refactor DPP & DVM
This commit is contained in:
@@ -10,7 +10,8 @@ pragma experimental ABIEncoderV2;
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import {IFeeRateModel} from "../../intf/IFeeRateModel.sol";
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import {IPermissionManager} from "../../lib/PermissionManager.sol";
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import {IGasPriceSource} from "../../lib/GasPriceSource.sol";
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import {IExternalValue} from "../../lib/ExternalValue.sol";
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import {IERC20} from "../../intf/IERC20.sol";
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import {DVMTrader} from "./DVMTrader.sol";
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import {DVMFunding} from "./DVMFunding.sol";
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import {DVMVault} from "./DVMVault.sol";
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@@ -19,7 +20,8 @@ contract DVM is DVMTrader, DVMFunding {
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function init(
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address owner,
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address maintainer,
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address vault,
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address baseTokenAddress,
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address quoteTokenAddress,
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address lpFeeRateModel,
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address mtFeeRateModel,
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address tradePermissionManager,
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@@ -28,16 +30,32 @@ contract DVM is DVMTrader, DVMFunding {
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uint256 k
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) external {
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initOwner(owner);
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_VAULT_ = DVMVault(vault);
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_BASE_TOKEN_ = _VAULT_._BASE_TOKEN_();
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_QUOTE_TOKEN_ = _VAULT_._QUOTE_TOKEN_();
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_BASE_TOKEN_ = IERC20(baseTokenAddress);
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_QUOTE_TOKEN_ = IERC20(quoteTokenAddress);
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_LP_FEE_RATE_MODEL_ = IFeeRateModel(lpFeeRateModel);
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_MT_FEE_RATE_MODEL_ = IFeeRateModel(mtFeeRateModel);
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_TRADE_PERMISSION_ = IPermissionManager(tradePermissionManager);
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_GAS_PRICE_LIMIT_ = IGasPriceSource(gasPriceSource);
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_GAS_PRICE_LIMIT_ = IExternalValue(gasPriceSource);
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_MAINTAINER_ = maintainer;
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_I_ = i;
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_K_ = k;
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string memory connect = "_";
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string memory suffix = "DLP";
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string memory uid = string(abi.encodePacked(address(this)));
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name = string(
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abi.encodePacked(
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suffix,
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connect,
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_BASE_TOKEN_.symbol(),
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connect,
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_QUOTE_TOKEN_.symbol(),
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connect,
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uid
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)
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);
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symbol = "DLP";
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decimals = _BASE_TOKEN_.decimals();
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}
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// ============ Version Control ============
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@@ -8,17 +8,17 @@
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pragma solidity 0.6.9;
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pragma experimental ABIEncoderV2;
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import {DVMStorage} from "./DVMStorage.sol";
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import {DVMVault} from "./DVMVault.sol";
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import {DecimalMath} from "../../lib/DecimalMath.sol";
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import {IDODOCallee} from "../../intf/IDODOCallee.sol";
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contract DVMFunding is DVMStorage {
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contract DVMFunding is DVMVault {
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function buyShares(address to) external preventReentrant returns (uint256) {
