refactor DPP & DVM
This commit is contained in:
mingda
@@ -8,15 +8,38 @@
|
||||
pragma solidity 0.6.9;
|
||||
pragma experimental ABIEncoderV2;
|
||||
|
||||
import {DVMStorage} from "./DVMStorage.sol";
|
||||
import {DVMVault} from "./DVMVault.sol";
|
||||
import {SafeMath} from "../../lib/SafeMath.sol";
|
||||
import {DecimalMath} from "../../lib/DecimalMath.sol";
|
||||
import {DODOMath} from "../../lib/DODOMath.sol";
|
||||
import {IDODOCallee} from "../../intf/IDODOCallee.sol";
|
||||
import {RState, PMMState, PMMPricing} from "../../lib/PMMPricing.sol";
|
||||
|
||||
contract DVMTrader is DVMStorage {
|
||||
contract DVMTrader is DVMVault {
|
||||
using SafeMath for uint256;
|
||||
|
||||
// ============ Modifiers ============
|
||||
|
||||
modifier isBuyAllow(address trader) {
|
||||
require(!_BUYING_CLOSE_ && _TRADE_PERMISSION_.isAllowed(trader), "TRADER_BUY_NOT_ALLOWED");
|
||||
_;
|
||||
}
|
||||
|
||||
modifier isSellAllow(address trader) {
|
||||
require(
|
||||
!_SELLING_CLOSE_ && _TRADE_PERMISSION_.isAllowed(trader),
|
||||
"TRADER_SELL_NOT_ALLOWED"
|
||||
);
|
||||
_;
|
||||
}
|
||||
|
||||
modifier limitGasPrice() {
|
||||
require(tx.gasprice <= _GAS_PRICE_LIMIT_.get(), "GAS_PRICE_EXCEED");
|
||||
_;
|
||||
}
|
||||
|
||||
// ============ Execute ============
|
||||
|
||||
function sellBase(address to)
|
||||
external
|
||||
preventReentrant
|
||||
@@ -24,14 +47,12 @@ contract DVMTrader is DVMStorage {
|
||||
isSellAllow(to)
|
||||
returns (uint256 receiveQuoteAmount)
|
||||
{
|
||||
uint256 baseInput = _VAULT_.getBaseInput();
|
||||
uint256 baseInput = getBaseInput();
|
||||
uint256 mtFee;
|
||||
(receiveQuoteAmount, mtFee) = querySellBase(to, baseInput);
|
||||
_VAULT_.transferQuoteOut(to, receiveQuoteAmount);
|
||||
if (mtFee > 0) {
|
||||
_VAULT_.transferQuoteOut(_MAINTAINER_, mtFee);
|
||||
}
|
||||
_VAULT_.sync();
|
||||
(receiveQuoteAmount, mtFee) = querySellBase(tx.origin, baseInput);
|
||||
_transferQuoteOut(to, receiveQuoteAmount);
|
||||
_transferQuoteOut(_MAINTAINER_, mtFee);
|
||||
_sync();
|
||||
return receiveQuoteAmount;
|
||||
}
|
||||
|
||||
@@ -42,31 +63,31 @@ contract DVMTrader is DVMStorage {
|
||||
isBuyAllow(to)
|
||||
returns (uint256 receiveBaseAmount)
|
||||
{
|
||||
uint256 quoteInput = _VAULT_.getQuoteInput();
|
||||
uint256 quoteInput = getQuoteInput();
|
||||
uint256 mtFee;
|
||||
(receiveBaseAmount, mtFee) = querySellQuote(to, quoteInput);
|
||||
_VAULT_.transferBaseOut(to, receiveBaseAmount);
|
||||
if (mtFee > 0) {
|
||||
_VAULT_.transferBaseOut(_MAINTAINER_, mtFee);
|
||||
}
|
||||
_VAULT_.sync();
|
||||
(receiveBaseAmount, mtFee) = querySellQuote(tx.origin, quoteInput);
|
||||
_transferBaseOut(to, receiveBaseAmount);
|
||||
_transferBaseOut(_MAINTAINER_, mtFee);
|
||||
_sync();
|
||||
return receiveBaseAmount;
|
||||
}
|
||||
|
||||
// 这是一个试验性质的函数
|
||||
// 没有走标准库，需要仔细考虑下
|
||||
function flashLoan(
|
||||
uint256 baseAmount,
|
||||
uint256 quoteAmount,
|
||||
address assetTo,
|
||||
bytes calldata data
|
||||
) external preventReentrant {
|
||||
_VAULT_.transferBaseOut(assetTo, baseAmount);
|
||||
_VAULT_.transferQuoteOut(assetTo, quoteAmount);
|
||||
