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add twap switch

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This commit is contained in:
owen05
2021-01-19 17:10:46 +08:00
parent 059778b27b
commit 8b683af08f
34 changed files with 519 additions and 174 deletions
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6
contracts/DODOVendingMachine/impl/DVM.sol
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@@ -28,7 +28,8 @@ contract DVM is DVMTrader, DVMFunding {
uint256 lpFeeRate,
address mtFeeRateModel,
uint256 i,
uint256 k
uint256 k,
bool isOpenTWAP
) external {
require(baseTokenAddress != quoteTokenAddress, "BASE_QUOTE_CAN_NOT_BE_SAME");
_BASE_TOKEN_ = IERC20(baseTokenAddress);
@@ -44,6 +45,9 @@ contract DVM is DVMTrader, DVMFunding {
_MT_FEE_RATE_MODEL_ = IFeeRateModel(mtFeeRateModel);
_MAINTAINER_ = maintainer;
_IS_OPEN_TWAP_ = isOpenTWAP;
if(isOpenTWAP) _BLOCK_TIMESTAMP_LAST_ = uint32(block.timestamp % 2**32);
string memory connect = "_";
string memory suffix = "DLP";

51
contracts/DODOVendingMachine/impl/DVMStorage.sol
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@@ -14,10 +14,13 @@ import {DODOMath} from "../../lib/DODOMath.sol";
import {DecimalMath} from "../../lib/DecimalMath.sol";
import {IFeeRateModel} from "../../lib/FeeRateModel.sol";
import {IERC20} from "../../intf/IERC20.sol";
import {PMMPricing} from "../../lib/PMMPricing.sol";
contract DVMStorage is ReentrancyGuard {
using SafeMath for uint256;
bool public _IS_OPEN_TWAP_ = false;
// ============ Core Address ============
address public _MAINTAINER_;
@@ -25,8 +28,11 @@ contract DVMStorage is ReentrancyGuard {
IERC20 public _BASE_TOKEN_;
IERC20 public _QUOTE_TOKEN_;
uint128 public _BASE_RESERVE_;
uint128 public _QUOTE_RESERVE_;
uint112 public _BASE_RESERVE_;
uint112 public _QUOTE_RESERVE_;
uint32 public _BLOCK_TIMESTAMP_LAST_;
uint256 public _BASE_PRICE_CUMULATIVE_LAST_;
// ============ Shares (ERC20) ============
@@ -51,4 +57,45 @@ contract DVMStorage is ReentrancyGuard {
IFeeRateModel public _MT_FEE_RATE_MODEL_;
uint256 public _K_;
uint256 public _I_;
// ============ Helper Functions ============
function getPMMState() public view returns (PMMPricing.PMMState memory state) {
state.i = _I_;
state.K = _K_;
state.B = _BASE_RESERVE_;
state.Q = _QUOTE_RESERVE_;
state.B0 = 0; // will be calculated in adjustedTarget
state.Q0 = 0;
state.R = PMMPricing.RState.ABOVE_ONE;
PMMPricing.adjustedTarget(state);
}
function getPMMStateForCall()
external
view
returns (
uint256 i,
uint256 K,
uint256 B,
uint256 Q,
uint256 B0,
uint256 Q0,
uint256 R
)
{
PMMPricing.PMMState memory state = getPMMState();
i = state.i;
K = state.K;
B = state.B;
Q = state.Q;
B0 = state.B0;
Q0 = state.Q0;
R = uint256(state.R);
}
function getMidPrice() public view returns (uint256 midPrice) {
return PMMPricing.getMidPrice(getPMMState());
}
}

40
contracts/DODOVendingMachine/impl/DVMTrader.sol
View File

@@ -177,44 +177,4 @@ contract DVMTrader is DVMVault {
.sub(DecimalMath.mulFloor(receiveBaseAmount, lpFeeRate))
.sub(mtFee);
}
// ============ Helper Functions ============
function getPMMState() public view returns (PMMPricing.PMMState memory state) {
state.i = _I_;
state.K = _K_;
state.B = _BASE_RESERVE_;
state.Q = _QUOTE_RESERVE_;
state.B0 = 0; // will be calculated in adjustedTarget
state.Q0 = 0;
state.R = PMMPricing.RState.ABOVE_ONE;
PMMPricing.adjustedTarget(state);
}
function getPMMStateForCall()
external
view
returns (
uint256 i,
uint256 K,
uint256 B,
uint256 Q,
uint256 B0,
uint256 Q0,
uint256 R
)
{
PMMPricing.PMMState memory state = getPMMState();
i = state.i;
K = state.K;
B = state.B;
Q = state.Q;
B0 = state.B0;
Q0 = state.Q0;
R = uint256(state.R);
}
function getMidPrice() public view returns (uint256 midPrice) {
return PMMPricing.getMidPrice(getPMMState());
}
}

31
contracts/DODOVendingMachine/impl/DVMVault.sol
View File

@@ -43,31 +43,46 @@ contract DVMVault is DVMStorage {
// ============ Asset In ============
function getBaseInput() public view returns (uint256 input) {
return _BASE_TOKEN_.balanceOf(address(this)).sub(_BASE_RESERVE_);
return _BASE_TOKEN_.balanceOf(address(this)).sub(uint256(_BASE_RESERVE_));
}
function getQuoteInput() public view returns (uint256 input) {
return _QUOTE_TOKEN_.balanceOf(address(this)).sub(_QUOTE_RESERVE_);
return _QUOTE_TOKEN_.balanceOf(address(this)).sub(uint256(_QUOTE_RESERVE_));
}
// ============ TWAP UPDATE ===========
function _twapUpdate() internal {
uint32 blockTimestamp = uint32(block.timestamp % 2**32);
uint32 timeElapsed = blockTimestamp - _BLOCK_TIMESTAMP_LAST_;
if (timeElapsed > 0 && _BASE_RESERVE_ != 0 && _QUOTE_RESERVE_ != 0) {
_BASE_PRICE_CUMULATIVE_LAST_ += getMidPrice() * timeElapsed;
}
_BLOCK_TIMESTAMP_LAST_ = blockTimestamp;
}
// ============ Set States ============
function _setReserve(uint256 baseReserve, uint256 quoteReserve) internal {
require(baseReserve <= uint128(-1) && quoteReserve <= uint128(-1), "OVERFLOW");
_BASE_RESERVE_ = uint128(baseReserve);
_QUOTE_RESERVE_ = uint128(quoteReserve);
require(baseReserve <= uint112(-1) && quoteReserve <= uint112(-1), "OVERFLOW");
_BASE_RESERVE_ = uint112(baseReserve);
_QUOTE_RESERVE_ = uint112(quoteReserve);
if(_IS_OPEN_TWAP_) _twapUpdate();
}
function _sync() internal {
uint256 baseBalance = _BASE_TOKEN_.balanceOf(address(this));
uint256 quoteBalance = _QUOTE_TOKEN_.balanceOf(address(this));
require(baseBalance <= uint128(-1) && quoteBalance <= uint128(-1), "OVERFLOW");
require(baseBalance <= uint112(-1) && quoteBalance <= uint112(-1), "OVERFLOW");
if (baseBalance != _BASE_RESERVE_) {
_BASE_RESERVE_ = uint128(baseBalance);
_BASE_RESERVE_ = uint112(baseBalance);
}
if (quoteBalance != _QUOTE_RESERVE_) {
_QUOTE_RESERVE_ = uint128(quoteBalance);
_QUOTE_RESERVE_ = uint112(quoteBalance);
}
if(_IS_OPEN_TWAP_) _twapUpdate();
}