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uint256 baseInput = _VAULT_.getBaseInput();
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uint256 quoteInput = _VAULT_.getQuoteInput();
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uint256 baseInput = getBaseInput();
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uint256 quoteInput = getQuoteInput();
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require(baseInput > 0, "NO_BASE_INPUT");
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uint256 baseReserve = _VAULT_._BASE_RESERVE_();
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uint256 quoteReserve = _VAULT_._QUOTE_RESERVE_();
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uint256 baseReserve = _BASE_RESERVE_; // may save gas? 待确认
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uint256 quoteReserve = _QUOTE_RESERVE_;
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uint256 mintAmount;
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// case 1. initial supply
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if (baseReserve == 0 && quoteReserve == 0) {
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@@ -27,7 +27,7 @@ contract DVMFunding is DVMStorage {
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// case 2. supply when quote reserve is 0
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if (baseReserve > 0 && quoteReserve == 0) {
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uint256 mintRatio = DecimalMath.divFloor(baseInput, baseReserve);
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mintAmount = DecimalMath.mulFloor(_VAULT_.totalSupply(), mintRatio);
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mintAmount = DecimalMath.mulFloor(totalSupply, mintRatio);
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}
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// case 3. normal case
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if (baseReserve > 0 && quoteReserve > 0) {
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@@ -36,15 +36,15 @@ contract DVMFunding is DVMStorage {
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uint256 mintRatio = baseInputRatio > quoteInputRatio ? quoteInputRatio : baseInputRatio;
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// 在提币的时候向下取整。因此永远不会出现,balance为0但totalsupply不为0的情况
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// 但有可能出现,reserve>0但totalSupply=0的场景
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uint256 totalShare = _VAULT_.totalSupply();
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uint256 totalShare = totalSupply;
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if (totalShare > 0) {
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mintAmount = DecimalMath.mulFloor(totalShare, mintRatio);
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} else {
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mintAmount = baseInput;
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}
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}
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_VAULT_.mint(to, mintAmount);
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_VAULT_.sync();
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_mint(to, mintAmount);
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_sync();
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}
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function sellShares(
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@@ -52,26 +52,34 @@ contract DVMFunding is DVMStorage {
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uint256 shareAmount,
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bytes calldata data
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) external preventReentrant returns (uint256) {
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require(_VAULT_.balanceOf(msg.sender) >= shareAmount, "SHARES_NOT_ENOUGH");
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(uint256 baseBalance, uint256 quoteBalance) = _VAULT_.getVaultBalance();
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uint256 totalShares = _VAULT_.totalSupply();
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_VAULT_.burn(msg.sender, shareAmount);
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require(_SHARES_[msg.sender] >= shareAmount, "SHARES_NOT_ENOUGH");
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(uint256 baseBalance, uint256 quoteBalance) = getVaultBalance();
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uint256 totalShares = totalSupply;
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_burn(msg.sender, shareAmount);
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uint256 baseAmount = baseBalance.mul(shareAmount).div(totalShares);
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uint256 quoteAmount = quoteBalance.mul(shareAmount).div(totalShares);
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_VAULT_.transferBaseOut(to, baseAmount);
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_VAULT_.transferQuoteOut(to, quoteAmount);
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_VAULT_.sync();
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if (data.length > 0) IDODOCallee(msg.sender).DVMSellShareCall(to, shareAmount, baseAmount, quoteAmount, data);
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_transferBaseOut(to, baseAmount);
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_transferQuoteOut(to, quoteAmount);