_transferBaseOut(assetTo, baseAmount);
|
||||
_transferQuoteOut(assetTo, quoteAmount);
|
||||
|
||||
if (data.length > 0)
|
||||
IDODOCallee(assetTo).DVMFlashLoanCall(msg.sender, baseAmount, quoteAmount, data);
|
||||
|
||||
(uint256 baseReserve, uint256 quoteReserve) = _VAULT_.getVaultReserve();
|
||||
(uint256 baseBalance, uint256 quoteBalance) = _VAULT_.getVaultBalance();
|
||||
(uint256 baseReserve, uint256 quoteReserve) = getVaultReserve();
|
||||
(uint256 baseBalance, uint256 quoteBalance) = getVaultBalance();
|
||||
|
||||
uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(assetTo);
|
||||
uint256 lpFeeRate = _LP_FEE_RATE_MODEL_.getFeeRate(assetTo);
|
||||
@@ -76,7 +97,7 @@ contract DVMTrader is DVMStorage {
|
||||
DecimalMath.ONE.sub(mtFeeRate).sub(lpFeeRate)
|
||||
);
|
||||
baseBalance = baseReserve.sub(validBaseOut);
|
||||
_VAULT_.transferBaseOut(_MAINTAINER_, DecimalMath.mulCeil(validBaseOut, mtFeeRate));
|
||||
_transferBaseOut(_MAINTAINER_, DecimalMath.mulCeil(validBaseOut, mtFeeRate));
|
||||
}
|
||||
if (quoteBalance < quoteReserve) {
|
||||
uint256 validQuoteOut = DecimalMath.divCeil(
|
||||
@@ -84,7 +105,7 @@ contract DVMTrader is DVMStorage {
|
||||
DecimalMath.ONE.sub(mtFeeRate).sub(lpFeeRate)
|
||||
);
|
||||
quoteBalance = quoteReserve.sub(validQuoteOut);
|
||||
_VAULT_.transferQuoteOut(_MAINTAINER_, DecimalMath.mulCeil(validQuoteOut, mtFeeRate));
|
||||
_transferQuoteOut(_MAINTAINER_, DecimalMath.mulCeil(validQuoteOut, mtFeeRate));
|
||||
}
|
||||
|
||||
require(
|
||||
@@ -92,7 +113,7 @@ contract DVMTrader is DVMStorage {
|
||||
"FLASH_LOAN_FAILED"
|
||||
);
|
||||
|
||||
_VAULT_.sync();
|
||||
_sync();
|
||||
}
|
||||
|
||||
function querySellBase(address trader, uint256 payBaseAmount)
|
||||
@@ -100,17 +121,15 @@ contract DVMTrader is DVMStorage {
|
||||
view
|
||||
returns (uint256 receiveQuoteAmount, uint256 mtFee)
|
||||
{
|
||||
(uint256 baseReserve, uint256 quoteReserve) = _VAULT_.getVaultReserve();
|
||||
uint256 B0 = calculateBase0(baseReserve, quoteReserve);
|
||||
|
||||
uint256 B1 = baseReserve.add(payBaseAmount);
|
||||
require(B0 >= B1, "DODO_BASE_BALANCE_NOT_ENOUGH");
|
||||
uint256 Q = DODOMath._GeneralIntegrate(B0, B1, baseReserve, _I_, _K_);
|
||||
(receiveQuoteAmount, ) = PMMPricing.sellBaseToken(getPMMState(), payBaseAmount);
|
||||
|
||||
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));
|
||||
mtFee = DecimalMath.mulCeil(receiveQuoteAmount, mtFeeRate);
|
||||
receiveQuoteAmount = DecimalMath.mulFloor(
|
||||
receiveQuoteAmount,
|
||||
DecimalMath.ONE.sub(mtFeeRate).sub(lpFeeRate)
|
||||
);
|
||||
|
||||
return (receiveQuoteAmount, mtFee);
|
||||
}
|
||||
@@ -120,78 +139,96 @@ contract DVMTrader is DVMStorage {
|
||||
view
|
||||
returns (uint256 receiveBaseAmount, uint256 mtFee)
|
||||
{
|
||||
(uint256 baseReserve, uint256 quoteReserve) = _VAULT_.getVaultReserve();
|
||||
uint256 B0 = calculateBase0(baseReserve, quoteReserve);
|
||||
(receiveBaseAmount, ) = PMMPricing.sellQuoteToken(getPMMState(), payQuoteAmount);
|
||||
|
||||
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);
|
||||
}
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user