163 lines
4.5 KiB
Solidity
163 lines
4.5 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 {DPPVault} from "./DPPVault.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 {RState, PMMState, PMMPricing} from "../../lib/PMMPricing.sol";
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contract DPPTrader is DPPVault {
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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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// ============ Trade Functions ============
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// todo 看看怎么能加上flash loan
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function sellBase(address to)
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external
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preventReentrant
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limitGasPrice
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isSellAllow(to)
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returns (uint256 receiveQuoteAmount)
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{
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uint256 baseInput = getBaseInput();
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uint256 mtFee;
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uint256 newBaseTarget;
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RState newRState;
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(receiveQuoteAmount, mtFee, newRState, newBaseTarget) = querySellBase(tx.origin, baseInput);
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_transferQuoteOut(to, receiveQuoteAmount);
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_transferQuoteOut(_MAINTAINER_, mtFee);
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// update TARGET
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if (_RState_ != newRState) {
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_RState_ = newRState;
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_BASE_TARGET_ = newBaseTarget;
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}
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_syncReserve();
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return receiveQuoteAmount;
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}
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function sellQuote(address to)
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external
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preventReentrant
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limitGasPrice
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isBuyAllow(to)
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returns (uint256 receiveBaseAmount)
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{
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uint256 quoteInput = getQuoteInput();
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uint256 mtFee;
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uint256 newQuoteTarget;
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RState newRState;
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(receiveBaseAmount, mtFee, newRState, newQuoteTarget) = querySellBase(
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tx.origin,
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quoteInput
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);
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_transferBaseOut(to, receiveBaseAmount);
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_transferBaseOut(_MAINTAINER_, mtFee);
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// update TARGET
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if (_RState_ != newRState) {
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_RState_ = newRState;
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_QUOTE_TARGET_ = newQuoteTarget;
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}
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_syncReserve();
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return receiveBaseAmount;
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}
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// ============ Query Functions ============
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function querySellBase(address trader, uint256 payBaseAmount)
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public
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view
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returns (
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uint256 receiveQuoteAmount,
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uint256 mtFee,
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RState newRState,
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uint256 newBaseTarget
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)
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{
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PMMState memory state = getPMMState();
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(receiveQuoteAmount, newRState) = PMMPricing.sellBaseToken(state, 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(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, newRState, state.B0);
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}
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function querySellQuote(address trader, uint256 payQuoteAmount)
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public
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view
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returns (
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uint256 receiveBaseAmount,
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uint256 mtFee,
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RState newRState,
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uint256 newQuoteTarget
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)
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{
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PMMState memory state = getPMMState();
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(receiveBaseAmount, newRState) = PMMPricing.sellQuoteToken(state, payQuoteAmount);
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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(receiveBaseAmount, mtFeeRate);
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receiveBaseAmount = DecimalMath.mulFloor(
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receiveBaseAmount,
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DecimalMath.ONE.sub(mtFeeRate).sub(lpFeeRate)
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);
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return (receiveBaseAmount, mtFee, newRState, state.Q0);
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}
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// ============ Helper Functions ============
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function getPMMState() public view returns (PMMState memory state) {
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state.i = _I_.get();
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state.K = _K_.get();
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state.B = _BASE_RESERVE_;
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state.Q = _QUOTE_RESERVE_;
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state.B0 = _BASE_TARGET_;
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state.Q0 = _QUOTE_TARGET_;
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state.R = _RState_;
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PMMPricing.adjustedTarget(state);
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return state;
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}
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}
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