fix dvm test context

This commit is contained in:
mingda
2020-11-20 18:58:35 +08:00
parent 7777750ff2
commit 047d7f1d94
82 changed files with 107 additions and 851293 deletions

View File

@@ -0,0 +1,65 @@
/*
Copyright 2020 DODO ZOO.
SPDX-License-Identifier: Apache-2.0
*/
pragma solidity 0.6.9;
pragma experimental ABIEncoderV2;
import {IFeeRateModel} from "../../intf/IFeeRateModel.sol";
import {IPermissionManager} from "../../lib/PermissionManager.sol";
import {IExternalValue} from "../../lib/ExternalValue.sol";
import {IERC20} from "../../intf/IERC20.sol";
import {DVMTrader} from "./DVMTrader.sol";
import {DVMFunding} from "./DVMFunding.sol";
import {DVMVault} from "./DVMVault.sol";
contract DVM is DVMTrader, DVMFunding {
function init(
address owner,
address maintainer,
address baseTokenAddress,
address quoteTokenAddress,
address lpFeeRateModel,
address mtFeeRateModel,
address tradePermissionManager,
address gasPriceSource,
uint256 i,
uint256 k
) external {
initOwner(owner);
_BASE_TOKEN_ = IERC20(baseTokenAddress);
_QUOTE_TOKEN_ = IERC20(quoteTokenAddress);
_LP_FEE_RATE_MODEL_ = IFeeRateModel(lpFeeRateModel);
_MT_FEE_RATE_MODEL_ = IFeeRateModel(mtFeeRateModel);
_TRADE_PERMISSION_ = IPermissionManager(tradePermissionManager);
_GAS_PRICE_LIMIT_ = IExternalValue(gasPriceSource);
_MAINTAINER_ = maintainer;
_I_ = i;
_K_ = k;
string memory connect = "_";
string memory suffix = "DLP";
string memory uid = string(abi.encodePacked(address(this)));
name = string(
abi.encodePacked(
suffix,
connect,
_BASE_TOKEN_.symbol(),
connect,
_QUOTE_TOKEN_.symbol(),
connect,
uid
)
);
symbol = "DLP";
decimals = _BASE_TOKEN_.decimals();
}
// ============ Version Control ============
function version() external pure returns (uint256) {
return 100; // 1.0.0
}
}

View File

@@ -0,0 +1,73 @@
/*
Copyright 2020 DODO ZOO.
SPDX-License-Identifier: Apache-2.0
*/
pragma solidity 0.6.9;
pragma experimental ABIEncoderV2;
import {DVMVault} from "./DVMVault.sol";
import {DecimalMath} from "../../lib/DecimalMath.sol";
import {IDODOCallee} from "../../intf/IDODOCallee.sol";
contract DVMFunding is DVMVault {
function buyShares(address to) external preventReentrant returns (uint256) {
uint256 baseInput = getBaseInput();
uint256 quoteInput = getQuoteInput();
require(baseInput > 0, "NO_BASE_INPUT");
uint256 baseReserve = _BASE_RESERVE_; // may save gas? 待确认
uint256 quoteReserve = _QUOTE_RESERVE_;
uint256 mintAmount;
// case 1. initial supply
if (baseReserve == 0 && quoteReserve == 0) {
mintAmount = baseInput;
}
// case 2. supply when quote reserve is 0
if (baseReserve > 0 && quoteReserve == 0) {
uint256 mintRatio = DecimalMath.divFloor(baseInput, baseReserve);
mintAmount = DecimalMath.mulFloor(totalSupply, mintRatio);
}
// case 3. normal case
if (baseReserve > 0 && quoteReserve > 0) {
uint256 baseInputRatio = DecimalMath.divFloor(baseInput, baseReserve);
uint256 quoteInputRatio = DecimalMath.divFloor(quoteInput, quoteReserve);
uint256 mintRatio = baseInputRatio > quoteInputRatio ? quoteInputRatio : baseInputRatio;
// 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
// 但有可能出现reserve>0但totalSupply=0的场景
uint256 totalShare = totalSupply;
if (totalShare > 0) {
mintAmount = DecimalMath.mulFloor(totalShare, mintRatio);
} else {
mintAmount = baseInput;
}
}
_mint(to, mintAmount);
_sync();
}
function sellShares(
address to,
uint256 shareAmount,
bytes calldata data
) external preventReentrant returns (uint256) {
require(_SHARES_[msg.sender] >= shareAmount, "SHARES_NOT_ENOUGH");
(uint256 baseBalance, uint256 quoteBalance) = getVaultBalance();
uint256 totalShares = totalSupply;
_burn(msg.sender, shareAmount);
uint256 baseAmount = baseBalance.mul(shareAmount).div(totalShares);
uint256 quoteAmount = quoteBalance.mul(shareAmount).div(totalShares);
_transferBaseOut(to, baseAmount);
_transferQuoteOut(to, quoteAmount);
_sync();
if (data.length > 0)
IDODOCallee(msg.sender).DVMSellShareCall(
to,
shareAmount,
baseAmount,
quoteAmount,
data
);
}
}

