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add twap switch

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This commit is contained in:
owen05
2021-01-19 17:10:46 +08:00
parent 059778b27b
commit 8b683af08f
34 changed files with 519 additions and 174 deletions
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7
contracts/DODOPrivatePool/impl/DPP.sol
View File

@@ -27,7 +27,8 @@ contract DPP is DPPTrader {
uint256 lpFeeRate,
address mtFeeRateModel,
uint256 k,
uint256 i
uint256 i,
bool isOpenTWAP
) external {
initOwner(owner);
@@ -44,6 +45,10 @@ contract DPP is DPPTrader {
_LP_FEE_RATE_ = uint64(lpFeeRate);
_K_ = uint64(k);
_I_ = uint128(i);
_IS_OPEN_TWAP_ = isOpenTWAP;
if(isOpenTWAP) _BLOCK_TIMESTAMP_LAST_ = uint32(block.timestamp % 2**32);
_resetTargetAndReserve();
}

55
contracts/DODOPrivatePool/impl/DPPStorage.sol
View File

@@ -19,6 +19,8 @@ import {PMMPricing} from "../../lib/PMMPricing.sol";
contract DPPStorage is InitializableOwnable, ReentrancyGuard {
using SafeMath for uint256;
bool public _IS_OPEN_TWAP_ = false;
// ============ Core Address ============
address public _MAINTAINER_;
@@ -26,12 +28,15 @@ contract DPPStorage is InitializableOwnable, ReentrancyGuard {
IERC20 public _BASE_TOKEN_;
IERC20 public _QUOTE_TOKEN_;
uint128 public _BASE_RESERVE_;
uint128 public _QUOTE_RESERVE_;
uint112 public _BASE_RESERVE_;
uint112 public _QUOTE_RESERVE_;
uint32 public _BLOCK_TIMESTAMP_LAST_;
uint120 public _BASE_TARGET_;
uint120 public _QUOTE_TARGET_;
uint16 public _RState_;
uint112 public _BASE_TARGET_;
uint112 public _QUOTE_TARGET_;
uint32 public _RState_;
uint256 public _BASE_PRICE_CUMULATIVE_LAST_;
// ============ Variables for Pricing ============
@@ -40,4 +45,44 @@ contract DPPStorage is InitializableOwnable, ReentrancyGuard {
uint64 public _LP_FEE_RATE_;
uint64 public _K_;
uint128 public _I_;
// ============ 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 = _BASE_TARGET_;
state.Q0 = _QUOTE_TARGET_;
state.R = PMMPricing.RState(_RState_);
PMMPricing.adjustedTarget(state);
}
function getPMMStateForCall()
external
view
returns (
uint256 i,
uint256 K,
uint256 B,
uint256 Q,
uint256 B0,
uint256 Q0,
uint256 R
)
{
PMMPricing.PMMState memory state = getPMMState();
i = state.i;
K = state.K;
B = state.B;
Q = state.Q;
B0 = state.B0;
Q0 = state.Q0;
R = uint256(state.R);
}
function getMidPrice() public view returns (uint256 midPrice) {
return PMMPricing.getMidPrice(getPMMState());
}
}

