Public Arbitrageur between UniswapV2 and DODO

2020-07-25 01:19:26 +08:00
parent 522c11230f
commit 1e5a905f61
3 changed files with 816 additions and 0 deletions
--- a/contracts/helper/UniswapArbitrageur.sol
+++ b/contracts/helper/UniswapArbitrageur.sol
@@ -0,0 +1,176 @@
+/*
+
+    Copyright 2020 DODO ZOO.
+    SPDX-License-Identifier: Apache-2.0
+
+*/
+
+import {Ownable} from "../lib/Ownable.sol";
+import {IDODO} from "../intf/IDODO.sol";
+import {IERC20} from "../intf/IERC20.sol";
+import {SafeERC20} from "../lib/SafeERC20.sol";
+import {SafeMath} from "../lib/SafeMath.sol";
+
+pragma solidity 0.6.9;
+pragma experimental ABIEncoderV2;
+
+interface IUniswapV2Pair {
+    function token0() external view returns (address);
+
+    function token1() external view returns (address);
+
+    function getReserves()
+        external
+        view
+        returns (
+            uint112 reserve0,
+            uint112 reserve1,
+            uint32 blockTimestampLast
+        );
+
+    function swap(
+        uint256 amount0Out,
+        uint256 amount1Out,
+        address to,
+        bytes calldata data
+    ) external;
+}
+
+contract UniswapArbitrageur {
+    using SafeMath for uint256;
+    using SafeERC20 for IERC20;
+
+    bool public _INITIALIZED_;
+
+    address public _UNISWAP_;
+    address public _DODO_;
+    address public _BASE_;
+    address public _QUOTE_;
+
+    bool public _REVERSE_; // true if dodo.baseToken=uniswap.token0
+
+    uint256 public lastArbitrageProfit;
+
+    function init(address _uniswap, address _dodo) external {
+        require(!_INITIALIZED_, "ALREADY_INITIALIZED");
+        _INITIALIZED_ = true;
+        _UNISWAP_ = _uniswap;
+        _DODO_ = _dodo;
+
+        _BASE_ = IDODO(_DODO_)._BASE_TOKEN_();
+        _QUOTE_ = IDODO(_DODO_)._QUOTE_TOKEN_();
+
+        address token0 = IUniswapV2Pair(_UNISWAP_).token0();
+        address token1 = IUniswapV2Pair(_UNISWAP_).token1();
+
+        if (token0 == _BASE_ && token1 == _QUOTE_) {
+            _REVERSE_ = false;
+        } else if (token0 == _QUOTE_ && token1 == _BASE_) {
+            _REVERSE_ = true;
+        } else {
+            require(true, "DODO_UNISWAP_NOT_MATCH");
+        }
+    }
+
+    function executeBuyArbitrage(uint256 baseAmount) external returns (uint256 quoteProfit) {
+        IDODO(_DODO_).buyBaseToken(baseAmount, uint256(-1), "0xd");
+        return lastArbitrageProfit;
+    }
+
+    function executeSellArbitrage(uint256 baseAmount) external returns (uint256 baseProfit) {
+        IDODO(_DODO_).sellBaseToken(baseAmount, 0, "0xd");
+        return lastArbitrageProfit;
+    }
+
+    function dodoCall(
+        bool isDODOBuy,
+        uint256 baseAmount,
+        uint256 quoteAmount,
+        bytes calldata
+    ) external {
+        require(msg.sender == _DODO_, "WRONG_DODO");
+        if (_REVERSE_) {
+            _inverseArbitrage(isDODOBuy, baseAmount, quoteAmount);
+        } else {
+            _arbitrage(isDODOBuy, baseAmount, quoteAmount);
+        }
+    }
+
+    function _inverseArbitrage(
+        bool isDODOBuy,
+        uint256 baseAmount,
+        uint256 quoteAmount
+    ) internal {
+        (uint112 _reserve0, uint112 _reserve1, ) = IUniswapV2Pair(_UNISWAP_).getReserves();
+        uint256 token0Balance = uint256(_reserve0);
+        uint256 token1Balance = uint256(_reserve1);
+        uint256 token0Amount;