View File

@@ -0,0 +1,91 @@
/*
Copyright 2020 DODO ZOO.
SPDX-License-Identifier: Apache-2.0
*/
pragma solidity 0.6.9;
pragma experimental ABIEncoderV2;
import {InitializableOwnable} from "../../lib/InitializableOwnable.sol";
import {ReentrancyGuard} from "../../lib/ReentrancyGuard.sol";
import {SafeMath} from "../../lib/SafeMath.sol";
import {DODOMath} from "../../lib/DODOMath.sol";
import {DecimalMath} from "../../lib/DecimalMath.sol";
import {IPermissionManager} from "../../lib/PermissionManager.sol";
import {IExternalValue} from "../../lib/ExternalValue.sol";
import {IFeeRateModel} from "../../intf/IFeeRateModel.sol";
import {IERC20} from "../../intf/IERC20.sol";
contract DVMStorage is InitializableOwnable, ReentrancyGuard {
using SafeMath for uint256;
// ============ Variables for Control ============
IExternalValue public _GAS_PRICE_LIMIT_;
// ============ Advanced Controls ============
bool public _BUYING_CLOSE_;
bool public _SELLING_CLOSE_;
IPermissionManager public _TRADE_PERMISSION_;
// ============ Core Address ============
address public _MAINTAINER_; // collect maintainer fee
IERC20 public _BASE_TOKEN_;
IERC20 public _QUOTE_TOKEN_;
uint256 public _BASE_RESERVE_;
uint256 public _QUOTE_RESERVE_;
// ============ Shares ============
string public symbol;
uint256 public decimals;
string public name;
uint256 public totalSupply;
mapping(address => uint256) internal _SHARES_;
mapping(address => mapping(address => uint256)) internal _ALLOWED_;
// ============ Variables for Pricing ============
IFeeRateModel public _LP_FEE_RATE_MODEL_;
IFeeRateModel public _MT_FEE_RATE_MODEL_;
uint256 public _K_;
uint256 public _I_;
// ============ Setting Functions ============
function setLpFeeRateModel(address newLpFeeRateModel) external onlyOwner {
_LP_FEE_RATE_MODEL_ = IFeeRateModel(newLpFeeRateModel);
}
function setMtFeeRateModel(address newMtFeeRateModel) external onlyOwner {
_MT_FEE_RATE_MODEL_ = IFeeRateModel(newMtFeeRateModel);
}
function setTradePermissionManager(address newTradePermissionManager) external onlyOwner {
_TRADE_PERMISSION_ = IPermissionManager(newTradePermissionManager);
}
function setMaintainer(address newMaintainer) external onlyOwner {
_MAINTAINER_ = newMaintainer;
}
function setGasPriceSource(address newGasPriceLimitSource) external onlyOwner {
_GAS_PRICE_LIMIT_ = IExternalValue(newGasPriceLimitSource);
}
function setBuy(bool open) external onlyOwner {
_BUYING_CLOSE_ = !open;
}
function setSell(bool open) external onlyOwner {
_SELLING_CLOSE_ = !open;
}
}

