91 lines
3.2 KiB
Solidity
91 lines
3.2 KiB
Solidity
/*
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Copyright 2020 DODO ZOO.
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SPDX-License-Identifier: Apache-2.0
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*/
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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 {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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contract DVMTrader is DVMStorage {
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using SafeMath for uint256;
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function sellBase(address to) external returns (uint256 receiveQuoteAmount) {
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uint256 baseInput = _VAULT_.getBaseInput();
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uint256 mtFee;
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(receiveQuoteAmount, mtFee) = querySellBase(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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return receiveQuoteAmount;
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}
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function sellQuote(address to) external returns (uint256 receiveBaseAmount) {
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uint256 quoteInput = _VAULT_.getQuoteInput();
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uint256 mtFee;
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(receiveBaseAmount, mtFee) = querySellQuote(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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return receiveBaseAmount;
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}
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function querySellBase(uint256 payBaseAmount)
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public
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view
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returns (uint256 receiveQuoteAmount, uint256 mtFee)
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{
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uint256 B0 = getBase0();
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uint256 B2 = _VAULT_._BASE_RESERVE_();
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uint256 B1 = B2.add(payBaseAmount);
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require(B0 >= B1, "DODO_BASE_BALANCE_NOT_ENOUGH");
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uint256 Q = DODOMath._GeneralIntegrate(B0, B1, B2, _I_, _K_);
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uint256 lpFeeRate = _LP_FEE_RATE_MODEL_.getFeeRate(Q);
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uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(Q);
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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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return (receiveQuoteAmount, mtFee);
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}
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function querySellQuote(uint256 payQuoteAmount)
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public
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view
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returns (uint256 receiveBaseAmount, uint256 mtFee)
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{
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uint256 B0 = getBase0();
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uint256 B1 = _VAULT_._BASE_RESERVE_();
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uint256 fairAmount = DecimalMath.divFloor(payQuoteAmount, _I_);
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uint256 newBaseReserve = DODOMath._SolveQuadraticFunctionForTrade(
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B0,
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B1,
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fairAmount,
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false,
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_K_
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);
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uint256 deltaBase = B1.sub(newBaseReserve);
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uint256 lpFeeRate = _LP_FEE_RATE_MODEL_.getFeeRate(payQuoteAmount);
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uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(payQuoteAmount);
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mtFee = DecimalMath.mulCeil(deltaBase, mtFeeRate);
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receiveBaseAmount = deltaBase.sub(mtFee).sub(DecimalMath.mulCeil(deltaBase, lpFeeRate));
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return (receiveBaseAmount, mtFee);
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}
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function getMidPrice() public view returns (uint256 midPrice) {
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uint256 B0 = getBase0();
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uint256 B1 = _VAULT_._BASE_RESERVE_();
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uint256 offsetRatio = DecimalMath.ONE.mul(B0).div(B1).mul(B0).div(B1);
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uint256 offset = DecimalMath.ONE.sub(_K_).add(DecimalMath.mulFloor(offsetRatio, _K_));
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return DecimalMath.mulFloor(_I_, offset);
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}
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}
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