+        uint256 token1Amount;
+        if (isDODOBuy) {
+            IERC20(_BASE_).transfer(_UNISWAP_, baseAmount);
+            // transfer token1 into uniswap
+            uint256 newToken0Balance = token0Balance.mul(token1Balance).div(
+                token1Balance.add(baseAmount)
+            );
+            token0Amount = token0Balance.sub(newToken0Balance).mul(9969).div(10000); // mul 0.9969
+            require(token0Amount > quoteAmount, "NOT_PROFITABLE");
+            lastArbitrageProfit = token0Amount.sub(quoteAmount);
+            IUniswapV2Pair(_UNISWAP_).swap(token0Amount, token1Amount, address(this), "");
+            IERC20(_QUOTE_).transfer(tx.origin, lastArbitrageProfit);
+        } else {
+            IERC20(_QUOTE_).transfer(_UNISWAP_, quoteAmount);
+            // transfer token0 into uniswap
+            uint256 newToken1Balance = token0Balance.mul(token1Balance).div(
+                token0Balance.add(quoteAmount)
+            );
+            token1Amount = token1Balance.sub(newToken1Balance).mul(9969).div(10000); // mul 0.9969
+            require(token1Amount > baseAmount, "NOT_PROFITABLE");
+            lastArbitrageProfit = token1Amount.sub(baseAmount);
+            IUniswapV2Pair(_UNISWAP_).swap(token0Amount, token1Amount, address(this), "");
+            IERC20(_BASE_).transfer(tx.origin, lastArbitrageProfit);
+        }
+    }
+
+    function _arbitrage(
+        bool isDODOBuy,
+        uint256 baseAmount,
+        uint256 quoteAmount
+    ) internal {
+        (uint112 _reserve0, uint112 _reserve1, ) = IUniswapV2Pair(_UNISWAP_).getReserves();
+        uint256 token0Balance = uint256(_reserve0);
+        uint256 token1Balance = uint256(_reserve1);
+        uint256 token0Amount;
+        uint256 token1Amount;
+        if (isDODOBuy) {
+            IERC20(_BASE_).transfer(_UNISWAP_, baseAmount);
+            // transfer token0 into uniswap
+            uint256 newToken1Balance = token1Balance.mul(token0Balance).div(
+                token0Balance.add(baseAmount)
+            );
+            token1Amount = token1Balance.sub(newToken1Balance).mul(9969).div(10000); // mul 0.9969
+            require(token1Amount > quoteAmount, "NOT_PROFITABLE");
+            lastArbitrageProfit = token1Amount.sub(quoteAmount);
+            IUniswapV2Pair(_UNISWAP_).swap(token0Amount, token1Amount, address(this), "");
+            IERC20(_QUOTE_).transfer(tx.origin, lastArbitrageProfit);
+        } else {
+            IERC20(_QUOTE_).transfer(_UNISWAP_, quoteAmount);
+            // transfer token1 into uniswap
+            uint256 newToken0Balance = token1Balance.mul(token0Balance).div(
+                token1Balance.add(quoteAmount)
+            );
+            token0Amount = token0Balance.sub(newToken0Balance).mul(9969).div(10000); // mul 0.9969
+            require(token0Amount > baseAmount, "NOT_PROFITABLE");
+            lastArbitrageProfit = token0Amount.sub(baseAmount);
+            IUniswapV2Pair(_UNISWAP_).swap(token0Amount, token1Amount, address(this), "");
+            IERC20(_BASE_).transfer(tx.origin, lastArbitrageProfit);
+        }
+    }
+
+    function retrieve(address token, uint256 amount) external {
+        IERC20(token).safeTransfer(msg.sender, amount);
+    }
+
+    function approve(address token, address spender) external {
+        IERC20(token).approve(spender, uint256(-1));
+    }
+}