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_sync();
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if (data.length > 0)
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IDODOCallee(msg.sender).DVMSellShareCall(
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to,
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shareAmount,
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baseAmount,
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quoteAmount,
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data
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);
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}
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function retrieve(address to) external preventReentrant {
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(uint256 baseBalance, uint256 quoteBalance) = _VAULT_.getVaultBalance();
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(uint256 baseReserve, uint256 quoteReserve) = _VAULT_.getVaultReserve();
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if (baseBalance.sub(baseReserve) > 0) {
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_VAULT_.transferBaseOut(to, baseBalance.sub(baseReserve));
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}
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if (quoteBalance.sub(quoteReserve) > 0) {
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_VAULT_.transferQuoteOut(to, quoteBalance.sub(quoteReserve));
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}
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}
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// 高级功能,需要讨论加不加
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// function retrieve(address to) external preventReentrant {
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// (uint256 baseBalance, uint256 quoteBalance) = getVaultBalance();
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// (uint256 baseReserve, uint256 quoteReserve) = getVaultReserve();
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// if (baseBalance.sub(baseReserve) > 0) {
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// transferBaseOut(to, baseBalance.sub(baseReserve));
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// }
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// if (quoteBalance.sub(quoteReserve) > 0) {
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// transferQuoteOut(to, quoteBalance.sub(quoteReserve));
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// }
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// }
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}
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@@ -14,16 +14,16 @@ import {SafeMath} from "../../lib/SafeMath.sol";
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import {DODOMath} from "../../lib/DODOMath.sol";
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import {DecimalMath} from "../../lib/DecimalMath.sol";
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import {IPermissionManager} from "../../lib/PermissionManager.sol";
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import {IGasPriceSource} from "../../lib/GasPriceSource.sol";
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import {IExternalValue} from "../../lib/ExternalValue.sol";
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import {IFeeRateModel} from "../../intf/IFeeRateModel.sol";
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import {IDVMVault} from "../intf/IDVMVault.sol";
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import {IERC20} from "../../intf/IERC20.sol";
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contract DVMStorage is InitializableOwnable, ReentrancyGuard {
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using SafeMath for uint256;
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// ============ Variables for Control ============
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IGasPriceSource public _GAS_PRICE_LIMIT_;
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IExternalValue public _GAS_PRICE_LIMIT_;
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// ============ Advanced Controls ============
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@@ -36,8 +36,21 @@ contract DVMStorage is InitializableOwnable, ReentrancyGuard {
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address public _MAINTAINER_; // collect maintainer fee
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address public _BASE_TOKEN_;
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address public _QUOTE_TOKEN_;
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IERC20 public _BASE_TOKEN_;
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IERC20 public _QUOTE_TOKEN_;
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uint256 public _BASE_RESERVE_;
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uint256 public _QUOTE_RESERVE_;
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// ============ Shares ============
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string public symbol;
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uint256 public decimals;
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string public name;
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uint256 public totalSupply;
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mapping(address => uint256) internal _SHARES_;