72
contracts/DODOPrivatePool/impl/DPPTrader.sol
View File

@@ -56,10 +56,10 @@ contract DPPTrader is DPPVault {
_setReserve(baseBalance, _QUOTE_TOKEN_.balanceOf(address(this)));
// update TARGET
if (_RState_ != uint16(newRState)) {
_RState_ = uint16(newRState);
require(newBaseTarget <= uint120(-1),"OVERFLOW");
_BASE_TARGET_ = uint120(newBaseTarget);
if (_RState_ != uint32(newRState)) {
require(newBaseTarget <= uint112(-1),"OVERFLOW");
_BASE_TARGET_ = uint112(newBaseTarget);
_RState_ = uint32(newRState);
emit RChange(newRState);
}
@@ -93,10 +93,10 @@ contract DPPTrader is DPPVault {
_setReserve(_BASE_TOKEN_.balanceOf(address(this)), quoteBalance);
// update TARGET
if (_RState_ != uint16(newRState)) {
_RState_ = uint16(newRState);
require(newQuoteTarget <= uint120(-1),"OVERFLOW");
_QUOTE_TARGET_ = uint120(newQuoteTarget);
if (_RState_ != uint32(newRState)) {
require(newQuoteTarget <= uint112(-1),"OVERFLOW");
_QUOTE_TARGET_ = uint112(newQuoteTarget);
_RState_ = uint32(newRState);
emit RChange(newRState);
}
@@ -144,10 +144,10 @@ contract DPPTrader is DPPVault {
require(uint256(_BASE_RESERVE_).sub(baseBalance) <= receiveBaseAmount, "FLASH_LOAN_FAILED");
_transferBaseOut(_MAINTAINER_, mtFee);
if (_RState_ != uint16(newRState)) {
_RState_ = uint16(newRState);
require(newQuoteTarget <= uint120(-1),"OVERFLOW");
_QUOTE_TARGET_ = uint120(newQuoteTarget);
if (_RState_ != uint32(newRState)) {
require(newQuoteTarget <= uint112(-1),"OVERFLOW");
_QUOTE_TARGET_ = uint112(newQuoteTarget);
_RState_ = uint32(newRState);
emit RChange(newRState);
}
emit DODOSwap(
@@ -173,10 +173,10 @@ contract DPPTrader is DPPVault {
require(uint256(_QUOTE_RESERVE_).sub(quoteBalance) <= receiveQuoteAmount, "FLASH_LOAN_FAILED");
_transferQuoteOut(_MAINTAINER_, mtFee);
if (_RState_ != uint16(newRState)) {
_RState_ = uint16(newRState);
require(newBaseTarget <= uint120(-1),"OVERFLOW");
_BASE_TARGET_ = uint120(newBaseTarget);
if (_RState_ != uint32(newRState)) {
require(newBaseTarget <= uint112(-1),"OVERFLOW");
_BASE_TARGET_ = uint112(newBaseTarget);
_RState_ = uint32(newRState);
emit RChange(newRState);
}
emit DODOSwap(
@@ -239,44 +239,4 @@ contract DPPTrader is DPPVault {
.sub(mtFee);
newQuoteTarget = state.Q0;
}
// ============ 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 = _BASE_TARGET_;
state.Q0 = _QUOTE_TARGET_;
state.R = PMMPricing.RState(_RState_);
PMMPricing.adjustedTarget(state);
}
function getPMMStateForCall()
external
view
returns (
uint256 i,
uint256 K,
uint256 B,
uint256 Q,
uint256 B0,
uint256 Q0,
uint256 R
)
{
PMMPricing.PMMState memory state = getPMMState();
i = state.i;
K = state.K;
B = state.B;
Q = state.Q;
B0 = state.B0;
Q0 = state.Q0;
R = uint256(state.R);
}
function getMidPrice() public view returns (uint256 midPrice) {
return PMMPricing.getMidPrice(getPMMState());
}
}

