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add twap switch

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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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57
contracts/DODOPrivatePool/impl/DPPVault.sol
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@@ -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(