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mapping(address => mapping(address => uint256)) internal _ALLOWED_;
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// ============ Variables for Pricing ============
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@@ -46,41 +59,6 @@ contract DVMStorage is InitializableOwnable, ReentrancyGuard {
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uint256 public _K_;
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uint256 public _I_;
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IDVMVault public _VAULT_;
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// ============ Modifiers ============
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modifier isBuyAllow(address trader) {
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require(!_BUYING_CLOSE_ && _TRADE_PERMISSION_.isAllowed(trader), "TRADER_BUY_NOT_ALLOWED");
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_;
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}
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modifier isSellAllow(address trader) {
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require(
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!_SELLING_CLOSE_ && _TRADE_PERMISSION_.isAllowed(trader),
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"TRADER_SELL_NOT_ALLOWED"
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);
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_;
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}
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modifier limitGasPrice() {
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require(tx.gasprice <= _GAS_PRICE_LIMIT_.getGasPrice(), "GAS_PRICE_EXCEED");
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_;
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}
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// ============ Helper Functions ============
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function calculateBase0(uint256 baseAmount, uint256 quoteAmount) public view returns (uint256) {
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uint256 fairAmount = DecimalMath.divFloor(quoteAmount, _I_);
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return DODOMath._SolveQuadraticFunctionForTarget(baseAmount, _K_, fairAmount);
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}
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function getBase0() public view returns (uint256) {
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(uint256 baseAmount, uint256 quoteAmount) = _VAULT_.getVaultReserve();
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uint256 fairAmount = DecimalMath.divFloor(quoteAmount, _I_);
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return DODOMath._SolveQuadraticFunctionForTarget(baseAmount, _K_, fairAmount);
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}
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// ============ Setting Functions ============
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function setLpFeeRateModel(address newLpFeeRateModel) external onlyOwner {
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@@ -100,7 +78,7 @@ contract DVMStorage is InitializableOwnable, ReentrancyGuard {
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}
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function setGasPriceSource(address newGasPriceLimitSource) external onlyOwner {
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_GAS_PRICE_LIMIT_ = IGasPriceSource(newGasPriceLimitSource);
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_GAS_PRICE_LIMIT_ = IExternalValue(newGasPriceLimitSource);
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}
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function setBuy(bool open) external onlyOwner {
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@@ -8,15 +8,38 @@
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pragma solidity 0.6.9;
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pragma experimental ABIEncoderV2;
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import {DVMStorage} from "./DVMStorage.sol";
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import {DVMVault} from "./DVMVault.sol";
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import {SafeMath} from "../../lib/SafeMath.sol";
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import {DecimalMath} from "../../lib/DecimalMath.sol";
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import {DODOMath} from "../../lib/DODOMath.sol";
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import {IDODOCallee} from "../../intf/IDODOCallee.sol";
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import {RState, PMMState, PMMPricing} from "../../lib/PMMPricing.sol";
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contract DVMTrader is DVMStorage {
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contract DVMTrader is DVMVault {
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using SafeMath for uint256;
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// ============ Modifiers ============
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modifier isBuyAllow(address trader) {
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require(!_BUYING_CLOSE_ && _TRADE_PERMISSION_.isAllowed(trader), "TRADER_BUY_NOT_ALLOWED");
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_;
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}