57
contracts/DODOPrivatePool/impl/DPPVault.sol
View File

@@ -44,62 +44,81 @@ contract DPPVault is DPPStorage {
// ============ Get Input ============
function getBaseInput() public view returns (uint256 input) {
return _BASE_TOKEN_.balanceOf(address(this)).sub(_BASE_RESERVE_);
return _BASE_TOKEN_.balanceOf(address(this)).sub(uint256(_BASE_RESERVE_));
}
function getQuoteInput() public view returns (uint256 input) {
return _QUOTE_TOKEN_.balanceOf(address(this)).sub(_QUOTE_RESERVE_);
return _QUOTE_TOKEN_.balanceOf(address(this)).sub(uint256(_QUOTE_RESERVE_));
}
// ============ TWAP UPDATE ===========
function _twapUpdate() internal {
uint32 blockTimestamp = uint32(block.timestamp % 2**32);
uint32 timeElapsed = blockTimestamp - _BLOCK_TIMESTAMP_LAST_;
if (timeElapsed > 0 && _BASE_RESERVE_ != 0 && _QUOTE_RESERVE_ != 0) {
_BASE_PRICE_CUMULATIVE_LAST_ += getMidPrice() * timeElapsed;
}
_BLOCK_TIMESTAMP_LAST_ = blockTimestamp;
}
// ============ Set Status ============
function _setReserve(uint256 baseReserve, uint256 quoteReserve) internal {
require(baseReserve <= uint120(-1) && quoteReserve <= uint120(-1), "OVERFLOW");
_BASE_RESERVE_ = uint128(baseReserve);
_QUOTE_RESERVE_ = uint128(quoteReserve);
require(baseReserve <= uint112(-1) && quoteReserve <= uint112(-1), "OVERFLOW");
_BASE_RESERVE_ = uint112(baseReserve);
_QUOTE_RESERVE_ = uint112(quoteReserve);
if(_IS_OPEN_TWAP_) _twapUpdate();
}
function _sync() internal {
uint256 baseBalance = _BASE_TOKEN_.balanceOf(address(this));
uint256 quoteBalance = _QUOTE_TOKEN_.balanceOf(address(this));
require(baseBalance <= uint120(-1) && quoteBalance <= uint120(-1), "OVERFLOW");
require(baseBalance <= uint112(-1) && quoteBalance <= uint112(-1), "OVERFLOW");
if (baseBalance != _BASE_RESERVE_) {
_BASE_RESERVE_ = uint128(baseBalance);
_BASE_RESERVE_ = uint112(baseBalance);
}
if (quoteBalance != _QUOTE_RESERVE_) {
_QUOTE_RESERVE_ = uint128(quoteBalance);
_QUOTE_RESERVE_ = uint112(quoteBalance);
}
if(_IS_OPEN_TWAP_) _twapUpdate();
}
function _resetTargetAndReserve() internal {
uint256 baseBalance = _BASE_TOKEN_.balanceOf(address(this));
uint256 quoteBalance = _QUOTE_TOKEN_.balanceOf(address(this));
require(baseBalance <= uint120(-1) && quoteBalance <= uint120(-1), "OVERFLOW");
require(baseBalance <= uint112(-1) && quoteBalance <= uint112(-1), "OVERFLOW");
_BASE_RESERVE_ = uint128(baseBalance);
_QUOTE_RESERVE_ = uint128(quoteBalance);
_BASE_TARGET_ = uint120(baseBalance);
_QUOTE_TARGET_ = uint120(quoteBalance);
_RState_ = uint16(PMMPricing.RState.ONE);
_BASE_RESERVE_ = uint112(baseBalance);
_QUOTE_RESERVE_ = uint112(quoteBalance);
_BASE_TARGET_ = uint112(baseBalance);
_QUOTE_TARGET_ = uint112(quoteBalance);
_RState_ = uint32(PMMPricing.RState.ONE);
if(_IS_OPEN_TWAP_) _twapUpdate();
}
function ratioSync() external preventReentrant onlyOwner {
uint256 baseBalance = _BASE_TOKEN_.balanceOf(address(this));
uint256 quoteBalance = _QUOTE_TOKEN_.balanceOf(address(this));
require(baseBalance <= uint120(-1) && quoteBalance <= uint120(-1), "OVERFLOW");
require(baseBalance <= uint112(-1) && quoteBalance <= uint112(-1), "OVERFLOW");
if (baseBalance != _BASE_RESERVE_) {
_BASE_TARGET_ = uint120(uint256(_BASE_TARGET_).mul(baseBalance).div(uint256(_BASE_RESERVE_)));
_BASE_RESERVE_ = uint128(baseBalance);
_BASE_TARGET_ = uint112(uint256(_BASE_TARGET_).mul(baseBalance).div(uint256(_BASE_RESERVE_)));
_BASE_RESERVE_ = uint112(baseBalance);
}
if (quoteBalance != _QUOTE_RESERVE_) {
_QUOTE_TARGET_ = uint120(uint256(_QUOTE_TARGET_).mul(quoteBalance).div(uint256(_QUOTE_RESERVE_)));
_QUOTE_RESERVE_ = uint128(quoteBalance);
_QUOTE_TARGET_ = uint112(uint256(_QUOTE_TARGET_).mul(quoteBalance).div(uint256(_QUOTE_RESERVE_)));
_QUOTE_RESERVE_ = uint112(quoteBalance);
}
if(_IS_OPEN_TWAP_) _twapUpdate();
}
function reset(