader, uint256 payQuoteAmount)
public
view
returns (uint256 receiveBaseAmount, uint256 mtFee)
{
uint256 B0 = getBase0();
uint256 B1 = _VAULT_._BASE_RESERVE_();
(uint256 baseReserve, uint256 quoteReserve) = _VAULT_.getVaultReserve();
uint256 B0 = getBase0(baseReserve, quoteReserve);
uint256 fairAmount = DecimalMath.divFloor(payQuoteAmount, _I_);
uint256 newBaseReserve = DODOMath._SolveQuadraticFunctionForTrade(
B0,
B1,
baseReserve,
fairAmount,
false,
_K_
);
uint256 deltaBase = B1.sub(newBaseReserve);
uint256 lpFeeRate = _LP_FEE_RATE_MODEL_.getFeeRate(payQuoteAmount);
uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(payQuoteAmount);
uint256 deltaBase = baseReserve.sub(newBaseReserve);
uint256 lpFeeRate = _LP_FEE_RATE_MODEL_.getFeeRate(trader, payQuoteAmount);
uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(trader, payQuoteAmount);
mtFee = DecimalMath.mulCeil(deltaBase, mtFeeRate);
receiveBaseAmount = deltaBase.sub(mtFee).sub(DecimalMath.mulCeil(deltaBase, lpFeeRate));
return (receiveBaseAmount, mtFee);
}
function getMidPrice() public view returns (uint256 midPrice) {
uint256 B0 = getBase0();
uint256 B1 = _VAULT_._BASE_RESERVE_();
uint256 offsetRatio = DecimalMath.ONE.mul(B0).div(B1).mul(B0).div(B1);
(uint256 baseReserve, uint256 quoteReserve) = _VAULT_.getVaultReserve();
uint256 B0 = getBase0(baseReserve, quoteReserve);
uint256 offsetRatio = DecimalMath.ONE.mul(B0).div(baseReserve).mul(B0).div(baseReserve);
uint256 offset = DecimalMath.ONE.sub(_K_).add(DecimalMath.mulFloor(offsetRatio, _K_));
return DecimalMath.mulFloor(_I_, offset);
}