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flash loan

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This commit is contained in:
mingda
2020-11-06 00:31:30 +08:00
parent f66a90d7b2
commit 81dc1c15a0
8 changed files with 65 additions and 39 deletions
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50
contracts/DODOVendorMachine/impl/DVMTrader.sol
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@@ -17,7 +17,7 @@ import {IExternalCall} from "../intf/IExternalCall.sol";
contract DVMTrader is DVMStorage {
using SafeMath for uint256;
function sellBase(address to) external returns (uint256 receiveQuoteAmount) {
function sellBase(address to) external isSellAllow(to) returns (uint256 receiveQuoteAmount) {
uint256 baseInput = _VAULT_.getBaseInput();
uint256 mtFee;
(receiveQuoteAmount, mtFee) = querySellBase(to, baseInput);
@@ -29,7 +29,7 @@ contract DVMTrader is DVMStorage {
return receiveQuoteAmount;
}
function sellQuote(address to) external returns (uint256 receiveBaseAmount) {
function sellQuote(address to) external isBuyAllow(to) returns (uint256 receiveBaseAmount) {
uint256 quoteInput = _VAULT_.getQuoteInput();
uint256 mtFee;
(receiveBaseAmount, mtFee) = querySellQuote(to, quoteInput);
@@ -48,23 +48,37 @@ contract DVMTrader is DVMStorage {
address call,
bytes calldata data
) external {
(uint256 baseReserve, uint256 quoteReserve) = _VAULT_.getVaultReserve();
uint256 B0 = calculateBase0(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 baseReserve, uint256 quoteReserve) = _VAULT_.getVaultReserve();
(uint256 baseBalance, uint256 quoteBalance) = _VAULT_.getVaultBalance();
uint256 newB0 = calculateBase0(baseBalance, quoteBalance);
require(newB0 >= B0, "FLASH_LOAN_FAILED");
uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(assetTo);
uint256 lpFeeRate = _LP_FEE_RATE_MODEL_.getFeeRate(assetTo);
if (baseBalance < baseReserve) {
uint256 validBaseOut = DecimalMath.divCeil(
baseReserve - baseBalance,
DecimalMath.ONE.sub(mtFeeRate).sub(lpFeeRate)
);
baseBalance = baseReserve.sub(validBaseOut);
_VAULT_.transferBaseOut(_MAINTAINER_, DecimalMath.mulCeil(validBaseOut, mtFeeRate));
}
if (quoteBalance < quoteReserve) {
uint256 validQuoteOut = DecimalMath.divCeil(
quoteReserve - quoteBalance,
DecimalMath.ONE.sub(mtFeeRate).sub(lpFeeRate)
);
quoteBalance = quoteReserve.sub(validQuoteOut);
_VAULT_.transferQuoteOut(_MAINTAINER_, DecimalMath.mulCeil(validQuoteOut, mtFeeRate));
}
require(
calculateBase0(baseBalance, quoteBalance) >= calculateBase0(baseReserve, quoteReserve),
"FLASH_LOAN_FAILED"
);
_VAULT_.sync();
}
@@ -80,8 +94,8 @@ contract DVMTrader is DVMStorage {
require(B0 >= B1, "DODO_BASE_BALANCE_NOT_ENOUGH");
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);
uint256 lpFeeRate = _LP_FEE_RATE_MODEL_.getFeeRate(trader);
uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(trader);
mtFee = DecimalMath.mulCeil(Q, mtFeeRate);
receiveQuoteAmount = Q.sub(mtFee).sub(DecimalMath.mulCeil(Q, lpFeeRate));
@@ -105,8 +119,8 @@ contract DVMTrader is DVMStorage {
_K_
);
uint256 deltaBase = baseReserve.sub(newBaseReserve);
uint256 lpFeeRate = _LP_FEE_RATE_MODEL_.getFeeRate(trader, payQuoteAmount);
uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(trader, payQuoteAmount);
uint256 lpFeeRate = _LP_FEE_RATE_MODEL_.getFeeRate(trader);
uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(trader);
mtFee = DecimalMath.mulCeil(deltaBase, mtFeeRate);
receiveBaseAmount = deltaBase.sub(mtFee).sub(DecimalMath.mulCeil(deltaBase, lpFeeRate));
return (receiveBaseAmount, mtFee);