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modifier isSellAllow(address trader) {
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require(
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!_SELLING_CLOSE_ && _TRADE_PERMISSION_.isAllowed(trader),
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"TRADER_SELL_NOT_ALLOWED"
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);
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_;
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}
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modifier limitGasPrice() {
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require(tx.gasprice <= _GAS_PRICE_LIMIT_.get(), "GAS_PRICE_EXCEED");
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_;
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}
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// ============ Execute ============
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function sellBase(address to)
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external
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preventReentrant
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@@ -24,14 +47,12 @@ contract DVMTrader is DVMStorage {
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isSellAllow(to)
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returns (uint256 receiveQuoteAmount)
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{
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uint256 baseInput = _VAULT_.getBaseInput();
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uint256 baseInput = getBaseInput();
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uint256 mtFee;
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(receiveQuoteAmount, mtFee) = querySellBase(to, baseInput);
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_VAULT_.transferQuoteOut(to, receiveQuoteAmount);
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if (mtFee > 0) {
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_VAULT_.transferQuoteOut(_MAINTAINER_, mtFee);
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}
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_VAULT_.sync();
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(receiveQuoteAmount, mtFee) = querySellBase(tx.origin, baseInput);
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_transferQuoteOut(to, receiveQuoteAmount);
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_transferQuoteOut(_MAINTAINER_, mtFee);
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_sync();
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return receiveQuoteAmount;
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}
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@@ -42,31 +63,31 @@ contract DVMTrader is DVMStorage {
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isBuyAllow(to)
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returns (uint256 receiveBaseAmount)
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{
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uint256 quoteInput = _VAULT_.getQuoteInput();
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uint256 quoteInput = getQuoteInput();
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uint256 mtFee;
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(receiveBaseAmount, mtFee) = querySellQuote(to, quoteInput);
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_VAULT_.transferBaseOut(to, receiveBaseAmount);
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if (mtFee > 0) {
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_VAULT_.transferBaseOut(_MAINTAINER_, mtFee);
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}
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_VAULT_.sync();
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(receiveBaseAmount, mtFee) = querySellQuote(tx.origin, quoteInput);
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_transferBaseOut(to, receiveBaseAmount);
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_transferBaseOut(_MAINTAINER_, mtFee);
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_sync();
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return receiveBaseAmount;
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}
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// 这是一个试验性质的函数
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// 没有走标准库,需要仔细考虑下
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function flashLoan(
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uint256 baseAmount,
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uint256 quoteAmount,
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address assetTo,
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bytes calldata data
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) external preventReentrant {
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_VAULT_.transferBaseOut(assetTo, baseAmount);
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_VAULT_.transferQuoteOut(assetTo, quoteAmount);
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_transferBaseOut(assetTo, baseAmount);
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_transferQuoteOut(assetTo, quoteAmount);
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if (data.length > 0)
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IDODOCallee(assetTo).DVMFlashLoanCall(msg.sender, baseAmount, quoteAmount, data);