View File

@@ -0,0 +1,234 @@
/*
Copyright 2020 DODO ZOO.
SPDX-License-Identifier: Apache-2.0
*/
pragma solidity 0.6.9;
pragma experimental ABIEncoderV2;
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 {PMMPricing} from "../../lib/PMMPricing.sol";
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
limitGasPrice
isSellAllow(to)
returns (uint256 receiveQuoteAmount)
{
uint256 baseInput = getBaseInput();
uint256 mtFee;
(receiveQuoteAmount, mtFee) = querySellBase(tx.origin, baseInput);
_transferQuoteOut(to, receiveQuoteAmount);
_transferQuoteOut(_MAINTAINER_, mtFee);
_sync();
return receiveQuoteAmount;
}
function sellQuote(address to)
external
preventReentrant
limitGasPrice
isBuyAllow(to)
returns (uint256 receiveBaseAmount)
{
uint256 quoteInput = getQuoteInput();
uint256 mtFee;
(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 {
_transferBaseOut(assetTo, baseAmount);
_transferQuoteOut(assetTo, quoteAmount);
if (data.length > 0)
IDODOCallee(assetTo).DVMFlashLoanCall(msg.sender, baseAmount, quoteAmount, data);
(uint256 baseReserve, uint256 quoteReserve) = getVaultReserve();
(uint256 baseBalance, uint256 quoteBalance) = getVaultBalance();
uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(tx.origin);
uint256 lpFeeRate = _LP_FEE_RATE_MODEL_.getFeeRate(tx.origin);
if (baseBalance < baseReserve) {
uint256 validBaseOut = DecimalMath.divCeil(
baseReserve - baseBalance,
DecimalMath.ONE.sub(mtFeeRate).sub(lpFeeRate)
);
baseBalance = baseReserve.sub(validBaseOut);
_transferBaseOut(_MAINTAINER_, DecimalMath.mulCeil(validBaseOut, mtFeeRate));
}
if (quoteBalance < quoteReserve) {
uint256 validQuoteOut = DecimalMath.divCeil(
quoteReserve - quoteBalance,
DecimalMath.ONE.sub(mtFeeRate).sub(lpFeeRate)
);
quoteBalance = quoteReserve.sub(validQuoteOut);
_transferQuoteOut(_MAINTAINER_, DecimalMath.mulCeil(validQuoteOut, mtFeeRate));
}
require(
calculateBase0(baseBalance, quoteBalance) >= calculateBase0(baseReserve, quoteReserve),
"FLASH_LOAN_FAILED"
);
_sync();
}
function querySellBase(address trader, uint256 payBaseAmount)
public
view
returns (uint256 receiveQuoteAmount, uint256 mtFee)
{
(receiveQuoteAmount, ) = PMMPricing.sellBaseToken(getPMMState(), payBaseAmount);
uint256 lpFeeRate = _LP_FEE_RATE_MODEL_.getFeeRate(trader);
uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(trader);
mtFee = DecimalMath.mulCeil(receiveQuoteAmount, mtFeeRate);
receiveQuoteAmount = DecimalMath.mulFloor(
receiveQuoteAmount,
DecimalMath.ONE.sub(mtFeeRate).sub(lpFeeRate)
);
return (receiveQuoteAmount, mtFee);
}
function querySellQuote(address trader, uint256 payQuoteAmount)
public
view
returns (uint256 receiveBaseAmount, uint256 mtFee)
{
(receiveBaseAmount, ) = PMMPricing.sellQuoteToken(getPMMState(), payQuoteAmount);
uint256 lpFeeRate = _LP_FEE_RATE_MODEL_.getFeeRate(trader);
uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(trader);
mtFee = DecimalMath.mulCeil(receiveBaseAmount, mtFeeRate);
receiveBaseAmount = DecimalMath.mulFloor(
receiveBaseAmount,
DecimalMath.ONE.sub(mtFeeRate).sub(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(
// 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 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) = 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 (PMMPricing.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 = PMMPricing.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);
}
}

