/* Copyright 2020 DODO ZOO. SPDX-License-Identifier: Apache-2.0 */ pragma solidity 0.6.9; pragma experimental ABIEncoderV2; import {IDODOV1} from "../intf/IDODOV1.sol"; import {SafeMath} from "../../lib/SafeMath.sol"; import {DecimalMath} from "../../lib/DecimalMath.sol"; // import {DODOMath} from "../lib/DODOMath.sol"; interface IDODOSellHelper { function querySellQuoteToken(address dodo, uint256 amount) external view returns (uint256); function querySellBaseToken(address dodo, uint256 amount) external view returns (uint256); } library DODOMath { using SafeMath for uint256; /* Integrate dodo curve fron V1 to V2 require V0>=V1>=V2>0 res = (1-k)i(V1-V2)+ikV0*V0(1/V2-1/V1) let V1-V2=delta res = i*delta*(1-k+k(V0^2/V1/V2)) */ function _GeneralIntegrate( uint256 V0, uint256 V1, uint256 V2, uint256 i, uint256 k ) internal pure returns (uint256) { uint256 fairAmount = DecimalMath.mulFloor(i, V1.sub(V2)); // i*delta uint256 V0V0V1V2 = DecimalMath.divCeil(V0.mul(V0).div(V1), V2); uint256 penalty = DecimalMath.mulFloor(k, V0V0V1V2); // k(V0^2/V1/V2) return DecimalMath.mulFloor(fairAmount, DecimalMath.ONE.sub(k).add(penalty)); } /* The same with integration expression above, we have: i*deltaB = (Q2-Q1)*(1-k+kQ0^2/Q1/Q2) Given Q1 and deltaB, solve Q2 This is a quadratic function and the standard version is aQ2^2 + bQ2 + c = 0, where a=1-k -b=(1-k)Q1-kQ0^2/Q1+i*deltaB c=-kQ0^2 and Q2=(-b+sqrt(b^2+4(1-k)kQ0^2))/2(1-k) note: another root is negative, abondan if deltaBSig=true, then Q2>Q1 if deltaBSig=false, then Q2= kQ02Q1) { b = b.sub(kQ02Q1); minusbSig = true; } else { b = kQ02Q1.sub(b); minusbSig = false; } // calculate sqrt uint256 squareRoot = DecimalMath.mulFloor( DecimalMath.ONE.sub(k).mul(4), DecimalMath.mulFloor(k, Q0).mul(Q0) ); // 4(1-k)kQ0^2 squareRoot = b.mul(b).add(squareRoot).sqrt(); // sqrt(b*b+4(1-k)kQ0*Q0) // final res uint256 denominator = DecimalMath.ONE.sub(k).mul(2); // 2(1-k) uint256 numerator; if (minusbSig) { numerator = b.add(squareRoot); } else { numerator = squareRoot.sub(b); } if (deltaBSig) { return DecimalMath.divFloor(numerator, denominator); } else { return DecimalMath.divCeil(numerator, denominator); } } /* Start from the integration function i*deltaB = (Q2-Q1)*(1-k+kQ0^2/Q1/Q2) Assume Q2=Q0, Given Q1 and deltaB, solve Q0 let fairAmount = i*deltaB */ function _SolveQuadraticFunctionForTarget( uint256 V1, uint256 k, uint256 fairAmount ) internal pure returns (uint256 V0) { // V0 = V1+V1*(sqrt-1)/2k uint256 sqrt = DecimalMath.divCeil(DecimalMath.mulFloor(k, fairAmount).mul(4), V1); sqrt = sqrt.add(DecimalMath.ONE).mul(DecimalMath.ONE).sqrt(); uint256 premium = DecimalMath.divCeil(sqrt.sub(DecimalMath.ONE), k.mul(2)); // V0 is greater than or equal to V1 according to the solution return DecimalMath.mulFloor(V1, DecimalMath.ONE.add(premium)); } } contract DODOSellHelper { using SafeMath for uint256; enum RStatus {ONE, ABOVE_ONE, BELOW_ONE} uint256 constant ONE = 10**18; struct DODOState { uint256 oraclePrice; uint256 K; uint256 B; uint256 Q; uint256 baseTarget; uint256 quoteTarget; RStatus rStatus; } function querySellBaseToken(address dodo, uint256 amount) public view returns (uint256) { return IDODOV1(dodo).querySellBaseToken(amount); } function querySellQuoteToken(address dodo, uint256 amount) public view returns (uint256) { DODOState memory state; (state.baseTarget, state.quoteTarget) = IDODOV1(dodo).getExpectedTarget(); state.rStatus = RStatus(IDODOV1(dodo)._R_STATUS_()); state.oraclePrice = IDODOV1(dodo).getOraclePrice(); state.Q = IDODOV1(dodo)._QUOTE_BALANCE_(); state.B = IDODOV1(dodo)._BASE_BALANCE_(); state.K = IDODOV1(dodo)._K_(); uint256 boughtAmount; // Determine the status (RStatus) and calculate the amount // based on the state if (state.rStatus == RStatus.ONE) { boughtAmount = _ROneSellQuoteToken(amount, state); } else if (state.rStatus == RStatus.ABOVE_ONE) { boughtAmount = _RAboveSellQuoteToken(amount, state); } else { uint256 backOneBase = state.B.sub(state.baseTarget); uint256 backOneQuote = state.quoteTarget.sub(state.Q); if (amount <= backOneQuote) { boughtAmount = _RBelowSellQuoteToken(amount, state); } else { boughtAmount = backOneBase.add( _ROneSellQuoteToken(amount.sub(backOneQuote), state) ); } } // Calculate fees return DecimalMath.divFloor( boughtAmount, DecimalMath.ONE.add(IDODOV1(dodo)._MT_FEE_RATE_()).add( IDODOV1(dodo)._LP_FEE_RATE_() ) ); } function _ROneSellQuoteToken(uint256 amount, DODOState memory state) internal pure returns (uint256 receiveBaseToken) { uint256 i = DecimalMath.divFloor(ONE, state.oraclePrice); uint256 B2 = DODOMath._SolveQuadraticFunctionForTrade( state.baseTarget, state.baseTarget, DecimalMath.mulFloor(i, amount), false, state.K ); return state.baseTarget.sub(B2); } function _RAboveSellQuoteToken(uint256 amount, DODOState memory state) internal pure returns (uint256 receieBaseToken) { uint256 i = DecimalMath.divFloor(ONE, state.oraclePrice); uint256 B2 = DODOMath._SolveQuadraticFunctionForTrade( state.baseTarget, state.B, DecimalMath.mulFloor(i, amount), false, state.K ); return state.B.sub(B2); } function _RBelowSellQuoteToken(uint256 amount, DODOState memory state) internal pure returns (uint256 receiveBaseToken) { uint256 Q1 = state.Q.add(amount); uint256 i = DecimalMath.divFloor(ONE, state.oraclePrice); return DODOMath._GeneralIntegrate(state.quoteTarget, Q1, state.Q, i, state.K); } }