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(uint256 baseReserve, uint256 quoteReserve) = _VAULT_.getVaultReserve();
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(uint256 baseBalance, uint256 quoteBalance) = _VAULT_.getVaultBalance();
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(uint256 baseReserve, uint256 quoteReserve) = getVaultReserve();
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(uint256 baseBalance, uint256 quoteBalance) = getVaultBalance();
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uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(assetTo);
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uint256 lpFeeRate = _LP_FEE_RATE_MODEL_.getFeeRate(assetTo);
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@@ -76,7 +97,7 @@ contract DVMTrader is DVMStorage {
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DecimalMath.ONE.sub(mtFeeRate).sub(lpFeeRate)
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);
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baseBalance = baseReserve.sub(validBaseOut);
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_VAULT_.transferBaseOut(_MAINTAINER_, DecimalMath.mulCeil(validBaseOut, mtFeeRate));
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_transferBaseOut(_MAINTAINER_, DecimalMath.mulCeil(validBaseOut, mtFeeRate));
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}
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if (quoteBalance < quoteReserve) {
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uint256 validQuoteOut = DecimalMath.divCeil(
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@@ -84,7 +105,7 @@ contract DVMTrader is DVMStorage {
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DecimalMath.ONE.sub(mtFeeRate).sub(lpFeeRate)
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);
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quoteBalance = quoteReserve.sub(validQuoteOut);
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_VAULT_.transferQuoteOut(_MAINTAINER_, DecimalMath.mulCeil(validQuoteOut, mtFeeRate));
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_transferQuoteOut(_MAINTAINER_, DecimalMath.mulCeil(validQuoteOut, mtFeeRate));
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}
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require(
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@@ -92,7 +113,7 @@ contract DVMTrader is DVMStorage {
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"FLASH_LOAN_FAILED"
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);
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_VAULT_.sync();
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_sync();
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}
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function querySellBase(address trader, uint256 payBaseAmount)
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@@ -100,17 +121,15 @@ contract DVMTrader is DVMStorage {
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view
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returns (uint256 receiveQuoteAmount, uint256 mtFee)
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{
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(uint256 baseReserve, uint256 quoteReserve) = _VAULT_.getVaultReserve();
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uint256 B0 = calculateBase0(baseReserve, quoteReserve);
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uint256 B1 = baseReserve.add(payBaseAmount);
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require(B0 >= B1, "DODO_BASE_BALANCE_NOT_ENOUGH");
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uint256 Q = DODOMath._GeneralIntegrate(B0, B1, baseReserve, _I_, _K_);
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(receiveQuoteAmount, ) = PMMPricing.sellBaseToken(getPMMState(), payBaseAmount);
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uint256 lpFeeRate = _LP_FEE_RATE_MODEL_.getFeeRate(trader);
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uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(trader);
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mtFee = DecimalMath.mulCeil(Q, mtFeeRate);
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receiveQuoteAmount = Q.sub(mtFee).sub(DecimalMath.mulCeil(Q, lpFeeRate));
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mtFee = DecimalMath.mulCeil(receiveQuoteAmount, mtFeeRate);
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receiveQuoteAmount = DecimalMath.mulFloor(
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receiveQuoteAmount,
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DecimalMath.ONE.sub(mtFeeRate).sub(lpFeeRate)
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);
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return (receiveQuoteAmount, mtFee);
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}
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@@ -120,78 +139,96 @@ contract DVMTrader is DVMStorage {
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view
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returns (uint256 receiveBaseAmount, uint256 mtFee)
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{
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(uint256 baseReserve, uint256 quoteReserve) = _VAULT_.getVaultReserve();
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uint256 B0 = calculateBase0(baseReserve, quoteReserve);