View File

@@ -0,0 +1,164 @@
/*
Copyright 2020 DODO ZOO.
SPDX-License-Identifier: Apache-2.0
*/
pragma solidity 0.6.9;
pragma experimental ABIEncoderV2;
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 {DVMStorage} from "./DVMStorage.sol";
contract DVMVault is DVMStorage {
using SafeMath for uint256;
using SafeERC20 for IERC20;
// ============ Events ============
event Transfer(address indexed from, address indexed to, uint256 amount);
event Approval(address indexed owner, address indexed spender, uint256 amount);
event Mint(address indexed user, uint256 value);
event Burn(address indexed user, uint256 value);
// Vault related
function getVaultBalance() public view returns (uint256 baseBalance, uint256 quoteBalance) {
return (_BASE_TOKEN_.balanceOf(address(this)), _QUOTE_TOKEN_.balanceOf(address(this)));
}
function getVaultReserve() public view returns (uint256 baseReserve, uint256 quoteReserve) {
return (_BASE_RESERVE_, _QUOTE_RESERVE_);
}
function getBaseBalance() public view returns (uint256 baseBalance) {
return _BASE_TOKEN_.balanceOf(address(this));
}
function getQuoteBalance() public view returns (uint256 quoteBalance) {
return _QUOTE_TOKEN_.balanceOf(address(this));
}
function getBaseInput() public view returns (uint256 input) {
return _BASE_TOKEN_.balanceOf(address(this)).sub(_BASE_RESERVE_);
}
function getQuoteInput() public view returns (uint256 input) {
return _QUOTE_TOKEN_.balanceOf(address(this)).sub(_QUOTE_RESERVE_);
}
function _sync() internal {
(uint256 baseBalance, uint256 quoteBalance) = getVaultBalance();
if (baseBalance != _BASE_RESERVE_) {
_BASE_RESERVE_ = baseBalance;
}
if (quoteBalance != _QUOTE_RESERVE_) {
_QUOTE_RESERVE_ = quoteBalance;
}
}
function _transferBaseOut(address to, uint256 amount) internal {
if (amount > 0) {
_BASE_TOKEN_.safeTransfer(to, amount);
}
}
function _transferQuoteOut(address to, uint256 amount) internal {
if (amount > 0) {
_QUOTE_TOKEN_.safeTransfer(to, amount);
}
}
// Shares related
/**
* @dev transfer token for a specified address
* @param to The address to transfer to.
* @param amount The amount to be transferred.
*/
function transfer(address to, uint256 amount) public returns (bool) {
require(amount <= _SHARES_[msg.sender], "BALANCE_NOT_ENOUGH");
_SHARES_[msg.sender] = _SHARES_[msg.sender].sub(amount);
_SHARES_[to] = _SHARES_[to].add(amount);
emit Transfer(msg.sender, to, amount);
return true;
}
/**
* @dev Gets the balance of the specified address.
* @param owner The address to query the the balance of.
* @return balance An uint256 representing the amount owned by the passed address.
*/
function balanceOf(address owner) external view returns (uint256 balance) {
return _SHARES_[owner];
}
function shareRatioOf(address owner) external view returns (uint256 shareRatio) {
return DecimalMath.divFloor(_SHARES_[owner], totalSupply);
}
/**
* @dev Transfer tokens from one address to another
* @param from address The address which you want to send tokens from
* @param to address The address which you want to transfer to
* @param amount uint256 the amount of tokens to be transferred
*/
function transferFrom(
address from,
address to,
uint256 amount
) public returns (bool) {
require(amount <= _SHARES_[from], "BALANCE_NOT_ENOUGH");
require(amount <= _ALLOWED_[from][msg.sender], "ALLOWANCE_NOT_ENOUGH");
_SHARES_[from] = _SHARES_[from].sub(amount);
_SHARES_[to] = _SHARES_[to].add(amount);
_ALLOWED_[from][msg.sender] = _ALLOWED_[from][msg.sender].sub(amount);
emit Transfer(from, to, amount);
return true;
}
/**
* @dev Approve the passed address to spend the specified amount of tokens on behalf of msg.sender.
* @param spender The address which will spend the funds.
* @param amount The amount of tokens to be spent.
*/
function approve(address spender, uint256 amount) public returns (bool) {
_ALLOWED_[msg.sender][spender] = amount;
emit Approval(msg.sender, spender, amount);
return true;
}
/**
* @dev Function to check the amount of tokens that an owner _ALLOWED_ to a spender.
* @param owner address The address which owns the funds.
* @param spender address The address which will spend the funds.
* @return A uint256 specifying the amount of tokens still available for the spender.
*/
function allowance(address owner, address spender) public view returns (uint256) {
return _ALLOWED_[owner][spender];
}
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) internal {
_SHARES_[user] = _SHARES_[user].sub(value);
totalSupply = totalSupply.sub(value);
emit Burn(user, value);
emit Transfer(user, address(0), value);
}
// function approveAndCall()
}