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(receiveBaseAmount, ) = PMMPricing.sellQuoteToken(getPMMState(), payQuoteAmount);
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uint256 fairAmount = DecimalMath.divFloor(payQuoteAmount, _I_);
|
||||
uint256 deltaBase = DODOMath._SolveQuadraticFunctionForTrade(
|
||||
B0,
|
||||
baseReserve,
|
||||
fairAmount,
|
||||
false,
|
||||
_K_
|
||||
);
|
||||
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);
|
||||
}
|
||||
|
||||
// 这是一个仅供查询的合约,所有交易都是基于先给input,再输出output的
|
||||
// 所以想要买10ETH,这个函数可以给你一个大概的成本,你用这个成本输入,最后能否得到10ETH是要看情况的
|
||||
function queryBuyBase(address trader, uint256 receiveBaseAmount)
|
||||
public
|
||||
view
|
||||
returns (uint256 payQuoteAmount)
|
||||
{
|
||||
uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(trader);
|
||||
uint256 lpFeeRate = _LP_FEE_RATE_MODEL_.getFeeRate(trader);
|
||||
uint256 validReceiveBaseAmount = DecimalMath.divCeil(
|
||||
mtFee = DecimalMath.mulCeil(receiveBaseAmount, mtFeeRate);
|
||||
receiveBaseAmount = DecimalMath.mulFloor(
|
||||
receiveBaseAmount,
|
||||
DecimalMath.ONE.sub(mtFeeRate).sub(lpFeeRate)
|
||||
);
|
||||
(uint256 baseReserve, uint256 quoteReserve) = _VAULT_.getVaultReserve();
|
||||
require(baseReserve > validReceiveBaseAmount, "DODO_BASE_BALANCE_NOT_ENOUGH");
|
||||
|
||||
uint256 B0 = calculateBase0(baseReserve, quoteReserve);
|
||||
uint256 B2 = baseReserve.sub(validReceiveBaseAmount);
|
||||
payQuoteAmount = DODOMath._GeneralIntegrate(B0, baseReserve, B2, _I_, _K_);
|
||||
return payQuoteAmount;
|
||||
return (receiveBaseAmount, mtFee);
|
||||
}
|
||||
|
||||
function queryBuyQuote(address trader, uint256 receiveQuoteAmount)
|
||||
public
|
||||
view
|
||||
returns (uint256 payBaseAmount)
|
||||
{
|
||||
uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(trader);
|
||||
uint256 lpFeeRate = _LP_FEE_RATE_MODEL_.getFeeRate(trader);
|
||||
uint256 validReceiveQuoteAmount = DecimalMath.divCeil(
|
||||
receiveQuoteAmount,
|
||||
DecimalMath.ONE.sub(mtFeeRate).sub(lpFeeRate)
|
||||
);
|
||||
(uint256 baseReserve, uint256 quoteReserve) = _VAULT_.getVaultReserve();
|
||||
require(quoteReserve > validReceiveQuoteAmount, "DODO_QUOTE_BALANCE_NOT_ENOUGH");
|
||||
// // 这是一个仅供查询的合约,所有交易都是基于先给input,再输出output的
|
||||
// // 所以想要买10ETH,这个函数可以给你一个大概的成本,你用这个成本输入,最后能否得到10ETH是要看情况的
|
||||
// function queryBuyBase(address trader, uint256 receiveBaseAmount)
|
||||
// public
|
||||
// view
|
||||
// returns (uint256 payQuoteAmount)
|
||||
// {
|
||||
// uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(trader);
|
||||
// uint256 lpFeeRate = _LP_FEE_RATE_MODEL_.getFeeRate(trader);
|
||||
// uint256 validReceiveBaseAmount = DecimalMath.divCeil(
|
||||
// receiveBaseAmount,
|
||||
// DecimalMath.ONE.sub(mtFeeRate).sub(lpFeeRate)
|
||||
// );
|
||||
// (uint256 baseReserve, uint256 quoteReserve) = getVaultReserve();
|
||||
// require(baseReserve > validReceiveBaseAmount, "DODO_BASE_BALANCE_NOT_ENOUGH");
|
||||
|
||||
uint256 B0 = calculateBase0(baseReserve, quoteReserve);
|
||||
uint256 fairAmount = DecimalMath.divFloor(validReceiveQuoteAmount, _I_);
|
||||
payBaseAmount = DODOMath._SolveQuadraticFunctionForTrade(
|
||||
B0,
|
||||
baseReserve,
|
||||
fairAmount,
|
||||
true,
|
||||
_K_
|
||||
);
|
||||
return payBaseAmount;
|
||||
}
|
||||
// uint256 B0 = calculateBase0(baseReserve, quoteReserve);
|
||||
// uint256 B2 = baseReserve.sub(validReceiveBaseAmount);
|
||||
// payQuoteAmount = DODOMath._GeneralIntegrate(B0, baseReserve, B2, _I_, _K_);
|
||||
// return payQuoteAmount;
|
||||
// }
|
||||
|
||||
// function queryBuyQuote(address trader, uint256 receiveQuoteAmount)
|
||||
// public
|
||||
// view
|
||||
// returns (uint256 payBaseAmount)
|
||||
// {
|
||||
// uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(trader);
|
||||
// uint256 lpFeeRate = _LP_FEE_RATE_MODEL_.getFeeRate(trader);
|
||||
// uint256 validReceiveQuoteAmount = DecimalMath.divCeil(
|
||||
// receiveQuoteAmount,
|
||||
// DecimalMath.ONE.sub(mtFeeRate).sub(lpFeeRate)
|
||||
// );
|
||||
// (uint256 baseReserve, uint256 quoteReserve) = getVaultReserve();
|
||||
// require(quoteReserve > validReceiveQuoteAmount, "DODO_QUOTE_BALANCE_NOT_ENOUGH");
|
||||
|
||||
// uint256 B0 = calculateBase0(baseReserve, quoteReserve);
|
||||
// uint256 fairAmount = DecimalMath.divFloor(validReceiveQuoteAmount, _I_);
|
||||
// payBaseAmount = DODOMath._SolveQuadraticFunctionForTrade(
|
||||
// B0,
|
||||
// baseReserve,
|
||||
// fairAmount,
|
||||
// true,
|
||||
// _K_
|
||||
// );
|
||||
// return payBaseAmount;
|
||||
// }
|
||||
|
||||
function getMidPrice() public view returns (uint256 midPrice) {
|
||||
(uint256 baseReserve, uint256 quoteReserve) = _VAULT_.getVaultReserve();
|
||||
(uint256 baseReserve, uint256 quoteReserve) = getVaultReserve();
|
||||
uint256 B0 = calculateBase0(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);
|
||||
}
|
||||
|
||||
// ============ Helper Functions ============
|
||||
|
||||
function getPMMState() public view returns (PMMState memory state) {
|
||||
state.i = _I_;
|
||||
state.K = _K_;
|
||||
state.B = _BASE_RESERVE_;
|
||||
state.Q = _QUOTE_RESERVE_;
|
||||
state.B0 = calculateBase0(state.B, state.Q);
|
||||
state.Q0 = 0;
|
||||
state.R = RState.ABOVE_ONE;
|
||||
return state;
|
||||
}
|
||||
|
||||
function calculateBase0(uint256 baseAmount, uint256 quoteAmount) public view returns (uint256) {
|
||||
uint256 fairAmount = DecimalMath.divFloor(quoteAmount, _I_);
|
||||
return DODOMath._SolveQuadraticFunctionForTarget(baseAmount, _K_, fairAmount);
|
||||
}
|
||||
|
||||
function getBase0() public view returns (uint256) {
|
||||
(uint256 baseAmount, uint256 quoteAmount) = getVaultReserve();
|
||||
uint256 fairAmount = DecimalMath.divFloor(quoteAmount, _I_);
|
||||
return DODOMath._SolveQuadraticFunctionForTarget(baseAmount, _K_, fairAmount);
|
||||
}
|
||||
}
|
||||
|
||||
@@ -12,27 +12,12 @@ import {IERC20} from "../../intf/IERC20.sol";
|
||||
import {SafeMath} from "../../lib/SafeMath.sol";
|
||||
import {DecimalMath} from "../../lib/DecimalMath.sol";
|
||||
import {SafeERC20} from "../../lib/SafeERC20.sol";
|
||||
import {Ownable} from "../../lib/Ownable.sol";
|
||||
import {InitializableOwnable} from "../../lib/InitializableOwnable.sol";
|
||||
import {DVMStorage} from "./DVMStorage.sol";
|
||||
|
||||
contract DVMVault is InitializableOwnable {
|
||||
contract DVMVault is DVMStorage {
|
||||
using SafeMath for uint256;
|
||||
using SafeERC20 for IERC20;
|
||||
|
||||
address public _BASE_TOKEN_;
|
||||
address public _QUOTE_TOKEN_;
|
||||
|
||||
uint256 public _BASE_RESERVE_;
|
||||
uint256 public _QUOTE_RESERVE_;
|
||||
|
||||
string public symbol;
|
||||
uint256 public decimals;
|
||||
string public name;
|
||||
|
||||
uint256 public totalSupply;
|
||||
mapping(address => uint256) internal _SHARES_;
|
||||
mapping(address => mapping(address => uint256)) internal _ALLOWED_;
|
||||
|
||||
// ============ Events ============
|
||||
|
||||
event Transfer(address indexed from, address indexed to, uint256 amount);
|
||||
@@ -43,40 +28,10 @@ contract DVMVault is InitializableOwnable {
|
||||
|
||||
event Burn(address indexed user, uint256 value);
|
||||
|
||||
// init functions
|
||||
function init(
|
||||
address owner,
|
||||
address _baseToken,
|
||||
address _quoteToken
|
||||
) public notInitialized {
|
||||
initOwner(owner);
|
||||
string memory connect = "_";
|
||||
string memory suffix = "DLP";
|
||||
string memory uid = string(abi.encodePacked(address(this)));
|
||||
name = string(
|
||||
abi.encodePacked(
|
||||
suffix,
|
||||
connect,
|
||||
IERC20(_baseToken).symbol(),
|
||||
connect,
|
||||
IERC20(_quoteToken).symbol(),
|
||||
connect,
|
||||
uid
|
||||
)
|
||||
);
|
||||
symbol = "DLP";
|
||||
decimals = IERC20(_baseToken).decimals();
|
||||
_BASE_TOKEN_ = _baseToken;
|
||||
_QUOTE_TOKEN_ = _quoteToken;
|
||||
}
|
||||
|
||||
// Vault related
|
||||
|
||||
function getVaultBalance() public view returns (uint256 baseBalance, uint256 quoteBalance) {
|
||||
return (
|
||||
IERC20(_BASE_TOKEN_).balanceOf(address(this)),
|
||||
IERC20(_QUOTE_TOKEN_).balanceOf(address(this))
|
||||
);
|
||||
return (_BASE_TOKEN_.balanceOf(address(this)), _QUOTE_TOKEN_.balanceOf(address(this)));
|
||||
}
|
||||
|
||||
function getVaultReserve() public view returns (uint256 baseReserve, uint256 quoteReserve) {
|
||||
@@ -84,22 +39,22 @@ contract DVMVault is InitializableOwnable {
|
||||
}
|
||||
|
||||
function getBaseBalance() public view returns (uint256 baseBalance) {
|
||||
return IERC20(_BASE_TOKEN_).balanceOf(address(this));
|
||||
return _BASE_TOKEN_.balanceOf(address(this));
|
||||
}
|
||||
|
||||
function getQuoteBalance() public view returns (uint256 quoteBalance) {
|
||||
return IERC20(_QUOTE_TOKEN_).balanceOf(address(this));
|
||||
return _QUOTE_TOKEN_.balanceOf(address(this));
|
||||
}
|
||||
|
||||
function getBaseInput() public view returns (uint256 input) {
|
||||
return IERC20(_BASE_TOKEN_).balanceOf(address(this)).sub(_BASE_RESERVE_);
|
||||
return _BASE_TOKEN_.balanceOf(address(this)).sub(_BASE_RESERVE_);
|
||||
}
|
||||
|
||||
function getQuoteInput() public view returns (uint256 input) {
|
||||
return IERC20(_QUOTE_TOKEN_).balanceOf(address(this)).sub(_QUOTE_RESERVE_);
|
||||
return _QUOTE_TOKEN_.balanceOf(address(this)).sub(_QUOTE_RESERVE_);
|
||||
}
|
||||
|
||||
function sync() public onlyOwner {
|
||||
function _sync() internal {
|
||||
(uint256 baseBalance, uint256 quoteBalance) = getVaultBalance();
|
||||
if (baseBalance != _BASE_RESERVE_) {
|
||||
_BASE_RESERVE_ = baseBalance;
|
||||
@@ -109,15 +64,15 @@ contract DVMVault is InitializableOwnable {
|
||||
}
|
||||
}
|
||||
|
||||
function transferBaseOut(address to, uint256 amount) public onlyOwner {
|
||||
function _transferBaseOut(address to, uint256 amount) internal {
|
||||
if (amount > 0) {
|
||||
IERC20(_BASE_TOKEN_).safeTransfer(to, amount);
|
||||
_BASE_TOKEN_.safeTransfer(to, amount);
|
||||
}
|
||||
}
|
||||
|
||||
function transferQuoteOut(address to, uint256 amount) public onlyOwner {
|
||||
function _transferQuoteOut(address to, uint256 amount) internal {
|
||||
if (amount > 0) {
|
||||
IERC20(_QUOTE_TOKEN_).safeTransfer(to, amount);
|
||||
_QUOTE_TOKEN_.safeTransfer(to, amount);
|
||||
}
|
||||
}
|
||||
|
||||
@@ -191,14 +146,14 @@ contract DVMVault is InitializableOwnable {
|
||||
return _ALLOWED_[owner][spender];
|
||||
}
|
||||
|
||||
function mint(address user, uint256 value) external onlyOwner {
|
||||
function _mint(address user, uint256 value) internal {
|
||||
_SHARES_[user] = _SHARES_[user].add(value);
|
||||
totalSupply = totalSupply.add(value);
|
||||
emit Mint(user, value);
|
||||
emit Transfer(address(0), user, value);
|
||||
}
|
||||
|
||||
function burn(address user, uint256 value) external onlyOwner {
|
||||
function _burn(address user, uint256 value) internal {
|
||||
_SHARES_[user] = _SHARES_[user].sub(value);
|
||||
totalSupply = totalSupply.sub(value);
|
||||
emit Burn(user, value);
|
||||
|
||||
Reference in New Issue
Block a user